Brazilian exchange rate complexity: Financial crisis effects

With the financial market globalization, foreign investments became vital for the economies, mainly in emerging countries. In the last decades, Brazilian exchange rates appeared as a good indicator to measure either investors' confidence or risk aversion. Here, some events of global or national financial crisis are analyzed, trying to understand how they influenced the "dollar-real" rate evolution. The theoretical tool to be used is the Lopez-Mancini-Calbet (LMC) complexity measure that, applied to real exchange rate data, has shown good fitness between critical events and measured patterns. (C) 2011 Elsevier B.V. All rights reserved.

Towards a hybrid approach for adapting web graphical user interfaces to heterogeneous devices using context

Ubiquitous Computing promises seamless access to a wide range of applications and Internet based services from anywhere, at anytime, and using any device. In this scenario, new challenges for the practice of software development arise: Applications and services must keep a coherent behavior, a proper appearance, and must adapt to a plenty of contextual usage requirements and hardware aspects. Especially, due to its interactive nature, the interface content of Web applications must adapt to a large diversity of devices and contexts. In order to overcome such obstacles, this work introduces an innovative methodology for content adaptation of Web 2.0 interfaces. The basis of our work is to combine static adaption - the implementation of static Web interfaces; and dynamic adaptation - the alteration, during execution time, of static interfaces so as for adapting to different contexts of use. In hybrid fashion, our methodology benefits from the advantages of both adaptation strategies - static and dynamic. In this line, we designed and implemented UbiCon, a framework over which we tested our concepts through a case study and through a development experiment. Our results show that the hybrid methodology over UbiCon leads to broader and more accessible interfaces, and to faster and less costly software development. We believe that the UbiCon hybrid methodology can foster more efficient and accurate interface engineering in the industry and in the academy.

A scheme for synchronizing clocks connected by a packet communication network

Consider a communication system in which a transmitter equipment sends fixed-size packets of data at a uniform rate to a receiver equipment. Consider also that these equipments are connected by a packet-switched network, which introduces a random delay to each packet. Here we propose an adaptive clock recovery scheme able of synchronizing the frequencies and the phases of these devices, within specified limits of precision. This scheme for achieving frequency and phase synchronization is based on measurements of the packet arrival times at the receiver, which are used to control the dynamics of a digital phase-locked loop. The scheme performance is evaluated via numerical simulations performed by using realistic parameter values. (C) 2011 Elsevier By. All rights reserved.

Hero's journey in bifurcation diagram

The hero's journey is a narrative structure identified by several authors in comparative studies on folklore and mythology. This storytelling template presents the stages of inner metamorphosis undergone by the protagonist after being called to an adventure. In a simplified version, this journey is divided into three acts separated by two crucial moments. Here we propose a discrete-time dynamical system for representing the protagonist's evolution. The suffering along the journey is taken as the control parameter of this system. The bifurcation diagram exhibits stationary, periodic and chaotic behaviors. In this diagram, there are transition from fixed point to chaos and transition from limit cycle to fixed point. We found that the values of the control parameter corresponding to these two transitions are in quantitative agreement with the two critical moments of the three-act hero's journey identified in 10 movies appearing in the list of the 200 worldwide highest-grossing films. (C) 2011 Elsevier B.V. All rights reserved.

A novel XML document structure comparison framework based-on sub-tree commonalities and label semantics

XML similarity evaluation has become a central issue in the database and information communities, its applications ranging over document clustering, version control, data integration and ranked retrieval. Various algorithms for comparing hierarchically structured data, XML documents in particular, have been proposed in the literature. Most of them make use of techniques for finding the edit distance between tree structures, XML documents being commonly modeled as Ordered Labeled Trees. Yet, a thorough investigation of current approaches led us to identify several similarity aspects, i.e., sub-tree related structural and semantic similarities, which are not sufficiently addressed while comparing XML documents. In this paper, we provide an integrated and fine-grained comparison framework to deal with both structural and semantic similarities in XML documents (detecting the occurrences and repetitions of structurally and semantically similar sub-trees), and to allow the end-user to adjust the comparison process according to her requirements. Our framework consists of four main modules for (i) discovering the structural commonalities between sub-trees, (ii) identifying sub-tree semantic resemblances, (iii) computing tree-based edit operations costs, and (iv) computing tree edit distance. Experimental results demonstrate higher comparison accuracy with respect to alternative methods, while timing experiments reflect the impact of semantic similarity on overall system performance.

STRUCTURE AND DYNAMICS: THE TRANSITION FROM NONEQUILIBRIUM TO EQUILIBRIUM IN INTEGRATE-AND-FIRE DYNAMICS

The transient and equilibrium properties of dynamics unfolding in complex systems can depend critically on specific topological features of the underlying interconnections. In this work, we investigate such a relationship with respect to the integrate-and-fire dynamics emanating from a source node and an extended network model that allows control of the small-world feature as well as the length of the long-range connections. A systematic approach to investigate the local and global correlations between structural and dynamical features of the networks was adopted that involved extensive simulations (one and a half million cases) so as to obtain two-dimensional correlation maps. Smooth, but diverse surfaces of correlation values were obtained in all cases. Regarding the global cases, it has been verified that the onset avalanche time (but not its intensity) can be accurately predicted from the structural features within specific regions of the map (i.e. networks with specific structural properties). The analysis at local level revealed that the dynamical features before the avalanches can also be accurately predicted from structural features. This is not possible for the dynamical features after the avalanches take place. This is so because the overall topology of the network predominates over the local topology around the source at the stationary state.

A novel strategy for building interoperable MPI environment in heterogeneous high performance systems

Breakthrough advances in microprocessor technology and efficient power management have altered the course of development of processors with the emergence of multi-core processor technology, in order to bring higher level of processing. The utilization of many-core technology has boosted computing power provided by cluster of workstations or SMPs, providing large computational power at an affordable cost using solely commodity components. Different implementations of message-passing libraries and system softwares (including Operating Systems) are installed in such cluster and multi-cluster computing systems. In order to guarantee correct execution of message-passing parallel applications in a computing environment other than that originally the parallel application was developed, review of the application code is needed. In this paper, a hybrid communication interfacing strategy is proposed, to execute a parallel application in a group of computing nodes belonging to different clusters or multi-clusters (computing systems may be running different operating systems and MPI implementations), interconnected with public or private IP addresses, and responding interchangeably to user execution requests. Experimental results demonstrate the feasibility of this proposed strategy and its effectiveness, through the execution of benchmarking parallel applications.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Probabilistic crack growth analyses using a boundary element model: Applications in linear elastic fracture and fatigue problems

This paper addresses the numerical solution of random crack propagation problems using the coupling boundary element method (BEM) and reliability algorithms. Crack propagation phenomenon is efficiently modelled using BEM, due to its mesh reduction features. The BEM model is based on the dual BEM formulation, in which singular and hyper-singular integral equations are adopted to construct the system of algebraic equations. Two reliability algorithms are coupled with BEM model. The first is the well known response surface method, in which local, adaptive polynomial approximations of the mechanical response are constructed in search of the design point. Different experiment designs and adaptive schemes are considered. The alternative approach direct coupling, in which the limit state function remains implicit and its gradients are calculated directly from the numerical mechanical response, is also considered. The performance of both coupling methods is compared in application to some crack propagation problems. The investigation shows that direct coupling scheme converged for all problems studied, irrespective of the problem nonlinearity. The computational cost of direct coupling has shown to be a fraction of the cost of response surface solutions, regardless of experiment design or adaptive scheme considered. (C) 2012 Elsevier Ltd. All rights reserved.

Discrimination of media moments and media intervals: sticker-based watch-and-comment annotation

In this paper we discuss the problem of how to discriminate moments of interest on videos or live broadcast shows. The primary contribution is a system which allows users to personalize their programs with previously created media stickers-pieces of content that may be temporarily attached to the original video. We present the system's architecture and implementation, which offer users operators to transparently annotate videos while watching them. We offered a soccer fan the opportunity to add stickers to the video while watching a live match: the user reported both enjoying and being comfortable using the stickers during the match-relevant results even though the experience was not fully representative.

A multi-objective adaptive immune algorithm for multi-application NoC mapping

Current SoC design trends are characterized by the integration of larger amount of IPs targeting a wide range of application fields. Such multi-application systems are constrained by a set of requirements. In such scenario network-on-chips (NoC) are becoming more important as the on-chip communication structure. Designing an optimal NoC for satisfying the requirements of each individual application requires the specification of a large set of configuration parameters leading to a wide solution space. It has been shown that IP mapping is one of the most critical parameters in NoC design, strongly influencing the SoC performance. IP mapping has been solved for single application systems using single and multi-objective optimization algorithms. In this paper we propose the use of a multi-objective adaptive immune algorithm (M(2)AIA), an evolutionary approach to solve the multi-application NoC mapping problem. Latency and power consumption were adopted as the target multi-objective functions. To compare the efficiency of our approach, our results are compared with those of the genetic and branch and bound multi-objective mapping algorithms. We tested 11 well-known benchmarks, including random and real applications, and combines up to 8 applications at the same SoC. The experimental results showed that the M(2)AIA decreases in average the power consumption and the latency 27.3 and 42.1 % compared to the branch and bound approach and 29.3 and 36.1 % over the genetic approach.

Numerical assessment of stability of interface discontinuous finite element pressure spaces

The stability of two recently developed pressure spaces has been assessed numerically: The space proposed by Ausas et al. [R.F. Ausas, F.S. Sousa, G.C. Buscaglia, An improved finite element space for discontinuous pressures, Comput. Methods Appl. Mech. Engrg. 199 (2010) 1019-1031], which is capable of representing discontinuous pressures, and the space proposed by Coppola-Owen and Codina [A.H. Coppola-Owen, R. Codina, Improving Eulerian two-phase flow finite element approximation with discontinuous gradient pressure shape functions, Int. J. Numer. Methods Fluids, 49 (2005) 1287-1304], which can represent discontinuities in pressure gradients. We assess the stability of these spaces by numerically computing the inf-sup constants of several meshes. The inf-sup constant results as the solution of a generalized eigenvalue problems. Both spaces are in this way confirmed to be stable in their original form. An application of the same numerical assessment tool to the stabilized equal-order P-1/P-1 formulation is then reported. An interesting finding is that the stabilization coefficient can be safely set to zero in an arbitrary band of elements without compromising the formulation's stability. An analogous result is also reported for the mini-element P-1(+)/P-1 when the velocity bubbles are removed in an arbitrary band of elements. (C) 2012 Elsevier B.V. All rights reserved.

A new evolutionary clustering search for a no-wait flow shop problem with set-up times

This paper addresses the m-machine no-wait flow shop problem where the set-up time of a job is separated from its processing time. The performance measure considered is the total flowtime. A new hybrid metaheuristic Genetic Algorithm-Cluster Search is proposed to solve the scheduling problem. The performance of the proposed method is evaluated and the results are compared with the best method reported in the literature. Experimental tests show superiority of the new method for the test problems set, regarding the solution quality. (c) 2012 Elsevier Ltd. All rights reserved.

An online data access prediction and optimization approach for distributed systems

Current scientific applications have been producing large amounts of data. The processing, handling and analysis of such data require large-scale computing infrastructures such as clusters and grids. In this area, studies aim at improving the performance of data-intensive applications by optimizing data accesses. In order to achieve this goal, distributed storage systems have been considering techniques of data replication, migration, distribution, and access parallelism. However, the main drawback of those studies is that they do not take into account application behavior to perform data access optimization. This limitation motivated this paper which applies strategies to support the online prediction of application behavior in order to optimize data access operations on distributed systems, without requiring any information on past executions. In order to accomplish such a goal, this approach organizes application behaviors as time series and, then, analyzes and classifies those series according to their properties. By knowing properties, the approach selects modeling techniques to represent series and perform predictions, which are, later on, used to optimize data access operations. This new approach was implemented and evaluated using the OptorSim simulator, sponsored by the LHC-CERN project and widely employed by the scientific community. Experiments confirm this new approach reduces application execution time in about 50 percent, specially when handling large amounts of data.

Bilayer segmentation of live video in uncontrolled environments for background substitution: an overview and main challenges

Bilayer segmentation of live video in uncontrolled environments is an essential task for home applications in which the original background of the scene must be replaced, as in videochats or traditional videoconference. The main challenge in such conditions is overcome all difficulties in problem-situations (e. g., illumination change, distract events such as element moving in the background and camera shake) that may occur while the video is being captured. This paper presents a survey of segmentation methods for background substitution applications, describes the main concepts and identifies events that may cause errors. Our analysis shows that although robust methods rely on specific devices (multiple cameras or sensors to generate depth maps) which aid the process. In order to achieve the same results using conventional devices (monocular video cameras), most current research relies on energy minimization frameworks, in which temporal and spacial information are probabilistically combined with those of color and contrast.