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.

Use of the HDS system (hydric depuration with soils) associated to other constructed wetlands techniques for public water supply

Two projects of water treatment for public water supply were developed and operated by using combined systems of constructed wetlands. One of the projects was carried out in the town of Analandia, Sao Paulo, Brazil and wetlands with floating aquatic plants associated to the HDS system were used. Nearly 6480 inhabitants were supplied. The other conducted project was an experimental station in partnership with SABESP (Sao Paulo State Sanitation Agency/Brazil), for the pretreatment of 1700 l.s-1 of waters from the Cotia River, which is used for the population's supply after conventional treatment at the Lower Cotia Water Treatment Station. For this pilot project, wetlands with emergents and floating plants associated to the HDS system were used. The proposed objectives were achieved in both projects.

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.

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.

EDGE-PRESERVING SPECKLE TEXTURE REMOVAL BY INTERFERENCE-BASED SPECKLE FILTERING FOLLOWED BY ANISOTROPIC DIFFUSION

Ultrasonography has an inherent noise pattern, called speckle, which is known to hamper object recognition for both humans and computers. Speckle noise is produced by the mutual interference of a set of scattered wavefronts. Depending on the phase of the wavefronts, the interference may be constructive or destructive, which results in brighter or darker pixels, respectively. We propose a filter that minimizes noise fluctuation while simultaneously preserving local gray level information. It is based on steps to attenuate the destructive and constructive interference present in ultrasound images. This filter, called interference-based speckle filter followed by anisotropic diffusion (ISFAD), was developed to remove speckle texture from B-mode ultrasound images, while preserving the edges and the gray level of the region. The ISFAD performance was compared with 10 other filters. The evaluation was based on their application to images simulated by Field II (developed by Jensen et al.) and the proposed filter presented the greatest structural similarity, 0.95. Functional improvement of the segmentation task was also measured, comparing rates of true positive, false positive and accuracy. Using three different segmentation techniques, ISFAD also presented the best accuracy rate (greater than 90% for structures with well-defined borders). (E-mail: fernando.okara@gmail.com) (C) 2012 World Federation for Ultrasound in Medicine & Biology.

Diagnosis and Fault detection in Electrical Machines and Drives based on Advanced Signal Processing Techniques

In the present thesis, a new methodology of diagnosis based on advanced use of time-frequency technique analysis is presented. More precisely, a new fault index that allows tracking individual fault components in a single frequency band is defined. More in detail, a frequency sliding is applied to the signals being analyzed (currents, voltages, vibration signals), so that each single fault frequency component is shifted into a prefixed single frequency band. Then, the discrete Wavelet Transform is applied to the resulting signal to extract the fault signature in the frequency band that has been chosen. Once the state of the machine has been qualitatively diagnosed, a quantitative evaluation of the fault degree is necessary. For this purpose, a fault index based on the energy calculation of approximation and/or detail signals resulting from wavelet decomposition has been introduced to quantify the fault extend. The main advantages of the developed new method over existing Diagnosis techniques are the following: - Capability of monitoring the fault evolution continuously over time under any transient operating condition; - Speed/slip measurement or estimation is not required; - Higher accuracy in filtering frequency components around the fundamental in case of rotor faults; - Reduction in the likelihood of false indications by avoiding confusion with other fault harmonics (the contribution of the most relevant fault frequency components under speed-varying conditions are clamped in a single frequency band); - Low memory requirement due to low sampling frequency; - Reduction in the latency of time processing (no requirement of repeated sampling operation).

Interaction of fine particles and nanoparticles with red blood cells visualized with advanced microscopic techniques

So far, little is known about the interaction of nanoparticles with lung cells, the entering of nanoparticles, and their transport through the blood stream to other organs. The entering and localization of different nanoparticles consisting of differing materials and of different charges were studied in human red blood cells. As these cells do not have any phagocytic receptors on their surface, and no actinmyosin system, we chose them as a model for nonphagocytic cells to study how nanoparticles penetrate cell membranes. We combined different microscopic techniques to visualize fine and nanoparticles in red blood cells: (I) fluorescent particles were analyzed by laser scanning microscopy combined with digital image restoration, (II) gold particles were analyzed by conventional transmission electron microscopy and energy filtering transmission electron microscopy, and (III) titanium dioxide particles were analyzed by energy filtering transmission electron microscopy. By using these differing microscopic techniques we were able to visualize and detect particles < or = 0.2 microm and nanoparticles in red blood cells. We found that the surface charge and the material of the particles did not influence their entering. These results suggest that particles may penetrate the red blood cell membrane by a still unknown mechanism different from phagocytosis and endocytosis.

Soft-decision equalization techniques for frequency selective MIMO channels

Multi-input multi-output (MIMO) technology is an emerging solution for high data rate wireless communications. We develop soft-decision based equalization techniques for frequency selective MIMO channels in the quest for low-complexity equalizers with BER performance competitive to that of ML sequence detection. We first propose soft decision equalization (SDE), and demonstrate that decision feedback equalization (DFE) based on soft-decisions, expressed via the posterior probabilities associated with feedback symbols, is able to outperform hard-decision DFE, with a low computational cost that is polynomial in the number of symbols to be recovered, and linear in the signal constellation size. Building upon the probabilistic data association (PDA) multiuser detector, we present two new MIMO equalization solutions to handle the distinctive channel memory. With their low complexity, simple implementations, and impressive near-optimum performance offered by iterative soft-decision processing, the proposed SDE methods are attractive candidates to deliver efficient reception solutions to practical high-capacity MIMO systems. Motivated by the need for low-complexity receiver processing, we further present an alternative low-complexity soft-decision equalization approach for frequency selective MIMO communication systems. With the help of iterative processing, two detection and estimation schemes based on second-order statistics are harmoniously put together to yield a two-part receiver structure: local multiuser detection (MUD) using soft-decision Probabilistic Data Association (PDA) detection, and dynamic noise-interference tracking using Kalman filtering. The proposed Kalman-PDA detector performs local MUD within a sub-block of the received data instead of over the entire data set, to reduce the computational load. At the same time, all the inter-ference affecting the local sub-block, including both multiple access and inter-symbol interference, is properly modeled as the state vector of a linear system, and dynamically tracked by Kalman filtering. Two types of Kalman filters are designed, both of which are able to track an finite impulse response (FIR) MIMO channel of any memory length. The overall algorithms enjoy low complexity that is only polynomial in the number of information-bearing bits to be detected, regardless of the data block size. Furthermore, we introduce two optional performance-enhancing techniques: cross- layer automatic repeat request (ARQ) for uncoded systems and code-aided method for coded systems. We take Kalman-PDA as an example, and show via simulations that both techniques can render error performance that is better than Kalman-PDA alone and competitive to sphere decoding. At last, we consider the case that channel state information (CSI) is not perfectly known to the receiver, and present an iterative channel estimation algorithm. Simulations show that the performance of SDE with channel estimation approaches that of SDE with perfect CSI.

Performance of jet substructure techniques for large-ℝ jets in proton-proton collisions at sqrts = 7 TeV using the ATLAS detector

This paper presents the application of a variety of techniques to study jet substructure. The performance of various modified jet algorithms, or jet grooming techniques, for several jet types and event topologies is investigated for jets with transverse momentum larger than 300 GeV. Properties of jets subjected to the mass-drop filtering, trimming, and pruning algorithms are found to have reduced sensitivity to multiple proton-proton interactions, are more stable at high luminosity and improve the physics potential of searches for heavy boosted objects. Studies of the expected discrimination power of jet mass and jet substructure observables in searches for new physics are also presented. Event samples enriched in boosted W and Z bosons and top-quark pairs are used to study both the individual jet invariant mass scales and the efficacy of algorithms to tag boosted hadronic objects. The analyses presented use the full 2011 ATLAS dataset, corresponding to an integrated luminosity of 4.7 +/- 0.1 /fb from proton-proton collisions produced by the Large Hadron Collider at a center-of-mass energy of sqrt(s) = 7 TeV.

Improved Techniques for Acquisition and Analysis of Dynamic Contrast-Enhanced Magnetic Resonance Imaging for Detecting Vascular Permeability in the Central Nervous System

Dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) is a noninvasive technique for quantitative assessment of the integrity of blood-brain barrier and blood-spinal cord barrier (BSCB) in the presence of central nervous system pathologies. However, the results of DCE-MRI show substantial variability. The high variability can be caused by a number of factors including inaccurate T1 estimation, insufficient temporal resolution and poor contrast-to-noise ratio. My thesis work is to develop improved methods to reduce the variability of DCE-MRI results. To obtain fast and accurate T1 map, the Look-Locker acquisition technique was implemented with a novel and truly centric k-space segmentation scheme. In addition, an original multi-step curve fitting procedure was developed to increase the accuracy of T1 estimation. A view sharing acquisition method was implemented to increase temporal resolution, and a novel normalization method was introduced to reduce image artifacts. Finally, a new clustering algorithm was developed to reduce apparent noise in the DCE-MRI data. The performance of these proposed methods was verified by simulations and phantom studies. As part of this work, the proposed techniques were applied to an in vivo DCE-MRI study of experimental spinal cord injury (SCI). These methods have shown robust results and allow quantitative assessment of regions with very low vascular permeability. In conclusion, applications of the improved DCE-MRI acquisition and analysis methods developed in this thesis work can improve the accuracy of the DCE-MRI results.

Contribution to the quality improvement of the antenna measurement using post-processing techniques = Contribución a la mejora de la calidad de medida de antena usando técnicas de post-procesado

One important task in the design of an antenna is to carry out an analysis to find out the characteristics of the antenna that best fulfills the specifications fixed by the application. After that, a prototype is manufactured and the next stage in design process is to check if the radiation pattern differs from the designed one. Besides the radiation pattern, other radiation parameters like directivity, gain, impedance, beamwidth, efficiency, polarization, etc. must be also evaluated. For this purpose, accurate antenna measurement techniques are needed in order to know exactly the actual electromagnetic behavior of the antenna under test. Due to this fact, most of the measurements are performed in anechoic chambers, which are closed areas, normally shielded, covered by electromagnetic absorbing material, that simulate free space propagation conditions, due to the absorption of the radiation absorbing material. Moreover, these facilities can be employed independently of the weather conditions and allow measurements free from interferences. Despite all the advantages of the anechoic chambers, the results obtained both from far-field measurements and near-field measurements are inevitably affected by errors. Thus, the main objective of this Thesis is to propose algorithms to improve the quality of the results obtained in antenna measurements by using post-processing techniques and without requiring additional measurements. First, a deep revision work of the state of the art has been made in order to give a general vision of the possibilities to characterize or to reduce the effects of errors in antenna measurements. Later, new methods to reduce the unwanted effects of four of the most commons errors in antenna measurements are described and theoretical and numerically validated. The basis of all them is the same, to perform a transformation from the measurement surface to another domain where there is enough information to easily remove the contribution of the errors. The four errors analyzed are noise, reflections, truncation errors and leakage and the tools used to suppress them are mainly source reconstruction techniques, spatial and modal filtering and iterative algorithms to extrapolate functions. Therefore, the main idea of all the methods is to modify the classical near-field-to-far-field transformations by including additional steps with which errors can be greatly suppressed. Moreover, the proposed methods are not computationally complex and, because they are applied in post-processing, additional measurements are not required. The noise is the most widely studied error in this Thesis, proposing a total of three alternatives to filter out an important noise contribution before obtaining the far-field pattern. The first one is based on a modal filtering. The second alternative uses a source reconstruction technique to obtain the extreme near-field where it is possible to apply a spatial filtering. The last one is to back-propagate the measured field to a surface with the same geometry than the measurement surface but closer to the AUT and then to apply also a spatial filtering. All the alternatives are analyzed in the three most common near-field systems, including comprehensive noise statistical analyses in order to deduce the signal-to-noise ratio improvement achieved in each case. The method to suppress reflections in antenna measurements is also based on a source reconstruction technique and the main idea is to reconstruct the field over a surface larger than the antenna aperture in order to be able to identify and later suppress the virtual sources related to the reflective waves. The truncation error presents in the results obtained from planar, cylindrical and partial spherical near-field measurements is the third error analyzed in this Thesis. The method to reduce this error is based on an iterative algorithm to extrapolate the reliable region of the far-field pattern from the knowledge of the field distribution on the AUT plane. The proper termination point of this iterative algorithm as well as other critical aspects of the method are also studied. The last part of this work is dedicated to the detection and suppression of the two most common leakage sources in antenna measurements. A first method tries to estimate the leakage bias constant added by the receiver’s quadrature detector to every near-field data and then suppress its effect on the far-field pattern. The second method can be divided into two parts; the first one to find the position of the faulty component that radiates or receives unwanted radiation, making easier its identification within the measurement environment and its later substitution; and the second part of this method is able to computationally remove the leakage effect without requiring the substitution of the faulty component. Resumen Una tarea importante en el diseño de una antena es llevar a cabo un análisis para averiguar las características de la antena que mejor cumple las especificaciones fijadas por la aplicación. Después de esto, se fabrica un prototipo de la antena y el siguiente paso en el proceso de diseño es comprobar si el patrón de radiación difiere del diseñado. Además del patrón de radiación, otros parámetros de radiación como la directividad, la ganancia, impedancia, ancho de haz, eficiencia, polarización, etc. deben ser también evaluados. Para lograr este propósito, se necesitan técnicas de medida de antenas muy precisas con el fin de saber exactamente el comportamiento electromagnético real de la antena bajo prueba. Debido a esto, la mayoría de las medidas se realizan en cámaras anecoicas, que son áreas cerradas, normalmente revestidas, cubiertas con material absorbente electromagnético. Además, estas instalaciones se pueden emplear independientemente de las condiciones climatológicas y permiten realizar medidas libres de interferencias. A pesar de todas las ventajas de las cámaras anecoicas, los resultados obtenidos tanto en medidas en campo lejano como en medidas en campo próximo están inevitablemente afectados por errores. Así, el principal objetivo de esta Tesis es proponer algoritmos para mejorar la calidad de los resultados obtenidos en medida de antenas mediante el uso de técnicas de post-procesado. Primeramente, se ha realizado un profundo trabajo de revisión del estado del arte con el fin de dar una visión general de las posibilidades para caracterizar o reducir los efectos de errores en medida de antenas. Después, se han descrito y validado tanto teórica como numéricamente nuevos métodos para reducir el efecto indeseado de cuatro de los errores más comunes en medida de antenas. La base de todos ellos es la misma, realizar una transformación de la superficie de medida a otro dominio donde hay suficiente información para eliminar fácilmente la contribución de los errores. Los cuatro errores analizados son ruido, reflexiones, errores de truncamiento y leakage y las herramientas usadas para suprimirlos son principalmente técnicas de reconstrucción de fuentes, filtrado espacial y modal y algoritmos iterativos para extrapolar funciones. Por lo tanto, la principal idea de todos los métodos es modificar las transformaciones clásicas de campo cercano a campo lejano incluyendo pasos adicionales con los que los errores pueden ser enormemente suprimidos. Además, los métodos propuestos no son computacionalmente complejos y dado que se aplican en post-procesado, no se necesitan medidas adicionales. El ruido es el error más ampliamente estudiado en esta Tesis, proponiéndose un total de tres alternativas para filtrar una importante contribución de ruido antes de obtener el patrón de campo lejano. La primera está basada en un filtrado modal. La segunda alternativa usa una técnica de reconstrucción de fuentes para obtener el campo sobre el plano de la antena donde es posible aplicar un filtrado espacial. La última es propagar el campo medido a una superficie con la misma geometría que la superficie de medida pero más próxima a la antena y luego aplicar también un filtrado espacial. Todas las alternativas han sido analizadas en los sistemas de campo próximos más comunes, incluyendo detallados análisis estadísticos del ruido con el fin de deducir la mejora de la relación señal a ruido lograda en cada caso. El método para suprimir reflexiones en medida de antenas está también basado en una técnica de reconstrucción de fuentes y la principal idea es reconstruir el campo sobre una superficie mayor que la apertura de la antena con el fin de ser capaces de identificar y después suprimir fuentes virtuales relacionadas con las ondas reflejadas. El error de truncamiento que aparece en los resultados obtenidos a partir de medidas en un plano, cilindro o en la porción de una esfera es el tercer error analizado en esta Tesis. El método para reducir este error está basado en un algoritmo iterativo para extrapolar la región fiable del patrón de campo lejano a partir de información de la distribución del campo sobre el plano de la antena. Además, se ha estudiado el punto apropiado de terminación de este algoritmo iterativo así como otros aspectos críticos del método. La última parte de este trabajo está dedicado a la detección y supresión de dos de las fuentes de leakage más comunes en medida de antenas. El primer método intenta realizar una estimación de la constante de fuga del leakage añadido por el detector en cuadratura del receptor a todos los datos en campo próximo y después suprimir su efecto en el patrón de campo lejano. El segundo método se puede dividir en dos partes; la primera de ellas para encontrar la posición de elementos defectuosos que radian o reciben radiación indeseada, haciendo más fácil su identificación dentro del entorno de medida y su posterior substitución. La segunda parte del método es capaz de eliminar computacionalmente el efector del leakage sin necesidad de la substitución del elemento defectuoso.

Spatio-temporal filtering with morphological operators for robust cell migration estimation in "in-vivo" images

The understanding of the embryogenesis in living systems requires reliable quantitative analysis of the cell migration throughout all the stages of development. This is a major challenge of the "in-toto" reconstruction based on different modalities of "in-vivo" imaging techniques -spatio-temporal resolution and image artifacts and noise. Several methods for cell tracking are available, but expensive manual interaction -time and human resources- is always required to enforce coherence. Because of this limitation it is necessary to restrict the experiments or assume an uncontrolled error rate. Is it possible to obtain automated reliable measurements of migration? can we provide a seed for biologists to complete cell lineages efficiently? We propose a filtering technique that considers trajectories as spatio-temporal connected structures that prunes out those that might introduce noise and false positives by using multi-dimensional morphological operators.

Application of postprocessing techniques methods for noise reduction in cylindrical near field antenna measurements

Three different methods to reduce the noise power in the far-field pattern of an antenna when it is measured in a cylindrical near field system are presented and compared. The first one is based on a modal filtering while the other two are based on spatial filtering, either on an antenna plane or either on a cylinder of smaller radius. Simulated and measured results will be presented.

Noise-agnostic adaptive image filtering without training references on an evolvable hardware platform

One of the main concerns of evolvable and adaptive systems is the need of a training mechanism, which is normally done by using a training reference and a test input. The fitness function to be optimized during the evolution (training) phase is obtained by comparing the output of the candidate systems against the reference. The adaptivity that this type of systems may provide by re-evolving during operation is especially important for applications with runtime variable conditions. However, fully automated self-adaptivity poses additional problems. For instance, in some cases, it is not possible to have such reference, because the changes in the environment conditions are unknown, so it becomes difficult to autonomously identify which problem requires to be solved, and hence, what conditions should be representative for an adequate re-evolution. In this paper, a solution to solve this dependency is presented and analyzed. The system consists of an image filter application mapped on an evolvable hardware platform, able to evolve using two consecutive frames from a camera as both test and reference images. The system is entirely mapped in an FPGA, and native dynamic and partial reconfiguration is used for evolution. It is also shown that using such images, both of them being noisy, as input and reference images in the evolution phase of the system is equivalent or even better than evolving the filter with offline images. The combination of both techniques results in the completely autonomous, noise type/level agnostic filtering system without reference image requirement described along the paper.