Aspects of particle filtering in high-dimensional spaces

Nonlinear data assimilation is high on the agenda in all fields of the geosciences as with ever increasing model resolution and inclusion of more physical (biological etc.) processes, and more complex observation operators the data-assimilation problem becomes more and more nonlinear. The suitability of particle filters to solve the nonlinear data assimilation problem in high-dimensional geophysical problems will be discussed. Several existing and new schemes will be presented and it is shown that at least one of them, the Equivalent-Weights Particle Filter, does indeed beat the curse of dimensionality and provides a way forward to solve the problem of nonlinear data assimilation in high-dimensional systems.

Separating the wheat from the chaff: unbiased filtering of background tandem mass spectra improves protein identification

Only a small fraction of spectra acquired in LC-MS/MS runs matches peptides from target proteins upon database searches. The remaining, operationally termed background, spectra originate from a variety of poorly controlled sources and affect the throughput and confidence of database searches. Here, we report an algorithm and its software implementation that rapidly removes background spectra, regardless of their precise origin. The method estimates the dissimilarity distance between screened MS/MS spectra and unannotated spectra from a partially redundant background library compiled from several control and blank runs. Filtering MS/MS queries enhanced the protein identification capacity when searches lacked spectrum to sequence matching specificity. In sequence-similarity searches it reduced by, on average, 30-fold the number of orphan hits, which were not explicitly related to background protein contaminants and required manual validation. Removing high quality background MS/MS spectra, while preserving in the data set the genuine spectra from target proteins, decreased the false positive rate of stringent database searches and improved the identification of low-abundance proteins.

Combining collaborative and content-based filtering to recommend research papers

The number of research papers available today is growing at a staggering rate, generating a huge amount of information that people cannot keep up with. According to a tendency indicated by the United States’ National Science Foundation, more than 10 million new papers will be published in the next 20 years. Because most of these papers will be available on the Web, this research focus on exploring issues on recommending research papers to users, in order to directly lead users to papers of their interest. Recommender systems are used to recommend items to users among a huge stream of available items, according to users’ interests. This research focuses on the two most prevalent techniques to date, namely Content-Based Filtering and Collaborative Filtering. The first explores the text of the paper itself, recommending items similar in content to the ones the user has rated in the past. The second explores the citation web existing among papers. As these two techniques have complementary advantages, we explored hybrid approaches to recommending research papers. We created standalone and hybrid versions of algorithms and evaluated them through both offline experiments on a database of 102,295 papers, and an online experiment with 110 users. Our results show that the two techniques can be successfully combined to recommend papers. The coverage is also increased at the level of 100% in the hybrid algorithms. In addition, we found that different algorithms are more suitable for recommending different kinds of papers. Finally, we verified that users’ research experience influences the way users perceive recommendations. In parallel, we found that there are no significant differences in recommending papers for users from different countries. However, our results showed that users’ interacting with a research paper Recommender Systems are much happier when the interface is presented in the user’s native language, regardless the language that the papers are written. Therefore, an interface should be tailored to the user’s mother language.

Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications

In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.

Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

Another prefiltering algorithm for adaptive IIR filtering

An algorithm for adaptive IIR filtering that uses prefiltering structure in direct form is presented. This structure has an estimation error that is a linear function of the coefficients. This property greatly simplifies the derivation of gradient-based algorithms. Computer simulations show that the proposed structure improves convergence speed.

Harmonics filtering and detection of disturbances using wavelets

Traditional mathematical tools, like Fourier Analysis, have proven to be efficient when analyzing steady-state distortions; however, the growing utilization of electronically controlled loads and the generation of a new dynamics in industrial environments signals have suggested the need of a powerful tool to perform the analysis of non-stationary distortions, overcoming limitations of frequency techniques. Wavelet Theory provides a new approach to harmonic analysis, focusing the decomposition of a signal into non-sinusoidal components, which are translated and scaled in time, generating a time-frequency basis. The correct choice of the waveshape to be used in decomposition is very important and discussed in this work. A brief theoretical introduction on Wavelet Transform is presented and some cases (practical and simulated) are discussed. Distortions commonly found in industrial environments, such as the current waveform of a Switched-Mode Power Supply and the input phase voltage waveform of motor fed by inverter are analyzed using Wavelet Theory. Applications such as extracting the fundamental frequency of a non-sinusoidal current signal, or using the ability of compact representation to detect non-repetitive disturbances are presented.

Identification and filtering of uncharacteristic noise in the CMS hadron calorimeter

Commissioning studies of the CMS hadron calorimeter have identified sporadic uncharacteristic noise and a small number of malfunctioning calorimeter channels. Algorithms have been developed to identify and address these problems in the data. The methods have been tested on cosmic ray muon data, calorimeter noise data, and single beam data collected with CMS in 2008. The noise rejection algorithms can be applied to LHC collision data at the trigger level or in the offline analysis. The application of the algorithms at the trigger level is shown to remove 90% of noise events with fake missing transverse energy above 100 GeV, which is sufficient for the CMS physics trigger operation. © 2010 IOP Publishing Ltd and SISSA.

Filtering for discrete-time Markov jump systems with network transmitted mode

This paper is concerned with ℋ 2 and ℋ ∞ filter design for discrete-time Markov jump systems. The usual assumption of mode-dependent design, where the current Markov mode is available to the filter at every instant of time is substituted by the case where that availability is subject to another Markov chain. In other words, the mode is transmitted to the filter through a network with given transmission failure probabilities. The problem is solved by modeling a system with N modes as another with 2N modes and cluster availability. We also treat the case where the transition probabilities are not exactly known and demonstrate our conditions for calculating an ℋ ∞ norm bound are less conservative than the available results in the current literature. Numerical examples show the applicability of the proposed results. ©2010 IEEE.

Digital filtering of oscillations intrinsic to transmission line modeling based on lumped parameters

A correction procedure based on digital signal processing theory is proposed to smooth the numeric oscillations in electromagnetic transient simulation results from transmission line modeling based on an equivalent representation by lumped parameters. The proposed improvement to this well-known line representation is carried out with an Finite Impulse Response (FIR) digital filter used to exclude the high-frequency components associated with the spurious numeric oscillations. To prove the efficacy of this correction method, a well-established frequency-dependent line representation using state equations is modeled with an FIR filter included in the model. The results obtained from the state-space model with and without the FIR filtering are compared with the results simulated by a line model based on distributed parameters and inverse transforms. Finally, the line model integrated with the FIR filtering is also tested and validated based on simulations that include nonlinear and time-variable elements. © 2012 Elsevier Ltd. All rights reserved.

Dimensionality effects in the local density of states of ferromagnetic hosts probed via STM: Spin-polarized quantum beats and spin filtering

We theoretically investigate the local density of states (LDOS) probed by an STM tip of ferromagnetic metals hosting a single adatom and a subsurface impurity. We model the system via the two-impurity Anderson Hamiltonian. By using the equation of motion with the relevant Green's functions, we derive analytical expressions for the LDOS of two host types: a surface and a quantum wire. The LDOS reveals Friedel-like oscillations and Fano interference as a function of the STM tip position. These oscillations strongly depend on the host dimension. Interestingly, we find that the spin-dependent Fermi wave numbers of the hosts give rise to spin-polarized quantum beats in the LDOS. Although the LDOS for the metallic surface shows a damped beating pattern, it exhibits the opposite behavior in the quantum wire. Due to this absence of damping, the wire operates as a spatially resolved spin filter with a high efficiency. © 2013 American Physical Society.

On the Acoustic Filtering of the Pipe and Sensor in a Buried Plastic Water Pipe and its Effect on Leak Detection: An Experimental Investigation

Acoustic techniques have been used for many years to find and locate leaks in buried water distribution systems. Hydrophones and accelerometers are typically used as sensors. Although geophones could be used as well, they are not generally used for leak detection. A simple acoustic model of the pipe and the sensors has been proposed previously by some of the authors of this paper, and their model was used to explain some of the features observed in measurements. However, simultaneous measurements of a leak using all three sensor-types in controlled conditions for plastic pipes has not been reported to-date and hence they have not yet been compared directly. This paper fills that gap in knowledge. A set of measurements was made on a bespoke buried plastic water distribution pipe test rig to validate the previously reported analytical model. There is qualitative agreement between the experimental results and the model predictions in terms of the differing filtering properties of the pipe-sensor systems. A quality measure for the data is also presented, which is the ratio of the bandwidth over which the analysis is carried out divided by the centre frequency of this bandwidth. Based on this metric, the accelerometer was found to be the best sensor to use for the test rig described in this paper. However, for a system in which the distance between the sensors is large or the attenuation factor of the system is high, then it would be advantageous to use hydrophones, even though they are invasive sensors.

Spin-dependent beating patterns in thermoelectric properties: Filtering the carriers of the heat flux in a Kondo adatom system

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)