Self-affinity in financial asset returns

We test for departures from normal and independent and identically distributed (NIID) log returns, for log returns under the alternative hypothesis that are self-affine and either long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moments. The finite sample performance of estimators of the two forms of self-affinity is explored in a simulation study. In contrast to rescaled range analysis and other conventional estimation methods, the variant of fluctuation analysis that considers finite sample moments only is able to identify both forms of self-affinity. When log returns are self-affine and long-range dependent under the alternative hypothesis, however, rescaled range analysis has higher power than fluctuation analysis. The techniques are illustrated by means of an analysis of the daily log returns for the indices of 11 stock markets of developed countries. Several of the smaller stock markets by capitalization exhibit evidence of long-range dependence in log returns. © 2012 Elsevier Inc. All rights reserved.

A fuzzy clustering approach to a demand response model

This paper proposes a novel demand response model using a fuzzy subtractive cluster approach. The model development provides support to domestic consumer decisions on controllable loads management, considering consumers' consumption needs and the appropriate load shape or rescheduling in order to achieve possible economic benefits. The model based on fuzzy subtractive clustering method considers clusters of domestic consumption covering an adequate consumption range. Analysis of different scenarios is presented considering available electric power and electric energy prices. Simulation results are presented and conclusions of the proposed demand response model are discussed. (C) 2016 Elsevier Ltd. All rights reserved.

A fuzzy clustering approach to a demand response model

This paper proposes a novel demand response model using a fuzzy subtractive cluster approach. The model development provides support to domestic consumer decisions on controllable loads management, considering consumers’ consumption needs and the appropriate load shape or rescheduling in order to achieve possible economic benefits. The model based on fuzzy subtractive clustering method considers clusters of domestic consumption covering an adequate consumption range. Analysis of different scenarios is presented considering available electric power and electric energy prices. Simulation results are presented and conclusions of the proposed demand response model are discussed.

A fuzzy clustering approach to a demand response model

This paper proposes a novel demand response model using a fuzzy subtractive cluster approach. The model development provides support to domestic consumer decisions on controllable loads management, considering consumers’ consumption needs and the appropriate load shape or rescheduling in order to achieve possible economic benefits. The model based on fuzzy subtractive clustering method considers clusters of domestic consumption covering an adequate consumption range. Analysis of different scenarios is presented considering available electric power and electric energy prices. Simulation results are presented and conclusions of the proposed demand response model are discussed.

Análise do desempenho muscular do quadríceps e dos isquiotibiais em função da série temporal e da amplitude de movimento de atletas amadoras de futsal feminino = : Analysis of muscle performance of the quadriceps and hamstrings as a function of the times series and range of motion of amateurfemale futsal athletes

Universidade Estadual de Campinas . Faculdade de Educação Física

Sequence analysis, chromosomal distribution and long-range organization show that rapid turnover of new and old pBuM satellite DNA repeats leads to different patterns of variation in seven species of the Drosophila buzzatii cluster

We aimed to study patterns of variation and factors influencing the evolutionary dynamics of a satellite DNA, pBuM, in all seven Drosophila species from the buzzatii cluster (repleta group). We analyzed 117 alpha pBuM-1 (monomer length 190 bp) and 119 composite alpha/beta (370 bp) pBuM-2 repeats and determined the chromosome location and long-range organization on DNA fibers of major sequence variants. Such combined methodologies in the study of satDNAs have been used in very few organisms. In most species, concerted evolution is linked to high copy number of pBuM repeats. Species presenting low-abundance and scattered distributed pBuM repeats did not undergo concerted evolution and maintained part of the ancestral inter-repeat variability. The alpha and alpha/beta repeats colocalized in heterochromatic regions and were distributed on multiple chromosomes, with notable differences between species. High-resolution FISH revealed array sizes of a few kilobases to over 0.7 Mb and mutual arrangements of alpha and alpha/beta repeats along the same DNA fibers, but with considerable changes in the amount of each variant across species. From sequence, chromosomal and phylogenetic data, we could infer that homogenization and amplification events involved both new and ancestral pBuM variants. Altogether, the data on the structure and organization of the pBuM satDNA give insights into genome evolution including mechanisms that contribute to concerted evolution and diversification.

A Comparison of the Home Range Sizes of Mainland and Island Populations of Black-Faced Lion Tamarins (Leontopithecus caissara) Using Different Spatial Analysis

The critically endangered black-faced lion tamarin, Leontopithecus caissara, has a restricted geographical distribution consisting of small mainland and island populations, each with distinct habitats in coastal southeastern Brazil. Necessary conservation management actions require an assessment of whether differences in habitats are reflected in use of space by the species. We studied two tamarin groups on the mainland at Sao Paulo state between August 2005 and March 2007, and compared the results with data from Superagui Island. Three home range estimators were used: minimum convex polygon (MCP), Kernel, and the new technique presented dissolved monthly polygons (DMP). These resulted, respectively, in home ranges of 345, 297, and 282 ha for the 12-month duration of the study. Spatial overlap of mainland groups was extensive, whereas temporal overlap was not, a pattern that indicates resource partitioning is an important strategy to avoid intraspecific competition. L. caissara large home ranges seem to be dynamic, with constant incorporation of new areas and abandonment of others through time. The main difference between mainland and island groups is the amount and variety of sleeping sites. A better understanding of the home range sizes, day range lengths, and territorial behavior of this species will aid in developing better management strategies for its protection. Additionally, the presented DMP protocol is a useful improvement over the MCP method as it results in more realistic home range sizes for wildlife species. Am. J. Primatol. 73: 1114-1126, 2011. (C) 2011 Wiley Periodicals, Inc.

Study of thermochemical treatments of cork in the 150-400ºC range using colour analysis and Ftir spectroscopy

A study of chemical transformations of cork during heat treatments was made using colour variation and FTIR analysis. The cork enriched fractions from Quercus cerris bark were subjected to isothermal heating in the temperature range 150–400 ◦C and treatment time from 5 to 90 min. Mass loss ranged from 3% (90 min at 150 ◦C) to 71% (60 min at 350 ◦C). FTIR showed that hemicelluloses were thermally degraded first while suberin remained as the most heat resistant component. The change of CIE-Lab parameters was rapid for low intensity treatments where no significant mass loss occurred (at 150 ◦C L* decreased from the initial 51.5 to 37.3 after 20 min). The decrease in all colour parameters continued with temperature until they remained substantially constant with over 40% mass loss. Modelling of the thermally induced mass loss could be made using colour analysis. This is applicable to monitoring the production of heat expanded insulation agglomerates.

Stability analysis of the 2007 Chehalis lake landslide based on long-range terrestrial photogrammetry and airborne LIDAR data

On December 4th 2007, a 3-Mm3 landslide occurred along the northwestern shore of Chehalis Lake. The initiation zone is located at the intersection of the main valley slope and the northern sidewall of a prominent gully. The slope failure caused a displacement wave that ran up to 38 m on the opposite shore of the lake. The landslide is temporally associated with a rain-on-snow meteorological event which is thought to have triggered it. This paper describes the Chehalis Lake landslide and presents a comparison of discontinuity orientation datasets obtained using three techniques: field measurements, terrestrial photogrammetric 3D models and an airborne LiDAR digital elevation model to describe the orientation and characteristics of the five discontinuity sets present. The discontinuity orientation data are used to perform kinematic, surface wedge limit equilibrium and three-dimensional distinct element analyses. The kinematic and surface wedge analyses suggest that the location of the slope failure (intersection of the valley slope and a gully wall) has facilitated the development of the unstable rock mass which initiated as a planar sliding failure. Results from the three-dimensional distinct element analyses suggest that the presence, orientation and high persistence of a discontinuity set dipping obliquely to the slope were critical to the development of the landslide and led to a failure mechanism dominated by planar sliding. The three-dimensional distinct element modelling also suggests that the presence of a steeply dipping discontinuity set striking perpendicular to the slope and associated with a fault exerted a significant control on the volume and extent of the failed rock mass but not on the overall stability of the slope.

GPS analysis of human locomotion: further evidence for long-range correlations in stride-to-stride fluctuations of gait parameters.

During free walking, gait is automatically adjusted to provide optimal mechanical output and minimal energy expenditure; gait parameters, such as cadence, fluctuate from one stride to the next around average values. It was described that this fluctuation exhibited long-range correlations and fractal-like patterns. In addition, it was suggested that these long-range correlations disappeared if the participant followed the beep of metronome to regulate his or her pace. Until now, these fractal fluctuations were only observed for stride interval, because no technique existed to adequately analyze an extended time of free walking. The aim of the present study was to measure walking speed (WS), step frequency (SF) and step length (SL) with high accuracy (<1 cm) satellite positioning method (global positioning system or GPS) in order to detect long-range correlations in the stride-to-stride fluctuations. Eight participants walked 30 min under free and constrained (metronome) conditions. Under free walking conditions, DFA (detrended fluctuation analysis) and surrogate data tests showed that the fluctuation of WS, SL and SF exhibited a fractal pattern (i.e., scaling exponent alpha: 0.5 < alpha < 1) in a large majority of participants (7/8). Under constrained conditions (metronome), SF fluctuations became significantly anti-correlated (alpha < 0.5) in all participants. However, the scaling exponent of SL and WS was not modified. We conclude that, when the walking pace is controlled by an auditory signal, the feedback loop between the planned movement (at supraspinal level) and the sensory inputs induces a continual shifting of SF around the mean (persistent anti-correlation), but with no effect on the fluctuation dynamics of the other parameters (SL, WS).

Analysis of moisture variability in the European Centre for Medium-Range Weather Forecasts 15-year reanalysis over the tropical oceans

We compare European Centre for Medium-Range Weather Forecasts 15-year reanalysis (ERA-15) moisture over the tropical oceans with satellite observations and the U.S. National Centers for Environmental Prediction (NCEP) National Center for Atmospheric Research 40-year reanalysis. When systematic differences in moisture between the observational and reanalysis data sets are removed, the NCEP data show excellent agreement with the observations while the ERA-15 variability exhibits remarkable differences. By forcing agreement between ERA-15 column water vapor and the observations, where available, by scaling the entire moisture column accordingly, the height-dependent moisture variability remains unchanged for all but the 550–850 hPa layer, where the moisture variability reduces significantly. Thus the excess variation of column moisture in ERA-15 appears to originate in this layer. The moisture variability provided by ERA-15 is not deemed of sufficient quality for use in the validation of climate models.