Accounting for uncertainty in volumes of seabed change measured with repeat multibeam sonar surveys

Seafloors of unconsolidated sediment are highly dynamic features; eroding or accumulating under the action of tides, waves and currents. Assessing which areas of the seafloor experienced change and measuring the corresponding volumes involved provide insights into these important active sedimentation processes. Computing the difference between Digital Elevation Models (DEMs) obtained from repeat Multibeam Echosounders (MBES) surveys has become a common technique to identify these areas, but the uncertainty in these datasets considerably affects the estimation of the volumes displaced. The two main techniques used to take into account uncertainty in volume estimations are the limitation of calculations to areas experiencing a change in depth beyond a chosen threshold, and the computation of volumetric confidence intervals. However, these techniques are still in their infancy and, as a result, are often crude, seldom used or poorly understood. In this article, we explored a number of possible methodological advances to address this issue, including: (1) using the uncertainty information provided by the MBES data processing algorithm CUBE, (2) adapting fluvial geomorphology techniques for volume calculations using spatially variable thresholds and (3) volumetric histograms. The nearshore seabed off Warrnambool harbour - located in the highly energetic southwest Victorian coast, Australia - was used as a test site. Four consecutive MBES surveys were carried out over a four-months period. The difference between consecutive DEMs revealed an area near the beach experiencing large sediment transfers - mostly erosion - and an area of reef experiencing increasing deposition from the advance of a nearby sediment sheet. The volumes of sediment displaced in these two areas were calculated using the techniques described above, both traditionally and using the suggested improvements. We compared the results and discussed the applicability of the new methodological improvements. We found that the spatially variable uncertainty derived from the CUBE algorithm provided the best results (i.e. smaller confidence intervals), but that similar results can be obtained using as a fixed uncertainty value derived from a reference area under a number of operational conditions.

On Real-Time Monitoring And Control For Efficient Management Of Drinking Water Networks: Barcelona Case Study

Drinking water utilities in urban areas are focused on finding smart solutions facing new challenges in their real-time operation because of limited water resources, intensive energy requirements, a growing population, a costly and ageing infrastructure, increasingly stringent regulations, and increased attention towards the environmental impact of water use. Such challenges force water managers to monitor and control not only water supply and distribution, but also consumer demand. This paper presents and discusses novel methodologies and procedures towards an integrated water resource management system based on advanced ICT technologies of automation and telecommunications for largely improving the efficiency of drinking water networks (DWN) in terms of water use, energy consumption, water loss minimization, and water quality guarantees. In particular, the paper addresses the first results of the European project EFFINET (FP7-ICT2011-8-318556) devoted to the monitoring and control of the DWN in Barcelona (Spain). Results are split in two levels according to different management objectives: (i) the monitoring level is concerned with all the aspects involved in the observation of the current state of a system and the detection/diagnosis of abnormal situations. It is achieved through sensors and communications technology, together with mathematical models; (ii) the control level is concerned with computing the best suitable and admissible control strategies for network actuators as to optimize a given set of operational goals related to the performance of the overall system. This level covers the network control (optimal management of water and energy) and the demand management (smart metering, efficient supply). The consideration of the Barcelona DWN as the case study will allow to prove the general applicability of the proposed integrated ICT solutions and their effectiveness in the management of DWN, with considerable savings of electricity costs and reduced water loss while ensuring the high European standards of water quality to citizens.

From Smart Meters To Smart Decisions: Web-Based Support For The Water Efficient Household

Smart water metering technologies for residential buildings offer, in principle, great opportunities for sustainable urban water management. However, much of this potential is as yet unrealized. Despite that several ICT solutions have already been deployed aiming at optimum operations on the water utilities side (e.g. real time control for water networks, dynamic pump scheduling etc.), little work has been done to date on the consumer side. This paper presents a web-based platform targeting primarily the household end user. The platform enables consumers to monitor, on a real-time basis, the water demand of their household, providing feedback not only on the total water consumption and relevant costs but also on the efficiency (or otherwise) of specific indoor and outdoor uses. Targeting the reduction of consumption, the provided feedback is combined with notifications about possible leakages\bursts, and customised suggestions to improve the efficiency of existing household uses. It also enables various comparisons, with past consumption or even with that of similar households, aiming to motivate further the householder to become an active player in the water efficiency challenge. The issue of enhancing the platform’s functionality with energy timeseries is also discussed in view of recent advances in smart metering and the concept of “smart cities”. The paper presents a prototype of this web-based application and critically discusses first testing results and insights. It also presents the way in which the platform communicates with central databases, at the water utility level. It is suggested that such developments are closing the gap between technology availability and usefulness to end users and could help both the uptake of smart metering and awareness raising leading, potentially, to significant reductions of urban water consumption. The work has received funding from the European Union FP7 Programme through the iWIDGET Project, under grant agreement no318272.

A Gradient-Type Method For Real-Time State Estimation Of Water Distribution Networks

Drinking water distribution networks risk exposure to malicious or accidental contamination. Several levels of responses are conceivable. One of them consists to install a sensor network to monitor the system on real time. Once a contamination has been detected, this is also important to take appropriate counter-measures. In the SMaRT-OnlineWDN project, this relies on modeling to predict both hydraulics and water quality. An online model use makes identification of the contaminant source and simulation of the contaminated area possible. The objective of this paper is to present SMaRT-OnlineWDN experience and research results for hydraulic state estimation with sampling frequency of few minutes. A least squares problem with bound constraints is formulated to adjust demand class coefficient to best fit the observed values at a given time. The criterion is a Huber function to limit the influence of outliers. A Tikhonov regularization is introduced for consideration of prior information on the parameter vector. Then the Levenberg-Marquardt algorithm is applied that use derivative information for limiting the number of iterations. Confidence intervals for the state prediction are also given. The results are presented and discussed on real networks in France and Germany.

Adaptive, Decentralized, And Real-Time Sampling Strategies For Resource Constrained Hydraulic And Hydrologic Sensor Networks

We discuss the development and performance of a low-power sensor node (hardware, software and algorithms) that autonomously controls the sampling interval of a suite of sensors based on local state estimates and future predictions of water flow. The problem is motivated by the need to accurately reconstruct abrupt state changes in urban watersheds and stormwater systems. Presently, the detection of these events is limited by the temporal resolution of sensor data. It is often infeasible, however, to increase measurement frequency due to energy and sampling constraints. This is particularly true for real-time water quality measurements, where sampling frequency is limited by reagent availability, sensor power consumption, and, in the case of automated samplers, the number of available sample containers. These constraints pose a significant barrier to the ubiquitous and cost effective instrumentation of large hydraulic and hydrologic systems. Each of our sensor nodes is equipped with a low-power microcontroller and a wireless module to take advantage of urban cellular coverage. The node persistently updates a local, embedded model of flow conditions while IP-connectivity permits each node to continually query public weather servers for hourly precipitation forecasts. The sampling frequency is then adjusted to increase the likelihood of capturing abrupt changes in a sensor signal, such as the rise in the hydrograph – an event that is often difficult to capture through traditional sampling techniques. Our architecture forms an embedded processing chain, leveraging local computational resources to assess uncertainty by analyzing data as it is collected. A network is presently being deployed in an urban watershed in Michigan and initial results indicate that the system accurately reconstructs signals of interest while significantly reducing energy consumption and the use of sampling resources. We also expand our analysis by discussing the role of this approach for the efficient real-time measurement of stormwater systems.

Integração de dados em ambiente SIG para mapeamento de favorabilidade mineral de ouro na ilha cristalina de Rivera (Uruguai)

Guias para exploração mineral são normalmente baseados em modelos conceituais de depósitos. Esses guias são, normalmente, baseados na experiência dos geólogos, em dados descritivos e em dados genéticos. Modelamentos numéricos, probabilísticos e não probabilísticos, para estimar a ocorrência de depósitos minerais é um novo procedimento que vem a cada dia aumentando sua utilização e aceitação pela comunidade geológica. Essa tese utiliza recentes metodologias para a geração de mapas de favorablidade mineral. A denominada Ilha Cristalina de Rivera, uma janela erosional da Bacia do Paraná, situada na porção norte do Uruguai, foi escolhida como estudo de caso para a aplicação das metodologias. A construção dos mapas de favorabilidade mineral foi feita com base nos seguintes tipos de dados, informações e resultados de prospecção: 1) imagens orbitais; 2) prospecção geoquimica; 3) prospecção aerogeofísica; 4) mapeamento geo-estrutural e 5) altimetria. Essas informacões foram selecionadas e processadas com base em um modelo de depósito mineral (modelo conceitual), desenvolvido com base na Mina de Ouro San Gregorio. O modelo conceitual (modelo San Gregorio), incluiu características descritivas e genéticas da Mina San Gregorio, a qual abrange os elementos característicos significativos das demais ocorrências minerais conhecidas na Ilha Cristalina de Rivera. A geração dos mapas de favorabilidade mineral envolveu a construção de um banco de dados, o processamento dos dados, e a integração dos dados. As etapas de construção e processamento dos dados, compreenderam a coleta, a seleção e o tratamento dos dados de maneira a constituírem os denominados Planos de Informação. Esses Planos de Informação foram gerados e processados organizadamente em agrupamentos, de modo a constituírem os Fatores de Integração para o mapeamento de favorabilidade mineral na Ilha Cristalina de Rivera. Os dados foram integrados por meio da utilização de duas diferentes metodologias: 1) Pesos de Evidência (dirigida pelos dados) e 2) Lógica Difusa (dirigida pelo conhecimento). Os mapas de favorabilidade mineral resultantes da implementação das duas metodologias de integração foram primeiramente analisados e interpretados de maneira individual. Após foi feita uma análise comparativa entre os resultados. As duas metodologias xxiv obtiveram sucesso em identificar, como áreas de alta favorabilidade, as áreas mineralizadas conhecidas, além de outras áreas ainda não trabalhadas. Os mapas de favorabilidade mineral resultantes das duas metodologias mostraram-se coincidentes em relação as áreas de mais alta favorabilidade. A metodologia Pesos de Evidência apresentou o mapa de favorabilidade mineral mais conservador em termos de extensão areal, porém mais otimista em termos de valores de favorabilidade em comparação aos mapas de favorabilidade mineral resultantes da implementação da metodologia Lógica Difusa. Novos alvos para exploração mineral foram identificados e deverão ser objeto de investigação em detalhe.

Previsibilidade de retorno das ações no mercado brasileiro, através da aplicação de modelo de valor presente com retornos esperados constantes num contexto de expectativas racionais

Através de dados financeiros de ações negociadas na Bolsa de Valores de São Paulo, testa-se a validade do modelo de valor presente (MVP) com retornos esperados constantes ao longo do tempo (Campbell & Schiller, 1987). Esse modelo relaciona o preço de uma ação ao seu esperado fluxo de dividendos trazido a valor presente a uma taxa de desconto constante ao longo do tempo. Por trás desse modelo está a hipótese de expectativas racionais, bem como a hipótese de previsibilidade de preço futuro do ativo, através da inserção dos dividendos esperados no período seguinte. Nesse trabalho é realizada uma análise multivariada num arcabouço de séries temporais, utilizando a técnica de Auto-Regressões Vetoriais. Os resultados empíricos apresentados, embora inconclusivos, permitem apenas admitir que não é possível rejeitar completamente a hipótese de expectativas racionais para os ativos brasileiros.

Testing unit root based on partially adaptive estimation

This paper proposes unit tests based on partially adaptive estimation. The proposed tests provide an intermediate class of inference procedures that are more efficient than the traditional OLS-based methods and simpler than unit root tests based on fully adptive estimation using nonparametric methods. The limiting distribution of the proposed test is a combination of standard normal and the traditional Dickey-Fuller (DF) distribution, including the traditional ADF test as a special case when using Gaussian density. Taking into a account the well documented characteristic of heavy-tail behavior in economic and financial data, we consider unit root tests coupled with a class of partially adaptive M-estimators based on the student-t distributions, wich includes te normal distribution as a limiting case. Monte Carlo Experiments indicate that, in the presence of heavy tail distributions or innovations that are contaminated by outliers, the proposed test is more powerful than the traditional ADF test. We apply the proposed test to several macroeconomic time series that have heavy-tailed distributions. The unit root hypothesis is rejected in U.S. real GNP, supporting the literature of transitory shocks in output. However, evidence against unit roots is not found in real exchange rate and nominal interest rate even haevy-tail is taken into a account.

Comparação de carteiras otimizadas segundo o critério média-variância formadas através de estimativas robustas de risco e retorno

Este trabalho examinou as características de carteiras compostas por ações e otimizadas segundo o critério de média-variância e formadas através de estimativas robustas de risco e retorno. A motivação para isto é a distribuição típica de ativos financeiros (que apresenta outliers e mais curtose que a distribuição normal). Para comparação entre as carteiras, foram consideradas suas propriedades: estabilidade, variabilidade e os índices de Sharpe obtidos pelas mesmas. O resultado geral mostra que estas carteiras obtidas através de estimativas robustas de risco e retorno apresentam melhoras em sua estabilidade e variabilidade, no entanto, esta melhora é insuficiente para diferenciar os índices de Sharpe alcançados pelas mesmas das carteiras obtidas através de método de máxima verossimilhança para estimativas de risco e retorno.

A contribuição das auditorias de natureza operacionais na preparação do TCE-RJ para atender às demandas do novo paradigma público administrativo da administração gerencial

It is difficult to be precise as to the history of auditing. Everyone who has the responsibility to verify the legitimacy of economic-financial data and answer to one¿s superior may be considered to be an auditor. Verbal audit reports were used during the time of the Roman Empire. In the current world, public administration applies advanced auditing techniques. Brazil is going through a complex process of change in regard to breaking away from the present bureaucratic administrative model toward the management administrative model. Consequently, the procedures of Brazil¿s Audit Courts are adapting to a new administrative paradigm outlined in this study. Operational audits were analyzed beginning with the theoretical basis and presuppositions in the defined context and compared with the traditional audit model, identifying possible contributions to the management administrative model. This qualitative research seeks to explore such contributions beginning with a critical reading of the research of six operational type audits made in the Federal area by the Audit Court, but does not intend to be strictly classified as a theoretical-critical basis to the extent and depth that a study of this type requires, nevertheless, it intends to approach this position. The results obtained of the systematic reading and criticism of the implemented procedures and the filed final reports of the six examples studied demonstrated that they are a model of operational audits with emphasis on the actions of public administrators ¿ evaluating the aspects of competence, productivity and effectiveness of the public administration ¿ not just to be adequate, but essential to the operation of management administration. The final considerations highlight the basic presupposition of management administration, that is, the accountability of public management based on the results of its management obtained with the use of operational audit techniques, seeking the expected rigor of public management in benefit of society.

Gestão da informação e sistema de informações policiais em uma delegacia da polícia civil do Estado do Rio de Janeiro: uma abordagem organizacional

A dissertação apresenta o processo de trabalho do inquérito policial como sendo o processo-chave do sistema de informações policiais de uma delegacia de Polícia Civil do Estado do Rio de Janeiro. Faz considerações quanto à gestão e à análise de sistemas, comparando alguns especialistas, para compreensão da organização. Apresenta, também, uma visão da Polícia Civil no presente e a sua história. Disserta sobre a importância da linguagem em sua cultura organizacional e na sua lógica do trabalho apoiada em discursos, e propõe algumas possibilidades de mudanças organizacionais. A metodologia adotada foi a de pesquisa-ação, participante e etnográfica, com tratamento dos dados apoiado nas teorias da informação, da análise de conteúdo do discurso e de sistemas.

Criação e desenvolvimento do conhecimento organizacional com o auxílio da tecnologia de informação

In the last years, a number of enterprises ¿ each time greater ¿ have perceived the importance of the strategic management of the intellectual capital in its strategic planning. Factors like globalization of the economy and consequent awareness of specialized work value enclosed in organizational processes and routines, awareness of knowledge as factor of distinct production and low cost of data processing nets, point to a growing replacement of physical force for cerebral in our organizations and in our social lives. This work has the objective to analyze how the information technology, in its present stage, may contribute to creation and development of knowledge, or intellectual capital, in the organization of business. We will use for this purpose the methodology proposed by Nonaka and Takeuchi for creation of knowledge in the organizations. The model is based in two basic points: 1) the existence of two types of knowledge, the tacit and the explicit and its several processes of interaction wich generate operational knowledge (internalization), systematic knowledge (combination), shared knowledge (socialization) and conceptual knowledge (externalization); 2) the view that knowledge in principle is individual, belongs to each member of the organization and must be enlarged 'in an organization way'. Considering the characteristics of the methodology used, the proposal is the construction of a knowledge portal in the organization of business, so that it may be used as a tool for helping to create and develop organizational knowledge.

Integração de dados geológicos, de sensoriamento remoto, espectrorradiométricos e geofísica aplicada à prospecção de depósitos filoneanos de fluorita hidrotermal no sudeste de Santa Catarina

Os processamentos de imagens orbitais efetuados através de técnicas de sensoriamento remoto geraram informações qualitativas de natureza textural (morfo-estruturas). Estas permitiram (1) o reconhecimento de áreas com diferentes padrões estruturais tendo diferentes potencialidades para a prospecção de fluorita, (2) a identificação de novos lineamentos estruturais potencialmente favoráveis à mineralização e (3) evidenciaram prolongamentos extensos para as principais estruturas mineralizadas, (4) às quais se associam um grande número de estruturas, antes desconhecidas, com grande potencial prospectivo. O aprimoramento de técnicas de classificação digital sobre produtos de razões de bandas e análise por componentes principais permitiu identificar a alteração hidrotermal associada às estruturas, incorporando novos critérios para a prospecção de fluorita. Buscando-se quantificar os dados de alteração hidrotermal, foi efetuada a análise espectrorradiométrica das rochas do distrito fluorítico. Integrando estas informações com dados TM LANDSAT 5, em nível de reflectância, obteve-se a classificação espectral das imagens orbitais, o que permitiu a identificação de estruturas menores com um detalhe nunca antes obtido. Os processamentos de dados aerogeofísicos forneceram resultados sobre estruturas (magnetometria) e corpos graníticos afetados por alteração hidrotermal (aerogamaespectrometria). Estes produtos foram integrados com dados TM LANDSAT 5 associando o atributo textural da imagem orbital ao comportamento radiométrico das rochas. Diagnosticou-se o lineamento Grão-Pará como o principal prospecto do distrito. E levantaram-se uma série de dados sobre a compartimentação tectônica da região, a zonação de fácies das rochas graníticas (rocha fonte do flúor) e as alterações hidrotermais associadas ao magmatismo granítico. Isto permitiu a compreensão da distribuição regional dos depósitos de fluorita, adicionando-se um novo critério à prospecção de fluorita, a relação espacial entre a mineralização e a rocha fonte de F. Esta última corresponde à fácies granítica da borda do Maciço Pedras Grandes.

Aplicação de modelos gráficos probabilísticos computacionais em economia

O objetivo deste trabalho é testar a aplicação de um modelo gráfico probabilístico, denominado genericamente de Redes Bayesianas, para desenvolver modelos computacionais que possam ser utilizados para auxiliar a compreensão de problemas e/ou na previsão de variáveis de natureza econômica. Com este propósito, escolheu-se um problema amplamente abordado na literatura e comparou-se os resultados teóricos e experimentais já consolidados com os obtidos utilizando a técnica proposta. Para tanto,foi construído um modelo para a classificação da tendência do "risco país" para o Brasil a partir de uma base de dados composta por variáveis macroeconômicas e financeiras. Como medida do risco adotou-se o EMBI+ (Emerging Markets Bond Index Plus), por ser um indicador amplamente utilizado pelo mercado.

The forward- and the equity-premium puzzles: two symptoms of the same illness?

Using information on US domestic financial data only, we build a stochastic discount factor—SDF— and check whether it accounts for foreign markets stylized facts that escape consumption based models. By interpreting our SDF as the projection of a pricing kernel from a fully specified model in the space of returns, our results indicate that a model that accounts for the behavior of domestic assets goes a long way toward accounting for the behavior of foreign assets prices. We address predictability issues associated with the forward premium puzzle by: i) using instruments that are known to forecast excess returns in the moments restrictions associated with Euler equations, and; ii) by pricing Lustig and Verdelhan (2007)’s foreign currency portfolios. Our results indicate that the relevant state variables that explain foreign-currency market asset prices are also the driving forces behind U.S. domestic assets behavior.