148 resultados para Hurst Exponent

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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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.

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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.

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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.

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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.

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Nucleation process and crystal growth for three samples of the (20-x)Li(2)O-80TeO(2)-xWO(3) glass system were studied using X-ray diffraction and differential scanning calorimetry techniques. X-ray diffraction data confirmed the amorphous characteristic of the as-quenched samples and indicated the growth of crystalline phases formed due to the thermal treatment for annealed samples. These results reveal the presence of three distinct gamma-TeO(2), alpha-TeO(2) and alpha-Li(2)Te(2)O(5) crystalline phases in the TL sample, and two distinct alpha-TeO(2) and gamma-TeO(2) crystalline phases in the TLW5 and TLW10 samples. The activation energy and the Avrami exponent were determined from DSC measurements. The activation energy values X-ray diffraction data of the TLW10 glass sample suggest that gamma-TeO(2) phase occur before the alpha-TeO(2). The results obtained for the Avrami exponent point to that the nucleation process is volumetric and that the crystal growth is two or three-dimensional.

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We have used the Liapunov exponent to explore the phase space of a dynamical system. Considering the planar, circular restricted three-body problem for a mass ratio mu = 10(-3) (close to the Jupiter/Sun case), we have integrated similar to 16,000 starting conditions for orbits started interior to that of the perturber and we have estimated the maximum Liapunov characteristic exponent for each starting condition. Despite the fact that the integrations, in general, are for only a few thousand orbital periods of the secondary, a comparative analysis of the Liapunov exponents for various values of the 'cut-off' gives a good overview of the structure of the phase space. It provides information about the diffusion rates of the various chaotic regions, the location of the regular regions associated with primary resonances and even details such as the location of secondary resonances that produce chaotic regions inside the regular regions of primary resonances.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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O estudo da distribuição espacial de pragas é fundamental para elaboração de planos de amostragem para o uso do manejo integrado de pragas. Para o afídeo Toxoptera citricida (Kirkaldy), estudou-se a distribuição espacial em talhões de pomares de citros comerciais de laranja-doce [Citrus sinensis (L.) Osbeck] da variedade Pêra, com 5; 9 e 15 anos de idade, durante o período de setembro de 2004 a abril de 2005. Foram realizadas 14 amostragens de número de T. citricida em intervalos aproximados de 15 dias entre as mesmas, utilizando-se de armadilhas adesivas de cor amarela (0,11 x 0,11 m) fixadas à planta, a 1,5 m de altura aproximadamente. As armadilhas foram distribuídas na área, a cada cinco plantas na linha, em linhas alternadas, totalizando 137 armadilhas no talhão com 5 anos, 140 no talhão com 9 anos e 80 no talhão com 15 anos. Os índices de dispersão utilizados foram: razão variância média (I), índice de Morisita (Idelta), coeficiente de Green (Cx) e expoente k da distribuição Binomial Negativa. O índice que melhor representou a agregação do pulgão foi o expoente k da distribuição Binomial Negativa, e a distribuição binomial negativa foi o modelo que melhor se ajustou aos dados. Através destas análises, verificou-se que a maioria das amostragens apresentou uma distribuição agregada da população de T. citricida.