Speaker change detection using BIC: a comparison on two datasets

Abstract — This paper addresses the problem of unsupervised speaker change detection. We assume that there is no prior knowledge on the number of speakers or their identities. Two methods are tested. The first method uses the Bayesian Information Criterion (BIC), investigates the AudioSpectrumCentroid and AudioWaveformEnvelope features, and implements a dynamic thresholding followed by a fusion scheme. The second method is a real-time one that uses a metric-based approach employing line spectral pairs (LSP) and the BIC criterion to validate a potential change point. The experiments are carried out on two different datasets. The first set was created by concatenating speakers from the TIMIT database and is referred to as the TIMIT data set. The second set was created by using recordings from the MPEG-7 test set CD1 and broadcast news and is referred to as the INESC dataset. I

The yield curve and the macro-economy across time and frequencies

This paper assesses the relation between the yield curve and the main macroeconomic variables in the U.S. between early 1960s and 2009 across time and frequencies, using wavelet analyses. The shape of the yield curve is modelled by latent factors corresponding to its level, slope and curvature, estimated by maximum likelihood with the Kalman filter. The macroeconomic variables measure econmic activity, unemployment, inflation and the fed funds rate. The cross wavelet tools employed - coherency and phase difference - , the set of variables and the length of the sample, allow for a thorough appraisal of the time- variation and structural breaks in the direction,intensity,synchronization and periodicity of the relation between the yield curve and the macro-economy. Our evidence establishes a number of new stylized facts on the yield curve-macro relation; and sheds light on several results found in the literature, which could not have been achieved with analyses conducted strictly in the time-domain(as most of the literature)or purely in the frequency-domain.Macro-finance; Yield curve; Kalman filter; Continuous wavelet transform;Wavelet coherency;Phase-difference

The yield curve and the macro-economy across time and frequencies

This paper assesses the relation between the yield curve and the main macroeconomic variables in the U.S. between early 1960s and 2010 across time and frequencies, using wavelet analyses. The shape of the yield curve is modelled by latent factors corresponding to its level, slope and curvature, estimated by maximum likelihood with the Kalman filter. The macroeconomic variables measure economic activity, unemployment, inflation and the fed funds rate. The cross wavelet tools employed — coherency and phase difference —, the set of variables and the length of the sample, allow for a thorough appraisal of the timevariation and structural breaks in the direction, intensity, synchronization and periodicity of the relation between the yield curve and the macro-economy. Our evidence establishes a number of new stylized facts on the yield curve-macro relation; and sheds light on several results found in the literature, which could not have been achieved with analyses conducted strictly in the time-domain (as most of the literature) or purely in the frequency-domain.Macro-finance; Yield curve; Kalman filter; Continuous wavelet transform; Wavelet coherency; Phase-difference.

Synchronization of Economic Sentiment Cycles in the Euro Area: a time-frequency analysis

We use wavelet tools and Economic Sentiment Indicators to study the synchronization of economic cycles in the Euro Area. We assess the time-varying and frequency-varying pattern of business cycles synchronization in the Area and test the impact of the creation of the European Monetary Union in 1999. Among several results, we find that (a) the EMU is associated with a significant increase in synchronization of economic sentiment in the Euro Area; (b) the hard-peg of its currency to the Euro led to a comparable synchronization of Denmark's economic sentiment after 1999, differently from what happened in the case of the UK.Business cycle synchronization; Economic sentiment; Euro Area; Continuous wavelet transform; Wavelet coherency; Wavelet distance; Phase-difference.

Regenerative braking potencial and energy simulations for a plug-in hybrid electric vehicle under real driving conditions

There are several possible configurations and technologies for the powertrains of electric and hybrid vehicles, but most of them will include advanced energy storage systems comprising batteries and ultra-capacitors. Thus, it will be of capital importance to evaluate the power and energy involved in braking and the fraction that has the possibility of being regenerated. The Series type Plug-in Hybrid Electric Vehicle (SPHEV), with electric traction and a small Internal Combustion Engine ICE) powering a generator, is likely to become a configuration winner. The first part of this work describes the model used for the quantification of the energy flows of a vehicle, following a particular route. Normalised driving-cycles used in Europe and USA and real routes and traffic conditions were tested. The results show that, in severe urban drivingcycles, the braking energy can represent more than 70% of the required useful motor-energy. This figure is reduced to 40% in suburban routes and to a much lower 18% on motorway conditions. The second part of the work consists on the integration of the main energy components of an S-PHEV into the mathematical model. Their performance and capacity characteristics are described and some simulation results presented. In the case of suburban driving, 90% of the electrical motor-energy is supplied by the battery and ultra-capacitors and 10% by the auxiliary ICE generator, while on motorway these we got 65% and 35%, respectively. The simulations also indicate an electric consumption of 120 W.h/km for a small 1 ton car on a suburban route. This value increases by 11% in the absence of ultra-capacitors and a further 28% without regenerative braking.Fundação para a Ciência e a Tecnologia (FCT) - MIT-Pt/EDAMSMS/0030/200

Estimating the Taylor Rule in the time-frequency domain

We assess U.S. monetary policy across time and frequencies in the framework of the Taylor Rule (TR). First, we portray the deviations between policy interest rates and the TR-prescribed rates with a set of continuous wavelet tools, comprising the coherency, phase-diference and gain. Then, using their multivariate counterparts, including a multivariate generalization of the wavelet gain, we estimate the TR coefficients in the time-frequency domain. We uncover a set of new stylized facts of the TR implicit in U.S. monetary policy that would not be possible to detect with pure time- or frequency-domain methods, nor with the time-frequency domain tools available thus far.COMPETE; QREN; FEDER; Fundação para a Ciência e a Tecnologia (FCT

Avaliação estrutural do aço rápido M3/2 sinterizado através da tecnologia DMLS

O estudo da sinterização do pó de aço rápido M3/2 pela tecnologia DMLS baseou-se na utilização de diferentes parâmetros de processo e na optimização da respectiva distribuição granulométrica e densidade aparente. O material foi sinterizado em linha, área e volume utilizando uma distância entre linhas de varrimento constante (0.30mm), três velocidades de varrimento do laser (50, 150, 250mm/s) e duas potências de laser (154 and 180W). O aço rápido M3/2 foi utilizado tal qual e com diferentes adições de uma fracção fina do mesmo material de modo a aumentar a densidade aparente

Okun's Law across time and frequencies

We present the first assessment of U.S. Okun's Law across time and frequencies. We use a set of continuous wavelet tools that allows for estimating Okun's coefficient and the lead/lag of output over unemployment at each moment and for each cyclical frequency. We find similar results for the gaps and the first differences specifications at business cycles frequencies, but not at lower frequencies. Okun's coefficient has increased (in absolute value) since the mid-1960s, except in 1985-1995, and is not particularly sensitive to recessions. The lead of output varies considerably over time and also at different frequencies. We observe (especially with the gaps specification) that there are at least two cyclical processes relevant for the Okun's relationship, one at the business cycle and another at lower frequencies. Methods that do not take this into account are bound to mix the information embedded in both cycles.- Research at NIPE has been financed by National Funds of the FCT Portuguese Foundation for Science and Technology, within the project "UIDB/03182/2020".Research at Cef.up has been financed by Portuguese public funds through FCT - Fundação para a Ciência e a Tecnologia, I.P., in the framework of the project with reference UIDB/04105/2020