A few what-ifs on using statistical analysis of stochastic simulation runs to extract timeliness properties

Modern real-time systems, with a more flexible and adaptive nature, demand approaches for timeliness evaluation based on probabilistic measures of meeting deadlines. In this context, simulation can emerge as an adequate solution to understand and analyze the timing behaviour of actual systems. However, care must be taken with the obtained outputs under the penalty of obtaining results with lack of credibility. Particularly important is to consider that we are more interested in values from the tail of a probability distribution (near worst-case probabilities), instead of deriving confidence on mean values. We approach this subject by considering the random nature of simulation output data. We will start by discussing well known approaches for estimating distributions out of simulation output, and the confidence which can be applied to its mean values. This is the basis for a discussion on the applicability of such approaches to derive confidence on the tail of distributions, where the worst-case is expected to be.

From simulation to statistical analysis: timeliness assessment of ethernet/IP-based distributed systems

A number of characteristics are boosting the eagerness of extending Ethernet to also cover factory-floor distributed real-time applications. Full-duplex links, non-blocking and priority-based switching, bandwidth availability, just to mention a few, are characteristics upon which that eagerness is building up. But, will Ethernet technologies really manage to replace traditional Fieldbus networks? Ethernet technology, by itself, does not include features above the lower layers of the OSI communication model. In the past few years, it is particularly significant the considerable amount of work that has been devoted to the timing analysis of Ethernet-based technologies. It happens, however, that the majority of those works are restricted to the analysis of sub-sets of the overall computing and communication system, thus without addressing timeliness at a holistic level. To this end, we are addressing a few inter-linked research topics with the purpose of setting a framework for the development of tools suitable to extract temporal properties of Commercial-Off-The-Shelf (COTS) Ethernet-based factory-floor distributed systems. This framework is being applied to a specific COTS technology, Ethernet/IP. In this paper, we reason about the modelling and simulation of Ethernet/IP-based systems, and on the use of statistical analysis techniques to provide usable results. Discrete event simulation models of a distributed system can be a powerful tool for the timeliness evaluation of the overall system, but particular care must be taken with the results provided by traditional statistical analysis techniques.

Automatic learning for the classification of chemical reactions and in statistical thermodynamics

This Thesis describes the application of automatic learning methods for a) the classification of organic and metabolic reactions, and b) the mapping of Potential Energy Surfaces(PES). The classification of reactions was approached with two distinct methodologies: a representation of chemical reactions based on NMR data, and a representation of chemical reactions from the reaction equation based on the physico-chemical and topological features of chemical bonds. NMR-based classification of photochemical and enzymatic reactions. Photochemical and metabolic reactions were classified by Kohonen Self-Organizing Maps (Kohonen SOMs) and Random Forests (RFs) taking as input the difference between the 1H NMR spectra of the products and the reactants. The development of such a representation can be applied in automatic analysis of changes in the 1H NMR spectrum of a mixture and their interpretation in terms of the chemical reactions taking place. Examples of possible applications are the monitoring of reaction processes, evaluation of the stability of chemicals, or even the interpretation of metabonomic data. A Kohonen SOM trained with a data set of metabolic reactions catalysed by transferases was able to correctly classify 75% of an independent test set in terms of the EC number subclass. Random Forests improved the correct predictions to 79%. With photochemical reactions classified into 7 groups, an independent test set was classified with 86-93% accuracy. The data set of photochemical reactions was also used to simulate mixtures with two reactions occurring simultaneously. Kohonen SOMs and Feed-Forward Neural Networks (FFNNs) were trained to classify the reactions occurring in a mixture based on the 1H NMR spectra of the products and reactants. Kohonen SOMs allowed the correct assignment of 53-63% of the mixtures (in a test set). Counter-Propagation Neural Networks (CPNNs) gave origin to similar results. The use of supervised learning techniques allowed an improvement in the results. They were improved to 77% of correct assignments when an ensemble of ten FFNNs were used and to 80% when Random Forests were used. This study was performed with NMR data simulated from the molecular structure by the SPINUS program. In the design of one test set, simulated data was combined with experimental data. The results support the proposal of linking databases of chemical reactions to experimental or simulated NMR data for automatic classification of reactions and mixtures of reactions. Genome-scale classification of enzymatic reactions from their reaction equation. The MOLMAP descriptor relies on a Kohonen SOM that defines types of bonds on the basis of their physico-chemical and topological properties. The MOLMAP descriptor of a molecule represents the types of bonds available in that molecule. The MOLMAP descriptor of a reaction is defined as the difference between the MOLMAPs of the products and the reactants, and numerically encodes the pattern of bonds that are broken, changed, and made during a chemical reaction. The automatic perception of chemical similarities between metabolic reactions is required for a variety of applications ranging from the computer validation of classification systems, genome-scale reconstruction (or comparison) of metabolic pathways, to the classification of enzymatic mechanisms. Catalytic functions of proteins are generally described by the EC numbers that are simultaneously employed as identifiers of reactions, enzymes, and enzyme genes, thus linking metabolic and genomic information. Different methods should be available to automatically compare metabolic reactions and for the automatic assignment of EC numbers to reactions still not officially classified. In this study, the genome-scale data set of enzymatic reactions available in the KEGG database was encoded by the MOLMAP descriptors, and was submitted to Kohonen SOMs to compare the resulting map with the official EC number classification, to explore the possibility of predicting EC numbers from the reaction equation, and to assess the internal consistency of the EC classification at the class level. A general agreement with the EC classification was observed, i.e. a relationship between the similarity of MOLMAPs and the similarity of EC numbers. At the same time, MOLMAPs were able to discriminate between EC sub-subclasses. EC numbers could be assigned at the class, subclass, and sub-subclass levels with accuracies up to 92%, 80%, and 70% for independent test sets. The correspondence between chemical similarity of metabolic reactions and their MOLMAP descriptors was applied to the identification of a number of reactions mapped into the same neuron but belonging to different EC classes, which demonstrated the ability of the MOLMAP/SOM approach to verify the internal consistency of classifications in databases of metabolic reactions. RFs were also used to assign the four levels of the EC hierarchy from the reaction equation. EC numbers were correctly assigned in 95%, 90%, 85% and 86% of the cases (for independent test sets) at the class, subclass, sub-subclass and full EC number level,respectively. Experiments for the classification of reactions from the main reactants and products were performed with RFs - EC numbers were assigned at the class, subclass and sub-subclass level with accuracies of 78%, 74% and 63%, respectively. In the course of the experiments with metabolic reactions we suggested that the MOLMAP / SOM concept could be extended to the representation of other levels of metabolic information such as metabolic pathways. Following the MOLMAP idea, the pattern of neurons activated by the reactions of a metabolic pathway is a representation of the reactions involved in that pathway - a descriptor of the metabolic pathway. This reasoning enabled the comparison of different pathways, the automatic classification of pathways, and a classification of organisms based on their biochemical machinery. The three levels of classification (from bonds to metabolic pathways) allowed to map and perceive chemical similarities between metabolic pathways even for pathways of different types of metabolism and pathways that do not share similarities in terms of EC numbers. Mapping of PES by neural networks (NNs). In a first series of experiments, ensembles of Feed-Forward NNs (EnsFFNNs) and Associative Neural Networks (ASNNs) were trained to reproduce PES represented by the Lennard-Jones (LJ) analytical potential function. The accuracy of the method was assessed by comparing the results of molecular dynamics simulations (thermal, structural, and dynamic properties) obtained from the NNs-PES and from the LJ function. The results indicated that for LJ-type potentials, NNs can be trained to generate accurate PES to be used in molecular simulations. EnsFFNNs and ASNNs gave better results than single FFNNs. A remarkable ability of the NNs models to interpolate between distant curves and accurately reproduce potentials to be used in molecular simulations is shown. The purpose of the first study was to systematically analyse the accuracy of different NNs. Our main motivation, however, is reflected in the next study: the mapping of multidimensional PES by NNs to simulate, by Molecular Dynamics or Monte Carlo, the adsorption and self-assembly of solvated organic molecules on noble-metal electrodes. Indeed, for such complex and heterogeneous systems the development of suitable analytical functions that fit quantum mechanical interaction energies is a non-trivial or even impossible task. The data consisted of energy values, from Density Functional Theory (DFT) calculations, at different distances, for several molecular orientations and three electrode adsorption sites. The results indicate that NNs require a data set large enough to cover well the diversity of possible interaction sites, distances, and orientations. NNs trained with such data sets can perform equally well or even better than analytical functions. Therefore, they can be used in molecular simulations, particularly for the ethanol/Au (111) interface which is the case studied in the present Thesis. Once properly trained, the networks are able to produce, as output, any required number of energy points for accurate interpolations.

Logic functions based on optical bias controlled SIC Tandem devices

The purpose of this paper is the design of an optoelectronic circuit based on a-SiC technology, able to act simultaneously as a 4-bit binary encoder or a binary decoder in a 4-to-16 line configurations and show multiplexer-based logical functions. The device consists of a p-i'(a-SiC:H)-n/p-i(a-Si:H)-n multilayered structure produced by PECVD. To analyze it under information-modulated wave (color channels) and uniform irradiation (background) four monochromatic pulsed lights (input channels): red, green, blue and violet shine on the device. Steady state optical bias was superimposed separately from the front and the back sides, and the generated photocurrent was measured. Results show that the devices, under appropriate optical bias, act as reconfigurable active filters that allow optical switching and optoelectronic logic functions development providing the possibility for selective removal of useless wavelengths. The logic functions needed to construct any other complex logic functions are the NOT, and both or either an AND or an OR. Any other complex logic function that might be found can also be used as building blocks to achieve the functions needed for the retrieval of channels within the WDM communication link. (C) 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

Tunnig optical A-Sic/A-Si active filters by UV bias light in the visible and infrared spectral ranges

Visible range to telecom band spectral translation is accomplished using an amorphous SiC pi'n/pin wavelength selector under appropriate front and back optical light bias. Results show that background intensity works as selectors in the infrared region, shifting the sensor sensitivity. Low intensities select the near-infrared range while high intensities select the visible part according to its wavelength. Here, the optical gain is very high in the infrared/red range, decreases in the green range, stays close to one in the blue region and strongly decreases in the near-UV range. The transfer characteristics effects due to changes in steady state light intensity and wavelength backgrounds are presented. The relationship between the optical inputs and the output signal is established. A capacitive optoelectronic model is presented and tested using the experimental results. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Assessment of climate change statistical downscaling methods: Application and comparison of two statistical methods to a single site in Lisbon

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia do Ambiente

Some reflections on acquisition, processing and analysis of statistical data in forest soils

Beyond the classical statistical approaches (determination of basic statistics, regression analysis, ANOVA, etc.) a new set of applications of different statistical techniques has increasingly gained relevance in the analysis, processing and interpretation of data concerning the characteristics of forest soils. This is possible to be seen in some of the recent publications in the context of Multivariate Statistics. These new methods require additional care that is not always included or refered in some approaches. In the particular case of geostatistical data applications it is necessary, besides to geo-reference all the data acquisition, to collect the samples in regular grids and in sufficient quantity so that the variograms can reflect the spatial distribution of soil properties in a representative manner. In the case of the great majority of Multivariate Statistics techniques (Principal Component Analysis, Correspondence Analysis, Cluster Analysis, etc.) despite the fact they do not require in most cases the assumption of normal distribution, they however need a proper and rigorous strategy for its utilization. In this work, some reflections about these methodologies and, in particular, about the main constraints that often occur during the information collecting process and about the various linking possibilities of these different techniques will be presented. At the end, illustrations of some particular cases of the applications of these statistical methods will also be presented.

Study of the Reliability of Statistical Timing Analysis for Real-Time Systems

Presented at 23rd International Conference on Real-Time Networks and Systems (RTNS 2015). 4 to 6, Nov, 2015, Main Track. Lille, France.

Thermostability of heterophile antibodies from human sera infected with Schistosoma mansoni and geo-helminths: an immuno-metric statistical analysis

Antibody in human sera that induces lysis of sheep erythrocytes in hemolytic assay was investigated. The present study showed that the presence in serum of the thermostable cytolytic anti-sheep red blood cells antibodies is dependent on the Schistosoma mansoni infection, and this is more frequent in adults than in children. The thermostable characteristic of hemolysins in normal sera was not dependent on the presence of Ascaris lumbricoides, Trichuris trichiura or hookworm geo-helminths. Further, thermostable complement-activating heterophile antibodies were noticed in children in association with massive number of S. mansoni eggs. The results were obtained by using the z- and the chi-square tests. The z-test allows us to formulate a one-sided alternative, i.e., a tendency of one of the attributes. On the other hand, the chi-square test analyzes the independence between attributes by using a contingency table. Besides the obtained results being interesting in the field of schistosomiasis mansoni, they can provide a new insight into the use of statistics in medical science.

Exploraty Multivariate Statistical Methods Applied to Pharmaceutical Industry CRM Data

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Factor analysis in the stock market: An application to statistical arbitrage

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Semantics bias in cross-national comparative analyses : Is it good or bad to have "fair" health?

The Health Behavior in School-aged Children is a cross-national study collecting data on social and health indicators on adolescents in 43 countries. The study provides comparable data on health behaviors and health outcomes through the use of a common protocol, which have been a back bone of the study sine its initiation in 1983. Recent years, researchers within the study have noticed a questionable comparability on the widely used item on self-rated health. One of the four response categories to the item "Would you say your health is….?" showed particular variation, as the response category "Fair" varied from 20 % in Latvia and Moldova to 3-4 % in Bulgaria and Macedonia. A qualitative mini-survey of the back-translations showed that the response category "Fair" had a negative slant in 25 countries, a positive slant in 10 countries and was considered neutral in 9 countries. This finding indicates that there are what may be called semantic issues affecting comparability in international studies, since the same original word (in an English original) is interpreted differently across countries and cultures. The paper test and discuss a few possible explanations to this, however, only leaving to future studies to hold a cautious approach to international comparisons if working with the self-rated health item with four response categories.

Local Rainfall Variability - A Potential Bias for Bioecological Studies in the Central Amazon

Rainfall data registered betwe en 1910 and 1979 at Manaus confirm the existence of a dry season between June and November (monthly rainfall: 42-162mm) and a rainy season from December until May (monthly rainfall: 211-300mm). Annual precipitation amounted to 2105mm with about 75% of the rainfall recorded during the rainy season. Rainfall data collected over 12 months at eigth stations in the vicinity of and at Manaus are compared. Annual precipitation was lower in Inundation Regions (1150-2150mm) compared with Dryland Regions (2400-2550mm). Considerable differences are found in rainfall patterns (intensity, frequency and time of rainfall). This is also truefor neighbouring stations, even if data of a 11-year record period are compared. Thus, it is highly recommended that preciptation data for bioecological studies be collected at the study site.

Bias in returns to tenure when firm wages and employment comove: A quantitative assessment and solution

It is well known that, unless worker-firm match quality is controlled for, returns to firm tenure (RTT) estimated directly via reduced form wage (Mincer) equations will be biased. In this paper we show that even if match quality is properly controlled for there is a further pervasive source of bias, namely the co-movement of firm employment and firm wages. In a simple mechanical model where human capital is absent and separation is exogenous we show that positively covarying shocks (either aggregate or firm level) to firms employment and wages cause downward bias in OLS regression estimates of RTT. We show that the long established procedures for dealing with "traditional" RTT bias do not circumvent the additional problem we have identified. We argue that if a reduced form estimation of RTT is undertaken, firm-year fixed effects must be added in order to eliminate this bias. Estimates from two large panel datasets from Portugal and Germany show that the bias is empirically important. Adding firm-year fixed effects to the regression increases estimates of RTT in the two respective countries by between 3.5% and 4.5% of wages at 20 years of tenure over 80% (50%) of the estimated RTT level itself. The results extend to tenure correlates used in macroeconomics such as the minimum unemployment rate since joining the firm. Adding firm-year fixed effects changes estimates of these effects also.