This work shows the experimental data of excess properties at several temperatures and the vapor–liquid equilibria (VLE) obtained for four binary systems of alkyl methanoates (methyl to butyl) with decane, all measured at constant... more
This work shows the experimental data of excess properties at several temperatures and the vapor–liquid equilibria (VLE) obtained for four binary systems of alkyl methanoates (methyl to butyl) with decane, all measured at constant pressure of 101.32kPa. The isobaric VLE data were thermodynamically consistent according to the Fredenslund test and did not present an azeotrope. The experimental data of HmE
Cet article présente un nouveau procédé de correction auditive utilisant un modèle paramétrique du signal de parole. Ce procédé permet, en plus des opérations classiques de compression et d'amplification, d'effectuer des... more
Cet article présente un nouveau procédé de correction auditive utilisant un modèle paramétrique du signal de parole. Ce procédé permet, en plus des opérations classiques de compression et d'amplification, d'effectuer des transformations élaborées (modification du rythme temporel, modification de l'enveloppe spectrale, etc.) tout en conservant la structure naturelle du signal de parole. Les premiers résultats d'une série de tests cliniques montrent que ce procédé est bien accueilli par les personnes atteintes de surdités intermédiaires (moyennes ou sévères) et pour lesquelles il n'existe pas véritablement de traitement prothétique adapté.
Extreme returns in stock returns need to be captured for a successful risk management function to estimate unexpected loss in portfolio. Traditional value-at-risk models based on parametric models are not able to capture the extremes in... more
Extreme returns in stock returns need to be captured for a successful risk management function to estimate unexpected loss in portfolio. Traditional value-at-risk models based on parametric models are not able to capture the extremes in emerging markets where high volatility and nonlinear behaviors in returns are observed. The Extreme Value Theory (EVT) with conditional quantile proposed by McNeil and Frey (2000) is based on the central limit theorem applied to the extremes rater than mean of the return distribution. It limits the distribution of extreme returns always has the same form without relying on the distribution of the parent variable. This paper uses 8 filtered EVT models created with conditional quantile to estimate value-at-risk for the Istanbul Stock Exchange (ISE). The performances of the filtered expected shortfall models are compared to those of GARCH, GARCH with student-t distribution, GARCH with skewed student-t distribution and FIGARCH by using alternative back-t...
Three experimental techniques based on automatic swept-frequency network and impedance analysers were used to measure the dielectric properties of tissue in the frequency range 10 Hz to 20 GHz. The technique used in conjunction with the... more
Three experimental techniques based on automatic swept-frequency network and impedance analysers were used to measure the dielectric properties of tissue in the frequency range 10 Hz to 20 GHz. The technique used in conjunction with the impedance analyser is described. Results are given for a number of human and animal tissues, at body temperature, across the frequency range, demonstrating that good agreement was achieved between measurements using the three pieces of equipment. Moreover, the measured values fall well within the body of corresponding literature data.
A parametric model was developed to describe the variation of dielectric properties of tissues as a function of frequency. The experimental spectrum from 10 Hz to 100 GHz was modelled with four dispersion regions. The development of the... more
A parametric model was developed to describe the variation of dielectric properties of tissues as a function of frequency. The experimental spectrum from 10 Hz to 100 GHz was modelled with four dispersion regions. The development of the model was based on recently acquired data, complemented by data surveyed from the literature. The purpose is to enable the prediction of dielectric data that are in line with those contained in the vast body of literature on the subject. The analysis was carried out on a Microsoft Excel spreadsheet. Parameters are given for 17 tissue types.
The presentation of a coherent methodology for the estimation of the parameters of mathematical models from experimental data is examined in this volume. Many topics are covered including the choice of the structure of the mathematical... more
The presentation of a coherent methodology for the estimation of the parameters of mathematical models from experimental data is examined in this volume. Many topics are covered including the choice of the structure of the mathematical model, the choice of a ...
This paper extends the existing literature on empirical research in the field of credit risk default for Small Medium Enterprizes (SMEs). We propose a non-parametric approach based on Random Survival Forests (RSF) and we compare its... more
This paper extends the existing literature on empirical research in the field of credit risk default for Small Medium Enterprizes (SMEs). We propose a non-parametric approach based on Random Survival Forests (RSF) and we compare its performance with a standard logit model. To the authors’ knowledge, no studies in the area of credit risk default for SMEs have used a variety of statistical methodologies to test the reliability of their predictions and to compare their performance against one another. As for the in-sample results, we find that our non-parametric model performs much better that the classical logit model. As for the out-of-sample performances, the evidence is just the opposite, and the logit performs better than the RSF model. We explain this evidence by showing how error in the estimates of default probabilities can affect classification error when the estimates are used in a classification rule.
One of the most challenging problems related to single- ended line testing (SELT) is the estimation of the noise power spectral density (PSD) at the customer-premises (CP) side of the line under test, because only measurements at the... more
One of the most challenging problems related to single- ended line testing (SELT) is the estimation of the noise power spectral density (PSD) at the customer-premises (CP) side of the line under test, because only measurements at the central-office side (CO) are possible. A solution for the noise caused by crosstalk could consist of first identifying the disturbers present in the cable binder of the line under test based on the measured noise PSD at the CO side and secondly estimating the noise PSD at the CP side by means of crosstalk models and the transmit PSD's of the identified disturbers. In this paper we focus on the first part of the solution, the disturber identification. For the identification non-parametric and parametric modeling approaches are explored. The estimator is based on a maximum-likelihood (ML) cost function. The proposed algorithms have been experimentally verified by means of measurements on a France Telecom cable.
In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal (invariant) and transition distributions are expressed as infinite-dimensional mixtures. That feature makes them the first... more
In this paper we introduce two general non-parametric first-order stationary time-series models for which marginal (invariant) and transition distributions are expressed as infinite-dimensional mixtures. That feature makes them the first Bayesian stationary fully non-parametric models developed so far. We draw on the discussion of using stationary models in practice, as a motivation, and advocate the view that flexible (non-parametric) stationary models might be a source for reliable inferences and predictions. It will be noticed that our models adequately fit in the Bayesian inference framework due to a suitable representation theorem. A stationary scale-mixture model is developed as a particular case along with a computational strategy for posterior inference and predictions. The usefulness of that model is illustrated with the analysis of Euro/USD exchange rate log-returns.
A practical methodology has been developed for predicting flows generated by dam failures or malfunctions in a complex or a series of dams. A twofold approach is followed. First, the waves induced in the downstream reservoirs are... more
A practical methodology has been developed for predicting flows generated by dam failures or malfunctions in a complex or a series of dams. A twofold approach is followed. First, the waves induced in the downstream reservoirs are computed, as well as hydrodynamic impacts induced on downstream dams and dikes are estimated. Second, the flood wave propagation and the inundation process are simulated in the downstream valley, accounting for possible dam collapse or breaching in cascade. Two complementary flow models are combined: a two-dimensional fully dynamic model and a simplified lumped model. At each stage, the methodology provides guidelines to select the most appropriate model for efficiently computing the induced flows. Both models handle parametric modeling of gradual dam breaching. The procedure also incorporates prediction of breach formation time and final width, as well as sensitivity analysis to compensate for the high uncertainties remaining in the estimation of breach parameters. The applicability of the modeling procedure is demonstrated for a case study involving a 70-m high-gravity concrete dam located upstream of four other dams.
This paper describes an active (real time) recognition strategy whereby information is inferred iteratively across several viewpoints in descent imagery. We will show how we use inverse theory within the context of parametric model... more
This paper describes an active (real time) recognition strategy whereby information is inferred iteratively across several viewpoints in descent imagery. We will show how we use inverse theory within the context of parametric model generation, namely height and spectral reflection functions, to generate s model assertions. Using this strategy in an active context implies that, from every viewpoint, the proposed
In this paper we discuss the benefits derived by combining parametric modeling and genetic algorithms to achieve a performance oriented process in design, with specific focus on architectural design. The key role played by geometry in... more
In this paper we discuss the benefits derived by combining parametric modeling and genetic algorithms to achieve a performance oriented process in design, with specific focus on architectural design. The key role played by geometry in architecture is discussed in relation to performance oriented design, in which evaluations based on engineering criteria are integrated into the conceptual phase of the design. The per- formance attained by a specific geometric solution is considered along with its complexity in an interdis- ciplinarity process. A specific case study using large roofs is presented as an example. Enabling the designer to automatically generate a large range of alternative design solutions is a great advantage offered by parametric modeling in supporting geometric design explorations. However, this in turn pre- sents the difficulty of how to evaluate the resulting myriad of generated alternatives. ParaGen is pre- sented as a tool to support the exploration of the parametric design alternatives. ParaGen combines parametric modeling, performance simulation software and genetic algorithms, together with a database to store and retrieve the solutions for subsequent exploration. The design exploration is enhanced by means of the interaction of the designer with the process. This serves two objectives. Firstly, it addresses the genetic algorithm based creation of design solutions, while still focusing on a given fitness function. Secondly, it facilitates knowledge extraction from the generated solutions. A description of the tool and its possible uses by designers is provided. Applications of this tool are illustrated for both education and research, with specific reference to two examples in the field of modular long span roofs. The first case study has been developed as part of a teaching exercise in which ParaGen is used to explore the morphol- ogy of a dome based on structural performance. The second case study is derived from a research project which deals with solar energy transmission, and concerns the solar heat gain and daylight transmittance of a long span roof.
A parametric approach towards modeling is advocated for skeletal reconstructions. Three-dimensional digital reconstructions are compared with conventional two-dimensional illustrations, particularly silhouette drawings. The advantages of... more
A parametric approach towards modeling is advocated for skeletal reconstructions. Three-dimensional digital reconstructions are compared with conventional two-dimensional illustrations, particularly silhouette drawings. The advantages of the parametric system provided by the DinoMorph™ software include: open access to all data comprising the model and the rendering algorithms for the independent verification of reconstructions, tools for parametrically editing and manipulating pose, bone, and joint geometry, visualization of assemblies in three-dimensions from arbitrary perspectives, multiple resolution models of skeletal element morphology (from schematic to highly detailed), and extensibility to support specific research objectives. The system architecture and current capabilities are described and illustrated.
