19,796 research outputs found
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
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 -regularity and its bridge toward the -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
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