Análise wavelet e modelo de manchas em curvas de luz estelares dos telescópios espaciais Kepler e CoRoT

Analogous to sunspots and solar photospheric faculae, which visibility is modulated by stellar rotation, stellar active regions consist of cool spots and bright faculae caused by the magnetic field of the star. Such starspots are now well established as major tracers used to estimate the stellar rotation period, but their dynamic behavior may also be used to analyze other relevant phenomena such as the presence of magnetic activity and its cycles. To calculate the stellar rotation period, identify the presence of active regions and investigate if the star exhibits or not differential rotation, we apply two methods: a wavelet analysis and a spot model. The wavelet procedure is also applied here to study pulsation in order to identify specific signatures of this particular stellar variability for different types of pulsating variable stars. The wavelet transform has been used as a powerful tool for treating several problems in astrophysics. In this work, we show that the time-frequency analysis of stellar light curves using the wavelet transform is a practical tool for identifying rotation, magnetic activity, and pulsation signatures. We present the wavelet spectral composition and multiscale variations of the time series for four classes of stars: targets dominated by magnetic activity, stars with transiting planets, those with binary transits, and pulsating stars. We applied the Morlet wavelet (6th order), which offers high time and frequency resolution. By applying the wavelet transform to the signal, we obtain the wavelet local and global power spectra. The first is interpreted as energy distribution of the signal in time-frequency space, and the second is obtained by time integration of the local map. Since the wavelet transform is a useful mathematical tool for nonstationary signals, this technique applied to Kepler and CoRoT light curves allows us to clearly identify particular signatures for different phenomena. In particular, patterns were identified for the temporal evolution of the rotation period and other periodicity due to active regions affecting these light curves. In addition, a beat-pattern vii signature in the local wavelet map of pulsating stars over the entire time span was also detected. The second method is based on starspots detection during transits of an extrasolar planet orbiting its host star. As a planet eclipses its parent star, we can detect physical phenomena on the surface of the star. If a dark spot on the disk of the star is partially or totally eclipsed, the integrated stellar luminosity will increase slightly. By analyzing the transit light curve it is possible to infer the physical properties of starspots, such as size, intensity, position and temperature. By detecting the same spot on consecutive transits, it is possible to obtain additional information such as the stellar rotation period in the planetary transit latitude, differential rotation, and magnetic activity cycles. Transit observations of CoRoT-18 and Kepler-17 were used to implement this model.

Análise wavelet da variabilidade do quasar 3C 273

Discovered in 1963, 3C 273 was the second quasar identified and cataloged in the Third Cambridge Catalog for radio sources, and the first one for which emission lines were identified with a hydrogen sequence redshifted. It is the brightest quasar of the celestial sphere, the most studied, analyzed, and with a resulting abundance of data available in a vast literature. The accurate analysis of the deviations of the spectral lines of quasars provides enough information to put in evidence the variation of fundamental constants of nature and similarly the universe expansion rate. The analysis of the variability of the light curves of these bodies, and the consequent accuracy of their periodicity, is of utmost importance as it provides an efficiency of their observations, enables a greater understanding of the physical phenomena, and makes it possible to conduct spectral observations on more accurate dates (when their light curves show pronounced peaks and therefore richer spectra information). In this master’s thesis twenty eight light curves from the quasar 3C 273 are studied, covering all the electromagnetic spectrum wavebands (radio emission to gamma rays), totaling in the analysis of four light curves for each waveband. We have applied the method of Continuous Wavelet Transform using the sixth-order (!0 = 6) Morlet wavelet function, and obtained excellent results in accordance with the literature.

Análise wavelet da variabilidade do quasar 3C 273

Discovered in 1963, 3C 273 was the second quasar identified and cataloged in the Third Cambridge Catalog for radio sources, and the first one for which emission lines were identified with a hydrogen sequence redshifted. It is the brightest quasar of the celestial sphere, the most studied, analyzed, and with a resulting abundance of data available in a vast literature. The accurate analysis of the deviations of the spectral lines of quasars provides enough information to put in evidence the variation of fundamental constants of nature and similarly the universe expansion rate. The analysis of the variability of the light curves of these bodies, and the consequent accuracy of their periodicity, is of utmost importance as it provides an efficiency of their observations, enables a greater understanding of the physical phenomena, and makes it possible to conduct spectral observations on more accurate dates (when their light curves show pronounced peaks and therefore richer spectra information). In this master’s thesis twenty eight light curves from the quasar 3C 273 are studied, covering all the electromagnetic spectrum wavebands (radio emission to gamma rays), totaling in the analysis of four light curves for each waveband. We have applied the method of Continuous Wavelet Transform using the sixth-order (!0 = 6) Morlet wavelet function, and obtained excellent results in accordance with the literature.

Análise wavelet em curvas de luz estelares de sistemas binários da missão espacial CoRoT

Binary systems are key environments to study the fundamental properties of stars. In this work, we analyze 99 binary systems identified by the CoRoT space mission. From the study of the phase diagrams of these systems, our sample is divided into three groups: those whose systems are characterized by the variability relative to the binary eclipses; those presenting strong modulations probably due to the presence of stellar spots on the surface of star; and those whose systems have variability associated with the expansion and contraction of the surface layers. For eclipsing binary stars, phase diagrams are used to estimate the classification in regard to their morphology, based on the study of equipotential surfaces. In this context, to determine the rotation period, and to identify the presence of active regions, and to investigate if the star exhibits or not differential rotation and study stellar pulsation, we apply the wavelet procedure. The wavelet transform has been used as a powerful tool in the treatment of a large number of problems in astrophysics. Through the wavelet transform, one can perform an analysis in time-frequency light curves rich in details that contribute significantly to the study of phenomena associated with the rotation, the magnetic activity and stellar pulsations. In this work, we apply Morlet wavelet (6th order), which offers high time and frequency resolution and obtain local (energy distribution of the signal) and global (time integration of local map) wavelet power spectra. Using the wavelet analysis, we identify thirteen systems with periodicities related to the rotational modulation, besides the beating pattern signature in the local wavelet map of five pulsating stars over the entire time span.

Análise wavelet em curvas de luz estelares de sistemas binários da missão espacial CoRoT

Binary systems are key environments to study the fundamental properties of stars. In this work, we analyze 99 binary systems identified by the CoRoT space mission. From the study of the phase diagrams of these systems, our sample is divided into three groups: those whose systems are characterized by the variability relative to the binary eclipses; those presenting strong modulations probably due to the presence of stellar spots on the surface of star; and those whose systems have variability associated with the expansion and contraction of the surface layers. For eclipsing binary stars, phase diagrams are used to estimate the classification in regard to their morphology, based on the study of equipotential surfaces. In this context, to determine the rotation period, and to identify the presence of active regions, and to investigate if the star exhibits or not differential rotation and study stellar pulsation, we apply the wavelet procedure. The wavelet transform has been used as a powerful tool in the treatment of a large number of problems in astrophysics. Through the wavelet transform, one can perform an analysis in time-frequency light curves rich in details that contribute significantly to the study of phenomena associated with the rotation, the magnetic activity and stellar pulsations. In this work, we apply Morlet wavelet (6th order), which offers high time and frequency resolution and obtain local (energy distribution of the signal) and global (time integration of local map) wavelet power spectra. Using the wavelet analysis, we identify thirteen systems with periodicities related to the rotational modulation, besides the beating pattern signature in the local wavelet map of five pulsating stars over the entire time span.

Análise de vibrações em sistemas discretos de massas concentradas e com dois graus de liberdade através da transformada wavelet

Pós-graduação em Física - IGCE

Análise e síntese de um processador digital wavelet

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Essays on energy derivatives pricing and financial risk management

This thesis consists of an introductory chapter (essay I) and five more empirical essays on electricity markets and CO2 spot price behaviour, derivatives pricing analysis and hedging. Essay I presents the structure of the thesis and electricity markets functioning and characteristics, as well as the type of products traded, to be analyzed on the following essays. In the second essay we conduct an empirical study on co-movements in electricity markets resorting to wavelet analysis, discussing long-term dynamics and markets integration. Essay three is about hedging performance and multiscale relationships in the German electricity spot and futures markets, also using wavelet analysis. We concentrate the investigation on the relationship between coherence evolution and hedge ratio analysis, on a time-frequency-scale approach, between spot and futures which conditions the effectiveness of the hedging strategy. Essays four, five and six are interrelated between them and with the other two previous essays given the nature of the commodity analyzed, CO2 emission allowances, traded in electricity markets. Relationships between electricity prices, primary energy fuel prices and carbon dioxide permits are analyzed on essay four. The efficiency of the European market for allowances is examined taking into account markets heterogeneity. Essay five analyzes stylized statistical properties of the recent traded asset CO2 emission allowances, for spot and futures returns, examining also the relation linking convenience yield and risk premium, for the German European Energy Exchange (EEX) between October 2005 and October 2009. The study was conducted through empirical estimations of CO2 allowances risk premium, convenience yield, and their relation. Future prices from an ex-post perspective are examined to show evidence for significant negative risk premium, or else a positive forward premium. Finally, essay six analyzes emission allowances futures hedging effectiveness, providing evidence for utility gains increases with investor’s preference over risk. Deregulation of electricity markets has led to higher uncertainty in electricity prices and by presenting these essays we try to shed new lights about structuring, pricing and hedging in this type of markets.

Aplicação da transformada Wavelet Packet na análise e classificação de sinais de vozes patológicas

o exame para o diagnóstico de doenças da laringe é usualmente realizado através da videolaringoscopia e videoestroboscopia. A maioria das doenças na laringe provoca mudanças na voz do paciente. Diversos índices têm sido propostos para avaliar quantitativamente a qualidade da voz. Também foram propostos vários métodos para classificação automática de patologias da laringe utilizando apenas a voz do paciente. Este trabalho apresenta a aplicação da Transformada Wavelet Packet e do algoritmo Best Basis [COI92] para a classificação automática de vozes em patológicas ou normais. Os resultados obtidos mostraram que é possível classificar a voz utilizando esta Transformada. Tem-se como principal conclusão que um classificador linear pode ser obtido ao se empregar a Transformada Wavelet Packet como extrator de características. O classificador é linear baseado na existência ou não de nós na decomposição da Transformada Wavelet Packet. A função Wavelet que apresentou os melhores resultados foi a sym1et5 e a melhor função custo foi a entropia. Este classificador linear separa vozes normais de vozes patológicas com um erro de classificação de 23,07% para falsos positivos e de 14,58%para falsos negativos.

Análise de multirresolução baseada em polinômio potência de Sigmóide - Wavelet

Pós-graduação em Ciência da Computação - IBILCE

Análise de variância WAVELET de séries temporais com dados faltantes: avaliação do índice de cintilação ionosférica S4 em sinais de satélite GPS

Pós-graduação em Matematica Aplicada e Computacional - FCT

Análise de variância WAVELET de séries temporais com dados faltantes: avaliação do índice de cintilação ionosférica S4 em sinais de satélite GPS

Pós-graduação em Matematica Aplicada e Computacional - FCT

Transformada wavelet aplicada a análise automática de oscilografias de curta duração em unidades geradoras

The focus of this work is the automatic analysis of disturbance records for electrical power generating units. The main proposition is a method based on wavelet transform applied to short-term disturbance records (waveform records). The goal of the method is to detect the time instants of recorded disturbances and extract meaningful information that characterize the faults. The result is a set of representative information of the monitored signals in power generators. This information can be further classified by an expert system (or other classification method) in order to classify the faults and other abnormal operating conditions. The large amount of data produced by digital fault recorders during faults justify the research of methods to assist the analysts in their task of analysing the disturbances. The literature review pointed out the state of the art and possible applications for oscillography records. The review of the COMTRADE standard and wavelet transform underlines the choice of the method for solving the problem. The conducted tests lead to the determination of the best mother wavelet for the segmentation process. The application of the proposed method to five case studies with real oscillographic records confirmed the accuracy and efficiency of the proposed scheme. With this research, the post-operation analysis of occurrences is improved and as a direct result is the reduction of the time that generators are offline.

Detecção de fusos de sono em adultos jovens por meio de transformadas wavelet

A análise do sono está baseada na polissonogra a e o sinal de EEG é o mais importante. A necessidade de desenvolver uma análise automática do sono tem dois objetivos básicos: reduzir o tempo gasto na análise visual e explorar novas medidas quantitativas e suas relações com certos tipos de distúrbios do sono. A estrutura do sinal de EEG de sono está relacionada com a chamada microestrutura do sono, que é composta por grafoelementos. Um destes grafoelementos é o fuso de sono (spindles). Foi utilizado um delineamento transversal aplicado a um grupo de indivíduos normais do sexo masculino para testar o desempenho de um conjunto de ferramentas para a detecção automática de fusos. Exploramos a detecção destes fusos de sono através de procura direta, Matching Pursuit e uma rede neural que utiliza como "input"a transformada de Gabor (GT). Em comparação com a análise visual, o método utilizando a transformada de Gabor e redes neurais apresentou uma sensibilidade de 77% e especi cidade de 73%. Já o Matching Pursuit, apesar de mais demorado, se mostrou mais e ciente, apresentando sensibilidade de 81,2% e especi cidade de 85.2%.

O uso da transformada Wavelet bi-dimensional no conceito do espaço de escala

O processamento de imagens tem sido amplamente utilizado para duas tarefas. Uma delas é o realce de imagens para a posterior visualização e a outra tarefa é a extração de informações para análise de imagens. Este trabalho apresenta um estudo sobre duas teorias multi-escalas chamadas de espaço de escala e transformada wavelet, que são utilizadas para a extração de informações de imagens. Um dos aspectos do espaço de escalas que tem sido amplamente discutido por diversos autores é a sua base (originalmente a gaussiana). Tem se buscado saber se a base gaussiana é a melhor, ou para quais casos ela é a melhor. Além disto, os autores têm procurado desenvolver novas bases, com características diferentes das pertencentes à gaussiana. De posse destas novas bases, pode-se compará-las com a base gaussiana e verificar onde cada base apresenta melhor desempenho. Neste trabalho, foi usada (i) a teoria do espaço de escalas, (ii) a teoria da transformada wavelet e (iii) as relações entre elas, a fim de gerar um método para criar novas bases para o espaço de escalas a partir de funções wavelets. O espaço de escala é um caso particular da transformada wavelet quando se usam as derivadas da gaussiana para gerar os operadores do espaço de escala. É com base nesta característica que se propôs o novo método apresentado. Além disto, o método proposto usa a resposta em freqüência das funções analisadas. As funções bases do espaço de escala possuem resposta em freqüência do tipo passa baixas. As funções wavelets, por sua vez, possuem resposta do tipo passa faixas Para obter as funções bases a partir das wavelets faz-se a integração numérica destas funções até que sua resposta em freqüência seja do tipo passa baixas. Algumas das funções wavelets estudadas não possuem definição para o caso bi-dimensional, por isso foram estudadas três formas de gerar funções bi-dimensionais a partir de funções unidimensionais. Com o uso deste método foi possível gerar dez novas bases para o espaço de escala. Algumas dessas novas bases apresentaram comportamento semelhante ao apresentado pela base gaussiana, outras não. Para as funções que não apresentaram o comportamento esperado, quando usadas com as definições originais dos operadores do espaço de escala, foram propostas novas definições para tais operadores (detectores de borda e bolha). Também foram geradas duas aplicações com o espaço de escala, sendo elas um algoritmo para a segmentação de cavidades cardíacas e um algoritmo para segmentação e contagem de células sanguíneas.