Identifying financial crises in real time

Following the thermodynamic formulation of a multifractal measure that was shown to enable the detection of large fluctuations at an early stage, here we propose a new index which permits us to distinguish events like financial crises in real time. We calculate the partition function from which we can obtain thermodynamic quantities analogous to the free energy and specific heat. The index is defined as the normalized energy variation and it can be used to study the behavior of stochastic time series, such as financial market daily data. Famous financial market crashes-Black Thursday (1929), Black Monday (1987) and the subprime crisis (2008)-are identified with clear and robust results. The method is also applied to the market fluctuations of 2011. From these results it appears as if the apparent crisis of 2011 is of a different nature to the other three. We also show that the analysis has forecasting capabilities. © 2012 Elsevier B.V. All rights reserved.

Monitoring of hydrogen sulfide via substrate-integrated hollow waveguide mid-infrared sensors in real-time

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Comparative Analysis of In-Medium Spectral Functions for N(940) and N (au)(1535) in Real-Time Thermal Field Theory

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

A New Approach for Real Time Fault Diagnosis in Induction Motors Based on Vibration Measurement

Condition monitoring is used to increase machinery availability and machinery performance, reducing consequential damage, increasing machine life, reducing spare parts inventories, and reducing breakdown maintenance. An efficient real time vibration measurement and analysis instruments is capable of providing warning and predicting faults at early stages. In this paper, a new methodology for the implementation of vibration measurement and analysis instruments in real time based on circuit architecture mapped from a MATLAB/Simulink model is presented. In this study, signal processing applications such as FIR filters and fast Fourier transform are treated as systems, which are implemented in hardware using a system generator toolbox, which translates a Simulink model in a hardware description language - HDL for FPGA implementations.

Identification of reference genes for expression analysis by real-time quantitative PCR in drought-stressed soybean

O objetivo deste trabalho foi validar, pela técnica de PCR quantitativo em tempo real (RT-qPCR) genes para serem utilizados como referência em estudos de expressão gênica em soja, em ensaios de estresse hídrico. Foram avaliados quatro genes comumente utilizados em soja: Gmβ-actin, GmGAPDH, GmLectin e GmRNAr18S. O RNA total foi extraído de seis amostras: três amostras de raízes em sistema de hidroponia com diferentes intensidades de déficit hídrico (0, 25, 50, 75 e 100 minutos de estresse hídrico), e três amostras de folhas de plantas cultivadas em areia com diferentes umidades do solo (15, 5 e 2,5% de umidade gravimétrica). Os dados brutos do intervalo cycle threshold (Ct) foram analisados, e a eficiência de cada iniciador foi calculada para uma analise da Ct entre as diferentes amostras. A aplicação do programa GeNorm foi utilizada para a avaliação dos melhores genes de referência, de acordo com a estabilidade. O GmGAPDH foi o gene menos estável, com o maior valor médio de estabilidade de expressão (M), e os genes mais estáveis, com menor valor de M, foram o Gmβ-actin e GmRNAr18S, tanto nas amostras de raízes como nas de folhas. Estes genes podem ser usados em RT-qPCR como gens de referência para análises de expressão gênica.

Light-induced lens analysis in photorefractive crystals employing phase-shifting real-time holographic interferometry

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Development of an instrumentation system embedded on FPGA for real time measurement of mechanical vibrations in rotating machinery

The real-time monitoring of events in an industrial plant is vital, to monitor the actual conditions of operation of the machinery responsible for the manufacturing process. A predictive maintenance program includes condition monitoring of the rotating machinery, to anticipate possible conditions of failure. To increase the operational reliability it is thus necessary an efficient tool to analyze and monitor the equipments, in real-time, and enabling the detection of e.g. incipient faults in bearings. To fulfill these requirements some innovations have become frequent, namely the inclusion of vibration sensors or stator current sensors. These innovations enable the development of new design methodologies that take into account the ease of future modifications, upgrades, and replacement of the monitored machine, as well as expansion of the monitoring system. This paper presents the development, implementation and testing of an instrument for vibration monitoring, as a possible solution to embed in industrial environment. The digital control system is based on an FPGA, and its configuration with an open hardware design tool is described. Special focus is given to the area of fault detection in rolling bearings. © 2012 IEEE.

Conversion of web texts into Braille characters for real time reading through arrays of electromechanical actuators

This paper describes an electronic device conceived to convert common web texts into sequences of corresponding Braille signals, which are immediately reproduced onto an array ( keyboard) of electromechanical actuators. These actuators are reconfigurable in real time, displaying the Braille characters as matrices of points composed by small stems which can be lowered or raised according to the Braille code. The device, together with its conversion software package, can provide direct access to web texts in any personal computer, thus avoiding the use of complicated Braille printers.

Tensor3D: A computer graphics program to simulate 3D real-time deformation and visualization of geometric bodies

Tensor3D is a geometric modeling program with the capacity to simulate and visualize in real-time the deformation, specified through a tensor matrix and applied to triangulated models representing geological bodies. 3D visualization allows the study of deformational processes that are traditionally conducted in 2D, such as simple and pure shears. Besides geometric objects that are immediately available in the program window, the program can read other models from disk, thus being able to import objects created with different open-source or proprietary programs. A strain ellipsoid and a bounding box are simultaneously shown and instantly deformed with the main object. The principal axes of strain are visualized as well to provide graphical information about the orientation of the tensor's normal components. The deformed models can also be saved, retrieved later and deformed again, in order to study different steps of progressive strain, or to make this data available to other programs. The shape of stress ellipsoids and the corresponding Mohr circles defined by any stress tensor can also be represented. The application was written using the Visualization ToolKit, a powerful scientific visualization library in the public domain. This development choice, allied to the use of the Tcl/Tk programming language, which is independent on the host computational platform, makes the program a useful tool for the study of geometric deformations directly in three dimensions in teaching as well as research activities. (C) 2007 Elsevier Ltd. All rights reserved.

Real-time monitoring and kinetic parameter estimation of the affinity interaction of jArtinM and rArtinM with peroxidase glycoprotein by the electrogravimetric technique

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

Real time B-mode ultrasound in pacas pregnancy (Agouti paca, Linnaeus, 1766)

O objetivo deste estudo foi estabelecer o tempo de prenhez da paca por meio de ultra-sonografia. Nove pacas prenhes foram periodicamente acompanhadas com um transdutor eletrônico setorial bi-frequencial de 5,0 e 7,5 MHz, em modo B, desde a detecção ultra-sonográfica da vesícula embrionária ou do feto até o nascimento dos filhotes. Os animais foram colocados em uma gaiola de ferro de prensagem lateral e permaneceram em posição quadrupedal durante as sessões. Um pano escuro foi usado para cobrir a gaiola e frutas foram oferecidas durante o exame ultra-sonográfico para evitar reações agressivas. Quanto mais precocemente ocorreu a detecção de prenhez, maior foi o período de acompanhamento ultra-sonográfico até o nascimento dos filhotes. Apenas um filhote nasceu por parto, com 796,5 ± 74,36 gramas (valor médio ± desvio padrão da amostra) e 33,46 ± 0,60 centímetros (valor médio ± desvio padrão da amostra) de comprimento (entre a borda rostral do focinho e a extremidade distal da cauda). O período de prenhez da paca abrange 135 a 139 dias.

Comparative validation using quantitative real-time PCR (qPCR) and conventional PCR of bovine semen centrifuged in continuous density gradient

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

Genetic associations between carcass traits measured by real-time ultrasound and scrotal circumference and growth traits in Nelore cattle

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Neural network based estimation of torque in induction motors for real-time applications

Induction motors are largely used in several industry sectors. The selection of an induction motor has still been inaccurate because in most of the cases the load behavior in its shaft is completely unknown. The proposal of this article is to use artificial neural networks for torque estimation with the purpose of best selecting the induction motors rather than conventional methods, which use classical identification techniques and mechanical load modeling. Since proposed approach estimates the torque behavior from the transient to the steady state, one of its main contributions is the potential to also be implemented in control schemes for real-time applications. Simulation results are also presented to validate the proposed approach.

Inflammatory cytokine mRNA detection by real time PCR in chorioamniotic membranes from pregnant women with preterm premature rupture of membranes

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