ESTIMATION OF THE CYCLICAL COMPONENT OF ECONOMIC TIME SERIES

The objective of this paper is to show an alternative technique to smooth time series from Monte Carlo Simulations. The technique considers that time series can contain more than one structural break, coming from movements in coefficients of trend or from intercept. The Hodrick-Prescott Filter (HP) does not provide identification of such possible breaks in order to smooth trend from the series to analyze its cyclical component. If the series are relatively stable, this problem may not have relevant implications. Otherwise, for economies relatively unstable, trend movements may interfere in the specification of the cyclical component, and Hodrick-Prescott smoothing could lead empiricists to achieve simplistic forms to economic cycles. In the context, we present an empirical methodology that allows structural breaks in any point of time, from coefficients or from intercepts. We apply this recursive technique to different models with variations in trend, from coefficients and from intercepts, using series simulated by Monte Carlo. Moreover, we compare the results of both techniques to the Brazilian GDP.

Noise correction on LANDSAT images using a spline-like algorithm

Many applications using LANDSAT images face a dilemma: the user needs a certain scene (for example, a flooded region), but that particular image may present interference or noise in form of horizontal stripes. During automatic analysis, this interference or noise may cause false readings of the region of interest. In order to minimize this interference or noise, many solutions are used, for instane, that of using the average (simple or weighted) values of the neighboring vertical points. In the case of high interference (more than one adjacent line lost) the method of averages may not suit the desired purpose. The solution proposed is to use a spline-like algorithm (weighted splines). This type of interpolation is simple to be computer implemented, fast, uses only four points in each interval, and eliminates the necessity of solving a linear equation system. In the normal mode of operation, the first and second derivatives of the solution function are continuous and determined by data points, as in cubic splines. It is possible, however, to impose the values of the first derivatives, in order to account for shapr boundaries, without increasing the computational effort. Some examples using the proposed method are also shown

Enhancement of the Benjamin-Feir instability with dissipation

It is shown that there is an overlooked mechanism whereby some kinds of dissipation can enhance the Benjamin-Feir instability of water waves. This observation is new, and although it is counterintuitive, it is due to the fact that the Benjamin-Feir instability involves the collision of modes with opposite energy sign (relative to the carrier wave), and it is the negative energy perturbations which are enhanced.Comment: 15 pages, 2 figures To download more papers, go to http://www.cmla.ens-cachan.fr/~dias. Physics of Fluids (2007) to appea

A procedure for testing the quality of LANDSAT atmospheric correction algorithms

There are two basic methods for testing the quality of an algorithm to minimize atmospheric effects on LANDSAT imagery: (1) test the results a posteriori, using ground truth or control points; (2) use a method based on image data plus estimation of additional ground and/or atmospheric parameters. A procedure based on the second method is described. In order to select the parameters, initially the image contrast is examined for a series of parameter combinations. The contrast improves for better corrections. In addition the correlation coefficient between two subimages, taken at different times, of the same scene is used for parameter's selection. The regions to be correlated should not have changed considerably in time. A few examples using this proposed procedure are presented

Regularity at infinity of real mappings and a Morse-Sard theorem

We prove a new Morse-Sard type theorem for the asymptotic critical values of semi-algebraic mappings and a new fibration theorem at infinity for $C^2$ mappings. We show the equivalence of three different types of regularity conditions which have been used in the literature in order to control the asymptotic behaviour of mappings. The central role of our picture is played by the $t$-regularity and its bridge toward the $\rho$-regularity which implies topological triviality at infinity

Aggregated functional data model for Near-Infrared Spectroscopy calibration and prediction

Calibration and prediction for NIR spectroscopy data are performed based on a functional interpretation of the Beer-Lambert formula. Considering that, for each chemical sample, the resulting spectrum is a continuous curve obtained as the summation of overlapped absorption spectra from each analyte plus a Gaussian error, we assume that each individual spectrum can be expanded as a linear combination of B-splines basis. Calibration is then performed using two procedures for estimating the individual analytes curves: basis smoothing and smoothing splines. Prediction is done by minimizing the square error of prediction. To assess the variance of the predicted values, we use a leave-one-out jackknife technique. Departures from the standard error models are discussed through a simulation study, in particular, how correlated errors impact on the calibration step and consequently on the analytes' concentration prediction. Finally, the performance of our methodology is demonstrated through the analysis of two publicly available datasets.Comment: 27 pages, 7 figures, 7 table

Half Quantization

A general dynamical system composed by two coupled sectors is considered. The initial time configuration of one of these sectors is described by a set of classical data while the other is described by standard quantum data. These dynamical systems will be named half quantum. The aim of this paper is to derive the dynamical evolution of a general half quantum system from its full quantum formulation. The standard approach would be to use quantum mechanics to make predictions for the time evolution of the half quantum initial data. The main problem is how can quantum mechanics be applied to a dynamical system whose initial time configuration is not described by a set of fully quantum data. A solution to this problem is presented and used, as a guideline to obtain a general formulation of coupled classical-quantum dynamics. Finally, a quantization prescription mapping a given classical theory to the correspondent half quantum one is presented.Comment: 20 pages, LaTex file, Substantially revised versio

Generation of higher derivatives operators and electromagnetic wave propagation in a Lorentz-violation scenario

We study the perturbative generation of higher-derivative operators as corrections to the photon effective action, which are originated from a Lorentz violation background. Such corrections are obtained, at one-loop order, through the proper-time method, using the zeta function regularization. We focus over the lowest order corrections and investigate their influence in the propagation of electromagnetic waves through the vacuum, in the presence of a strong, constant magnetic field. This is a setting of experimental relevance, since it bases active efforts to measure non linear electromagnetic effects. After surprising cancellations of Lorentz violating corrections to the Maxwell's equation, we show that no effects of the kind of Lorentz violation we consider can be detected in such a context.Comment: v2: 13 pages, no figures, section IV considerably rewritten, main results unchanged and are now obtained in a simpler way. To appear in PL

Time dependent transformations in deformation quantization

We study the action of time dependent canonical and coordinate transformations in phase space quantum mechanics. We extend the covariant formulation of the theory by providing a formalism that is fully invariant under both standard and time dependent coordinate transformations. This result considerably enlarges the set of possible phase space representations of quantum mechanics and makes it possible to construct a causal representation for the distributional sector of Wigner quantum mechanics.Comment: 16 pages, to appear in the J. Math. Phy