36 resultados para Hurst Exponent
em CentAUR: Central Archive University of Reading - UK
Resumo:
BACKGROUND: Resting-state functional magnetic resonance imaging (fMRI) enables investigation of the intrinsic functional organization of the brain. Fractal parameters such as the Hurst exponent, H, describe the complexity of endogenous low-frequency fMRI time series on a continuum from random (H = .5) to ordered (H = 1). Shifts in fractal scaling of physiological time series have been associated with neurological and cardiac conditions. METHODS: Resting-state fMRI time series were recorded in 30 male adults with an autism spectrum condition (ASC) and 33 age- and IQ-matched male volunteers. The Hurst exponent was estimated in the wavelet domain and between-group differences were investigated at global and voxel level and in regions known to be involved in autism. RESULTS: Complex fractal scaling of fMRI time series was found in both groups but globally there was a significant shift to randomness in the ASC (mean H = .758, SD = .045) compared with neurotypical volunteers (mean H = .788, SD = .047). Between-group differences in H, which was always reduced in the ASC group, were seen in most regions previously reported to be involved in autism, including cortical midline structures, medial temporal structures, lateral temporal and parietal structures, insula, amygdala, basal ganglia, thalamus, and inferior frontal gyrus. Severity of autistic symptoms was negatively correlated with H in retrosplenial and right anterior insular cortex. CONCLUSIONS: Autism is associated with a small but significant shift to randomness of endogenous brain oscillations. Complexity measures may provide physiological indicators for autism as they have done for other medical conditions.
Resumo:
Geophysical time series sometimes exhibit serial correlations that are stronger than can be captured by the commonly used first‐order autoregressive model. In this study we demonstrate that a power law statistical model serves as a useful upper bound for the persistence of total ozone anomalies on monthly to interannual timescales. Such a model is usually characterized by the Hurst exponent. We show that the estimation of the Hurst exponent in time series of total ozone is sensitive to various choices made in the statistical analysis, especially whether and how the deterministic (including periodic) signals are filtered from the time series, and the frequency range over which the estimation is made. In particular, care must be taken to ensure that the estimate of the Hurst exponent accurately represents the low‐frequency limit of the spectrum, which is the part that is relevant to long‐term correlations and the uncertainty of estimated trends. Otherwise, spurious results can be obtained. Based on this analysis, and using an updated equivalent effective stratospheric chlorine (EESC) function, we predict that an increase in total ozone attributable to EESC should be detectable at the 95% confidence level by 2015 at the latest in southern midlatitudes, and by 2020–2025 at the latest over 30°–45°N, with the time to detection increasing rapidly with latitude north of this range.
Resumo:
An alternative procedure to that of Lo is proposed for assessing whether there is significant evidence of persistence in time series. The technique estimates the Hurst exponent itself, and significance testing is based on an application of bootstrapping using surrogate data. The method is applied to a set of 10 daily pound exchange rates. A general lack of long-term memory is found to characterize all the series tested, in sympathy with the findings of a number of other recent papers which have used Lo's techniques.
Resumo:
On 15-17 February 2008, a CME with an approximately circular cross section was tracked through successive images obtained by the Heliospheric Imager (HI) instrument onboard the STEREO-A spacecraft. Reasoning that an idealised flux rope is cylindrical in shape with a circular cross-section, best fit circles are used to determine the radial width of the CME. As part of the process the radial velocity and longitude of propagation are determined by fits to elongation-time maps as 252±5 km/s and 70±5° respectively. With the longitude known, the radial size is calculated from the images, taking projection effects into account. The radial width of the CME, S (AU), obeys a power law with heliocentric distance, R, as the CME travels between 0.1 and 0.4 AU, such that S=0.26 R0.6±0.1. The exponent value obtained is compared to published studies based on statistical surveys of in situ spacecraft observations of ICMEs between 0.3 and 1.0 AU, and general agreement is found. This paper demonstrates the new opportunities provided by HI to track the radial width of CMEs through the previously unobservable zone between the LASCO field of view and Helios in situ measurements.
Resumo:
Long distance dispersal (LDD) plays an important role in many population processes like colonization, range expansion, and epidemics. LDD of small particles like fungal spores is often a result of turbulent wind dispersal and is best described by functions with power-law behavior in the tails ("fat tailed"). The influence of fat-tailed LDD on population genetic structure is reported in this article. In computer simulations, the population structure generated by power-law dispersal with exponents in the range of -2 to -1, in distinct contrast to that generated by exponential dispersal, has a fractal structure. As the power-law exponent becomes smaller, the distribution of individual genotypes becomes more self-similar at different scales. Common statistics like G(ST) are not well suited to summarizing differences between the population genetic structures. Instead, fractal and self-similarity statistics demonstrated differences in structure arising from fat-tailed and exponential dispersal. When dispersal is fat tailed, a log-log plot of the Simpson index against distance between subpopulations has an approximately constant gradient over a large range of spatial scales. The fractal dimension D-2 is linearly inversely related to the power-law exponent, with a slope of similar to -2. In a large simulation arena, fat-tailed LDD allows colonization of the entire space by all genotypes whereas exponentially bounded dispersal eventually confines all descendants of a single clonal lineage to a relatively small area.
Resumo:
The perceived wisdom about thin sheet fracture is that (i) the crack propagates under mixed mode I & III giving rise to a slant through-thickness fracture profile and (ii) the fracture toughness remains constant at low thickness and eventually decreases with increasing thickness. In the present study, fracture tests performed on thin DENT plates of various thicknesses made of stainless steel, mild steel, 6082-O and NS4 aluminium alloys, brass, bronze, lead, and zinc systematically exhibit (i) mode I “bath-tub”, i.e. “cup & cup”, fracture profiles with limited shear lips and significant localized necking (more than 50% thickness reduction), (ii) a fracture toughness that linearly increases with increasing thickness (in the range of 0.5–5 mm). The different contributions to the work expended during fracture of these materials are separated based on dimensional considerations. The paper emphasises the two parts of the work spent in the fracture process zone: the necking work and the “fracture” work. Experiments show that, as expected, the work of necking per unit area linearly increases with thickness. For a typical thickness of 1 mm, both fracture and necking contributions have the same order of magnitude in most of the metals investigated. A model is developed in order to independently evaluate the work of necking, which successfully predicts the experimental values. Furthermore, it enables the fracture energy to be derived from tests performed with only one specimen thickness. In a second modelling step, the work of fracture is computed using an enhanced void growth model valid in the quasi plane stress regime. The fracture energy varies linearly with the yield stress and void spacing and is a strong function of the hardening exponent and initial void volume fraction. The coupling of the two models allows the relative contributions of necking versus fracture to be quantified with respect to (i) the two length scales involved in this problem, i.e. the void spacing and the plate thickness, and (ii) the flow properties of the material. Each term can dominate depending on the properties of the material which explains the different behaviours reported in the literature about thin plate fracture toughness and its dependence with thickness.
Resumo:
The stress relaxation behaviour of two frozen sucrose solutions (7% and 19%) during indentation in the temperature range of -20C to -40C were investigated. The stress relaxation is similar to that of pure polycrystalline ice, which is controlled by steady-state creep. The steady state creep rate exponent, m, of 7% and 19% sucrose solutions lies between 2.3 and 3.6. The steady state creep rate constant, B, of 19% sucrose solution is greater than that of 7% sucrose solution. It is suggested that the steady-state creep rate exponent m depends on contributions from the proportions of favourably oriented grains, unfavourably oriented grains and grain boundaries to creep and that these components depend on the value of internal stress which is related to the hardness of samples at the different testing temperatures. The steady-state creep rate constant B depends on the mobility of dislocations in sucrose solutions which, in turn, depends on the temperature and the concentration of sucrose.
Resumo:
Rationale: Central cannabinoid systems have been implicated in appetite control through the respective hyperphagic and anorectic actions of CB1 agonists and antagonists. The motivational changes underlying these actions remain to be determined, but may involve alterations to food palatability. Objectives: The mode of action of cannabinoids on ingestion was investigated by examining the effects of exogenous and endogenous agonists, and a selective CB1 receptor antagonist, on licking microstructure in rats ingesting a palatable sucrose solution. Methods: Microstructural analyses of licking for a 10% sucrose solution was performed over a range of agonist and antagonist doses administered to non-deprived, male Lister hooded rats. Results: Delta(9)-tetrahydrocannabinol (0.5, 1 and 3 mg/kg) and anandamide (1 mg/kg and 3 mg/kg) significantly increased total number of licks. This was primarily due to an increase in bout duration rather than bout number. There was a nonsignificant increase in total licks following administration of 2-arachidonoyl glycerol (0.2, 1.0 and 2.0 mg/kg), whereas administration of the CB1 antagonist SR141716 (1 mg/kg and 3 mg/kg) significantly decreased total licks. All drugs, with the exception of anandamide, significantly decreased the intra-bout lick rate. An exponential function fitted to the cumulative lick rate curves for each drug revealed that all compounds altered the asymptote of this function without having any marked effects on the exponent. Conclusions: These data are consistent with endocannabinoid involvement in the mediation of food palatability.
Resumo:
The hierarchical and "bob" (or branch-on-branch) models are tube-based computational models recently developed for predicting the linear rheology of general mixtures of polydisperse branched polymers. These two models are based on a similar tube-theory framework but differ in their numerical implementation and details of relaxation mechanisms. We present a detailed overview of the similarities and differences of these models and examine the effects of these differences on the predictions of the linear viscoelastic properties of a set of representative branched polymer samples in order to give a general picture of the performance of these models. Our analysis confirms that the hierarchical and bob models quantitatively predict the linear rheology of a wide range of branched polymer melts but also indicate that there is still no unique solution to cover all types of branched polymers without case-by-case adjustment of parameters such as the dilution exponent alpha and the factor p(2) which defines the hopping distance of a branch point relative to the tube diameter. An updated version of the hierarchical model, which shows improved computational efficiency and refined relaxation mechanisms, is introduced and used in these analyses.
Resumo:
Aleks Sierz in his important survey of mid 1990s drama has identified the plays of Sarah Kane as exemplars of what he terms ‘In-Yer Face’ theatre. Sierz argues that Kane and her contemporaries such as Mark Ravenhill and Judy Upton represent a break with the ideological concerns of the previous generation of playwrights such as Doug Lucie and Stephen Lowe, whose work was shaped through recognizable political concerns, often in direct opposition to Thatcherism. In contrast Sarah Kane and her generation have frequently been seen as literary embodiments of ‘Thatcher’s Children’, whereby following the fall of the Berlin Wall and the inertia of the Major years, their drama eschews a recognizable political position, and seems more preoccupied with the plight of individuals cut adrift from society. In the case of Sarah Kane her frequently quoted statement, ‘I have no responsibility as a woman writer because I don’t believe there’s such a thing’, has compounded this perception. Moreover, its dogmatism also echoes the infamous comments attributed to Mrs Thatcher regarding the role of the individual to society. However, this article seeks to reassess Kane’s position as a woman writer and will argue that her drama is positioned somewhere between the female playwrights who emerged after 1979 such as Sarah Daniels, Timberlake Wertenbaker and Clare McIntyre, whose drama was distinguished by overtly feminist concerns, and its subsequent breakdown, best exemplified by the brief cultural moment associated with the newly elected Blair government known as ‘Cool Britannia’. Drawing on a variety of sources, including Kane’s unpublished monologues, written while she was a student just after Mrs Thatcher left office, this paper will argue that far from being an exponent of post-feminism, Kane’s drama frequently revisits and is influenced by the generation of dramatists whose work was forged out the sharp ideological positions that characterized the 1980s and a direct consequence of Thatcherism.
Resumo:
The scaling of metabolic rates to body size is widely considered to be of great biological and ecological importance, and much attention has been devoted to determining its theoretical and empirical value. Most debate centers on whether the underlying power law describing metabolic rates is 2/3 (as predicted by scaling of surface area/volume relationships) or 3/4 ("Kleiber's law"). Although recent evidence suggests that empirically derived exponents vary among clades with radically different metabolic strategies, such as ectotherms and endotherms, models, such as the metabolic theory of ecology, depend on the assumption that there is at least a predominant, if not universal, metabolic scaling exponent. Most analyses claimed to support the predictions of general models, however, failed to control for phylogeny. We used phylogenetic generalized least-squares models to estimate allometric slopes for both basal metabolic rate (BMR) and field metabolic rate (FMR) in mammals. Metabolic rate scaling conformed to no single theoretical prediction, but varied significantly among phylogenetic lineages. In some lineages we found a 3/4 exponent, in others a 2/3 exponent, and in yet others exponents differed significantly from both theoretical values. Analysis of the phylogenetic signal in the data indicated that the assumptions of neither species-level analysis nor independent contrasts were met. Analyses that assumed no phylogenetic signal in the data (species-level analysis) or a strong phylogenetic signal (independent contrasts), therefore, returned estimates of allometric slopes that were erroneous in 30% and 50% of cases, respectively. Hence, quantitative estimation of the phylogenetic signal is essential for determining scaling exponents. The lack of evidence for a predominant scaling exponent in these analyses suggests that general models of metabolic scaling, and macro-ecological theories that depend on them, have little explanatory power.
Resumo:
In many applications, there is a desire to determine if the dynamics of interest are chaotic or not. Since positive Lyapunov exponents are a signature for chaos, they are often used to determine this. Reliable estimates of Lyapunov exponents should demonstrate evidence of convergence; but literature abounds in which this evidence lacks. This paper presents two maps through which it highlights the importance of providing evidence of convergence of Lyapunov exponent estimates. The results suggest cautious conclusions when confronted with real data. Moreover, the maps are interesting in their own right.
Resumo:
Investment risk models with infinite variance provide a better description of distributions of individual property returns in the IPD UK database over the period 1981 to 2003 than normally distributed risk models. This finding mirrors results in the US and Australia using identical methodology. Real estate investment risk is heteroskedastic, but the characteristic exponent of the investment risk function is constant across time – yet it may vary by property type. Asset diversification is far less effective at reducing the impact of non‐systematic investment risk on real estate portfolios than in the case of assets with normally distributed investment risk. The results, therefore, indicate that multi‐risk factor portfolio allocation models based on measures of investment codependence from finite‐variance statistics are ineffective in the real estate context