Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Generic hyperbolicity of stationary solutions for a reaction-diffusion system

In this paper, we study the generic hyperbolicity of equilibria of a reaction-diffusion system with respect to nonlinear terms in the set of C(2)-functions equipped with the Whitney Topology. To accomplish this, we combine Baire`s Lemma and the usual Transversality Theorem. (C) 2010 Elsevier Ltd. All rights reserved.

Combined photocatalytic and fungal processes for the treatment of nitrocellulose industry wastewater

The objective of this work was to characterize the delignification effluent originating from the delignification industry and evaluate the combination of the fungus and photocatalytic process (TiO(2)/UV system) for the treatment of this effluent. The delignification effluent has proven harmful to the environment because it presents high color (3516 CU), total phenol (876 mg/L and TOC (1599 mg/L) and is also highly toxic even in a low concentration. The results of photocatalysis were 11%, 25% and 13% higher for reductions in color, total phenol and TOC, respectively. The combined treatments presented benefits when compared to the non-combined treatments. Fungus and photocatalysis in combination proved to be the best treatment, reducing the color, total phenol, toxicity (inhibition of Escherichia coli growth) and TOC by 94.2%, 92.6%, 4.9% and 62%, respectively. (C) 2008 Elsevier B.V. All rights reserved.

High gravity batch and continuous processes for beer production: Evaluation of fermentation performance and beer quality

This study deals with two innovative brewing processes, high gravity batch and complete continuous beer fermentation systems. The results show a significant influence of the variables such as concentration and temperature on the yield factor of the substrate into ethanol and consequently on the productivity of the high gravity batch process. The technological feasibility of continuous production of beer based on yeast immobilization on cheap alternative carriers was also demonstrated. The influence of process parameters on fermentation performance and quality of the obtained beers was studied by sensorial analysis. No significant difference in the degree of acceptance between the obtained products and some traditional market brands was found. (c) 2008 Institute of Chemistry, Slovak Academy of Sciences.

Human gait recognition using extraction and fusion of global motion features

This paper proposes a novel computer vision approach that processes video sequences of people walking and then recognises those people by their gait. Human motion carries different information that can be analysed in various ways. The skeleton carries motion information about human joints, and the silhouette carries information about boundary motion of the human body. Moreover, binary and gray-level images contain different information about human movements. This work proposes to recover these different kinds of information to interpret the global motion of the human body based on four different segmented image models, using a fusion model to improve classification. Our proposed method considers the set of the segmented frames of each individual as a distinct class and each frame as an object of this class. The methodology applies background extraction using the Gaussian Mixture Model (GMM), a scale reduction based on the Wavelet Transform (WT) and feature extraction by Principal Component Analysis (PCA). We propose four new schemas for motion information capture: the Silhouette-Gray-Wavelet model (SGW) captures motion based on grey level variations; the Silhouette-Binary-Wavelet model (SBW) captures motion based on binary information; the Silhouette-Edge-Binary model (SEW) captures motion based on edge information and the Silhouette Skeleton Wavelet model (SSW) captures motion based on skeleton movement. The classification rates obtained separately from these four different models are then merged using a new proposed fusion technique. The results suggest excellent performance in terms of recognising people by their gait.

Combined solution for fault location in three-terminal lines based on wavelet transforms

This work presents the study and development of a combined fault location scheme for three-terminal transmission lines using wavelet transforms (WTs). The methodology is based on the low- and high-frequency components of the transient signals originated from fault situations registered in the terminals of a system. By processing these signals and using the WT, it is possible to determine the time of travelling waves of voltages and/or currents from the fault point to the terminals, as well as estimate the fundamental frequency components. A new approach presents a reliable and accurate fault location scheme combining some different solutions. The main idea is to have a decision routine in order to select which method should be used in each situation presented to the algorithm. The combined algorithm was tested for different fault conditions by simulations using the ATP (Alternative Transients Program) software. The results obtained are promising and demonstrate a highly satisfactory degree of accuracy and reliability of the proposed method.

Normal Versus Pathological Voice Signals Using Wavelet Analysis and Least Squares Support-Vector Machines

State of Sao Paulo Research Foundation (FAPESP)

Power quality analysis applying a hybrid methodology with wavelet transforms and neural networks

A hybrid system to automatically detect, locate and classify disturbances affecting power quality in an electrical power system is presented in this paper. The disturbances characterized are events from an actual power distribution system simulated by the ATP (Alternative Transients Program) software. The hybrid approach introduced consists of two stages. In the first stage, the wavelet transform (WT) is used to detect disturbances in the system and to locate the time of their occurrence. When such an event is flagged, the second stage is triggered and various artificial neural networks (ANNs) are applied to classify the data measured during the disturbance(s). A computational logic using WTs and ANNs together with a graphical user interface (GU) between the algorithm and its end user is then implemented. The results obtained so far are promising and suggest that this approach could lead to a useful application in an actual distribution system. (C) 2009 Elsevier Ltd. All rights reserved.

Classification of normal swallowing and oropharyngeal dysphagia using wavelet

Oropharyngeal dysphagia is characterized by any alteration in swallowing dynamics which may lead to malnutrition and aspiration pneumonia. Early diagnosis is crucial for the prognosis of patients with dysphagia, and the best method for swallowing dynamics assessment is swallowing videofluoroscopy, an exam performed with X-rays. Because it exposes patients to radiation, videofluoroscopy should not be performed frequently nor should it be prolonged. This study presents a non-invasive method for the pre-diagnosis of dysphagia based on the analysis of the swallowing acoustics, where the discrete wavelet transform plays an important role to increase sensitivity and specificity in the identification of dysphagic patients. (C) 2008 Elsevier Inc. All rights reserved.

An approach based on neural networks for estimation and generalization of crossflow filtration processes

The crossflow filtration process differs of the conventional filtration by presenting the circulation flow tangentially to the filtration surface. The conventional mathematical models used to represent the process have some limitations in relation to the identification and generalization of the system behaviour. In this paper, a system based on artificial neural networks is developed to overcome the problems usually found in the conventional mathematical models. More specifically, the developed system uses an artificial neural network that simulates the behaviour of the crossflow filtration process in a robust way. Imprecisions and uncertainties associated with the measurements made on the system are automatically incorporated in the neural approach. Simulation results are presented to justify the validity of the proposed approach. (C) 2007 Elsevier B.V. All rights reserved.

Microbial processes and bacterial populations associated to anaerobic treatment of sulfate-rich wastewater

A pilot-scale (1.2 m(3)) anaerobic sequencing batch biofilm reactor (ASBBR) containing mineral coal for biomass attachment was fed with sulfate-rich wastewater at increasing sulfate concentrations. Ethanol was used as the main organic source. Tested COD/sulfate ratios were of 1.8 and 1.5 for sulfate loading rates of 0.65-1.90 kgSO(4)(2-)/cycle (48 h-cycle) or of 1.0 in the trial with 3.0 gSO(4)(2-) l(-1). Sulfate removal efficiencies observed in all trials were as high as 99%. Molecular inventories indicated a shift on the microbial composition and a decrease on species diversity with the increase of sulfate concentration. Beta-proteobacteria species affiliated with Aminomonas spp. and Thermanaerovibrio spp. predominated at 1.0 gSO(4)(2-) l(-1). At higher sulfate concentrations the predominant bacterial group was Delta-proteobacteria mainly Desulfovibrio spp. and Desulfomicrobium spp. at 2.0 gSO(4)(2-) l(-1), whereas Desulfurella spp. and Coprothermobacter spp. predominated at 3.0 gSO(4)(2-) l(-1). These organisms have been commonly associated with sulfate reduction producing acetate, sulfide and sulfur. Methanogenic archaea(Methanosaeta spp.)was found at 1.0 and 2.0 gSO(4)(2-) l(-1). Additionally, a simplified mathematical model was used to infer on metabolic pathways of the biomass involved in sulfate reduction. (C) 2009 Elsevier Ltd. All rights reserved.

Feasibility of a Sequencing Reactor Operated in Batch and Fed-batch Mode Applied to Nitrification and Denitrification Processes

The objective of this work was to study the operational feasibility of nitrification and denitrification processes in a mechanically stirred sequencing batch reactor (SBR) operated in batch and fed-batch mode. The reactor was equipped with a draft-tube to improve mass transfer and contained dispersed (aerobic) and granulated (anaerobic) biomass. The following reactor variables were adjusted: aeration time during the nitrification step; dissolved oxygen concentration, feed time defining batch and fed-batch phases, concentration of external carbon source used as electron donor during the denitrification stage and volumetric ammonium nitrogen load in the influent. The reactor (5 L volume) was maintained at 30 +/- 1 degrees C and treated either 1.0 or 1.5 L wastewater in 8-h cycles. Ammonium nitrogen concentrations assessed were: 50 (condition 1) and 100 mgN-NH(4)(+).L(-1) (condition 2), resulting in 29 and 67 mgN-NH(4)(+).L-1-d(-1), respectively. A synthetic medium and ethanol were used as external carbon sources (ECS). Total nitrogen removal efficiencies were 94.4 and 95.9% when the reactor was operated under conditions 1 and 2, respectively. Low nitrite (0.2 and 0.3 mgN-NO(2)(-).L(-1), respectively) and nitrate (0.01 and 0.3 mgN-NO(3)(-).L(-1), respectively) concentrations were detected in the effluent and ammonium nitrogen removal efficiencies were 97.6% and 99.6% under conditions 1 and 2, respectively.

Hybrid fault diagnosis scheme implementation for power distribution systems automation

Power distribution automation and control are import-ant tools in the current restructured electricity markets. Unfortunately, due to its stochastic nature, distribution systems faults are hardly avoidable. This paper proposes a novel fault diagnosis scheme for power distribution systems, composed by three different processes: fault detection and classification, fault location, and fault section determination. The fault detection and classification technique is wavelet based. The fault-location technique is impedance based and uses local voltage and current fundamental phasors. The fault section determination method is artificial neural network based and uses the local current and voltage signals to estimate the faulted section. The proposed hybrid scheme was validated through Alternate Transient Program/Electromagentic Transients Program simulations and was implemented as embedded software. It is currently used as a fault diagnosis tool in a Southern Brazilian power distribution company.

Wavelet-Galerkin method for one-dimensional elastoplasticity and damage problems: Constitutive modeling and computational aspects

This work presents an analysis of the wavelet-Galerkin method for one-dimensional elastoplastic-damage problems. Time-stepping algorithm for non-linear dynamics is presented. Numerical treatment of the constitutive models is developed by the use of return-mapping algorithm. For spacial discretization we can use wavelet-Galerkin method instead of standard finite element method. This approach allows to locate singularities. The discrete formulation developed can be applied to the simulation of one-dimensional problems for elastic-plastic-damage models. (C) 2007 Elsevier Inc. All rights reserved.