45 resultados para Sobol indices


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The aim of my research is to answer the question: How is Portugal seen by non-Portuguese fictionists? The main reason why I chose this research line is the following: Portuguese essayists like Eduardo Lourenço and José Gil (2005) focus their attention on the image or representation of Portugal as conceived by the Portuguese; indeed there is a tendency in Portuguese cultural studies (and, to a certain extent, also in Portuguese philosophical studies) to focus on studying the so-called ‗portugalidade‘ (portugueseness), i.e., the essence of being Portuguese. In my view, the problem with the studies I have been referring to is that everything is self-referential, and if ‗portugueseness‘ is an issue, then it might be useful, when dealing with it, to separate subject from object of observation. That is the reason why we, in the CEI (Centro de Estudos Interculturais), decided to start this research line, which is an inversion in the current tendency of the studies about ‗portugueseness‘: instead of studying the image or representation of Portugal by the Portuguese, my task is to study the image or representation of Portugal by the non-Portuguese, in this case, in non-Portuguese fiction. For the present paper I selected three writers of the 20th century: the German Hermann Hesse and the North-Americans Philip Roth and Paul Auster

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This paper analyses earthquake data in the perspective of dynamical systems and fractional calculus (FC). This new standpoint uses Multidimensional Scaling (MDS) as a powerful clustering and visualization tool. FC extends the concepts of integrals and derivatives to non-integer and complex orders. MDS is a technique that produces spatial or geometric representations of complex objects, such that those objects that are perceived to be similar in some sense are placed on the MDS maps forming clusters. In this study, over three million seismic occurrences, covering the period from January 1, 1904 up to March 14, 2012 are analysed. The events are characterized by their magnitude and spatiotemporal distributions and are divided into fifty groups, according to the Flinn–Engdahl (F–E) seismic regions of Earth. Several correlation indices are proposed to quantify the similarities among regions. MDS maps are proven as an intuitive and useful visual representation of the complex relationships that are present among seismic events, which may not be perceived on traditional geographic maps. Therefore, MDS constitutes a valid alternative to classic visualization tools for understanding the global behaviour of earthquakes.

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Power law PL and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S&P500, SSEC, HSI, TWII, and BSE over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters. It is observed that the PL curve fitting constitutes a good tool for revealing the signal main characteristics leading to the emergence of the global financial dynamic evolution.

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Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic and health aspects of the human life. Surface temperature time-series characterise Earth as a slow dynamics spatiotemporal system, evidencing long memory behaviour, typical of fractional order systems. Such phenomena are difficult to model and analyse, demanding for alternative approaches. This paper studies the complex correlations between global temperature time-series using the Multidimensional scaling (MDS) approach. MDS provides a graphical representation of the pattern of climatic similarities between regions around the globe. The similarities are quantified through two mathematical indices that correlate the monthly average temperatures observed in meteorological stations, over a given period of time. Furthermore, time dynamics is analysed by performing the MDS analysis over slices sampling the time series. MDS generates maps describing the stations’ locus in the perspective that, if they are perceived to be similar to each other, then they are placed on the map forming clusters. We show that MDS provides an intuitive and useful visual representation of the complex relationships that are present among temperature time-series, which are not perceived on traditional geographic maps. Moreover, MDS avoids sensitivity to the irregular distribution density of the meteorological stations.

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This paper investigates the use of multidimensional scaling in the evaluation of fractional system. Several algorithms are analysed based on the time response of the closed loop system under the action of a reference step input signal. Two alternative performance indices, based on the time and frequency domains, are tested. The numerical experiments demonstrate the feasibility of the proposed visualization method.

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Kinematic redundancy occurs when a manipulator possesses more degrees of freedom than those required to execute a given task. Several kinematic techniques for redundant manipulators control the gripper through the pseudo-inverse of the Jacobian, but lead to a kind of chaotic inner motion with unpredictable arm configurations. Such algorithms are not easy to adapt to optimization schemes and, moreover, often there are multiple optimization objectives that can conflict between them. Unlike single optimization, where one attempts to find the best solution, in multi-objective optimization there is no single solution that is optimum with respect to all indices. Therefore, trajectory planning of redundant robots remains an important area of research and more efficient optimization algorithms are needed. This paper presents a new technique to solve the inverse kinematics of redundant manipulators, using a multi-objective genetic algorithm. This scheme combines the closed-loop pseudo-inverse method with a multi-objective genetic algorithm to control the joint positions. Simulations for manipulators with three or four rotational joints, considering the optimization of two objectives in a workspace without and with obstacles are developed. The results reveal that it is possible to choose several solutions from the Pareto optimal front according to the importance of each individual objective.

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This paper addresses the use of multidimensional scaling in the evaluation of controller performance. Several nonlinear systems are analyzed based on the closed loop time response under the action of a reference step input signal. Three alternative performance indices, based on the time response, Fourier analysis, and mutual information, are tested. The numerical experiments demonstrate the feasibility of the proposed methodology and motivate its extension for other performance measures and new classes of nonlinearities.

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The goal of this study is the analysis of the dynamical properties of financial data series from 32 worldwide stock market indices during the period 2000–2009 at a daily time horizon. Stock market indices are examples of complex interacting systems for which a huge amount of data exists. The methods and algorithms that have been explored for the description of physical phenomena become an effective background in the analysis of economical data. In this perspective are applied the classical concepts of signal analysis, Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional dynamical systems.

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This paper discusses several complex systems in the perspective of fractional dynamics. For prototype systems are considered the cases of deoxyribonucleic acid decoding, financial evolution, earthquakes events, global warming trend, and musical rhythms. The application of the Fourier transform and of the power law trendlines leads to an assertive representation of the dynamics and to a simple comparison of their characteristics. Moreover, the gallery of different systems, both natural and man made, demonstrates the richness of phenomena that can be described and studied with the tools of fractional calculus.

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The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indices. We analyze the Dow Jones Industrial Average ( ∧ DJI) and the NASDAQ Composite ( ∧ IXIC) indexes at a daily time horizon. The methods and algorithms that have been explored for description of physical phenomena become an effective background, and even inspiration, for very productive methods used in the analysis of economical data. We start by applying the classical concepts of signal analysis, Fourier transform, and methods of fractional calculus. In a second phase we adopt a pseudo phase plane approach.

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This paper studies periodic gaits of quadruped locomotion systems. The purpose is to determine the best set of gait and locomotion variables during walking, for different robot velocities, based on two formulated performance measures. A set of experiments reveals the influence of the gait and locomotion variables upon the proposed indices, namely that the gait and the locomotion parameters should be adapted to the robot forward velocity.

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The behavior of robotic manipulators with backlash is analyzed. Based on the pseudo-phase plane two indices are proposed to evaluate the backlash effect upon the robotic system: the root mean square error and the fractal dimension. For the dynamical analysis the noisy signals captured from the system are filtered through wavelets. Several tests are developed that demonstrate the coherence of the results.

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This article studies several Fractional Order Control algorithms used for joint control of a hexapod robot. Both Padé and series approximations to the fractional derivative are considered for the control algorithm. The walking performance is evaluated through two indices: The mean absolute density of energy used per unit distance travelled, and the control effort. A set of simulation experiments reveals the influence of the different approximations upon the proposed indices. The results show that the fractional proportional and derivative algorithm, implemented using the Padé approximation with a small number of terms, gives the best results.

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Da necessidade de criação de habitações que se adaptem ao constante dinamismo do ser humano, surgiu a ideia da concepção de um edifício evolutivo com base na construção modular. A construção modular poderá ser entendida como sendo a principal resposta ao combate da construção de estruturas físicas e imóveis, com características inalteráveis ao longo do tempo. Com este trabalho idealizou-se uma habitação evolutiva, baseado nos conceitos da Coordenação Modular, identificando-se as suas especificações, exigências de desempenho e características funcionais. Foi considerada como medida modular base 0,10m. Os módulos foram pensados com o intuito de que o seu desempenho prático seja satisfatório. A sua base estrutural foi executada a partir do rearranjo de contentores marítimos. Previu-se ainda, o uso de coberturas verdes por serem uma solução comprovada de minorar notoriamente o efeito pernicioso que a construção tem sobre o meio ambiente, ao mesmo tempo que apresentam vantagens térmicas e acústicas. A questão do incentivo do uso da pré-fabricação em Portugal a uma maior escala, não poderia ser descurada. A apresentação de eventuais desenvolvimentos futuros é também relevante, dada a importância que é inerente ao âmbito da industrialização da construção. Do estudo realizado ficaram ainda, bem patentes, os benefícios da racionalização e da industrialização, tanto em termos económicos como em termos ambientais. É possível executar um projecto com níveis de perdas mais baixos e com índices de qualidade superiores a um menor preço.

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Earthquakes are associated with negative events, such as large number of casualties, destruction of buildings and infrastructures, or emergence of tsunamis. In this paper, we apply the Multidimensional Scaling (MDS) analysis to earthquake data. MDS is a set of techniques that produce spatial or geometric representations of complex objects, such that, objects perceived to be similar/distinct in some sense are placed nearby/distant on the MDS maps. The interpretation of the charts is based on the resulting clusters since MDS produces a different locus for each similarity measure. In this study, over three million seismic occurrences, covering the period from January 1, 1904 up to March 14, 2012 are analyzed. The events, characterized by their magnitude and spatiotemporal distributions, are divided into groups, either according to the Flinn–Engdahl seismic regions of Earth or using a rectangular grid based in latitude and longitude coordinates. Space-time and Space-frequency correlation indices are proposed to quantify the similarities among events. MDS has the advantage of avoiding sensitivity to the non-uniform spatial distribution of seismic data, resulting from poorly instrumented areas, and is well suited for accessing dynamics of complex systems. MDS maps are proven as an intuitive and useful visual representation of the complex relationships that are present among seismic events, which may not be perceived on traditional geographic maps. Therefore, MDS constitutes a valid alternative to classic visualization tools, for understanding the global behavior of earthquakes.