2010
Authors
Goncalves, R; Ferreira, H; Stollenwerk, N; Pinto, AA;
Publication
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Abstract
We compute the analytic expression of the probability distributions F(AEX,+) and F(AEX,-) of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the alpha re-scaled AEX daily index positive returns r(t)(alpha) and negative returns (-r(t))(alpha), which we call, after normalization, the alpha positive fluctuations and alpha negative fluctuations. We use the Kolmogorov-Smirnov statistical test as a method to find the values of alpha that optimize the data collapse of the histogram of the alpha fluctuations with the Bramwell-Holdsworth-Pinton (BHP) probability density function. The optimal parameters that we found are alpha(+) = 0.46 and alpha(-) = 0.43. Since the BHP probability density function appears in several other dissimilar phenomena, our result reveals a universal feature of stock exchange markets.
2010
Authors
Rocha, R; Campilho, A; Silva, J; Azevedo, E; Santos, R;
Publication
IMAGE AND VISION COMPUTING
Abstract
This paper proposes a new approach for the segmentation of both near-end and far-end intima-media regions of the common carotid artery in ultrasound images. The method requires minimal user interaction and is able to segment the near-end wall in arteries with large, hypoechogenic and irregular plaques, issues usually not considered previously due to the increased segmentation difficulty. The adventitia is detected by searching for the best fit of a cubic spline to edges having features compatible with the adventitia boundary. The algorithm uses a global smoothness constraint and integrates discriminating features of the adventitia to reduce the attraction by other edges. Afterwards, using the information of the adventitia location, the lumen boundary is detected by combining dynamic programming, smooth intensity thresholding surfaces and geometric snakes. Smooth contours that correctly adapt to the intima are produced, even in the presence of deep concavities. Moreover, unlike balloon-based snakes, the propagation force does not depend on gradients and does not require a predefined direction. An extensive statistical evaluation is computed, using a set of 47 images from 24 different symptomatic patients, including several classes, sizes and shapes of plaques. Bland-Altman plots of the mean intima-media thickness, for manual segmentations of two medical experts, show a high intra-observer and inter-observer agreement, with mean differences close to zero (mean between -0.10 mm and 0.18 mm) and with the large majority of differences within the limits of agreement (standard deviation between 0.10 mm and 0.12 mm). Similar Plots reveal it good agreement between the automatic and the manual segmentations (mean between -0.07 mm and 0.11 mm and standard deviation between 0.11 mm and 0.12 mm).
2010
Authors
Valente, JMS; Schaller, JE;
Publication
EUROPEAN JOURNAL OF INDUSTRIAL ENGINEERING
Abstract
This paper considers the single machine scheduling problem with linear earliness and quadratic tardiness costs. The research on the version with an inserted idle time focused on an exact approach, while several heuristics were already proposed for the version with no idle time. These heuristics were then the basis for the development of new heuristic procedures for the version with idle time. Some improvement procedures were also considered. The new heuristics outperformed the existing procedures. A genetic algorithm provides the best results in terms Of Solution quality, but is computationally intensive. One of the backward scheduling dispatching rules provides results of similar quality and can quickly solve even large instances. The new heuristics were also applied, with the appropriate modifications, to the version with no idle time. Again, the new procedures provided better results than the existing heuristics. Therefore, the procedures developed in this paper are the new heuristics of choice for both versions of the considered problem. [Received 09 October 2008; Revised 02 February 2009; Accepted 20 February 2009]
2010
Authors
Amaral, LMN; Pereira, DA; Frazao, O; Marques, MB; Lima, MJN; Teixeira, ALJ;
Publication
MICROWAVE AND OPTICAL TECHNOLOGY LETTERS
Abstract
A low-coherence technique in a Michelson interferometer for measuring polarization mode dispersion (PMD) was tested. The measured PMD mean value for one reel, in a period of several days, was 0.0405 +/-. 0.0008 ps/km(1/2) and for the other reel, it was 0.0463 +/- 0.0004 ps/km(1/2). Stochastic and random PMD behavior was observed. (C) 2010 Wiley Periodicals, Inc. Microwave Opt Technol Lett 52:2310-2312, 2010; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/mop.25428
2010
Authors
Valente, JMS;
Publication
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Abstract
In this paper, we present beam search heuristics for the single machine scheduling problem with quadratic earliness and tardiness costs, and no machine idle time. These heuristics include classic beam search procedures, as well as filtered and recovering algorithms. We consider three dispatching heuristics as evaluation functions, in order to analyse the effect of different rules on the performance of the beam search procedures. The computational results show that using better dispatching heuristics improves the effectiveness of the beam search algorithms. The performance of the several heuristics is similar for instances with low variability. For high variability instances, however, the detailed, filtered and recovering beam search (RBS) procedures clearly outperform the best existing heuristic. The detailed beam search algorithm performs quite well, and is recommended for small-to medium-sized instances. For larger instances, however, this procedure requires excessive computation times, and the RBS algorithm then becomes the heuristic of choice. Journal of the Operational Research Society (2010) 61, 620-631. doi: 10.1057/jors.2008.191 Published online 18 March 2009
2010
Authors
Igler, M; Moura, P; Färber, M; Zeising, M; Jablonski, S;
Publication
The 6th International Conference on Collaborative Computing: Networking, Applications and Worksharing, CollaborateCom 2010, Chicago, IL, USA, 9-12 October 2010
Abstract
Process management systems play an important role for today's information systems. They coordinate the work items among employees and ensure the correct execution of processes. In this paper we focus on the organizational perspective of process management systems. This perspective is responsible for assigning people together with their roles within business organizations to process execution. A key issue in integrating the organizational perspective into processes is the strategy for selecting people to execute work steps. This assignment is the basis for collaboration among the people of an organization within a process-based application. We implemented our approach in ESProNa, a Logtalk application running in SWI-Prolog extended with the Thea library providing direct and complete support for OWL2 ontologies. The use of these languages allows the definition of comprehensive organizational constraints. We will cover both, the definition of these constraints in the process model, and their interpretation by the process execution engine. Further we will show how the organizational perspective impacts the order of process execution, i. e. the way of collaboration between the assigned people decisively. © 2010 ICST.
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