Estimativa do expoente de Hurst de séries temporais de chuvas do estado de São Paulo usando as transformadas de Fourier, Wavelets e análise R/S

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estimativa do expoente de Hurst, por meio da transformada Wavelet, de séries temporais de precipitação de chuvas das regiões climáticas do estado de São Paulo no período de 1978 a 1997

Pós-graduação em Física - IGCE

O uso de wavelets na determinação do expoente de Hurst de uma série temporal diária de chuvas do município de Araras-SP de 1955-2000

Pós-graduação em Física - IGCE

Chaotic diffusion caused by close encounters with several massive asteroids The (4) Vesta case

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Rescaled range analysis of pluviometric records in SA o pound Paulo State, Brazil

This paper presents an analysis of pluviometric precipitation time series obtained from 45 data collection points, with daily rain measurements (in mm), from 45 counties within the nine climatic regions of the state of SA o pound Paulo, mostly for the period of 1950-1997. SA o pound Paulo State (Brazil) is situated between the inter-tropical climatic zone, dominated by tropical and equatorial masses, and the sub-tropical climatic zone controlled by tropical and polar air masses. Due to this location the State can be divided into three climatic zones: south-east and south-west, which are permanently humid, and north with a well defined dry period. Rescaled range analysis, or R/S analysis, has been used to investigate the scale properties of the time series. We found two clear values for the Hurst exponent, one for a period of 10 to 200 days (H(1)), and another for a period above 210 days (H(2)). The value of H(1) lies between 0.6 to 0.7 for all climatic zones indicating characteristics of persistence. However, H(2) is (i) close to 0.5 for the littoral area, showing random characteristics, (ii) close to 0.6 for mountain areas, indicating persistence characteristics, and (iii) close to 0.4 for the plane area, irrespective of whether the climate is dry or humid, and shows anti-persistence characteristics.

Fractal concepts in relation to soil water diffusivity

Fractal geometry would appear to offer promise for new insight on water transport in unsaturated soils, This study was conducted to evaluate possible fractal influence on soil water diffusivity, and/or the relationships from which it arises, for several different soils, Fractal manifestations, consisting of a time-dependent diffusion coefficient and anomalous diffusion arising out of fractional Brownian motion, along with the notion of space-filling curves were gleaned from the literature, It was found necessary to replace the classical Boltzmann variable and its time t(1/2) factor with the basic fractal power function and its t(n) factor, For distinctly unsaturated soil water content theta, exponent n was found to be less than 1/2, but it approached 1/2 as theta approached its sated value, This function n = n(theta), in giving rise to a time-dependent, anomalous soil water diffusivity D, was identified with the Hurst exponent H of fractal geometry, Also, n approaching 1/2 at high water content is a behavior that makes it possible to associate factal space filling with soil that approaches water saturation, Finally, based on the fractally interpreted n = n(theta), the coalescence of both D and 8 data is greatly improved when compared with the coalescence provided by the classical Boltzmann variable.

Sensitivity, specificity and predictive values of linear and nonlinear indices of heart rate variability in stable angina patients

Background: Decreased heart rate variability (HRV) is related to higher morbidity and mortality. In this study we evaluated the linear and nonlinear indices of the HRV in stable angina patients submitted to coronary angiography. Methods. We studied 77 unselected patients for elective coronary angiography, which were divided into two groups: coronary artery disease (CAD) and non-CAD groups. For analysis of HRV indices, HRV was recorded beat by beat with the volunteers in the supine position for 40 minutes. We analyzed the linear indices in the time (SDNN [standard deviation of normal to normal], NN50 [total number of adjacent RR intervals with a difference of duration greater than 50ms] and RMSSD [root-mean square of differences]) and frequency domains ultra-low frequency (ULF) ≤ 0,003 Hz, very low frequency (VLF) 0,003 - 0,04 Hz, low frequency (LF) (0.04-0.15 Hz), and high frequency (HF) (0.15-0.40 Hz) as well as the ratio between LF and HF components (LF/HF). In relation to the nonlinear indices we evaluated SD1, SD2, SD1/SD2, approximate entropy (-ApEn), α1, α2, Lyapunov Exponent, Hurst Exponent, autocorrelation and dimension correlation. The definition of the cutoff point of the variables for predictive tests was obtained by the Receiver Operating Characteristic curve (ROC). The area under the ROC curve was calculated by the extended trapezoidal rule, assuming as relevant areas under the curve ≥ 0.650. Results: Coronary arterial disease patients presented reduced values of SDNN, RMSSD, NN50, HF, SD1, SD2 and -ApEn. HF ≤ 66 ms§ssup§2§esup§, RMSSD ≤ 23.9 ms, ApEn ≤-0.296 and NN50 ≤ 16 presented the best discriminatory power for the presence of significant coronary obstruction. Conclusion: We suggest the use of Heart Rate Variability Analysis in linear and nonlinear domains, for prognostic purposes in patients with stable angina pectoris, in view of their overall impairment. © 2012 Pivatelli et al.; licensee BioMed Central Ltd.

Automatic microstructural characterization and classification using artificial intelligence techniques on ultrasound signals

Secondary phases such as Laves and carbides are formed during the final solidification stages of nickel based superalloy coatings deposited during the gas tungsten arc welding cold wire process. However, when aged at high temperatures, other phases can precipitate in the microstructure, like the γ″ and δ phases. This work presents a new application and evaluation of artificial intelligent techniques to classify (the background echo and backscattered) ultrasound signals in order to characterize the microstructure of a Ni-based alloy thermally aged at 650 and 950 °C for 10, 100 and 200 h. The background echo and backscattered ultrasound signals were acquired using transducers with frequencies of 4 and 5 MHz. Thus with the use of features extraction techniques, i.e.; detrended fluctuation analysis and the Hurst method, the accuracy and speed in the classification of the secondary phases from ultrasound signals could be studied. The classifiers under study were the recent optimum-path forest (OPF) and the more traditional support vector machines and Bayesian. The experimental results revealed that the OPF classifier was the fastest and most reliable. In addition, the OPF classifier revealed to be a valid and adequate tool for microstructure characterization through ultrasound signals classification due to its speed, sensitivity, accuracy and reliability. © 2013 Elsevier B.V. All rights reserved.

Poincaré plot indexes of heart rate variability: Relationships with other nonlinear variables

The Poincaré plot for heart rate variability analysis is a technique considered geometrical and non-linear, that can be used to assess the dynamics of heart rate variability by a representation of the values of each pair of R-R intervals into a simplified phase space that describes the system's evolution. The aim of the present study was to verify if there is some correlation between SD1, SD2 and SD1/SD2 ratio and heart rate variability nonlinear indexes either in disease or healthy conditions. 114 patients with arterial coronary disease and 65 healthy subjects underwent 30. minute heart rate registration, in supine position and the analyzed indexes were as follows: SD1, SD2, SD1/SD2, Sample Entropy, Lyapunov Exponent, Hurst Exponent, Correlation Dimension, Detrended Fluctuation Analysis, SDNN, RMSSD, LF, HF and LF/HF ratio. Correlation coefficients between SD1, SD2 and SD1/SD2 indexes and the other variables were tested by the Spearman rank correlation test and a regression analysis. We verified high correlation between SD1/SD2 index and HE and DFA (α1) in both groups, suggesting that this ratio can be used as a surrogate variable. © 2013 Elsevier B.V.