The Poisson-exponential lifetime distribution

In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. © 2010 Elsevier B.V. All rights reserved.

Identificação dos parâmetros modais utilizando apenas as respostas da estrutura: identificação no domínio do tempo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo de técnicas de análise modal operacional em sistemas sujeitos a excitações aleatórias com a presença de componente harmônico

A metodologia tradicional de identificação de parâmetros na análise modal de estruturas é realizada a partir de sinais medidos de força de entrada e de movimento de resposta da estrutura em condições laboratoriais controladas. Entretanto, quando é necessária a obtenção dos parâmetros modais de estruturas de máquinas em operação, as condições para controlar e medir a excitação nestas situações impossibilita a realização da análise modal tradicional. Neste caso, o teste modal é realizado utilizando somente dados de resposta do sistema. A Análise Modal Operacional (AMO) é um método de extração modal em que nenhuma excitação artificial necessita ser aplicada ao sistema, utilizando-se a própria excitação operacional como entrada para medição da resposta do sistema. A técnica clássica de Análise Modal Operacional NExT considera, para isso, que a excitação operacional do sistema seja um ruído branco. Esta técnica faz a consideração de que as funções de correlação obtidas de estruturas podem ser consideradas como funções de resposta ao impulso e então métodos tradicionais de identificação modal no domínio do tempo podem ser empregados. Entretanto, caso a excitação operacional contenha componentes harmônicos que se sobressaiam, estes podem ser confundidos como modos naturais do sistema. Neste trabalho é demonstrada que através da função densidade de probabilidade da banda estreita contendo o pico de um modo, é possível identifica-lo como natural ou operacional (proveniente da excitação operacional da estrutura). É apresentada também uma modificação no método de identificação modal Exponencial Complexa Mínimos Quadrados (LSCE), passando a considerar sinais harmônicos de freqüências conhecidas presentes na excitação operacional, em um ensaio utilizando a técnica NExT. Para validação desses métodos, utiliza-se um modelo teórico de parâmetros modais conhecidos analiticamente e como estudo de caso experimental, um sistema formado por uma viga bi-apoiada suportando um motor elétrico com desbalanceamento de massa.

Métodos geoestatísticos na modelagem espacial do diâmetro médio do cristal da goethita

Uma das necessidades da agricultura de precisão é avaliar a qualidade dos mapas dos atributos dos solos. Neste sentido, o presente trabalho objetivou avaliar o desempenho dos métodos geoestatísticos: krigagem ordinária e simulação sequencial gaussiana na predição espacial do diâmetro médio do cristal da goethita com 121 pontos amostrados em uma malha de 1 ha com espaçamentos regulares de 10 em 10 m. Após a análise textural e da concentração dos óxidos de ferro, calcularam-se os valores do diâmetro médio do cristal da goethita os quais foram analisados pela estatística descritiva e geoestatística; em seguida, foram utilizadas a krigagem ordinária e a simulação sequencial gaussiana. Com os resultados avaliou-se qual foi o método mais fiel para reproduzir as estatísticas, a função de densidade de probabilidade acumulada condicional e a estatística epsilon εy da amostra. As estimativas E-Type foram semelhantes à krigagem ordinária devido à minimização da variância. No entanto, a krigagem deixa de apresentar, em locais específicos, o grau de cristalinidade da goethita enquanto o mapa E-Type indicou que a simulação sequencial gaussiana deve ser utilizada ao invés de mapas de krigagem. Os mapas E-type devem ser preferíveis por apresentar melhor desempenho na modelagem.

A nature-inspired approach to speed up optimum-path forest clustering and its application to intrusion detection in computer networks

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Investigação de técnicas para o acompanhamento do desgaste de um par engrenado utilizando tribologia e análise da resposta dinâmica processada via função densidade probabilidade Beta

Pós-graduação em Engenharia Mecânica - FEIS

Classificação climática de Thornthwaite e sua aplicabilidade agroclimatológica nos diferentes regimes de precipitação em Pernambuco

Knowing the annual climatic conditions is of great importance for appropriate planning in agriculture. However, the systems of climatic classification are not widely used in agricultural studies because of the wide range of scales in which they are used. A series with data from 20 years of observations from 45 climatological stations in all over the state of Pernambuco was used. The probability density function of the incomplete gamma distribution was used to evaluate the occurrence of dry, regular and rainy years. The monthly climatic water balance was estimated using the Thornthwaite and Mather method (1955), and based on those findings, the climatic classifications were performed using the Thornthwaite (1948) and Thornthwaite and Mather (1955) for each site. The method of Kriging interpolation was used for the spatialization of the results. The study classifications were very sensitive to the local reliefs, to the amount of rainfall, and to the temperatures of the regions resulting in a wide number of climatic types. The climatic classification system of Thornthwaite and Mather (1955) allowed efficient classification of climates and a clearer summary of the information provided. In so doing, it demonstrated its capability to determine agro climatic zones.

The Kumaraswamy Gumbel distribution

The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

Universality in bibliometrics

Many discussions have enlarged the literature in Bibliometrics since the Hirsch proposal, the so called h-index. Ranking papers according to their citations, this index quantifies a researcher only by its greatest possible number of papers that are cited at least h times. A closed formula for h-index distribution that can be applied for distinct databases is not yet known. In fact, to obtain such distribution, the knowledge of citation distribution of the authors and its specificities are required. Instead of dealing with researchers randomly chosen, here we address different groups based on distinct databases. The first group is composed of physicists and biologists, with data extracted from Institute of Scientific Information (IS!). The second group is composed of computer scientists, in which data were extracted from Google-Scholar system. In this paper, we obtain a general formula for the h-index probability density function (pdf) for groups of authors by using generalized exponentials in the context of escort probability. Our analysis includes the use of several statistical methods to estimate the necessary parameters. Also an exhaustive comparison among the possible candidate distributions are used to describe the way the citations are distributed among authors. The h-index pdf should be used to classify groups of researchers from a quantitative point of view, which is meaningfully interesting to eliminate obscure qualitative methods. (C) 2011 Elsevier B.V. All rights reserved.

A new long-term lifetime distribution induced by a latent complementary risk framework

In this paper, we proposed a new three-parameter long-term lifetime distribution induced by a latent complementary risk framework with decreasing, increasing and unimodal hazard function, the long-term complementary exponential geometric distribution. The new distribution arises from latent competing risk scenarios, where the lifetime associated scenario, with a particular risk, is not observable, rather we observe only the maximum lifetime value among all risks, and the presence of long-term survival. The properties of the proposed distribution are discussed, including its probability density function and explicit algebraic formulas for its reliability, hazard and quantile functions and order statistics. The parameter estimation is based on the usual maximum-likelihood approach. A simulation study assesses the performance of the estimation procedure. We compare the new distribution with its particular cases, as well as with the long-term Weibull distribution on three real data sets, observing its potential and competitiveness in comparison with some usual long-term lifetime distributions.

Probing the cosmic distance-duality relation with the Sunyaev-Zel'dovich effect, X-ray observations and supernovae Ia

Context. The angular diameter distances toward galaxy clusters can be determined with measurements of Sunyaev-Zel'dovich effect and X-ray surface brightness combined with the validity of the distance-duality relation, D-L(z)(1 + z)(2)/D-A(z) = 1, where D-L(z) and D-A(z) are, respectively, the luminosity and angular diameter distances. This combination enables us to probe galaxy cluster physics or even to test the validity of the distance-duality relation itself. Aims. We explore these possibilities based on two different, but complementary approaches. Firstly, in order to constrain the possible galaxy cluster morphologies, the validity of the distance-duality relation (DD relation) is assumed in the Lambda CDM framework (WMAP7). Secondly, by adopting a cosmological-model-independent test, we directly confront the angular diameters from galaxy clusters with two supernovae Ia (SNe Ia) subsamples (carefully chosen to coincide with the cluster positions). The influence of the different SNe Ia light-curve fitters in the previous analysis are also discussed. Methods. We assumed that eta is a function of the redshift parametrized by two different relations: eta(z) = 1 +eta(0)z, and eta(z) = 1 + eta(0)z/(1 + z), where eta(0) is a constant parameter quantifying the possible departure from the strict validity of the DD relation. In order to determine the probability density function (PDF) of eta(0), we considered the angular diameter distances from galaxy clusters recently studied by two different groups by assuming elliptical and spherical isothermal beta models and spherical non-isothermal beta model. The strict validity of the DD relation will occur only if the maximum value of eta(0) PDF is centered on eta(0) = 0. Results. For both approaches we find that the elliptical beta model agrees with the distance-duality relation, whereas the non-isothermal spherical description is, in the best scenario, only marginally compatible. We find that the two-light curve fitters (SALT2 and MLCS2K2) present a statistically significant conflict, and a joint analysis involving the different approaches suggests that clusters are endowed with an elliptical geometry as previously assumed. Conclusions. The statistical analysis presented here provides new evidence that the true geometry of clusters is elliptical. In principle, it is remarkable that a local property such as the geometry of galaxy clusters might be constrained by a global argument like the one provided by the cosmological distance-duality relation.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Spatial and temporal characterisation of ground deformation recorded by geodetic techniques

A critical point in the analysis of ground displacements time series is the development of data driven methods that allow the different sources that generate the observed displacements to be discerned and characterised. A widely used multivariate statistical technique is the Principal Component Analysis (PCA), which allows reducing the dimensionality of the data space maintaining most of the variance of the dataset explained. Anyway, PCA does not perform well in finding the solution to the so-called Blind Source Separation (BSS) problem, i.e. in recovering and separating the original sources that generated the observed data. This is mainly due to the assumptions on which PCA relies: it looks for a new Euclidean space where the projected data are uncorrelated. The Independent Component Analysis (ICA) is a popular technique adopted to approach this problem. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, I use a variational bayesian ICA (vbICA) method, which models the probability density function (pdf) of each source signal using a mix of Gaussian distributions. This technique allows for more flexibility in the description of the pdf of the sources, giving a more reliable estimate of them. Here I present the application of the vbICA technique to GPS position time series. First, I use vbICA on synthetic data that simulate a seismic cycle (interseismic + coseismic + postseismic + seasonal + noise) and a volcanic source, and I study the ability of the algorithm to recover the original (known) sources of deformation. Secondly, I apply vbICA to different tectonically active scenarios, such as the 2009 L'Aquila (central Italy) earthquake, the 2012 Emilia (northern Italy) seismic sequence, and the 2006 Guerrero (Mexico) Slow Slip Event (SSE).

Fading pdf of free-space optical communication system with pointing error

A free-space optical (FSO) laser communication system with perfect fast-tracking experiences random power fading due to atmospheric turbulence. For a FSO communication system without fast-tracking or with imperfect fast-tracking, the fading probability density function (pdf) is also affected by the pointing error. In this thesis, the overall fading pdfs of FSO communication system with pointing errors are calculated using an analytical method based on the fast-tracked on-axis and off-axis fading pdfs and the fast-tracked beam profile of a turbulence channel. The overall fading pdf is firstly studied for the FSO communication system with collimated laser beam. Large-scale numerical wave-optics simulations are performed to verify the analytically calculated fading pdf with collimated beam under various turbulence channels and pointing errors. The calculated overall fading pdfs are almost identical to the directly simulated fading pdfs. The calculated overall fading pdfs are also compared with the gamma-gamma (GG) and the log-normal (LN) fading pdf models. They fit better than both the GG and LN fading pdf models under different receiver aperture sizes in all the studied cases. Further, the analytical method is expanded to the FSO communication system with beam diverging angle case. It is shown that the gamma pdf model is still valid for the fast-tracked on-axis and off-axis fading pdfs with point-like receiver aperture when the laser beam is propagated with beam diverging angle. Large-scale numerical wave-optics simulations prove that the analytically calculated fading pdfs perfectly fit the overall fading pdfs for both focused and diverged beam cases. The influence of the fast-tracked on-axis and off-axis fading pdfs, the fast-tracked beam profile, and the pointing error on the overall fading pdf is also discussed. At last, the analytical method is compared with the previous heuristic fading pdf models proposed since 1970s. Although some of previously proposed fading pdf models provide close fit to the experiment and simulation data, these close fits only exist under particular conditions. Only analytical method shows accurate fit to the directly simulated fading pdfs under different turbulence strength, propagation distances, receiver aperture sizes and pointing errors.

Statistics of the received power for free space optical channels

Free space optical (FSO) communication links can experience extreme signal degradation due to atmospheric turbulence induced spatial and temporal irradiance fuctuations (scintillation) in the laser wavefront. In addition, turbulence can cause the laser beam centroid to wander resulting in power fading, and sometimes complete loss of the signal. Spreading of the laser beam and jitter are also artifacts of atmospheric turbulence. To accurately predict the signal fading that occurs in a laser communication system and to get a true picture of how this affects crucial performance parameters like bit error rate (BER) it is important to analyze the probability density function (PDF) of the integrated irradiance fuctuations at the receiver. In addition, it is desirable to find a theoretical distribution that accurately models these ?uctuations under all propagation conditions. The PDF of integrated irradiance fuctuations is calculated from numerical wave-optic simulations of a laser after propagating through atmospheric turbulence to investigate the evolution of the distribution as the aperture diameter is increased. The simulation data distribution is compared to theoretical gamma-gamma and lognormal PDF models under a variety of scintillation regimes from weak to very strong. Our results show that the gamma-gamma PDF provides a good fit to the simulated data distribution for all aperture sizes studied from weak through moderate scintillation. In strong scintillation, the gamma-gamma PDF is a better fit to the distribution for point-like apertures and the lognormal PDF is a better fit for apertures the size of the atmospheric spatial coherence radius ρ0 or larger. In addition, the PDF of received power from a Gaussian laser beam, which has been adaptively compensated at the transmitter before propagation to the receiver of a FSO link in the moderate scintillation regime is investigated. The complexity of the adaptive optics (AO) system is increased in order to investigate the changes in the distribution of the received power and how this affects the BER. For the 10 km link, due to the non-reciprocal nature of the propagation path the optimal beam to transmit is unknown. These results show that a low-order level of complexity in the AO provides a better estimate for the optimal beam to transmit than a higher order for non-reciprocal paths. For the 20 km link distance it was found that, although minimal, all AO complexity levels provided an equivalent improvement in BER and that no AO complexity provided the correction needed for the optimal beam to transmit. Finally, the temporal power spectral density of received power from a FSO communication link is investigated. Simulated and experimental results for the coherence time calculated from the temporal correlation function are presented. Results for both simulation and experimental data show that the coherence time increases as the receiving aperture diameter increases. For finite apertures the coherence time increases as the communication link distance is increased. We conjecture that this is due to the increasing speckle size within the pupil plane of the receiving aperture for an increasing link distance.