Random matrix theory is now a big subject with applications in many disciplines of science, engineering and finance. This talk is a survey specifically oriented towards the needs and interests of a computationally inclined audience. We include the important mathematics (free probability) that permit the characterization of a large class of random matrices. We discuss how computational software is transforming this theory into practice by highlighting its use in the context of a stochastic eigen-inference application. / Singapore-MIT Alliance (SMA)

Το ηλεκτροεγκεφαλογράφημα (ΗΕΓ) είναι μια καταγραφή διαφορών δυναμικού στο τριχωτό της κεφαλής που προέρχονται από τη βιοηλεκτρική δραστηριότητα του εγκεφάλου. Με ιστορία άνω των 70 ετών, η αξία του ΗΕΓ σαν κλινική εξέταση είναι δεδομένη, με σημαντικό πλεονέκτημα το γεγονός ότι είναι μια μη επεμβατική μέθοδος. Ωστόσο, το πλήθος των ιστών που παρεμβάλλονται ανάμεσα στον εγκέφαλο και το τριχωτό της κεφαλής, σε συνδυασμό με το μικρό ύψος των εγκεφαλικών ρυθμών (τάξης μV) κάνουν τις ΗΕΓ καταγραφές επιρρεπείς σε πλήθος παρασίτων εξωεγκεφαλικής προέλευσης (artifacts). Όσον αφορά την κλινική εξέταση το πρόβλημα των artifacts είναι αντιμετωπίσιμο σε κάποιο βαθμό. Άλλωστε, για την κλινική εξέταση έχουν λογική μια απαίτηση ακινησίας και ηρεμίας του εξεταζομένου, που δεν είναι όμως πάντα δυνατή, σε ηλεκτρομαγνητικά θωρακισμένο χώρο, το κόστος του οποίου είναι αποσβέσιμο σε μακροπρόθεσμο χρονικό ορίζοντα. Σε τελική ανάλυση, η διάρκεια καταγραφής ενός ΗΕΓ μπορεί να επιμηκυνθεί τόσο όσο χρειάζεται ο κλινικός ιατρός ώστε να εξάγει ασφαλή διάγνωση. Τέτοιου είδους περιορισμοί όμως, μάλλον φαντάζουν εκτός λογικής σε φιλόδοξες εμπορικές εφαρμογές στον τομέα του Brain Computer Interface. Οι λύσεις σε αυτόν τον τομέα πρέπει να είναι φθηνές, να δουλεύουν ικανοποιητικά στο συνηθισμένο οικιακό ή εργασιακό περιβάλλον και να μην περιορίζουν τον χρήστη. Η προσέγγιση λοιπόν δεν πρέπει να είναι τόσο στον περιορισμό των artifacts, όσο στην αναγνώριση και αφαίρεσή τους. Στην παρούσα εργασία η αφαίρεση των artifacts προσεγγίζεται σαν ένα πρόβλημα Τυφλού Διαχωρισμού Σημάτων. Εφαρμόζονται τεχνικές Ανάλυσης Ανεξαρτήτων Συνιστωσών με σκοπό το διαχωρισμό των artifacts σε ξεχωριστές Ανεξάρτητες Συνιστώσες κάνοντας εύκολη στη συνέχεια την αφαίρεση τους Η παραπάνω προσέγγιση εκτός της προαναφερθείσας εφαρμογής στον τομέα του Brain Computer Interface, έχει σαφώς και κλινική αξία. Θα μπορούσε να εφαρμοστεί για παράδειγμα σε μη συνεργάσιμους ασθενείς (π.χ. μικρά παιδιά) ή σε θορυβώδη εξωτερικά περιβάλλοντα αποσυνδέοντας το ηλεκτροεγκεφαλογράφημα από την απαίτηση ενός καλά ελεγχόμενου, ηλεκτρομαγνητικά θωρακισμένου χώρου. / --

Αντικείμενο της παρούσας διπλωματικής εργασίας είναι η υλοποίηση του αλγορίθμου FAST-ICA, ο οποίος εφαρμόζει μια μέθοδο Ανάλυσης Ανεξάρτητων Συνιστωσών (ICA), στον μικροελεγκτή ADuC7020 της Analog Devices. Η εργασία αυτή περιλαμβάνει τέσσερα κεφάλαια. Στο πρώτο κεφάλαιο ορίζεται το θεωρητικό υπόβαθρο πάνω στο οποίο στηρίζονται οι μέθοδοι Ανάλυσης Ανεξάρτητων Συνιστωσών και παρουσιάζονται κάποιες απλές εφαρμογές. Στο δεύτερο κεφάλαιο εξηγείται λεπτομερώς η μέθοδος Ανάλυσης Ανεξάρτητων Συνιστωσών που εφαρμόζει ένας συγκεκριμένος αλγόριθμος, ο FAST-ICA. Στο τρίτο κεφάλαιο γίνεται εισαγωγή σε στοιχειώδεις έννοιες όπως αυτές του μικροελεγκτή και ενσωματωμένου συστήματος, και παρουσιάζεται λεπτομερώς ο μικροελεγκτής ADuC7020 καθώς και η λειτουργία των περιφερειακών του. Τέλος, στο τέταρτο κεφάλαιο περιγράφεται αναλυτικά ο προγραμματισμός του μικροελεγκτή ADuC7020 και γίνεται επεξήγηση του τελικού προγράμματος στο οποίο εφαρμόστηκε ο αλγόριθμός FASTICA. / The aim of this thesis is the implementation of the FAST-ICA algorithm, which performs a method called Independent Component Analysis, in the ADuC7020 microcontroller of Analog Devices. The thesis consists of four chapters. In the first chapter, we define the theoretical background on which, the methods for Independent Component Analysis are based. Some simple applications are also introduced in this chapter. In the second chapter, a detailed report is given on the particular methods that are included in the FAST-ICA algorithm. In the third chapter, basic concepts are presented, such as the concept of the microcontroller. In this chapter, there is also an extensive analysis on the ADuC7020 microcontroller and the functions of its main peripherals. Finally, in chapter four we explain the programming of the microcontroller as well as the main program of the FAST-ICA algorithm.

Στην παρούσα διπλωματική εργασία γίνεται αναλυτική παρουσίαση των μεθόδων ομαδοποίησης, καθώς και της Ανάλυσης Κύριων Συνιστωσών (ΑΚΣ). Σκοπός είναι να μελετηθεί η αποτελεσματικότητα της χρήσης, της Ανάλυσης Κύριων Συνιστωσών σε σύνολα δεδομένων προς ομαδοποίηση. Πιο συγκεκριμένα, συγκρίνονται εμπειρικά τα πειραματικά αποτελέσματα που παράχθηκαν από την ομαδοποίηση συνόλων δεδομένων πριν και μετά τη χρήση της ΑΚΣ σε τεχνητά και πραγματικά σύνολα δεδομένων. Στο πρώτο κεφάλαιο πραγματοποιείται μία παρουσίαση των κύριων εννοιών που άπτονται της ομαδοποίησης δεδομένων, καθώς και παρουσιάζονται οι πιο γνωστές τεχνικές ομαδοποίησης. Στο δεύτερο κεφάλαιο παρουσιάζεται συνοπτικά η Ανάλυση Κύριων Συνιστωσών, καθώς και παραθέτονται διάφορα κριτήρια επιλογής του πλήθους των κύριων συνιστωσών. Η εργασία τελειώνει με την παρουσίαση πειραματικών αποτελεσμάτων ομαδοποίησης σε τεχνητά και πραγματικά σύνολα δεδομένων, πριν και μετά τη χρήση της ΑΚΣ με διαφορετικές τεχνικές ομαδοποίησης. / In the thesis at hand, several clustering methods along with the Principal Component Analysis (PCA) are presented. The main goal is to study the application of PCA on data sets for clustering purposes. More specifically, several clustering algorithms are compared through experimental simulations and results on data sets before and after the use of PCA respectively. For this purpose simulated and real case data are employed. The first chapter of the thesis is devoted to the analytical definition of clustering and the presentation of several clustering techniques. In the second chapter, the PCA method is presented along with an extended study on criteria for determining the number of principal directions. Finally, the thesis ends with extensive experimental results, discussion and concluding remarks.

Fermentation processes play an integral role in the manufacture of pharmaceutical products. The Quality by Design initiative, combined with Process Analytical Technologies, aims to facilitate the consistent production of high quality products in the most efficient and economical way. The ability to estimate and control product quality from these processes is essential in achieving this aim. Large historical datasets are commonplace in the pharmaceutical industry and multivariate methods based on PCA and PLS have been successfully used in a wide range of applications to extract useful information from such datasets. This thesis has focused on the development and application of novel multivariate methods to the estimation and control of product quality from a number of processes. The document is divided into four main categories. Firstly, the related literature and inherent mathematical techniques are summarised. Following this, the three main technical areas of work are presented. The first of these relates to the development of a novel method for estimating the quality of products from a proprietary process using PCA. The ability to estimate product quality is useful for identifying production steps that are potentially problematic and also increases process efficiency by ensuring that any defective products are detected before they undergo any further processing. The proposed method is simple and robust and has been applied to two separate case studies, the results of which demonstrate the efficacy of the technique. The second area of work concentrates on the development of a novel method of identifying the operational phases of batch fermentation processes and is based on PCA and associated statistics. Knowledge of the operational phases of a process can be beneficial from a monitoring and control perspective and allows a process to be divided into phases that can be approximated by a linear model. The devised methodology is applied to two separate fermentation processes and results show the capability of the proposed method. The third area of work focuses on undertaking a performance evaluation of two multivariate algorithms, PLS and EPLS, in controlling the end-point product yield of fermentation processes. Control of end-point product quality is of crucial importance in many manufacturing industries, such as the pharmaceutical industry. Developing a controller based on historical and identification process data is attractive due to the simplicity of modelling and the increasing availability of process data. The methodology is applied to two case studies and performance evaluated. From both a prediction and control perspective, it is seen that EPLS outperforms PLS, which is important if modelling data is limited.

A obtenção de previsões com maior acuracidade é uma necessidade constantemente requerida, em tempos onde há imensa disponibilidade de dados e recursos computacionais cada dia mais eficientes. Tais critérios possibilitaram o desenvolvimento de muitas técnicas de previsão individual ou de métodos de combinação que são considerados eficientes no intuito de reduzir erros. O desenvolvimento de novas técnicas, por sua vez, promove questionamentos quanto à identificação de quantas ou quais técnicas de previsão individual combinar. A literatura não é unânime ao tentar responder a estes questionamentos e indica a importância da correlação entre os erros de previsão na precisão da combinação. Posto isso, esta tese apresenta uma alternativa aos métodos atuais de combinar previsões, contemplando a correlação entre os erros de previsão, além de propor uma forma de identificar técnicas de previsão que sejam distintas quanto à modelagem de características da série de dados. Para identificar grupos de técnicas de previsão individual que sejam similares, utilizou-se a Análise de Agrupamentos em erros gerados por 15 técnicas de previsão que modelaram uma mesma série de dados real com tendência e sazonalidade. O resultado indicou a formação de 3 agrupamentos. Como alternativa aos métodos atuais de combinar previsão e selecionar a quantidade adequada de técnicas, utilizou-se a Análise de Componentes Principais. O método proposto mostrou-se viável quando comparado com outros métodos de combinação e quando submetido à modelagem de séries com maior variabilidade. / The obtaining of more accurate forecasts is a necessity often required in times where there is a huge availability of data and computing resources becoming more efficient every day. These criteria allowed the development of many individual forecasting techniques or combination methods that are considered efficient in order to reduce errors. The development of new techniques, in turn, promotes questioning as the identification of how many or which techniques to combine individual forecasts. The literature is not unanimous when trying to answer these questions and indicates the importance of the correlation between forecast errors on the accuracy of the combination. That said, this presents an alternative to current methods of combining forecasts, considering the correlation between forecast errors, and propose a way to identify predictive techniques that are different about the modeling features of the data series. To identify groups of individual forecasting techniques that are similar, it was used the cluster analysis on errors generated by 15 forecasting techniques that shaped the same series of real data with trend and seasonality. The result indicated the formation of 3 clusters. As an alternative to current methods of combining forecasting and selecting the appropriate amount of techniques, it was used the Principal Component Analysis. The proposed method has proved feasible when compared to other methods of combining and when subjected to modeling of series with greater variability.

Performing high-fidelity plasma simulations remains computationally expensive because of their large dimension and complex chemistry. Atmospheric re-entry plasmas for instance, involve hundreds of species in thousands of reactions used in detailed physical models. These models are very complex as they describe the non-equilibrium phenomena due to finite-rate processes in the flow. Chemical non-equilibrium arises because of the many dissociation, ionization and excitation reaction at various time-scales. Vibrational, rotational, electronic and translational temperatures characterize the flow and exchange energy between species, which leads to thermal non-equilibrium.With the current computational resources, detailed three-dimensional simulations are still out of reach. Detailed calculations using the full dynamics are often restricted to a zero- or one-dimensional description. A trade-off has to be made between the level of accuracy of the model and its computational cost. This thesis presents various methods to develop accurate reduced kinetic models for plasma flows. Starting from detailed chemistry, high-fidelity reductions are achieved through the application of either physics-based techniques, such as presented by the binning methods and time-scale based reductions, either empirical techniques given by principal component analysis. As an original contribution to the existing methods, the physics-based techniques are combined with principal component analysis uniting both communities. The different techniques are trained on a 34 species collisional-radiative model for argon plasma by comparing shock relaxation simulations.The best performing method is applied on the large N-N2 mechanism containing 9391 species and 23 million reactions calculated by the NASA Ames Research Center. As a preliminary step, the system dynamics is analyzed to improve our understanding of the various processes occurring in plasma flows. The reactions are analyzed and classified according to their importance. A deep investigation of the kinetics enables finding the main variables and parameters characterizing the plasma, which can thereafter be used to develop or improve existing reductions.As a result, a novel coarse grain model has been developed for argon by binning the electronic excited levels and the ionized species into 2 Boltzmann averaged energy bins. The ground state is solved individually together with the free electrons, reducing the species mass conservation equations from 34 to 4. Principal component analysis has been transferred from the combustion community to plasma flows by investigating the Manifold-Generated and Score-PCA techniques. PCA identifies low dimensional manifolds empirically, projecting the full kinetics to its base of principal components. A novel approach combines the binning techniques with PCA, finding an optimized model for reducing the N3 rovibrational collisional model. / Doctorat en Sciences de l'ingénieur et technologie / info:eu-repo/semantics/nonPublished

With reference to the existing literature on liquidity, three key questions have emerged during the last several decades: (i) How to measure liquidity in the most efficient way? (ii) What is the empirical pattern in the relation between market liquidity and stock returns? (iii) What are the determinants of the changes in the Return-Liquidity Relationship? This thesis take the above three questions as its principal focus and studies them by undertaking three separate empirical chapters, using a substantial dataset that covers all the listed firms in these four global economies – Germany, the UK, the US and China from 2001 to 2013. The empirical results imply the following: (i) The Transaction-Cost based liquidity measures, particularly the Quoted Proportional Spread, should be regarded as the most representative liquidity measurement. (ii) There is no evidence consistent with a fixed empirical pattern in the Return-Liquidity Relationship across these four countries as market liquidity is preferred in both Germany and UK, while the opposite results have been obtained for the Chinese stock market. That is, higher market leads to higher stock returns in these two European countries as the higher market liquidity facilitates capital movements to more efficient investments. However in China, the huge number of individual investors generates higher market liquidity through speculative trading rather than as a result of value-related investments, which heightens market risk and thus results in a decrease in stock prices. (iii) There is weak evidence that stock market returns have positive determinant effects on both MLIs (the market impact of liquidity on stock returns) and FLIs, (the firm-level impact of liquidity on stock returns) Return-Liquidity relation on market and firm level respectively. While only FLIs are positively correlated with stock market volatility and the inflation rate and negatively affected by the short-term interest rate.

LOPES, Fernando Bezerra. Índice de sustentabilidade do perímetro irrigado Baixo Acaraú-Ceará. 2008. 116 f. : Dissertação (mestrado) - Universidade Federal do Ceará, Centro de Ciências Agrárias, Departamento de Engenharia Agrícola, Curso de Mestrado em Agronomia, Fortaleza-CE, 2008. / Submitted by demia Maia (demiamlm@gmail.com) on 2016-06-28T14:53:36Z No. of bitstreams: 1 2008_dis_fblopes.pdf: 8811876 bytes, checksum: 201eefecde686ccd48ca07732060ab33 (MD5) / Approved for entry into archive by demia Maia (demiamlm@gmail.com) on 2016-06-28T14:54:03Z (GMT) No. of bitstreams: 1 2008_dis_fblopes.pdf: 8811876 bytes, checksum: 201eefecde686ccd48ca07732060ab33 (MD5) / Made available in DSpace on 2016-06-28T14:54:03Z (GMT). No. of bitstreams: 1 2008_dis_fblopes.pdf: 8811876 bytes, checksum: 201eefecde686ccd48ca07732060ab33 (MD5) Previous issue date: 2008 / The aimed of this work was an integrated sustainability analysis of the Irrigated Perimeter of Baixo Acaraú (PIBAU) sited in Acaraú basin, Ceará, Brazil. The analysis was labeled by an agro ecological sustainability index (ASI). The approach was based on 22 cross-over form applied to small producers that live in the PIBAU. In the irrigated areas selected to perform the interviews, it was developed the irrigation system evaluation. Factory Analysis/Principal Components Analysis (FA/PCA) was employed to select the factors sustainability indicators of the irrigated perimeter as well as to define the agro ecological sustainability index. Results showed that 64% of the producers had a power education and 77% of them had no experience with irrigation agriculture before. Also, it was identified that only 18% of irrigation systems presented an excellent CUD, while 28% of them were classified with a bad performance. According to the sensitive test effectuated by FA/PCA, only 12 of 27 variables that composed the initial matrix were significant to explain the total variance of data set. The 12 variables selected by the model were grouped in five factors explaining 79.14% of the total variance. The factors loading indicated that the PIBAU sustainability is, principally, related to the lack of acknowledgment as well as the used of suitable management of agricultural practices. The sustainability index of each productive units ranges from 0.283 to 0.916 and the average was 0.538. Only 9.0% of the pooled productivity were classified as sustainable, while 18.2% of them presented a kind of sustainability. Almost the half of producers (45.5%) showed a threatened sustainability and the others (27.3%) were in unsustainable condition. Also, it was identified that some units with a good irrigation system performance, without of salinization risk presented a low sustainability index (0.371). This is explained by the fact the index express an integration of different variables. Even though, no risk of salinization was identified, this work registered an addition high of significance of salt in the irrigated area when compared to undisturbed one. / Este trabalho teve como objetivo realizar uma análise integrada da sustentabilidade do Perímetro Irrigado Baixo Acaraú (PIBAU), localizado na Bacia do Acaraú a norte do Estado do Ceará, possibilitando o desenvolvimento de um índice de sustentabilidade agro-ambiental. Para isso, aplicou-se uma amostragem exploratória, adotando um modelo de amostragem não probabilístico, obtendo uma população amostral de 22 produtores agrícolas beneficiados pelo respectivo projeto de irrigação e aplicando-se questionários do tipo “cross-over”. Nos lotes selecionados para a aplicação dos questionários, foi realizada uma avaliação dos sistemas de irrigação. Os fatores determinantes da sustentabilidade do Perímetro, bem como o índice de sustentabilidade foram identificados pelo emprego da técnica de Análise Fatorial/Análise da Componente Principal (AF/ACP). A pesquisa identificou que mais da metade dos produtores agrícolas apresentam baixo nível educacional (64%) e que 77% dos irrigantes não tinham experiência com a prática da agricultura irrigada antes de ser proprietário de um lote no Perímetro. Apenas 18% dos sistemas de irrigação localizada do Perímetro apresentam Coeficiente de Uniformidade de Distribuição (CUD) classificado como excelente e 28% apresentam CUD classificado como ruim. Pelo teste de sensibilidade, efetuado utilizando-se o modelo da AF/ACP, identificou-se que, das 27 variáveis que compunham a matriz inicial, apenas 12 delas apresentaram alguma significância na explicação da variância total dos dados. O emprego do modelo promoveu a redução de 12 características dos fatores que influenciam a sustentabilidade do Perímetro para cinco componentes, que explicam 79,14% da variância total. Os pesos atribuídos a cada fator indicaram que a sustentabilidade do Perímetro Baixo Acaraú está, principalmente, relacionada à falta de conhecimento e do uso de técnicas corretas de produção agrícola. Os índices de sustentabilidade obtidos para cada unidade produtiva variaram no intervalo de 0,283 a 0,916. A média global de sustentabilidade dos lotes foi de 0,538 representando uma condição de sustentabilidade comprometida. Apenas 9,0% das unidades produtivas estudadas encontram-se numa situação de sustentabilidade equilibrada. Outros 18,2% dos produtores ainda são considerados sustentáveis, mas em condição de ameaça, que pode advir de qualquer um dos fatores contabilizados no índice. Quase metade dos colonos (45,5%) pesquisados registrou uma sustentabilidade que já se apresenta de alguma forma comprometida e os demais (27,3%) estão em condições de insustentabilidade. A unidade produtiva em estudo não apresenta solos com problema de salinização, porém com exceção da camada inferior (0,90 a 1,20 m), para as demais camadas estudadas (0 a 0,30, 0,30 a 0,60 e 0,60 a 0,90 m) a adição de sais ao solo pelo manejo inadequado da irrigação foi altamente significativa. Apesar do solo não apresentar risco de salinização e o sistema de irrigação funcionar com uma uniformidade de distribuirão classificado como bom, a unidade em estudo apresenta índice de sustentabilidade de 0,371, devido o índice ser formado por um conjunto de variáveis.

The current Japanese counseling profession is in the process of reforming and uniting the system and training together for counseling and related professions. Supervision is one of significant training piece in this profession; however, its familiarity among Japanese counseling professionals is very unclear. This study explored how Japanese counseling professionals conceptualize the ideal figure of a clinical supervisor based on the identified fundamental elements of clinical supervision in the US. The preliminary analysis indicates that each aspect of the U.S. clinical supervision models might be adoptable to Japanese counseling professionals. Yet the small sample size does not confirm the conceptual framework of the ideal clinical supervisor for Japanese counseling professionals, the main analysis indicated an alternative culturally appropriate conceptual framework. Further research embracing Japanese cultural characteristics and sound ethical manner in the professional counseling and supervisory relationship would enrich the clinical supervision in Japan.