Rock fracture mean trace length estimation and confidence interval calculation using maximum likelihood methods

There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.

Sustainable Tourism and Eradication of Poverty (Step): impact assessment of a tourism development program in Brazil

This paper aims to evaluate the social impacts of the Tourism Development Program (Prodetur) in the northeastern town of Porto Seguro, Bahia, Brazil. The method used is based on the difference in difference technique applied to the 1991 and 2000 Census microdata. The results suggest social advances following from poverty relief based on income - where the benefits are distributed, generally, in a relatively equal manner between the native and migrant population. There is a relative deterioration in the sanitary situation, which consists of a very serious problem in the mid- and long-term, whose costs are mostly borne by the native population. Therefore, maintaining the natural capital is the main aspect that distances Porto Seguro’s tourism supply from the concept of sustainability. The article also relies on difference in difference estimators to assess the impacts of local public policies related to the sector.

Advanced side information creation techniques and framework for Wyner-Ziv video coding

Recently, several distributed video coding (DVC) solutions based on the distributed source coding (DSC) paradigm have appeared in the literature. Wyner-Ziv (WZ) video coding, a particular case of DVC where side information is made available at the decoder, enable to achieve a flexible distribution of the computational complexity between the encoder and decoder, promising to fulfill novel requirements from applications such as video surveillance, sensor networks and mobile camera phones. The quality of the side information at the decoder has a critical role in determining the WZ video coding rate-distortion (RD) performance, notably to raise it to a level as close as possible to the RD performance of standard predictive video coding schemes. Towards this target, efficient motion search algorithms for powerful frame interpolation are much needed at the decoder. In this paper, the RD performance of a Wyner-Ziv video codec is improved by using novel, advanced motion compensated frame interpolation techniques to generate the side information. The development of these type of side information estimators is a difficult problem in WZ video coding, especially because the decoder only has available some reference, decoded frames. Based on the regularization of the motion field, novel side information creation techniques are proposed in this paper along with a new frame interpolation framework able to generate higher quality side information at the decoder. To illustrate the RD performance improvements, this novel side information creation framework has been integrated in a transform domain turbo coding based Wyner-Ziv video codec. Experimental results show that the novel side information creation solution leads to better RD performance than available state-of-the-art side information estimators, with improvements up to 2 dB: moreover, it allows outperforming H.264/AVC Intra by up to 3 dB with a lower encoding complexity.

Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

Implementação da estratégia de marketing sensorial: uma abordagem empírica

Dissertação de Mestrado, Ciências Económicas e Empresariais, 16 de Dezembro 2013, Universidade dos Açores.

An Efficient Long Distance Echo Canceller

This paper describes an implementation of a long distance echo canceller, operating on full-duplex with hands-free and in real-time with a single Digital Signal Processor (DSP). The proposed solution is based on short length adaptive filters centered on the positions of the most significant echoes, which are tracked by time delay estimators, for which we use a new approach. To deal with double talking situations a speech detector is employed. The floating-point DSP TMS320C6713 from Texas Instruments is used with software written in C++, with compiler optimizations for fast execution. The resulting algorithm enables long distance echo cancellation with low computational requirements, suited for embbeded systems. It reaches greater echo return loss enhancement and shows faster convergence speed when compared to the conventional approach. The experimental results approach the CCITT G.165 recommendation levels.

Radio link quality estimation in wireless sensor networks: a survey

Radio link quality estimation in Wireless Sensor Networks (WSNs) has a fundamental impact on the network performance and also affects the design of higher-layer protocols. Therefore, for about a decade, it has been attracting a vast array of research works. Reported works on link quality estimation are typically based on different assumptions, consider different scenarios, and provide radically different (and sometimes contradictory) results. This article provides a comprehensive survey on related literature, covering the characteristics of low-power links, the fundamental concepts of link quality estimation in WSNs, a taxonomy of existing link quality estimators, and their performance analysis. To the best of our knowledge, this is the first survey tackling in detail link quality estimation in WSNs. We believe our efforts will serve as a reference to orient researchers and system designers in this area.

F-LQE: a Fuzzy Link Quality Estimator for wireless sensor networks

Radio Link Quality Estimation (LQE) is a fundamental building block for Wireless Sensor Networks, namely for a reliable deployment, resource management and routing. Existing LQEs (e.g. PRR, ETX, Fourbit, and LQI ) are based on a single link property, thus leading to inaccurate estimation. In this paper, we propose F-LQE, that estimates link quality on the basis of four link quality properties: packet delivery, asymmetry, stability, and channel quality. Each of these properties is defined in linguistic terms, the natural language of Fuzzy Logic. The overall quality of the link is specified as a fuzzy rule whose evaluation returns the membership of the link in the fuzzy subset of good links. Values of the membership function are smoothed using EWMA filter to improve stability. An extensive experimental analysis shows that F-LQE outperforms existing estimators.

Renewable power forecast to scheduling of thermal units

In this work is discussed the importance of the renewable production forecast in an island environment. A probabilistic forecast based on kernel density estimators is proposed. The aggregation of these forecasts, allows the determination of thermal generation amount needed to schedule and operating a power grid of an island with high penetration of renewable generation. A case study based on electric system of S. Miguel Island is presented. The results show that the forecast techniques are an imperative tool help the grid management.

Study of the interactions in a three-way crossed classification model

Crossed classification models are applied in many investigations taking in consideration the existence of interaction between all factors or, in alternative, excluding all interactions, and in this case only the effects and the error term are considered. In this work we use commutative Jordan algebras in the study of the algebraic structure of these designs and we use them to obtain similar designs where only some of the interactions are considered. We finish presenting the expressions of the variance componentes estimators.

Soil sampling design and sampling techniques for soil properties monitoring – common difficulties related to forest soils

Mathematical models and statistical analysis are key instruments in soil science scientific research as they can describe and/or predict the current state of a soil system. These tools allow us to explore the behavior of soil related processes and properties as well as to generate new hypotheses for future experimentation. A good model and analysis of soil properties variations, that permit us to extract suitable conclusions and estimating spatially correlated variables at unsampled locations, is clearly dependent on the amount and quality of data and of the robustness techniques and estimators. On the other hand, the quality of data is obviously dependent from a competent data collection procedure and from a capable laboratory analytical work. Following the standard soil sampling protocols available, soil samples should be collected according to key points such as a convenient spatial scale, landscape homogeneity (or non-homogeneity), land color, soil texture, land slope, land solar exposition. Obtaining good quality data from forest soils is predictably expensive as it is labor intensive and demands many manpower and equipment both in field work and in laboratory analysis. Also, the sampling collection scheme that should be used on a data collection procedure in forest field is not simple to design as the sampling strategies chosen are strongly dependent on soil taxonomy. In fact, a sampling grid will not be able to be followed if rocks at the predicted collecting depth are found, or no soil at all is found, or large trees bar the soil collection. Considering this, a proficient design of a soil data sampling campaign in forest field is not always a simple process and sometimes represents a truly huge challenge. In this work, we present some difficulties that have occurred during two experiments on forest soil that were conducted in order to study the spatial variation of some soil physical-chemical properties. Two different sampling protocols were considered for monitoring two types of forest soils located in NW Portugal: umbric regosol and lithosol. Two different equipments for sampling collection were also used: a manual auger and a shovel. Both scenarios were analyzed and the results achieved have allowed us to consider that monitoring forest soil in order to do some mathematical and statistical investigations needs a sampling procedure to data collection compatible to established protocols but a pre-defined grid assumption often fail when the variability of the soil property is not uniform in space. In this case, sampling grid should be conveniently adapted from one part of the landscape to another and this fact should be taken into consideration of a mathematical procedure.

Reliable link quality estimation in low-power wireless networks and its impact on tree-routing

Radio link quality estimation is essential for protocols and mechanisms such as routing, mobility management and localization, particularly for low-power wireless networks such as wireless sensor networks. Commodity Link Quality Estimators (LQEs), e.g. PRR, RNP, ETX, four-bit and RSSI, can only provide a partial characterization of links as they ignore several link properties such as channel quality and stability. In this paper, we propose F-LQE (Fuzzy Link Quality Estimator, a holistic metric that estimates link quality on the basis of four link quality properties—packet delivery, asymmetry, stability, and channel quality—that are expressed and combined using Fuzzy Logic. We demonstrate through an extensive experimental analysis that F-LQE is more reliable than existing estimators (e.g., PRR, WMEWMA, ETX, RNP, and four-bit) as it provides a finer grain link classification. It is also more stable as it has lower coefficient of variation of link estimates. Importantly, we evaluate the impact of F-LQE on the performance of tree routing, specifically the CTP (Collection Tree Protocol). For this purpose, we adapted F-LQE to build a new routing metric for CTP, which we dubbed as F-LQE/RM. Extensive experimental results obtained with state-of-the-art widely used test-beds show that F-LQE/RM improves significantly CTP routing performance over four-bit (the default LQE of CTP) and ETX (another popular LQE). F-LQE/RM improves the end-to-end packet delivery by up to 16%, reduces the number of packet retransmissions by up to 32%, reduces the Hop count by up to 4%, and improves the topology stability by up to 47%.

Dealing with frame imperfections in a business survey: an empirical study using without replacement bootstrap

This paper approaches issues related to frame problems and nonresponse in surveys. These nonsampling errors affect the accuracy of the estimates whereas the estimators became biased and less precise. We analyse some estimation methods that deal with those problems and give an especial focus to post-stratification procedures.

Parameter estimation in the presence of auxiliary information

Dissertação para obtenção do Grau de Doutora em Estatística e Gestão de Risco, Especialidade em Estatística

A solution for estimates in software development projects

The Corporate world is becoming more and more competitive. This leads organisations to adapt to this reality, by adopting more efficient processes, which result in a decrease in cost as well as an increase of product quality. One of these processes consists in making proposals to clients, which necessarily include a cost estimation of the project. This estimation is the main focus of this project. In particular, one of the goals is to evaluate which estimation models fit the Altran Portugal software factory the most, the organization where the fieldwork of this thesis will be carried out. There is no broad agreement about which is the type of estimation model more suitable to be used in software projects. Concerning contexts where there is plenty of objective information available to be used as input to an estimation model, model-based methods usually yield better results than the expert judgment. However, what happens more frequently is not having this volume and quality of information, which has a negative impact in the model-based methods performance, favouring the usage of expert judgement. In practice, most organisations use expert judgment, making themselves dependent on the expert. A common problem found is that the performance of the expert’s estimation depends on his previous experience with identical projects. This means that when new types of projects arrive, the estimation will have an unpredictable accuracy. Moreover, different experts will make different estimates, based on their individual experience. As a result, the company will not directly attain a continuous growing knowledge about how the estimate should be carried. Estimation models depend on the input information collected from previous projects, the size of the project database and the resources available. Altran currently does not store the input information from previous projects in a systematic way. It has a small project database and a team of experts. Our work is targeted to companies that operate in similar contexts. We start by gathering information from the organisation in order to identify which estimation approaches can be applied considering the organization’s context. A gap analysis is used to understand what type of information the company would have to collect so that other approaches would become available. Based on our assessment, in our opinion, expert judgment is the most adequate approach for Altran Portugal, in the current context. We analysed past development and evolution projects from Altran Portugal and assessed their estimates. This resulted in the identification of common estimation deviations, errors, and patterns, which lead to the proposal of metrics to help estimators produce estimates leveraging past projects quantitative and qualitative information in a convenient way. This dissertation aims to contribute to more realistic estimates, by identifying shortcomings in the current estimation process and supporting the self-improvement of the process, by gathering as much relevant information as possible from each finished project.