Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Coconut coir as biosorbent for Cr(VI) removal from laboratory wastewater

A high cost-effective treatment of sulphochromic waste is proposed employing a raw coconut coir as biosorbent for Cr(VI) removal. The ideal pH and sorption kinetic, sorption capacities, and sorption sites were the studied biosorbent parameters. After testing five different isotherm models with standard solutions, Redlich-Peterson and Toth best fitted the experimental data, obtaining a theoretical Cr(VI) sorption capacity (SC) of 6.3 mg g(-1). Acid-base potentiometric titration indicated around of 73% of sorption sites were from phenolic compounds, probably lignin. Differences between sorption sites in the coconut coir before and after Cr adsorption identified from Fourier transform infrared spectra suggested a modification of sorption sites after sulphochromic waste treatment, indicating that the sorption mechanism involves organic matter oxidation and chromium uptake. For sulphocromic waste treatment, the SC was improved to 26.8 +/- 0.2 mg g(-1), and no adsorbed Cr(VI) was reduced, remaining only Cr(III) in the final solution. The adsorbed material was calcinated to obtain Cr2O3, with a reduction of more than 60% of the original mass. (c) 2008 Elsevier B.V. All rights reserved.

An alternative application to the Portuguese agro-industrial residue: Wheat straw

The effects of alkaline treatments of the wheat straw with sodium hydroxide were investigated. The optimal condition for extraction of hemicelluloses was found to be with 0.50 mol/l sodium hydroxide at 55C for 2 h. This resulted in the release of 17.3% of hemicellulose (% dry starting material), corresponding to the dissolution of 49.3% of the original hemicellulose. The yields were determined by gravimetric analysis and expressed as a proportion of the starting material. Chemical composition and physico-chemical properties of the samples of hemicelluloses were elucidated by a combination of sugar analyses, Fourier transform infrared (FTIR), and thermal analysis. The results showed that the treatments were very effective on the extraction of hemicelluloses from wheat straw and that the extraction intensity (expressed in terms of alkali concentration) had a great influence on the yield and chemical features of the hemicelluloses. The FTIR analysis revealed typical signal pattern for the hemicellulosic fraction in the 1,200-1,000 cm(-1) region. Bands between 1,166 and 1,000 cm(-1) are typical of xylans.

Synthesis of Nb(2)O(5)center dot nH(2)O nanoparticles by water-in-oil microemulsion

Hydrous niobium oxide (Nb(2)O(5)center dot nH(2)O) nanoparticles had been Successfully prepared by water-in-oil microemulsion. They were characterized by X-ray diffraction (XRD), thermal analysis (TG/DTG), Fourier transform infrared spectroscopy (FTIR), BET surface area measurement, transmission electron microscopy (TEM), scanning electron microscopy (SEM) and energy dispersive spectroscopy (EDS). The results showed that the nanoparticle was exactly Nb(2)O(5)center dot nH(2)O with spherical shape. Their BET surface area was 60 m(2) g(-1). XRD results showed that Nb(2)O(5)center dot nH(2)O nanoparticles with crystallite size in nanometer scale were formed. The crystallinity and crystallity size increased with increasing annealing temperature. TT-phase of Nb(2)O(5) was obtained when the sample is annealed at 550 degrees C. (C) 2009 Elsevier B.V. All rights reserved.

Cellulosic Films Obtained from the Treatment of Sugarcane Bagasse Fibers with N-methylmorpholine-N-oxide (NMMO)

Ethanol/water organosolv pulping was used to obtain sugarcane bagasse pulp that was bleached with sodium chlorite. This bleached pulp was used to obtain cellulosic films that were further evaluated by Fourier transform infrared (FTIR) spectroscopy, thermogravimetric analysis (TGA), and scanning electron microscopy (SEM). A good film formation was observed when temperature of 74 degrees C and baths of distilled water were used, which after FTIR, TGA, and SEM analysis indicated no significant difference between the reaction times. The results showed this to be an interesting and promising process, combining the prerequisites for a more efficient utilization of agro-industrial residues.

Human gait recognition using extraction and fusion of global motion features

This paper proposes a novel computer vision approach that processes video sequences of people walking and then recognises those people by their gait. Human motion carries different information that can be analysed in various ways. The skeleton carries motion information about human joints, and the silhouette carries information about boundary motion of the human body. Moreover, binary and gray-level images contain different information about human movements. This work proposes to recover these different kinds of information to interpret the global motion of the human body based on four different segmented image models, using a fusion model to improve classification. Our proposed method considers the set of the segmented frames of each individual as a distinct class and each frame as an object of this class. The methodology applies background extraction using the Gaussian Mixture Model (GMM), a scale reduction based on the Wavelet Transform (WT) and feature extraction by Principal Component Analysis (PCA). We propose four new schemas for motion information capture: the Silhouette-Gray-Wavelet model (SGW) captures motion based on grey level variations; the Silhouette-Binary-Wavelet model (SBW) captures motion based on binary information; the Silhouette-Edge-Binary model (SEW) captures motion based on edge information and the Silhouette Skeleton Wavelet model (SSW) captures motion based on skeleton movement. The classification rates obtained separately from these four different models are then merged using a new proposed fusion technique. The results suggest excellent performance in terms of recognising people by their gait.

Digital frequency relaying based on the modified least mean square method

This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.

H(infinity) filtering for rectangular discrete-time descriptor systems

This paper deals with the H(infinity) recursive estimation problem for general rectangular time-variant descriptor systems in discrete time. Riccati-equation based recursions for filtered and predicted estimates are developed based on a data fitting approach and game theory. In this approach, the nature determines a state sequence seeking to maximize the estimation cost, whereas the estimator tries to find an estimate that brings the estimation cost to a minimum. A solution exists for a specified gamma-level if the resulting cost is positive. In order to present some computational alternatives to the H(infinity) filters developed, they are rewritten in information form along with the respective array algorithms. (C) 2009 Elsevier Ltd. All rights reserved.

Power quality analysis applying a hybrid methodology with wavelet transforms and neural networks

A hybrid system to automatically detect, locate and classify disturbances affecting power quality in an electrical power system is presented in this paper. The disturbances characterized are events from an actual power distribution system simulated by the ATP (Alternative Transients Program) software. The hybrid approach introduced consists of two stages. In the first stage, the wavelet transform (WT) is used to detect disturbances in the system and to locate the time of their occurrence. When such an event is flagged, the second stage is triggered and various artificial neural networks (ANNs) are applied to classify the data measured during the disturbance(s). A computational logic using WTs and ANNs together with a graphical user interface (GU) between the algorithm and its end user is then implemented. The results obtained so far are promising and suggest that this approach could lead to a useful application in an actual distribution system. (C) 2009 Elsevier Ltd. All rights reserved.

Classification of normal swallowing and oropharyngeal dysphagia using wavelet

Oropharyngeal dysphagia is characterized by any alteration in swallowing dynamics which may lead to malnutrition and aspiration pneumonia. Early diagnosis is crucial for the prognosis of patients with dysphagia, and the best method for swallowing dynamics assessment is swallowing videofluoroscopy, an exam performed with X-rays. Because it exposes patients to radiation, videofluoroscopy should not be performed frequently nor should it be prolonged. This study presents a non-invasive method for the pre-diagnosis of dysphagia based on the analysis of the swallowing acoustics, where the discrete wavelet transform plays an important role to increase sensitivity and specificity in the identification of dysphagic patients. (C) 2008 Elsevier Inc. All rights reserved.

GOOAL: A routine based on Genetic Algorithms to track harmonics in electric power systems

Voltage and current waveforms of a distribution or transmission power system are not pure sinusoids. There are distortions in these waveforms that can be represented as a combination of the fundamental frequency, harmonics and high frequency transients. This paper presents a novel approach to identifying harmonics in power system distorted waveforms. The proposed method is based on Genetic Algorithms, which is an optimization technique inspired by genetics and natural evolution. GOOAL, a specially designed intelligent algorithm for optimization problems, was successfully implemented and tested. Two kinds of representations concerning chromosomes are utilized: binary and real. The results show that the proposed method is more precise than the traditional Fourier Transform, especially considering the real representation of the chromosomes.

Experimental results on the nonlinear H(infinity) control via quasi-LPV representation and game theory for wheeled mobile robots

In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as quasi-linear parameter varying, is useful for control designs based on nonlinear H(infinity) approaches. Two nonlinear H(infinity) controllers that guarantee induced L(2)-norm, between input (disturbances) and output signals, bounded by an attenuation level gamma, are used to control a wheeled mobile robot. These controllers are solved via linear matrix inequalities and algebraic Riccati equation. Experimental results are presented, with a comparative study among these robust control strategies and the standard computed torque, plus proportional-derivative, controller.

Hybrid modeling of convective laminar flow in a permeable tube associated with the cross-flow process

The confined flows in tubes with permeable surfaces arc associated to tangential filtration processes (microfiltration or ultrafiltration). The complexity of the phenomena do not allow for the development of exact analytical solutions, however, approximate solutions are of great interest for the calculation of the transmembrane outflow and estimate of the concentration, polarization phenomenon. In the present work, the generalized integral transform technique (GITT) was employed in solving the laminar and permanent flow in permeable tubes of Newtonian and incompressible fluid. The mathematical formulation employed the parabolic differential equation of chemical species conservation (convective-diffusive equation). The velocity profiles for the entrance region flow, which are found in the connective terms of the equation, were assessed by solutions obtained from literature. The velocity at the permeable wall was considered uniform, with the concentration at the tube wall regarded as variable with an axial position. A computational methodology using global error control was applied to determine the concentration in the wall and concentration boundary layer thickness. The results obtained for the local transmembrane flux and the concentration boundary layer thickness were compared against others in literature. (C) 2007 Elsevier B.V. All rights reserved.

Compatible Ternary Blends of Chitosan/poly(vinyl alcohol)/poly(lactic acid) Produced by Oil-in-Water Emulsion Processing

Ternary compatible blends of chitosan, poly(vinyl alcohol), and poly(lactic acid) were prepared by an oil-in-water (O/W) emulsion process. Solutions of chitosan in aqueous acetic acid, poly(vinyl alcohol) (PVA) in water, and poly(lactic acid) (PLA) in chloroform were blended with a high shear mixer. PVA was used as an emulsifier to stabilize the emulsion and to reduce the interfacial tension between the solid polymers in the blends-produced. It proved to work very well because the emulsions were stable for periods of days or weeks and compatible blends were obtained When PVA was added. This effect was attributed to a synergistic effect of PVA and chitosan because the binary blends PVA/PLA and chitosan/PLA were completely incompatible; The blends were characterized by scanning electron microscopy (SEM), differential scanning calorimetry (DSC), thermal mechanical analysis (TMA), stress strain tests, and Fourier transform infrared spectroscopy (FTIR). The results indicated that despite the fact that the system contained distinct phases some degree of molecular miscibility occurred when the three components were present in the blend.