3,098 research outputs found

    Optimal Confidence Intervals for the Tail Index and High Quantiles

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    The aim of the paper is to obtain confidence intervals for the tail index and high quantiles taking into account the optimal rate of convergence of the estimator. The common approach to obtaining confidence intervals presented in the literature is to use the normal distribution approximation at a non-optima1 rate. Instead, we propose to use the optimal rate, but then a bias term with unknown sign has to be estimated. We provide an estimator for this sign and the full programme to obtain the optimal confidence intervals. Moreover, we demonstrate the gain in coverage, and show the relevance of these confidence intervals by calculating the reduction in capital requirements in a financia1 Value at Risk exercise. Simulation results are also presented. It is weIl known that extreme value parameter estimators which balance the asymptotic bias squared and variance yield the lower asymptotic mean square error. Here we demonstrate the relevance of using the confidence bands for the quantiles using the optima1 number of order statistics on simulated and actua1 data. It appears that if one does not correct for the sign factor the confidence bands are considerably larger. In the financia1 application for the determination of appropriate capita1 buffers usage of the optima1 confidence band implies considerable reduction in capital provisioning. The band without the correction term sometimes requires about 10% more capital vis á vis the optimal band. Since investment banks nowadays have to provision against such losses by holding capital, .reduction in capital requirements in the order of 10% gives quite a significant reduction in operating costs

    Algorithmic music composition: a survey

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    This paper surveys some of the methods used for algorithmic composition and their evolution during the last decades. Algorithmic composition was motivated by the natural need to assist and to develop the process of music creation. Techniques and applications of algorithmic composition are broad spectrum, ranging from methods that produce entire works with no human intervention, up to methods were both composer and computer work closely together in real-time. Common algorithms used for music composition are based in stochastic, deterministic, chaotic and artificial intelligence methods.N/

    Detection of adulterations in food products containing milk and/or milk proteins

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    A critical review of the most relevant analytical methodologies for quality and authenticity control of dairy products and foods containing milk proteins is presented. Chromatographic, electrophoretic and immunological methods are used for: detection of cow's milk in ewe and goat milks, detection of whey added to milk, detection of caseins and/or whey proteins in non-lactic foods and study compounds resulting from milk proteins degradation. Techniques based on polimerase chain reaction are also suitable for detection of cow's milk on cheeses of ewe and goat milks

    Editorial: Rediscovering local landraces: shaping horticulture for the future, volume II

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    The ongoing climate change accompanied by weather extremes has increased uncertainty in the crop production sector, with a severe impact on yield and quality of crops (FAO, 2022). Moreover, the increasing world population, along with the continuous reduction of available irrigation water and agricultural land degradation due to anthropogenic activities, necessitates the redesign of the existing farming systems through the integration of valuable and underexplored genetic material, such as the local landraces of various vegetable species. Local landraces are cultivated in restricted regions and have been adapted over the years to specific growing conditions (soil and climate characteristics). Usually, they possess high genotypic diversity, which allows the crops to overcome the pressure from abiotic and biotic stressors from time to time (Conesa et al., 2020), while increasing on-farm agrobiodiversity at the same time (Conversa et al., 2020). For this reason, this genetic material is highly valuable for breeding purposes and the selection of new genotypes with improved characteristics (Formisano et al., 2012). Their use is becoming more and more limited due to the intensification of crop production sections and restrictions from marketing standards mostly related to visual appearance and the uniformity of the final product. However, the current trends show increasing interest not only from farmers who seek alternative farming options in the climate change scenario but also from consumers who seek products of known origin and high quality that have been produced in a sustainable manner.The authors thank all the peer reviewers who took the time to review this Research Topic. The authors are also grateful to the Foundation for Science and Technology (FCT, Portugal) for financial support through national funds FCT/MCTES (PIDDAC) to CIMO (UIDB/00690/2020 and UIDP/00690/2020) and SusTEC (LA/P/0007/2020), and for LB contracts, through the Institutional Scientific Employment Program contract.info:eu-repo/semantics/publishedVersio

    Describing function analysis of mechanical systems with nonlinear friction and backlash phenomena

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    This paper analyses the dynamical properties of systems with nonlinear friction and backlash phenomena based on the describing function method. The dynamics is illustrated using the Nyquist and Bode plots and the results are compared with those of standards models.N/

    Pole-zero approximations of digital fractional-order integrators and differentiators using signal modeling techniques

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    A novel strategy to the development of digital pole-zero approximations to fractional-order integrators and differentiators is presented here. The scheme is based in the signal modeling techniques applied to deterministic signals, namely the Padé, the Prony and the Shanks methods. It is shown that the illustrated algorithms yield good results both in the time and the frequency domains. Moreover, they are capable to give superior approximations than other existent approaches, namely the widely used CFE method. Several examples are given that demonstrate the effectiveness of the proposed techniques.N/

    Least-squares design of digital fractional-order operators

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    In this paper we develop a method for obtaining digital rational approximations to fractional-order operators of type s^y, where y e R. The proposed method is based on the least-squares (LS) minimization between the impulse response of the fractional Euler/Tustin operators and the digital rational-fraction approximation. We make a comparison with other approaches and the results reveal that the LS method gives superior approximations. The effectiveness of the method is demonstrated both in the time and frequency domains through an illustrative example.N/

    Pole-zero approximations of digital fractional-order integrators and differentiators using signal modeling techniques

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    A novel strategy to the development of digital pole-zero approximations to fractional-order integrators and differentiators is presented here. The scheme is based in the signal modeling techniques applied to deterministic signals, namely the Padé, the Prony and the Shanks methods. It is shown that the illustrated algorithms yield good results both in the time and the frequency domains. Moreover, they are capable to give superior approximations than other existent approaches, namely the widely used CFE method. Several examples are given that demonstrate the effectiveness of the proposed techniques.N/

    ) Fresh yield and phytochemical accumulation on spinach grown in different coir types

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    The objective of this study was to evaluate if coir can replace peat as growing media in spinach production in phytonutrient content and antioxidant activity terms. The effects of four commercial substrates peat; and three coir types: cocopeat, coir-crush chips, and coir medium, on growth, chlorophyll a and chlorophyll b, total:carotenoids, flavonoids, anthocyanins, proline, glutathione content, and glutathione reductase activity were evaluated in spinach (Spinacia oleracea L. ‘Manatee’). Soil blocked spinach seedlings (five seedlings per block) were transplanted into styrofoam planting boxes (100-cm long × 25-cm wide × 10-cm high) filled with 14 L of substrate. Each planting box was irrigated daily by drip with a complete nutrient solution. Yield (fresh yield) in cocopeat and coir medium were similar to those obtained in peat. Leaf-blade total chlorophyll was higher in peat than in the other substrates. However, leaf-blade total carotenoids and anthocyanins were not affected by substrate type and leaf-blade flavonoids and total glutathione (GSH+GSSG) contents were higher in plants grown in the different types of coir than in peat. Leaf-blade proline levels in plants grown in different types of coir were similar to that recorded in plants grown in peat ranging from 3.5 to 4.5 mg 100 g-1 FW. The findings of this study indicate that coir could be an alternative to peat but depends on the coir type

    Bioactive properties of Mentha spicata L. infusions: a comparison between standard and reserve lots

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    Mentha spicata L., commonly known as spearmint and belonging to the Lamiaceae family, is widely used as infusion due to its exquisite and outstanding flavour [1]. This medicinal and aromatic plant is also known for its antioxidant properties due to naturally occurring active compounds, such as phenolic compounds including flavonoids. [2] Recently, with the increased consumption of herbal infusions, several novel products are emerging and different lots with distinct compositions of the same plant are available for herbal infusions preparation [3]. As an outstanding example, the standard lots have evolved to "reserve lots", which are prepared from the apical leaves of the plant, presenting different compositions and sensorial characteristics. In the present study, the aim was to evaluate and compare the antioxidant activity as well as the bioactive compounds (phenolics and flavonoids) content of M. spicatae infusions prepared from standard and reserve lots, in order to understand the potential differences between both batches. The antioxidant activity was assessed by different assays (free radicals scavenging activity, reducing power, and lipid peroxidation inhibition), whereas total phenolics and flavonoids were estimated by colorimetric assays. The best results of antioxidant activity were achieved with the reserve lot that presented the lowest EC50o values in all the assays performed (152 to 336 μg/mL) in comparison to the standard lot (173 to 546 μg/mL). Both the infusions revealed higher potential in lipid peroxidation inhibition, in concentrations of 173 (standard tot) and 152 μg/mL (reserve lot), followed by reducing power (301 and 198 μg/mL, respectively) and free radicals scavenging activity (546 and 336 μg/mL). As expected from the antioxidant assays results, the amounts of total phenolics and flavonoids were higher in the reserve lot (2. 86 and 0. 378 mg GAE/mL, respectively) when compared to the standard lot (1. 83 and 0.268 mg GAE/mL), which is in accordance with the well-known bioactivity of these compounds. Thus, in our perspective, this study represents a major contribution of scientific information, allowing the consumer to understand the increased benefits of these new emerging tea products
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