Are There Classical Business Cycles?

The aim of this paper is to test formally the classical business cycle hypothesis, using data from industrialized countries for the time period since 1960. The hypothesis is characterized by the view that the cyclical structure in GDP is concentrated in the investment series: fixed investment has typically a long cycle, while the cycle in inventory investment is shorter. To check the robustness of our results, we subject the data for 15 OECD countries to a variety of detrending techniques. While the hypothesis is not confirmed uniformly for all countries, there is a considerably high number for which the data display the predicted pattern. None of the countries shows a pattern which can be interpreted as a clear rejection of the classical hypothesis.

Are these classical business cycles?

The aim of this paper is to test formally the classical business cyclehypothesis, using data from industrialized countries for the timeperiod since 1960. The hypothesis is characterized by the view that the cyclical structure in GDP is concentrated in the investment series: fixed investment has typically a long cycle, while the cycle in inventory investment is shorter. To check the robustness of our results, we subject the data for 15 OECD countries to a variety of detrending techniques. While the hypothesis is not confirmed uniformly for all countries, there is a considerably high number for which the data display the predicted pattern. None of the countries shows a pattern which can be interpreted as a clear rejection of the classical hypothesis.

An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests.

Many unit root and cointegration tests require an estimate of the spectral density function at frequency zero at some process. Kernel estimators based on weighted sums of autocovariances constructed using estimated residuals from an AR(1) regression are commonly used. However, it is known that with substantially correlated errors, the OLS estimate of the AR(1) parameter is severely biased. in this paper, we first show that this least squares bias induces a significant increase in the bias and mean-squared error of kernel-based estimators.

Primary ciliary dyskinesia: evaluation using cilia beat frequency assessment via spectral analysis of digital microscopy images

Olm MA, Kogler JE Jr, Macchione M, Shoemark A, Saldiva PH, Rodrigues JC. Primary ciliary dyskinesia: evaluation using cilia beat frequency assessment via spectral analysis of digital microscopy images. J Appl Physiol 111: 295-302, 2011. First published May 5, 2011; doi:10.1152/japplphysiol.00629.2010.-Ciliary beat frequency (CBF) measurements provide valuable information for diagnosing of primary ciliary dyskinesia (PCD). We developed a system for measuring CBF, used it in association with electron microscopy to diagnose PCD, and then analyzed characteristics of PCD patients. 1 The CBF measurement system was based on power spectra measured through digital imaging. Twenty-four patients suspected of having PCD (age 1-19 yr) were selected from a group of 75 children and adolescents with pneumopathies of unknown causes. Ten healthy, nonsmoking volunteers (age >= 17 yr) served as a control group. Nasal brush samples were collected, and CBF and electron microscopy were performed. PCD was diagnosed in 12 patients: 5 had radial spoke defects, 3 showed absent central microtubule pairs with transposition, 2 had outer dynein arm defects, 1 had a shortened outer dynein arm, and 1 had a normal ultrastructure. Previous studies have reported that the most common cilia defects are in the dynein arm. As expected, the mean CBF was higher in the control group (P < 0.001) and patients with normal ultrastructure (P < 0.002), than in those diagnosed with cilia ultrastructural defects (i.e., PCD patients). An obstructive ventilatory pattern was observed in 70% of the PCD patients who underwent pulmonary function tests. All PCD patients presented bronchial wall thickening on chest computed tomography scans. The protocol and diagnostic techniques employed allowed us to diagnose PCD in 16% of patients in this study.

Comparison of Different Spectral Domain Optical Coherence Tomography Scanning Areas for Glaucoma Diagnosis

Purpose: To evaluate retinal nerve fiber layer (RNFL), optic nerve head (ONH), and macular thickness measurements for glaucoma detection using the RTVue spectral domain optical coherence tomograph. Design: Diagnostic, case-control study. Participants: One hundred forty eyes of 106 glaucoma patients and 74 eyes of 40 healthy subjects from the Diagnostic Innovations in Glaucoma Study (DIGS). Methods: All patients underwent ocular imaging with the commercially available RTVue. Optic nerve head, RNFL thickness, and macular thickness scans were obtained during the same visit. Receiver operating characteristic (ROC) curves and sensitivities at fixed specificities (80% and 95%) were calculated for each parameter. Main Outcome Measures: Areas under the ROC curves (AUC) and sensitivities at fixed specificities of 80% and 95%. Results: The AUC for the RNFL parameter with best performance, inferior quadrant thickness, was significantly higher than that of the best-performing ONH parameter, inferior rim area (0.884 vs 0.812, respectively; P = 0.04). There was no difference between ROC curve areas of the best RNFL thickness parameters and the best inner macular thickness measurement, ganglion cell complex root mean square (ROC curve area = 0.870). Conclusions: The RTVue RNFL and inner retinal macular thickness measurements had good ability to detect eyes with glaucomatous visual field loss and performed significantly better than ONH parameters.

Effect of Disease Severity on the Performance of Cirrus Spectral-Domain OCT for Glaucoma Diagnosis

PURPOSE. To evaluate the effect of disease severity on the diagnostic accuracy of the Cirrus Optical Coherence Tomograph (Cirrus HD-OCT; Carl Zeiss Meditec, Inc., Dublin, CA) for glaucoma detection. METHODS. One hundred thirty-five glaucomatous eyes of 99 patients and 79 normal eyes of 47 control subjects were recruited from the longitudinal Diagnostic Innovations in Glaucoma Study (DIGS). The severity of the disease was graded based on the visual field index (VFI) from standard automated perimetry. Imaging of the retinal nerve fiber layer (RNFL) was obtained using the optic disc cube protocol available on the Cirrus HD-OCT. Pooled receiver operating characteristic (ROC) curves were initially obtained for each parameter of the Cirrus HD-OCT. The effect of disease severity on diagnostic performance was evaluated by fitting an ROC regression model, with VFI used as a covariate, and calculating the area under the ROC curve (AUCs) for different levels of disease severity. RESULTS. The largest pooled AUCs were for average thickness (0.892), inferior quadrant thickness (0.881), and superior quadrant thickness (0.874). Disease severity had a significant influence on the detection of glaucoma. For the average RNFL thickness parameter, AUCs were 0.962, 0.932, 0.886, and 0.822 for VFIs of 70%, 80%, 90%, and 100%, respectively. CONCLUSIONS. Disease severity had a significant effect on the diagnostic performance of the Cirrus HD-OCT and thus should be considered when interpreting results from this device and when considering the potential applications of this instrument for diagnosing glaucoma in the various clinical settings. (Invest Ophthalmol Vis Sci. 2010;51:4104-4109) DOI:10.1167/iovs.094716

Mixed spectral-structural classification of very high resolution images with summation kernels

In this paper, mixed spectral-structural kernel machines are proposed for the classification of very-high resolution images. The simultaneous use of multispectral and structural features (computed using morphological filters) allows a significant increase in classification accuracy of remote sensing images. Subsequently, weighted summation kernel support vector machines are proposed and applied in order to take into account the multiscale nature of the scene considered. Such classifiers use the Mercer property of kernel matrices to compute a new kernel matrix accounting simultaneously for two scale parameters. Tests on a Zurich QuickBird image show the relevance of the proposed method : using the mixed spectral-structural features, the classification accuracy increases of about 5%, achieving a Kappa index of 0.97. The multikernel approach proposed provide an overall accuracy of 98.90% with related Kappa index of 0.985.

Wavelet Filter Parameterization for Compression of Spectral Images

Vaatimus kuvatiedon tiivistämisestä on tullut entistä ilmeisemmäksi viimeisen kymmenen vuoden aikana kuvatietoon perustuvien sovellutusten myötä. Nykyisin kiinnitetään erityistä huomiota spektrikuviin, joiden tallettaminen ja siirto vaativat runsaasti levytilaa ja kaistaa. Aallokemuunnos on osoittautunut hyväksi ratkaisuksi häviöllisessä tiedontiivistämisessä. Sen toteutus alikaistakoodauksessa perustuu aallokesuodattimiin ja ongelmana on sopivan aallokesuodattimen valinta erilaisille tiivistettäville kuville. Tässä työssä esitetään katsaus tiivistysmenetelmiin, jotka perustuvat aallokemuunnokseen. Ortogonaalisten suodattimien määritys parametrisoimalla on työn painopisteenä. Työssä todetaan myös kahden erilaisen lähestymistavan samanlaisuus algebrallisten yhtälöiden avulla. Kokeellinen osa sisältää joukon testejä, joilla perustellaan parametrisoinnin tarvetta. Erilaisille kuville tarvitaan erilaisia suodattimia sekä erilaiset tiivistyskertoimet saavutetaan eri suodattimilla. Lopuksi toteutetaan spektrikuvien tiivistys aallokemuunnoksen avulla.

GLS Detrending, Efficient Unit Root Tests and Structural Change

We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of Dufour and King (1991) and Elliott, Rothenberg and Stock (1996) (ERS). Following Perron (1989), we consider two models : one allowing for a change in slope and the other for both a change in intercept and slope. We derive the asymptotic distribution of the tests as well as that of the feasible point optimal tests PT(GLS) suggested by ERS. The asymptotic critical values of the tests are tabulated. Also, we compute the non-centrality parameter used for the local GLS detrending that permits the tests to have 50% asymptotic power at that value. We show that the M(GLS) and PT(GLS) tests have an asymptotic power function close to the power envelope. An extensive simulation study analyzes the size and power in finite samples under various methods to select the truncation lag for the autoregressive spectral density estimator. An empirical application is also provided.

A high-order arbitrarily unstructured finite-volume model of the global atmosphere: tests solving the shallow-water equations

Simulations of the global atmosphere for weather and climate forecasting require fast and accurate solutions and so operational models use high-order finite differences on regular structured grids. This precludes the use of local refinement; techniques allowing local refinement are either expensive (eg. high-order finite element techniques) or have reduced accuracy at changes in resolution (eg. unstructured finite-volume with linear differencing). We present solutions of the shallow-water equations for westerly flow over a mid-latitude mountain from a finite-volume model written using OpenFOAM. A second/third-order accurate differencing scheme is applied on arbitrarily unstructured meshes made up of various shapes and refinement patterns. The results are as accurate as equivalent resolution spectral methods. Using lower order differencing reduces accuracy at a refinement pattern which allows errors from refinement of the mountain to accumulate and reduces the global accuracy over a 15 day simulation. We have therefore introduced a scheme which fits a 2D cubic polynomial approximately on a stencil around each cell. Using this scheme means that refinement of the mountain improves the accuracy after a 15 day simulation. This is a more severe test of local mesh refinement for global simulations than has been presented but a realistic test if these techniques are to be used operationally. These efficient, high-order schemes may make it possible for local mesh refinement to be used by weather and climate forecast models.

Nitrogen content identification in crop plants using spectral reflectance and artificial neural networks

The accurate identification of the nitrogen content in crop plants is extremely important since it involves economic aspects and environmental impacts. Several experimental tests have been carried out to obtain characteristics and parameters associated with the health of plants and its growing. The nitrogen content identification involves a lot of nonlinear parametes and complexes mathematical models. This paper describes a novel approach for identification of nitrogen content thought spectral reflectance of plant leaves using artificial neural networks. The network acts as identifier of relationships among pH of soil, fertilizer treatment, spectral reflectance and nitrogen content in the plants. So, nitrogen content can be estimated and generalized from an input parameter set. This approach can be form the basis for development of an accurate real time nitrogen applicator.

Spectral analysis and low-frequency multipath mitigation for kinematic applications

Low-frequency multipath is still one of the major challenges for high precision GPS relative positioning. In kinematic applications, mainly, due to geometry changes, the low-frequency multipath is difficult to be removed or modeled. Spectral analysis has a powerful technique to analyze this kind of non-stationary signals: the wavelet transform. However, some processes and specific ways of processing are necessary to work together in order to detect and efficiently mitigate low-frequency multipath. In this paper, these processes are discussed. Some experiments were carried out in a kinematic mode with a controlled and known vehicle movement. The data were collected in the presence of a reflector surface placed close to the vehicle to cause, mainly, low-frequency multipath. From theanalyses realized, the results in terms of double difference residuals and statistical tests showed that the proposed methodology is very efficient to detect and mitigate low-frequency multipath effects. © 2008 IEEE.

Classic tests of General Relativity described by brane-based spherically symmetric solutions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Towards the 3D attenuation imaging of active volcanoes: methods and tests on real and simulated data

The purpose of my PhD thesis has been to face the issue of retrieving a three dimensional attenuation model in volcanic areas. To this purpose, I first elaborated a robust strategy for the analysis of seismic data. This was done by performing several synthetic tests to assess the applicability of spectral ratio method to our purposes. The results of the tests allowed us to conclude that: 1) spectral ratio method gives reliable differential attenuation (dt*) measurements in smooth velocity models; 2) short signal time window has to be chosen to perform spectral analysis; 3) the frequency range over which to compute spectral ratios greatly affects dt* measurements. Furthermore, a refined approach for the application of spectral ratio method has been developed and tested. Through this procedure, the effects caused by heterogeneities of propagation medium on the seismic signals may be removed. The tested data analysis technique was applied to the real active seismic SERAPIS database. It provided a dataset of dt* measurements which was used to obtain a three dimensional attenuation model of the shallowest part of Campi Flegrei caldera. Then, a linearized, iterative, damped attenuation tomography technique has been tested and applied to the selected dataset. The tomography, with a resolution of 0.5 km in the horizontal directions and 0.25 km in the vertical direction, allowed to image important features in the off-shore part of Campi Flegrei caldera. High QP bodies are immersed in a high attenuation body (Qp=30). The latter is well correlated with low Vp and high Vp/Vs values and it is interpreted as a saturated marine and volcanic sediments layer. High Qp anomalies, instead, are interpreted as the effects either of cooled lava bodies or of a CO2 reservoir. A pseudo-circular high Qp anomaly was detected and interpreted as the buried rim of NYT caldera.

Spectral-analysis-surface-waves-method in ground characterization

The prediction of train induced vibration levels in structures close to railway tracks before track construction starts is important in order to avoid having to implement costly mitigation measures afterwards. The used models require an accurate characterization of the propagation medium i.e. the soil layers. To this end the spectral analysis of surface waves (SASW) method has been chosen among the active surface waves techniques available. As dynamic source a modal sledge hammer has been used. The generated vibrations have been measured at known offsets by means of several accelerometers. There are many parameters involved in estimating the experimental dispersion curve and, later on, thickness and propagation velocities of the different layers. Tests have been carried out at the Segovia railway station. Its main building covers some of the railway tracks and vibration problems in the building should be avoided. In the paper these tests as well as the influence of several parameters on the estimated soil profile will be detailed.