Análise de DFA e de agrupamento do perfil de densidade de poços de petróleo

In recent years, the DFA introduced by Peng, was established as an important tool capable of detecting long-range autocorrelation in time series with non-stationary. This technique has been successfully applied to various areas such as: Econophysics, Biophysics, Medicine, Physics and Climatology. In this study, we used the DFA technique to obtain the Hurst exponent (H) of the profile of electric density profile (RHOB) of 53 wells resulting from the Field School of Namorados. In this work we want to know if we can or not use H to spatially characterize the spatial data field. Two cases arise: In the first a set of H reflects the local geology, with wells that are geographically closer showing similar H, and then one can use H in geostatistical procedures. In the second case each well has its proper H and the information of the well are uncorrelated, the profiles show only random fluctuations in H that do not show any spatial structure. Cluster analysis is a method widely used in carrying out statistical analysis. In this work we use the non-hierarchy method of k-means. In order to verify whether a set of data generated by the k-means method shows spatial patterns, we create the parameter Ω (index of neighborhood). High Ω shows more aggregated data, low Ω indicates dispersed or data without spatial correlation. With help of this index and the method of Monte Carlo. Using Ω index we verify that random cluster data shows a distribution of Ω that is lower than actual cluster Ω. Thus we conclude that the data of H obtained in 53 wells are grouped and can be used to characterize space patterns. The analysis of curves level confirmed the results of the k-means

GIS-integrated mathematical modeling of social phenomena at macro- and micro- levels—a multivariate geographically-weighted regression model for identifying locations vulnerable to hosting terrorist safe-houses: France as case study

Adaptability and invisibility are hallmarks of modern terrorism, and keeping pace with its dynamic nature presents a serious challenge for societies throughout the world. Innovations in computer science have incorporated applied mathematics to develop a wide array of predictive models to support the variety of approaches to counterterrorism. Predictive models are usually designed to forecast the location of attacks. Although this may protect individual structures or locations, it does not reduce the threat—it merely changes the target. While predictive models dedicated to events or social relationships receive much attention where the mathematical and social science communities intersect, models dedicated to terrorist locations such as safe-houses (rather than their targets or training sites) are rare and possibly nonexistent. At the time of this research, there were no publically available models designed to predict locations where violent extremists are likely to reside. This research uses France as a case study to present a complex systems model that incorporates multiple quantitative, qualitative and geospatial variables that differ in terms of scale, weight, and type. Though many of these variables are recognized by specialists in security studies, there remains controversy with respect to their relative importance, degree of interaction, and interdependence. Additionally, some of the variables proposed in this research are not generally recognized as drivers, yet they warrant examination based on their potential role within a complex system. This research tested multiple regression models and determined that geographically-weighted regression analysis produced the most accurate result to accommodate non-stationary coefficient behavior, demonstrating that geographic variables are critical to understanding and predicting the phenomenon of terrorism. This dissertation presents a flexible prototypical model that can be refined and applied to other regions to inform stakeholders such as policy-makers and law enforcement in their efforts to improve national security and enhance quality-of-life.

Hilbert Space Valued Signal Plus Noise Models: Analysis of Structural Breaks under High Dimensionality and Temporal Dependence

This thesis is concerned with change point analysis for time series, i.e. with detection of structural breaks in time-ordered, random data. This long-standing research field regained popularity over the last few years and is still undergoing, as statistical analysis in general, a transformation to high-dimensional problems. We focus on the fundamental »change in the mean« problem and provide extensions of the classical non-parametric Darling-Erdős-type cumulative sum (CUSUM) testing and estimation theory within highdimensional Hilbert space settings. In the first part we contribute to (long run) principal component based testing methods for Hilbert space valued time series under a rather broad (abrupt, epidemic, gradual, multiple) change setting and under dependence. For the dependence structure we consider either traditional m-dependence assumptions or more recently developed m-approximability conditions which cover, e.g., MA, AR and ARCH models. We derive Gumbel and Brownian bridge type approximations of the distribution of the test statistic under the null hypothesis of no change and consistency conditions under the alternative. A new formulation of the test statistic using projections on subspaces allows us to simplify the standard proof techniques and to weaken common assumptions on the covariance structure. Furthermore, we propose to adjust the principal components by an implicit estimation of a (possible) change direction. This approach adds flexibility to projection based methods, weakens typical technical conditions and provides better consistency properties under the alternative. In the second part we contribute to estimation methods for common changes in the means of panels of Hilbert space valued time series. We analyze weighted CUSUM estimates within a recently proposed »high-dimensional low sample size (HDLSS)« framework, where the sample size is fixed but the number of panels increases. We derive sharp conditions on »pointwise asymptotic accuracy« or »uniform asymptotic accuracy« of those estimates in terms of the weighting function. Particularly, we prove that a covariance-based correction of Darling-Erdős-type CUSUM estimates is required to guarantee uniform asymptotic accuracy under moderate dependence conditions within panels and that these conditions are fulfilled, e.g., by any MA(1) time series. As a counterexample we show that for AR(1) time series, close to the non-stationary case, the dependence is too strong and uniform asymptotic accuracy cannot be ensured. Finally, we conduct simulations to demonstrate that our results are practically applicable and that our methodological suggestions are advantageous.

A principal component approach to space-based gravitational wave astronomy

The current approach to data analysis for the Laser Interferometry Space Antenna (LISA) depends on the time delay interferometry observables (TDI) which have to be generated before any weak signal detection can be performed. These are linear combinations of the raw data with appropriate time shifts that lead to the cancellation of the laser frequency noises. This is possible because of the multiple occurrences of the same noises in the different raw data. Originally, these observables were manually generated starting with LISA as a simple stationary array and then adjusted to incorporate the antenna's motions. However, none of the observables survived the flexing of the arms in that they did not lead to cancellation with the same structure. The principal component approach is another way of handling these noises that was presented by Romano and Woan which simplified the data analysis by removing the need to create them before the analysis. This method also depends on the multiple occurrences of the same noises but, instead of using them for cancellation, it takes advantage of the correlations that they produce between the different readings. These correlations can be expressed in a noise (data) covariance matrix which occurs in the Bayesian likelihood function when the noises are assumed be Gaussian. Romano and Woan showed that performing an eigendecomposition of this matrix produced two distinct sets of eigenvalues that can be distinguished by the absence of laser frequency noise from one set. The transformation of the raw data using the corresponding eigenvectors also produced data that was free from the laser frequency noises. This result led to the idea that the principal components may actually be time delay interferometry observables since they produced the same outcome, that is, data that are free from laser frequency noise. The aims here were (i) to investigate the connection between the principal components and these observables, (ii) to prove that the data analysis using them is equivalent to that using the traditional observables and (ii) to determine how this method adapts to real LISA especially the flexing of the antenna. For testing the connection between the principal components and the TDI observables a 10x 10 covariance matrix containing integer values was used in order to obtain an algebraic solution for the eigendecomposition. The matrix was generated using fixed unequal arm lengths and stationary noises with equal variances for each noise type. Results confirm that all four Sagnac observables can be generated from the eigenvectors of the principal components. The observables obtained from this method however, are tied to the length of the data and are not general expressions like the traditional observables, for example, the Sagnac observables for two different time stamps were generated from different sets of eigenvectors. It was also possible to generate the frequency domain optimal AET observables from the principal components obtained from the power spectral density matrix. These results indicate that this method is another way of producing the observables therefore analysis using principal components should give the same results as that using the traditional observables. This was proven by fact that the same relative likelihoods (within 0.3%) were obtained from the Bayesian estimates of the signal amplitude of a simple sinusoidal gravitational wave using the principal components and the optimal AET observables. This method fails if the eigenvalues that are free from laser frequency noises are not generated. These are obtained from the covariance matrix and the properties of LISA that are required for its computation are the phase-locking, arm lengths and noise variances. Preliminary results of the effects of these properties on the principal components indicate that only the absence of phase-locking prevented their production. The flexing of the antenna results in time varying arm lengths which will appear in the covariance matrix and, from our toy model investigations, this did not prevent the occurrence of the principal components. The difficulty with flexing, and also non-stationary noises, is that the Toeplitz structure of the matrix will be destroyed which will affect any computation methods that take advantage of this structure. In terms of separating the two sets of data for the analysis, this was not necessary because the laser frequency noises are very large compared to the photodetector noises which resulted in a significant reduction in the data containing them after the matrix inversion. In the frequency domain the power spectral density matrices were block diagonals which simplified the computation of the eigenvalues by allowing them to be done separately for each block. The results in general showed a lack of principal components in the absence of phase-locking except for the zero bin. The major difference with the power spectral density matrix is that the time varying arm lengths and non-stationarity do not show up because of the summation in the Fourier transform.

Why does the Euro fail? The DCCA approach

The present crisis in the Euro is one of the most serious crises reported in history. The fact that different countries that adopted the Euro have different conditions to support asymmetric shocks in their economies could explain some of the consequences currently affecting the Eurozone. In this paper we apply detrended cross-correlation analysis and its cross correlation coefficient to evaluate the degree of financial integration of the first set of countries to adopt the common currency. Since time series used in these studies are known to be non-stationary, DCCA is suited to study it. It is the first time this methodology has been applied to study financial integration. We conclude that the degree of financial integration is unequal in several countries using the common currency. The fact that countries like Greece, Ireland or Portugal are the ones facing most problems in verification of the parity used in this paper could help to explain the present instability in the Eurozone.

Non-linear refined finite element elastic analysis of steel frames with generalized transverse member loads

In the finite element modelling of steel frames, external loads usually act along the members rather than at the nodes only. Conventionally, when a member is subjected to these transverse loads, they are converted to nodal forces which act at the ends of the elements into which the member is discretised by either lumping or consistent nodal load approaches. For a contemporary geometrically non-linear analysis in which the axial force in the member is large, accurate solutions are achieved by discretising the member into many elements, which can produce unfavourable consequences on the efficacy of the method for analysing large steel frames. Herein, a numerical technique to include the transverse loading in the non-linear stiffness formulation for a single element is proposed, and which is able to predict the structural responses of steel frames involving the effects of first-order member loads as well as the second-order coupling effect between the transverse load and the axial force in the member. This allows for a minimal discretisation of a frame for second-order analysis. For those conventional analyses which do include transverse member loading, prescribed stiffness matrices must be used for the plethora of specific loading patterns encountered. This paper shows, however, that the principle of superposition can be applied to the equilibrium condition, so that the form of the stiffness matrix remains unchanged with only the magnitude of the loading being needed to be changed in the stiffness formulation. This novelty allows for a very useful generalised stiffness formulation for a single higher-order element with arbitrary transverse loading patterns to be formulated. The results are verified using analytical stability function studies, as well as with numerical results reported by independent researchers on several simple structural frames.

Novel non-linear elastic structural analysis with generalised transverse element loads using a refined finite element

In the finite element modelling of structural frames, external loads such as wind loads, dead loads and imposed loads usually act along the elements rather than at the nodes only. Conventionally, when an element is subjected to these general transverse element loads, they are usually converted to nodal forces acting at the ends of the elements by either lumping or consistent load approaches. In addition, it is especially important for an element subjected to the first- and second-order elastic behaviour, to which the steel structure is critically prone to; in particular the thin-walled steel structures, when the stocky element section may be generally critical to the inelastic behaviour. In this sense, the accurate first- and second-order elastic displacement solutions of element load effect along an element is vitally crucial, but cannot be simulated using neither numerical nodal nor consistent load methods alone, as long as no equilibrium condition is enforced in the finite element formulation, which can inevitably impair the structural safety of the steel structure particularly. It can be therefore regarded as a unique element load method to account for the element load nonlinearly. If accurate displacement solution is targeted for simulating the first- and second-order elastic behaviour on an element on the basis of sophisticated non-linear element stiffness formulation, the numerous prescribed stiffness matrices must indispensably be used for the plethora of specific transverse element loading patterns encountered. In order to circumvent this shortcoming, the present paper proposes a numerical technique to include the transverse element loading in the non-linear stiffness formulation without numerous prescribed stiffness matrices, and which is able to predict structural responses involving the effect of first-order element loads as well as the second-order coupling effect between the transverse load and axial force in the element. This paper shows that the principle of superposition can be applied to derive the generalized stiffness formulation for element load effect, so that the form of the stiffness matrix remains unchanged with respect to the specific loading patterns, but with only the magnitude of the loading (element load coefficients) being needed to be adjusted in the stiffness formulation, and subsequently the non-linear effect on element loadings can be commensurate by updating the magnitude of element load coefficients through the non-linear solution procedures. In principle, the element loading distribution is converted into a single loading magnitude at mid-span in order to provide the initial perturbation for triggering the member bowing effect due to its transverse element loads. This approach in turn sacrifices the effect of element loading distribution except at mid-span. Therefore, it can be foreseen that the load-deflection behaviour may not be as accurate as those at mid-span, but its discrepancy is still trivial as proved. This novelty allows for a very useful generalised stiffness formulation for a single higher-order element with arbitrary transverse loading patterns to be formulated. Moreover, another significance of this paper is placed on shifting the nodal response (system analysis) to both nodal and element response (sophisticated element formulation). For the conventional finite element method, such as the cubic element, all accurate solutions can be only found at node. It means no accurate and reliable structural safety can be ensured within an element, and as a result, it hinders the engineering applications. The results of the paper are verified using analytical stability function studies, as well as with numerical results reported by independent researchers on several simple frames.

On Games on Non-Wellfounded Sets and Stationary Sets

In this thesis we study a few games related to non-wellfounded and stationary sets. Games have turned out to be an important tool in mathematical logic ranging from semantic games defining the truth of a sentence in a given logic to for example games on real numbers whose determinacies have important effects on the consistency of certain large cardinal assumptions. The equality of non-wellfounded sets can be determined by a so called bisimulation game already used to identify processes in theoretical computer science and possible world models for modal logic. Here we present a game to classify non-wellfounded sets according to their branching structure. We also study games on stationary sets moving back to classical wellfounded set theory. We also describe a way to approximate non-wellfounded sets with hereditarily finite wellfounded sets. The framework used to do this is domain theory. In the Banach-Mazur game, also called the ideal game, the players play a descending sequence of stationary sets and the second player tries to keep their intersection stationary. The game is connected to precipitousness of the corresponding ideal. In the pressing down game first player plays regressive functions defined on stationary sets and the second player responds with a stationary set where the function is constant trying to keep the intersection stationary. This game has applications in model theory to the determinacy of the Ehrenfeucht-Fraisse game. We show that it is consistent that these games are not equivalent.

Stationary processes for object detection and non-rigid structure-from-motion

Stationary processes are random variables whose value is a signal and whose distribution is invariant to translation in the domain of the signal. They are intimately connected to convolution, and therefore to the Fourier transform, since the covariance matrix of a stationary process is a Toeplitz matrix, and Toeplitz matrices are the expression of convolution as a linear operator. This thesis utilises this connection in the study of i) efficient training algorithms for object detection and ii) trajectory-based non-rigid structure-from-motion.

Fast analysis of capillary electrochromatography with non-porous ODS as the stationary phase

High-speed capillary electrochromatography was developed on both short and long packed columns with 2 mu m non-porous ODS as the stationary phase. Factors that affect the analysis time of samples, such as voltage, electrolyte concentration, pH and organic modifier concentration in the mobile phase, were studied systematically. Fast analysis of aromatic compounds within 13 seconds was realized with column efficiency of 573,000 plates/m and a R.S.D.% of the retention times of all components in 8 consecutive injections below 1.0%. which demonstrated the high efficiency and high reproducibility of such a technique. In addition, DNPH derived aldehydes and ketones in both standards and environmental samples were separated with high speed.

Non-convex dynamic economic/environmental dispatch with plug-in electric vehicle loads

Electric vehicles are a key prospect for future transportation. A large penetration of electric vehicles has the potential to reduce the global fossil fuel consumption and hence the greenhouse gas emissions and air pollution. However, the additional stochastic loads imposed by plug-in electric vehicles will possibly introduce significant changes to existing load profiles. In his paper, electric vehicles loads are integrated into an 5-unit system using a non-convex dynamic dispatch model. The actual infrastructure characteristics including valve-point effects, load balance constrains and transmission loss have been included in the model. Multiple load profiles are comparatively studied and compared in terms of economic and environmental impacts in order o identify patterns to charge properly. The study as expected shows ha off-peak charging is the best scenario with respect to using less fuels and producing less emissions.

Aging and stationary properties of non-equilibrium symmetrical three-state models

We consider a non-equilibrium three-state model whose dynamics is Markovian and displays the same symmetry as the three-state Potts model, i.e. the transition rates are invariant under the cyclic permutation of the states. Unlike the Potts model, detailed balance is, in general, not satisfied. The aging and the stationary properties of the model defined on a square lattice are obtained by means of large-scale Monte Carlo simulations. We show that the phase diagram presents a critical line, belonging to the three-state Potts universality class, that ends at a point whose universality class is that of the Voter model. Aging is considered on the critical line, at the Voter point and in the ferromagnetic phase.

Dominant-non-dominant asymmetry of kicking a stationary and rolling ball in a futsal context

The aim of this study was to analyse the characteristics of the asymmetries in the dominant and non-dominant limbs when kicking stationary and rolling balls. Ten experienced Brazilian amateur futsal players participated in this study. Each participant performed kicks under two conditions (stationary ball vs. rolling ball) with the dominant and non-dominant limbs (five kicks per condition per limb). We analysed the kicking accuracy, ball and foot velocities, angular joint displacement and velocity. The asymmetry between the dominant and non-dominant limbs was analysed by symmetry index and two-way repeated measures ANOVA. The results did not reveal any interaction between the condition and limb for ball velocity, foot velocity and accuracy. However, kicking with the dominant limb in both kicks showed higher ball velocity (stationary ball: dominant - 24.27 ± 2.21 m · s(-1) and non-dominant - 21.62 ± 2.26 m · s(-1); rolling ball: dominant - 23.88 ± 2.71 m · s(-1) and non-dominant - 21.42 ± 2.25 m · s(-1)), foot velocity (stationary ball: dominant - 17.61 ± 1.87 m · s(-1) and non-dominant - 15.58 ± 2.69 m · s(-1); rolling ball: dominant - 17.25 ± 2.26 m · s(-1) and non-dominant - 14.77 ± 2.35 m · s(-1)) and accuracy (stationary ball: dominant - 1.17 ± 0.84 m and non-dominant - 1.56 ± 1.30 m; rolling ball: dominant - 1.31 ± 0.91 m and non-dominant - 1.97 ± 1.44 m). In addition, the angular joint adjustments were dependent on the limb in both kicks (the kicks with non-dominant limb showed lower hip external rotation than the kicks with the dominant limb), indicating that the hip joint is important in kick performance. In conclusion, the kicks with the non-dominant limb showed different angular adjustments in comparison to kicks with the dominant limb. In addition, kicking a rolling ball with the non-dominant limb showed higher asymmetry for accuracy, indicating that complex kicks are more asymmetric.

A quasi stationary approach to drying kinetics of cylindrical food particulates in a heat pump asisted fluid bed dryer

Experiments were undertaken to study drying kinetics of moist cylindrical shaped food particulates during fluidised bed drying. Cylindrical particles were prepared from Green beans with three different length:diameter ratios, 3:1, 2:1 and 1:1. A batch fluidised bed dryer connected to a heat pump system was used for the experimentation. A Heat pump and fluid bed combination was used to increase overall energy efficiency and achieve higher drying rates. Drying kinetics, were evaluated with non-dimensional moisture at three different drying temperatures of 30, 40 and 50o C. Numerous mathematical models can be used to calculate drying kinetics ranging from analytical models with simplified assumptions to empirical models built by regression using experimental data. Empirical models are commonly used for various food materials due to their simpler approach. However problems in accuracy, limits the applications of empirical models. Some limitations of empirical models could be reduced by using semi-empirical models based on heat and mass transfer of the drying operation. One such method is the quasi-stationary approach. In this study, a modified quasi-stationary approach was used to model drying kinetics of the cylindrical food particles at three drying temperatures.