Multifractality, stickiness, and recurrence-time statistics

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

Modeling grouped survival data with time-dependent covariates

In this article, proportional hazards and logistic models for grouped survival data were extended to incorporate time-dependent covariates. The extension was motivated by a forestry experiment designed to compare five different water stresses in Eucalyptus grandis seedlings. The response was the seedling lifetime. The data set was grouped since there were just three occasions in which the seedlings was visited by the researcher. In each of these occasions also the shoot height was measured and therefore it is a time-dependent covariate. Both extended models were used in this example, and the results were very similar.

Coordinate and time-dependent diffusion dynamics in protein folding

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Statistics and kinetics of single-molecule electron transfer dynamics in complex environments: A simulation model study

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

Time series analysis for minority game simulations of financial markets

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary. (C) 2002 Elsevier B.V. B.V. All rights reserved.

CPITN: time and cost estimates for periodontal prevention and treatment procedures.

The aim of this study was to estimate the necessary time and cost for periodontal prevention and treatment in a working population from sugar and alcohol refineries in Araraquara, SP, Brazil. A stratified sample of 528 employees aged 18-64 from administrative, industrial and agricultural staffs was examined by one examiner, previously trained, according to the community periodontal index of treatment needs (CPITN). The time required for procedures and the cost was extrapolated to the total worker population. The results showed that the estimated time required for periodontal prevention/treatment was 4527 hours. Of this time, 1783 hours were required for oral hygiene instruction, 2531 for scaling, 151 for surgery and 62 for maintenance. The cost would be US $17,655 for hiring a dentist for 8 hours/day to provide oral hygiene instruction, scaling, surgery and maintenance. However, the cost would be US $9,028 for hiring a dentist for 4 hours/day to provide surgery and maintenance and a dental hygienist for 8 hours/day to provide scaling and oral hygiene instruction. Taking into account epidemiologic, technical and economic aspects, the decision relating to manpower should be this second option.

Statistics on tropical convective storms observed by radar

Convective storm rainfall is of special importance to urban hydrological studies due to its temporal and spatial variability. Although dense networks of recording rain gauges can be employed to characterize such rainfall, very few investigations of this type have been undertaken due to their prohibitive cost. This paper reports some data on characteristics of tropical convective storms obtained from radar at Bauru in the State of São Paulo, Brazil. Periods of convective precipitation were identified by exclusion of those related to frontal activity with the help of synoptic maps and the radar screen record. The occurrence and evolution of convective storms were observed in two 28 km × 28 km windows obtaining information on the life history of convective cells and the magnitude of rainfall. Frequency distributions of the time of occurrence of convective rainfall, cell size, area covered, life duration and maximum and average rainfall observed in the experimental areas are presented and discussed.

Local dimension and finite time prediction in coupled map lattices

Forecasting, for obvious reasons, often become the most important goal to be achieved. For spatially extended systems (e.g. atmospheric system) where the local nonlinearities lead to the most unpredictable chaotic evolution, it is highly desirable to have a simple diagnostic tool to identify regions of predictable behaviour. In this paper, we discuss the use of the bred vector (BV) dimension, a recently introduced statistics, to identify the regimes where a finite time forecast is feasible. Using the tools from dynamical systems theory and Bayesian modelling, we show the finite time predictability in two-dimensional coupled map lattices in the regions of low BV dimension. © Indian Academy of Sciences.

Quantification of uncertainties associated with space-time estimates of short-term soil CO2 emissions in a sugar cane area

The characterization of soil CO2 emissions (FCO2) is important for the study of the global carbon cycle. This phenomenon presents great variability in space and time, a characteristic that makes attempts at modeling and forecasting FCO2 challenging. Although spatial estimates have been performed in several studies, the association of these estimates with the uncertainties inherent in the estimation procedures is not considered. This study aimed to evaluate the local, spatial, local-temporal and spatial-temporal uncertainties of short-term FCO2 after harvest period in a sugar cane area. The FCO2 was featured in a sampling grid of 60m×60m containing 127 points with minimum separation distances from 0.5 to 10m between points. The FCO2 was evaluated 7 times within a total period of 10 days. The variability of FCO2 was described by descriptive statistics and variogram modeling. To calculate the uncertainties, 300 realizations made by sequential Gaussian simulation were considered. Local uncertainties were evaluated using the probability values exceeding certain critical thresholds, while the spatial uncertainties considering the probability of regions with high probability values together exceed the adopted limits. Using the daily uncertainties, the local-spatial and spatial-temporal uncertainty (Ftemp) was obtained. The daily and mean emissions showed a variability structure that was described by spherical and Gaussian models. The differences between the daily maps were related to variations in the magnitude of FCO2, covering mean values ranging from 1.28±0.11μmolm-2s-1 (F197) to 1.82±0.07μmolm-2s-1 (F195). The Ftemp showed low spatial uncertainty coupled with high local uncertainty estimates. The average emission showed great spatial uncertainty of the simulated values. The evaluation of uncertainties associated with the knowledge of temporal and spatial variability is an important tool for understanding many phenomena over time, such as the quantification of greenhouse gases or the identification of areas with high crop productivity. © 2013 Elsevier B.V.

HTS and HTSn: New shape descriptors based on Hough transform statistics

With the widespread proliferation of computers, many human activities entail the use of automatic image analysis. The basic features used for image analysis include color, texture, and shape. In this paper, we propose a new shape description method, called Hough Transform Statistics (HTS), which uses statistics from the Hough space to characterize the shape of objects or regions in digital images. A modified version of this method, called Hough Transform Statistics neighborhood (HTSn), is also presented. Experiments carried out on three popular public image databases showed that the HTS and HTSn descriptors are robust, since they presented precision-recall results much better than several other well-known shape description methods. When compared to Beam Angle Statistics (BAS) method, a shape description method that inspired their development, both the HTS and the HTSn methods presented inferior results regarding the precision-recall criterion, but superior results in the processing time and multiscale separability criteria. The linear complexity of the HTS and the HTSn algorithms, in contrast to BAS, make them more appropriate for shape analysis in high-resolution image retrieval tasks when very large databases are used, which are very common nowadays. (C) 2014 Elsevier Inc. All rights reserved.