913 resultados para Séries Temporais


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In this work we have studied, by Monte Carlo computer simulation, several properties that characterize the damage spreading in the Ising model, defined in Bravais lattices (the square and the triangular lattices) and in the Sierpinski Gasket. First, we investigated the antiferromagnetic model in the triangular lattice with uniform magnetic field, by Glauber dynamics; The chaotic-frozen critical frontier that we obtained coincides , within error bars, with the paramegnetic-ferromagnetic frontier of the static transition. Using heat-bath dynamics, we have studied the ferromagnetic model in the Sierpinski Gasket: We have shown that there are two times that characterize the relaxation of the damage: One of them satisfy the generalized scaling theory proposed by Henley (critical exponent z~A/T for low temperatures). On the other hand, the other time does not obey any of the known scaling theories. Finally, we have used methods of time series analysis to study in Glauber dynamics, the damage in the ferromagnetic Ising model on a square lattice. We have obtained a Hurst exponent with value 0.5 in high temperatures and that grows to 1, close to the temperature TD, that separates the chaotic and the frozen phases

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The study of sunspots consistently contributed to a better understanding of magnetic phenomena of the Sun, as its activity. It was found with the dynamics of sunspots that the Sun has a rotation period of twenty-seven days around your axis. With the help of Project Sun-As-A-Star that solar spectra obtained for more than thirty years we observed oscillations of both the depth of the spectral line and its equivalent width, and analysis of the return information about the characteristics of solar magnetism. It also aims to find patterns of solar magnetic activity cycle and the average period of rotation of the Sun will indicate the spectral lines that are sensitive to magnetic activity and which are not. Sensitive lines how Ti II 5381.0 Å stands as the best indicator of the solar rotation period and also shows different periods of rotation cycles of minimum and maximum magnetic activity. It is the first time we observe clearly distinct rotation periods in the different cycles. The analysis also shows that Ca II 8542.1 Å and HI 6562.0 Å indicate the cycle of magnetic activity of eleven years. Some spectral lines no indicated connection with solar activity, this result can help us search for programs planets using spectroscopic models. Data analysis was performed using the Lomb-Scargle method that makes the time series analysis for unequally spaced data. Observe different rotation periods in the cycles of magnetic activity accounts for a discussion has been debated for many decades. We verified that spectroscopy can also specify the period of stellar rotation, thus being able to generalize the method to other stars

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Stellar differential rotation is an important key to understand hydromagnetic stellar dynamos, instabilities, and transport processes in stellar interiors as well as for a better treatment of tides in close binary and star-planet systems. The space-borne high-precision photometry with MOST, CoRoT, and Kepler has provided large and homogeneous datasets. This allows, for the first time, the study of differential rotation statistically robust samples covering almost all stages of stellar evolution. In this sense, we introduce a method to measure a lower limit to the amplitude of surface differential rotation from high-precision evenly sampled photometric time series such as those obtained by space-borne telescopes. It is designed for application to main-sequence late-type stars whose optical flux modulation is dominated by starspots. An autocorrelation of the time series is used to select stars that allow an accurate determination of spot rotation periods. A simple two-spot model is applied together with a Bayesian Information Criterion to preliminarily select intervals of the time series showing evidence of differential rotation with starspots of almost constant area. Finally, the significance of the differential rotation detection and a measurement of its amplitude and uncertainty are obtained by an a posteriori Bayesian analysis based on a Monte Carlo Markov Chain (hereafter MCMC) approach. We apply our method to the Sun and eight other stars for which previous spot modelling has been performed to compare our results with previous ones. The selected stars are of spectral type F, G and K. Among the main results of this work, We find that autocorrelation is a simple method for selecting stars with a coherent rotational signal that is a prerequisite to a successful measurement of differential rotation through spot modelling. For a proper MCMC analysis, it is necessary to take into account the strong correlations among different parameters that exists in spot modelling. For the planethosting star Kepler-30, we derive a lower limit to the relative amplitude of the differential rotation. We confirm that the Sun as a star in the optical passband is not suitable for a measurement of the differential rotation owing to the rapid evolution of its photospheric active regions. In general, our method performs well in comparison with more sophisticated procedures used until now in the study of stellar differential rotation

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The interest in the systematic analysis of astronomical time series data, as well as development in astronomical instrumentation and automation over the past two decades has given rise to several questions of how to analyze and synthesize the growing amount of data. These data have led to many discoveries in the areas of modern astronomy asteroseismology, exoplanets and stellar evolution. However, treatment methods and data analysis have failed to follow the development of the instruments themselves, although much effort has been done. In present thesis, we propose new methods of data analysis and two catalogs of the variable stars that allowed the study of rotational modulation and stellar variability. Were analyzed the photometric databases fromtwo distinctmissions: CoRoT (Convection Rotation and planetary Transits) and WFCAM (Wide Field Camera). Furthermore the present work describes several methods for the analysis of photometric data besides propose and refine selection techniques of data using indices of variability. Preliminary results show that variability indices have an efficiency greater than the indices most often used in the literature. An efficient selection of variable stars is essential to improve the efficiency of all subsequent steps. Fromthese analyses were obtained two catalogs; first, fromtheWFCAMdatabase we achieve a catalog with 319 variable stars observed in the photometric bands Y ZJHK. These stars show periods ranging between ∼ 0, 2 to ∼ 560 days whose the variability signatures present RR-Lyrae, Cepheids , LPVs, cataclysmic variables, among many others. Second, from the CoRoT database we selected 4, 206 stars with typical signatures of rotationalmodulation, using a supervised process. These stars show periods ranging between ∼ 0, 33 to ∼ 92 days, amplitude variability between ∼ 0, 001 to ∼ 0, 5 mag, color index (J - H) between ∼ 0, 0 to ∼ 1, 4 mag and spectral type CoRoT FGKM. The WFCAM variable stars catalog is being used to compose a database of light curves to be used as template in an automatic classifier for variable stars observed by the project VVV (Visible and Infrared Survey Telescope for Astronomy) moreover it are a fundamental start point to study different scientific cases. For example, a set of 12 young stars who are in a star formation region and the study of RR Lyrae-whose properties are not well established in the infrared. Based on CoRoT results we were able to show, for the first time, the rotational modulation evolution for an wide homogeneous sample of field stars. The results are inagreement with those expected by the stellar evolution theory. Furthermore, we identified 4 solar-type stars ( with color indices, spectral type, luminosity class and rotation period close to the Sun) besides 400 M-giant stars that we have a special interest to forthcoming studies. From the solar-type stars we can describe the future and past of the Sun while properties of M-stars are not well known. Our results allow concluded that there is a high dependence of the color-period diagram with the reddening in which increase the uncertainties of the age-period realized by previous works using CoRoT data. This thesis provides a large data-set for different scientific works, such as; magnetic activity, cataclysmic variables, brown dwarfs, RR-Lyrae, solar analogous, giant stars, among others. For instance, these data will allow us to study the relationship of magnetic activitywith stellar evolution. Besides these aspects, this thesis presents an improved classification for a significant number of stars in the CoRoT database and introduces a new set of tools that can be used to improve the entire process of the photometric databases analysis

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Peng was the first to work with the Technical DFA (Detrended Fluctuation Analysis), a tool capable of detecting auto-long-range correlation in time series with non-stationary. In this study, the technique of DFA is used to obtain the Hurst exponent (H) profile of the electric neutron porosity of the 52 oil wells in Namorado Field, located in the Campos Basin -Brazil. The purpose is to know if the Hurst exponent can be used to characterize spatial distribution of wells. Thus, we verify that the wells that have close values of H are spatially close together. In this work we used the method of hierarchical clustering and non-hierarchical clustering method (the k-mean method). Then compare the two methods to see which of the two provides the best result. From this, was the parameter � (index neighborhood) which checks whether a data set generated by the k- average method, or at random, so in fact spatial patterns. High values of � indicate that the data are aggregated, while low values of � indicate that the data are scattered (no spatial correlation). Using the Monte Carlo method showed that combined data show a random distribution of � below the empirical value. So the empirical evidence of H obtained from 52 wells are grouped geographically. By passing the data of standard curves with the results obtained by the k-mean, confirming that it is effective to correlate well in spatial distribution

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This work has as main objective to find mathematical models based on linear parametric estimation techniques applied to the problem of calculating the grow of gas in oil wells. In particular we focus on achieving grow models applied to the case of wells that produce by plunger-lift technique on oil rigs, in which case, there are high peaks in the grow values that hinder their direct measurement by instruments. For this, we have developed estimators based on recursive least squares and make an analysis of statistical measures such as autocorrelation, cross-correlation, variogram and the cumulative periodogram, which are calculated recursively as data are obtained in real time from the plant in operation; the values obtained for these measures tell us how accurate the used model is and how it can be changed to better fit the measured values. The models have been tested in a pilot plant which emulates the process gas production in oil wells

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In this work, the study of some complex systems is done with use of two distinct procedures. In the first part, we have studied the usage of Wavelet transform on analysis and characterization of (multi)fractal time series. We have test the reliability of Wavelet Transform Modulus Maxima method (WTMM) in respect to the multifractal formalism, trough the calculation of the singularity spectrum of time series whose fractality is well known a priori. Next, we have use the Wavelet Transform Modulus Maxima method to study the fractality of lungs crackles sounds, a biological time series. Since the crackles sounds are due to the opening of a pulmonary airway bronchi, bronchioles and alveoli which was initially closed, we can get information on the phenomenon of the airway opening cascade of the whole lung. Once this phenomenon is associated with the pulmonar tree architecture, which displays fractal geometry, the analysis and fractal characterization of this noise may provide us with important parameters for comparison between healthy lungs and those affected by disorders that affect the geometry of the tree lung, such as the obstructive and parenchymal degenerative diseases, which occurs, for example, in pulmonary emphysema. In the second part, we study a site percolation model for square lattices, where the percolating cluster grows governed by a control rule, corresponding to a method of automatic search. In this model of percolation, which have characteristics of self-organized criticality, the method does not use the automated search on Leaths algorithm. It uses the following control rule: pt+1 = pt + k(Rc − Rt), where p is the probability of percolation, k is a kinetic parameter where 0 < k < 1 and R is the fraction of percolating finite square lattices with side L, LxL. This rule provides a time series corresponding to the dynamical evolution of the system, in particular the likelihood of percolation p. We proceed an analysis of scaling of the signal obtained in this way. The model used here enables the study of the automatic search method used for site percolation in square lattices, evaluating the dynamics of their parameters when the system goes to the critical point. It shows that the scaling of , the time elapsed until the system reaches the critical point, and tcor, the time required for the system loses its correlations, are both inversely proportional to k, the kinetic parameter of the control rule. We verify yet that the system has two different time scales after: one in which the system shows noise of type 1 f , indicating to be strongly correlated. Another in which it shows white noise, indicating that the correlation is lost. For large intervals of time the dynamics of the system shows ergodicity

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

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A Sigatoka-negra (Mycosphaerella fijiensis) ameaça os bananais comerciais em todas as áreas produtoras do mundo e provoca danos quantitativos e qualitativos na produção, acarretando sérios prejuízos financeiros. Faz-se necessário o estudo da vulnerabilidade das plantas em diversos estádios de desenvolvimento e das condições climáticas favoráveis à ocorrência da doença. Objetivou-se com este trabalho desenvolver um modelo probabilístico baseado em funções polinomiais que represente o risco de ocorrência da Sigatokanegra em função da vulnerabilidade decorrente de fatores intrínsecos à planta e ao ambiente. Realizou-se um estudo de caso, em bananal comercial localizado em Jacupiranga, Vale do Ribeira, SP, considerando o monitoramento semanal do estado da evolução da doença, séries temporais de dados meteorológicos e dados de sensoriamento remoto. Foram gerados mapas georreferenciados do risco da Sigatoka-negra em diferentes épocas do ano. Um modelo para estimar a evolução da doença a partir de imagens de satélite foi obtido com coeficiente de determinação R² igual a 0,9. A metodologia foi desenvolvida para a detecção de épocas e locais que reúnem condições favoráveis à ocorrência da Sigatoka-negra e pode ser aplicada, com os devidos ajustes, em diferentes localidades, para avaliar o risco da ocorrência da doença em polos produtores de banana.

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OBJETIVO: Dentre os efeitos da poluição ambiental na saúde da criança, destaca-se o aumento de internações por pneumonias. O objetivo do estudo foi estimar a associação dessas internações com o aumento dos poluentes atmosféricos. MÉTODOS: Trata-se de estudo ecológico de séries temporais, realizado na cidade de São José dos Campos, SP, nos anos de 2000 e 2001. Foram utilizados dados diários sobre o número de internações por pneumonia, dados diários de poluentes (SO2, O3 e PM10) e de temperatura e umidade do clima. Foram estimadas as correlações entre as variáveis de interesse pelo coeficiente de Pearson. Para estimar a associação entre as internações por pneumonia e a poluição atmosférica, utilizaram-se modelos aditivos generalizados de regressão de Poisson. Foram estimados os acréscimos das internações por pneumonia para o intervalo interquartil para cada um dos poluentes estudados, com um intervalo de confiança de 95% RESULTADOS: Os três poluentes apresentaram efeitos defasados nas internações por pneumonia, iniciada três a quatro dias após a exposição e decaindo rapidamente. Na estimativa de efeito acumulado de oito dias observou-se ao longo desse período que para aumentos de 24,7 µg/m³ na concentração média de PM10 houve um acréscimo de 9,8% nas internações. CONCLUSÕES: O estudo confirma que o potencial deletério dos poluentes do ar sobre a saúde pode ser detectado, também, em cidades de médio porte. A magnitude do efeito foi semelhante ao observado na cidade de São Paulo. Além disso, mostra a elevada susceptibilidade das crianças aos efeitos adversos advindos da exposição aos contaminantes atmosféricos.

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The objective of this work was to carry a descriptive analysis in the monthly precipitation of rainfall stations from Rio de Janeiro State, Brazil, using data of position and dispersion and graphical analyses, and to verify the presence of seasonality and trend in these data, with a study about the application of models of time series. The descriptive statistics was to characterize the general behavior of the series in three stations selected which present consistent historical series. The methodology of analysis of variance in randomized blocks and the determination of models of multiple linear regression, considering years and months as predictors variables, disclosed the presence of seasonality, what allowed to infer on the occurrence of repetitive natural phenomena throughout the time and absence of trend in the data. It was applied the methodology of multiple linear regression to removal the seasonality of these time series. The original data had been deducted from the estimates made by the adjusted model and the analysis of variance in randomized blocks for the residues of regression was preceded again. With the results obtained it was possible to conclude that the monthly rainfall present seasonality and they don't present trend, the analysis of multiple regression was efficient in the removal of the seasonality, and the rainfall can be studied by means of time series.

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

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Pós-graduação em Pesquisa e Desenvolvimento (Biotecnologia Médica) - FMB