Recursive neuro fuzzy techniques for online identification and control

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Minimum-order stable recursive filter design via the genetic algorithm approach

In this paper, the minimum-order stable recursive filter design problem is proposed and investigated. This problem is playing an important role in pipeline implementation sin signal processing. Here, the existence of a high-order stable recursive filter is proved theoretically, in which the upper bound for the highest order of stable filters is given. Then the minimum-order stable linear predictor is obtained via solving an optimization problem. In this paper, the popular genetic algorithm approach is adopted since it is a heuristic probabilistic optimization technique and has been widely used in engineering designs. Finally, an illustrative example is sued to show the effectiveness of the proposed algorithm.

Forward-looking versus recursive-dynamic modeling in climate policy analysis: A comparison

This paper develops a multi-regional general equilibrium model for climate policy analysis based on the latest version of the MIT Emissions Prediction and Policy Analysis (EPPA) model. We develop two versions so that we can solve the model either as a fully inter-temporal optimization problem (forward-looking, perfect foresight) or recursively. The standard EPPA model on which these models are based is solved recursively, and it is necessary to simplify some aspects of it to make inter-temporal solution possible. The forward-looking capability allows one to better address economic and policy issues such as borrowing and banking of GHG allowances, efficiency implications of environmental tax recycling, endogenous depletion of fossil resources, international capital flows, and optimal emissions abatement paths among others. To evaluate the solution approaches, we benchmark each version to the same macroeconomic path, and then compare the behavior of the two versions under a climate policy that restricts greenhouse gas emissions. We find that the energy sector and CO(2) price behavior are similar in both versions (in the recursive version of the model we force the inter-temporal theoretical efficiency result that abatement through time should be allocated such that the CO(2) price rises at the interest rate.) The main difference that arises is that the macroeconomic costs are substantially lower in the forward-looking version of the model, since it allows consumption shifting as an additional avenue of adjustment to the policy. On the other hand, the simplifications required for solving the model as an optimization problem, such as dropping the full vintaging of the capital stock and fewer explicit technological options, likely have effects on the results. Moreover, inter-temporal optimization with perfect foresight poorly represents the real economy where agents face high levels of uncertainty that likely lead to higher costs than if they knew the future with certainty. We conclude that while the forward-looking model has value for some problems, the recursive model produces similar behavior in the energy sector and provides greater flexibility in the details of the system that can be represented. (C) 2009 Elsevier B.V. All rights reserved.

An effective recursive partitioning approach for the packing of identical rectangles in a rectangle

In this work, we deal with the problem of packing (orthogonally and without overlapping) identical rectangles in a rectangle. This problem appears in different logistics settings, such as the loading of boxes on pallets, the arrangements of pallets in trucks and the stowing of cargo in ships. We present a recursive partitioning approach combining improved versions of a recursive five-block heuristic and an L-approach for packing rectangles into larger rectangles and L-shaped pieces. The combined approach is able to rapidly find the optimal solutions of all instances of the pallet loading problem sets Cover I and II (more than 50 000 instances). It is also effective for solving the instances of problem set Cover III (almost 100 000 instances) and practical examples of a woodpulp stowage problem, if compared to other methods from the literature. Some theoretical results are also discussed and, based on them, efficient computer implementations are introduced. The computer implementation and the data sets are available for benchmarking purposes. Journal of the Operational Research Society (2010) 61, 306-320. doi: 10.1057/jors.2008.141 Published online 4 February 2009

Sharing analysis of arrays, collections, and recursive structures

Precise modeling of the program heap is fundamental for understanding the behavior of a program, and is thus of signiflcant interest for many optimization applications. One of the fundamental properties of the heap that can be used in a range of optimization techniques is the sharing relationships between the elements in an array or collection. If an analysis can determine that the memory locations pointed to by different entries of an array (or collection) are disjoint, then in many cases loops that traverse the array can be vectorized or transformed into a thread-parallel versión. This paper introduces several novel sharing properties over the concrete heap and corresponding abstractions to represent them. In conjunction with an existing shape analysis technique, these abstractions allow us to precisely resolve the sharing relations in a wide range of heap structures (arrays, collections, recursive data structures, composite heap structures) in a computationally efflcient manner. The effectiveness of the approach is evaluated on a set of challenge problems from the JOlden and SPECjvm98 suites. Sharing information obtained from the analysis is used to achieve substantial thread-level parallel speedups.

A technique for recursive invariance detection and selective program specialization

This paper presents a technique for achieving a class of optimizations related to the reduction of checks within cycles. The technique uses both Program Transformation and Abstract Interpretation. After a ñrst pass of an abstract interpreter which detects simple invariants, program transformation is used to build a hypothetical situation that simpliñes some predicates that should be executed within the cycle. This transformation implements the heuristic hypothesis that once conditional tests hold they may continué doing so recursively. Specialized versions of predicates are generated to detect and exploit those cases in which the invariance may hold. Abstract interpretation is then used again to verify the truth of such hypotheses and conñrm the proposed simpliñcation. This allows optimizations that go beyond those possible with only one pass of the abstract interpreter over the original program, as is normally the case. It also allows selective program specialization using a standard abstract interpreter not speciñcally designed for this purpose, thus simplifying the design of this already complex module of the compiler. In the paper, a class of programs amenable to such optimization is presented, along with some examples and an evaluation of the proposed techniques in some application áreas such as floundering detection and reducing run-time tests in automatic logic program parallelization. The analysis of the examples presented has been performed automatically by an implementation of the technique using existing abstract interpretation and program transformation tools.

Optimization of water procurement decisions in an irrigation district: the role of option contracts

Water supply instability is one of the main risks faced by irrigation districts and farmers. Water procurement decision optimisation is essential in order to increase supply reliability and reduce costs. Water markets, such as spot purchases or water supply option contracts, can make this decision process more flexible. We analyse the potential interest in an option contract for an irrigation district that has access to several water sources. We apply a stochastic recursive mathematical programming model to simulate the water procurement decisions of an irrigation district?s board operating in a context of water supply uncertainty in south-eastern Spain. We analyse what role different option contracts could play in securing its water supply. Results suggest that the irrigation district would be willing to accept the proposed option contract in most cases subject to realistic values of the option contract financial terms. Of nine different water sources, desalination and the option contract are the main substitutes, where the use of either depends on the contract parameters. The contract premium and optioned volume are the variables that have a greater impact on the irrigation district?s decisions. Key words: Segura Basin, stochastic recursive programming, water markets, water supply option contract, water supply risk.

Optimization and Applications of Large-Scale Biomedical Event Networks

The overwhelming amount and unprecedented speed of publication in the biomedical domain make it difficult for life science researchers to acquire and maintain a broad view of the field and gather all information that would be relevant for their research. As a response to this problem, the BioNLP (Biomedical Natural Language Processing) community of researches has emerged and strives to assist life science researchers by developing modern natural language processing (NLP), information extraction (IE) and information retrieval (IR) methods that can be applied at large-scale, to scan the whole publicly available biomedical literature and extract and aggregate the information found within, while automatically normalizing the variability of natural language statements. Among different tasks, biomedical event extraction has received much attention within BioNLP community recently. Biomedical event extraction constitutes the identification of biological processes and interactions described in biomedical literature, and their representation as a set of recursive event structures. The 2009–2013 series of BioNLP Shared Tasks on Event Extraction have given raise to a number of event extraction systems, several of which have been applied at a large scale (the full set of PubMed abstracts and PubMed Central Open Access full text articles), leading to creation of massive biomedical event databases, each of which containing millions of events. Sinece top-ranking event extraction systems are based on machine-learning approach and are trained on the narrow-domain, carefully selected Shared Task training data, their performance drops when being faced with the topically highly varied PubMed and PubMed Central documents. Specifically, false-positive predictions by these systems lead to generation of incorrect biomolecular events which are spotted by the end-users. This thesis proposes a novel post-processing approach, utilizing a combination of supervised and unsupervised learning techniques, that can automatically identify and filter out a considerable proportion of incorrect events from large-scale event databases, thus increasing the general credibility of those databases. The second part of this thesis is dedicated to a system we developed for hypothesis generation from large-scale event databases, which is able to discover novel biomolecular interactions among genes/gene-products. We cast the hypothesis generation problem as a supervised network topology prediction, i.e predicting new edges in the network, as well as types and directions for these edges, utilizing a set of features that can be extracted from large biomedical event networks. Routine machine learning evaluation results, as well as manual evaluation results suggest that the problem is indeed learnable. This work won the Best Paper Award in The 5th International Symposium on Languages in Biology and Medicine (LBM 2013).

Solid Lipid Nanoparticles For Hydrophilic Biotech Drugs: Optimization And Cell Viability Studies (caco-2 & Hepg-2 Cell Lines).

Insulin was used as model protein to developed innovative Solid Lipid Nanoparticles (SLNs) for the delivery of hydrophilic biotech drugs, with potential use in medicinal chemistry. SLNs were prepared by double emulsion with the purpose of promoting stability and enhancing the protein bioavailability. Softisan(®)100 was selected as solid lipid matrix. The surfactants (Tween(®)80, Span(®)80 and Lipoid(®)S75) and insulin were chosen applying a 2(2) factorial design with triplicate of central point, evaluating the influence of dependents variables as polydispersity index (PI), mean particle size (z-AVE), zeta potential (ZP) and encapsulation efficiency (EE) by factorial design using the ANOVA test. Therefore, thermodynamic stability, polymorphism and matrix crystallinity were checked by Differential Scanning Calorimetry (DSC) and Wide Angle X-ray Diffraction (WAXD), whereas the effect of toxicity of SLNs was check in HepG2 and Caco-2 cells. Results showed a mean particle size (z-AVE) width between 294.6 nm and 627.0 nm, a PI in the range of 0.425-0.750, ZP about -3 mV, and the EE between 38.39% and 81.20%. After tempering the bulk lipid (mimicking the end process of production), the lipid showed amorphous characteristics, with a melting point of ca. 30 °C. The toxicity of SLNs was evaluated in two distinct cell lines (HEPG-2 and Caco-2), showing to be dependent on the concentration of particles in HEPG-2 cells, while no toxicity in was reported in Caco-2 cells. SLNs were stable for 24 h in in vitro human serum albumin (HSA) solution. The resulting SLNs fabricated by double emulsion may provide a promising approach for administration of protein therapeutics and antigens.

Electrochemical Oxidation Of Landfill Leachate In A Flow Reactor: Optimization Using Response Surface Methodology.

Response surface methodology based on Box-Behnken (BBD) design was successfully applied to the optimization in the operating conditions of the electrochemical oxidation of sanitary landfill leachate aimed for making this method feasible for scale up. Landfill leachate was treated in continuous batch-recirculation system, where a dimensional stable anode (DSA(©)) coated with Ti/TiO2 and RuO2 film oxide were used. The effects of three variables, current density (milliampere per square centimeter), time of treatment (minutes), and supporting electrolyte dosage (moles per liter) upon the total organic carbon removal were evaluated. Optimized conditions were obtained for the highest desirability at 244.11 mA/cm(2), 41.78 min, and 0.07 mol/L of NaCl and 242.84 mA/cm(2), 37.07 min, and 0.07 mol/L of Na2SO4. Under the optimal conditions, 54.99 % of chemical oxygen demand (COD) and 71.07 ammonia nitrogen (NH3-N) removal was achieved with NaCl and 45.50 of COD and 62.13 NH3-N with Na2SO4. A new kinetic model predicted obtained from the relation between BBD and the kinetic model was suggested.

Spectral Region Optimization for Raman-Based Optical Biopsy of Inflammatory Lesions

Objective: The biochemical alterations between inflammatory fibrous hyperplasia (IFH) and normal tissues of buccal mucosa were probed by using the FT-Raman spectroscopy technique. The aim was to find the minimal set of Raman bands that would furnish the best discrimination. Background: Raman-based optical biopsy is a widely recognized potential technique for noninvasive real-time diagnosis. However, few studies had been devoted to the discrimination of very common subtle or early pathologic states as inflammatory processes that are always present on, for example, cancer lesion borders. Methods: Seventy spectra of IFH from 14 patients were compared with 30 spectra of normal tissues from six patients. The statistical analysis was performed with principal components analysis and soft independent modeling class analogy cross-validated, leave-one-out methods. Results: Bands close to 574, 1,100, 1,250 to 1,350, and 1,500 cm(-1) (mainly amino acids and collagen bands) showed the main intragroup variations that are due to the acanthosis process in the IFH epithelium. The 1,200 (C-C aromatic/DNA), 1,350 (CH(2) bending/collagen 1), and 1,730 cm(-1) (collagen III) regions presented the main intergroup variations. This finding was interpreted as originating in an extracellular matrix-degeneration process occurring in the inflammatory tissues. The statistical analysis results indicated that the best discrimination capability (sensitivity of 95% and specificity of 100%) was found by using the 530-580 cm(-1) spectral region. Conclusions: The existence of this narrow spectral window enabling normal and inflammatory diagnosis also had useful implications for an in vivo dispersive Raman setup for clinical applications.

Optimization of the Enzymatic Interesterification of Milk Fat and Canola Oil Blends Using Immobilized Rhizopus oryzae Lipase by Response Surface Methodology

Blends of milk fat and canola oil (MF:CNO) were enzymatically interesterified (EIE) by Rhizopus oryzne lipase immobilized on polysiloxane-polyvinyl alcohol (SiO(2)-PVA) composite, in a solvent-free system. A central composite design (CCD) was used to optimize the reaction, considering the effects of different mass fractions of binary blends of MF:CNO (50:50, 65:35 and 80:20) and temperatures (45, 55 and 65 degrees C) on the composition and texture properties of the interesterified products, taking the interesterification degree (ID) and consistency (at 10 degrees C) as response variables. For the ID variable both mass fraction of milk fat in the blend and temperature were found to be significant, while for the consistency only mass fraction of milk fat was significant. Empiric models for ID and consistency were obtained that allowed establishing the best interesterification conditions: blend with 65 % of milk fat and 35 %, of canola oil, and temperature of 45 degrees C. Under these conditions, the ID was 19.77 %) and the consistency at 10 degrees C was 56 290 Pa. The potential of this eco-friendly process demonstrated that a product could be obtained with the desirable milk fat flavour and better spreadability under refrigerated conditions.

Risk optimization of a steel frame communications tower subject to tornado winds

The structural engineering community in Brazil faces new challenges with the recent occurrence of high intensity tornados. Satellite surveillance data shows that the area covering the south-east of Brazil, Uruguay and some of Argentina is one of the world most tornado-prone areas, second only to the infamous tornado alley in central United States. The design of structures subject to tornado winds is a typical example of decision making in the presence of uncertainty. Structural design involves finding a good balance between the competing goals of safety and economy. This paper presents a methodology to find the optimum balance between these goals in the presence of uncertainty. In this paper, reliability-based risk optimization is used to find the optimal safety coefficient that minimizes the total expected cost of a steel frame communications tower, subject to extreme storm and tornado wind loads. The technique is not new, but it is applied to a practical problem of increasing interest to Brazilian structural engineers. The problem is formulated in the partial safety factor format used in current design codes, with all additional partial factor introduced to serve as optimization variable. The expected cost of failure (or risk) is defined as the product of a. limit state exceedance probability by a limit state exceedance cost. These costs include costs of repairing, rebuilding, and paying compensation for injury and loss of life. The total expected failure cost is the sum of individual expected costs over all failure modes. The steel frame communications, tower subject of this study has become very common in Brazil due to increasing mobile phone coverage. The study shows that optimum reliability is strongly dependent on the cost (or consequences) of failure. Since failure consequences depend oil actual tower location, it turn,,; out that different optimum designs should be used in different locations. Failure consequences are also different for the different parties involved in the design, construction and operation of the tower. Hence, it is important that risk is well understood by the parties involved, so that proper contracts call be made. The investigation shows that when non-structural terms dominate design costs (e.g, in residential or office buildings) it is not too costly to over-design; this observation is in agreement with the observed practice for non-optimized structural systems. In this situation, is much easier to loose money by under-design. When by under-design. When structural material cost is a significant part of design cost (e.g. concrete dam or bridge), one is likely to lose significantmoney by over-design. In this situation, a cost-risk-benefit optimization analysis is highly recommended. Finally, the study also shows that under time-varying loads like tornados, the optimum reliability is strongly dependent on the selected design life.

Multidisciplinary optimization of a catamaran's hydrofoil design with dynamic response surface and distributive processing

This paper presents a rational approach to the design of a catamaran's hydrofoil applied within a modern context of multidisciplinary optimization. The approach used includes the use of response surfaces represented by neural networks and a distributed programming environment that increases the optimization speed. A rational approach to the problem simplifies the complex optimization model; when combined with the distributed dynamic training used for the response surfaces, this model increases the efficiency of the process. The results achieved using this approach have justified this publication.