Power law analysis of financial index dynamics

Power law PL and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S&P500, SSEC, HSI, TWII, and BSE over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters. It is observed that the PL curve fitting constitutes a good tool for revealing the signal main characteristics leading to the emergence of the global financial dynamic evolution.

Measuring and evaluating the impacts of TOD measures: searching for evidence of TOD characteristics in Azambuja train line

TOD (Transit Oriented Development) is typically defined as a high density mixed area (residential and commercial) within easy walking distance of a high capacity public transport station (typically within an 800m buffer area). TOO is viewed as a set of strategies to increase the use of public transport, increasing walking activity, containing urban sprawl, and creating more liveable places. It is believed that this type of combined strategies will improve sustainable growth. This work is an exploratory work for evidence of TOD characteristics in train station areas in Azambuja train line, setting further methodologies to evaluate the success of TOD areas.

ECG signals for biometric applications: are we there yet?

The potential of the electrocardiographic (ECG) signal as a biometric trait has been ascertained in the literature over the past decade. The inherent characteristics of the ECG make it an interesting biometric modality, given its universality, intrinsic aliveness detection, continuous availability, and inbuilt hidden nature. These properties enable the development of novel applications, where non-intrusive and continuous authentication are critical factors. Examples include, among others, electronic trading platforms, the gaming industry, and the auto industry, in particular for car sharing programs and fleet management solutions. However, there are still some challenges to overcome in order to make the ECG a widely accepted biometric. In particular, the questions of uniqueness (inter-subject variability) and permanence over time (intra-subject variability) are still largely unanswered. In this paper we focus on the uniqueness question, presenting a preliminary study of our biometric recognition system, testing it on a database encompassing 618 subjects. We also performed tests with subsets of this population. The results reinforce that the ECG is a viable trait for biometrics, having obtained an Equal Error Rate of 9.01% and an Error of Identification of 15.64% for the entire test population.

Experimental Study And Evaluation Of Paper-Based Inkjet Electrodes For ECG Signal Acquisition

Applications involving biosignals, such as Electrocardiography (ECG), are becoming more pervasive with the extension towards non-intrusive scenarios helping targeting ambulatory healthcare monitoring, emotion assessment, among many others. In this study we introduce a new type of silver/silver chloride (Ag/AgCl) electrodes based on a paper substrate and produced using an inkjet printing technique. This type of electrodes can increase the potential applications of biosignal acquisition technologies for everyday life use, given that there are several advantages, such as cost reduction and easier recycling, resultant from the approach explored in our work. We performed a comparison study to assess the quality of this new electrode type, in which ECG data was collected with three types of Ag/AgCl electrodes: i) gelled; ii) dry iii) paper-based inkjet printed. We also compared the performance of each electrode when acquired using a professional-grade gold standard device, and a low cost platform. Experimental results showed that data acquired using our proposed inkjet printed electrode is highly correlated with data obtained through conventional electrodes. Moreover, the electrodes are robust to high-end and low-end data acquisition devices. Copyright © 2014 SCITEPRESS - Science and Technology Publications. All rights reserved.

SiC pinpin photonic for linking the visible spectrum to the telecom gap

Expanding far beyond traditional applications at telecommunications wavelengths, the SiC photonic devices has recently proven its merits for working with visible range optical signals. Reconfigurable wavelength selectors are essential sub-systems for implementing reconfigurable WDM networks and optical signal processing. Visible range to telecom band spectral translation in SiC/Si can be accomplished using wavelength selector under appropriated optical bias, acting as reconfigurable active filters. In this paper we present a monolithically integrated wavelength selector based on a multilayer SiC/Si integrated optical filters that requires optical switches to select wavelengths. The selector filter is realized by using double pin/pin a-SiC:H photodetector with front and back biased optical gating elements. Red, green, blue and violet communication channels are transmitted together, each one with a specific bit sequence. The combined optical signal is analyzed by reading out the generated photocurrent, under different background wavelengths applied either from the front or the back side. The backgrounds acts as channel selectors that selects one or more channels by splitting portions of the input multi-channel optical signals across the front and back photodiodes. The transfer characteristics effects due to changes in steady state light, irradiation side and frequency are presented. The relationship between the optical inputs and the digital output levels is established. (C) 2014 Elsevier B.V. All rights reserved.

Tunnig optical A-Sic/A-Si active filters by UV bias light in the visible and infrared spectral ranges

Visible range to telecom band spectral translation is accomplished using an amorphous SiC pi'n/pin wavelength selector under appropriate front and back optical light bias. Results show that background intensity works as selectors in the infrared region, shifting the sensor sensitivity. Low intensities select the near-infrared range while high intensities select the visible part according to its wavelength. Here, the optical gain is very high in the infrared/red range, decreases in the green range, stays close to one in the blue region and strongly decreases in the near-UV range. The transfer characteristics effects due to changes in steady state light intensity and wavelength backgrounds are presented. The relationship between the optical inputs and the output signal is established. A capacitive optoelectronic model is presented and tested using the experimental results. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

An embedded 1149.4 extension to support mixed-signal debugging

Debugging electronic circuits is traditionally done with bench equipment directly connected to the circuit under debug. In the digital domain, the difficulties associated with the direct physical access to circuit nodes led to the inclusion of resources providing support to that activity, first at the printed circuit level, and then at the integrated circuit level. The experience acquired with those solutions led to the emergence of dedicated infrastructures for debugging cores at the system-on-chip level. However, all these developments had a small impact in the analog and mixed-signal domain, where debugging still depends, to a large extent, on direct physical access to circuit nodes. As a consequence, when analog and mixed-signal circuits are integrated as cores inside a system-on-chip, the difficulties associated with debugging increase, which cause the time-to-market and the prototype verification costs to also increase. The present work considers the IEEE1149.4 infrastructure as a means to support the debugging of mixed-signal circuits, namely to access the circuit nodes and also an embedded debug mechanism named mixed-signal condition detector, necessary for watch-/breakpoints and real-time analysis operations. One of the main advantages associated with the proposed solution is the seamless migration to the system-on-chip level, as the access is done through electronic means, thus easing debugging operations at different hierarchical levels.

Characteristics of HIV patients who missed their scheduled appointments

ABSTRACT OBJECTIVE: To analyze whether sociodemographic characteristics, consultations and care in special services are associated with scheduled infectious diseases appointments missed by people living with HIV. METHODS: This cross-sectional and analytical study included 3,075 people living with HIV who had at least one scheduled appointment with an infectologist at a specialized health unit in 2007. A secondary data base from the Hospital Management & Information System was used. The outcome variable was missing a scheduled medical appointment. The independent variables were sex, age, appointments in specialized and available disciplines, hospitalizations at the Central Institute of the Clinical Hospital at the Faculdade de Medicina of the Universidade de São Paulo, antiretroviral treatment and change of infectologist. Crude and multiple association analysis were performed among the variables, with a statistical significance of p ≤ 0.05. RESULTS: More than a third (38.9%) of the patients missed at least one of their scheduled infectious diseases appointments; 70.0% of the patients were male. The rate of missed appointments was 13.9%, albeit with no observed association between sex and absences. Age was inversely associated to missed appointment. Not undertaking anti-retroviral treatment, having unscheduled infectious diseases consultations or social services care and being hospitalized at the Central Institute were directly associated to missed appointments. CONCLUSIONS: The Hospital Management & Information System proved to be a useful tool for developing indicators related to the quality of health care of people living with HIV. Other informational systems, which are often developed for administrative purposes, can also be useful for local and regional management and for evaluating the quality of care provided for patients living with HIV.

Persistence characteristics in financial prices: evidence from the portuguese stock market returns

The objective of this article is to provide additional knowledge to the discussion of long-term memory, leaning over the behavior of the main Portuguese stock index. The first four moments are calculated using time windows of increasing size and sliding time windows of fixed size equal to 50 days and suggest that daily returns are non-ergodic and non-stationary. Seeming that the series is best described by a fractional Brownian motion approach, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA). The findings indicate evidence of long term memory in the form of persistence. This evidence of fractal structure suggests that the market is subject to greater predictability and contradicts the efficient market hypothesis in its weak form. This raises issues regarding theoretical modeling of asset pricing. In addition, we carried out a more localized (in time) study to identify the evolution of the degree of long-term dependency over time using windows 200-days and 400-days. The results show a switching feature in the index, from persistent to anti-persistent, quite evident from 2010.

ECG-based biometrics: A real time classification approach

Behavioral biometrics is one of the areas with growing interest within the biosignal research community. A recent trend in the field is ECG-based biometrics, where electrocardiographic (ECG) signals are used as input to the biometric system. Previous work has shown this to be a promising trait, with the potential to serve as a good complement to other existing, and already more established modalities, due to its intrinsic characteristics. In this paper, we propose a system for ECG biometrics centered on signals acquired at the subject's hand. Our work is based on a previously developed custom, non-intrusive sensing apparatus for data acquisition at the hands, and involved the pre-processing of the ECG signals, and evaluation of two classification approaches targeted at real-time or near real-time applications. Preliminary results show that this system leads to competitive results both for authentication and identification, and further validate the potential of ECG signals as a complementary modality in the toolbox of the biometric system designer.

Light-activated amplification in SiC Tandem devices: A capacitive active filter model

Characteristics of tunable wavelength pi'n/pin filters based on a-SiC:H multilayered stacked cells are studied both experimentally and theoretically. Results show that the device combines the demultiplexing operation with the simultaneous photodetection and self amplification of the signal. An algorithm to decode the multiplex signal is established. A capacitive active band-pass filter model is presented and supported by an electrical simulation of the state variable filter circuit. Experimental and simulated results show that the device acts as a state variable filter. It combines the properties of active high-pass and low-pass filter sections into a capacitive active band-pass filter using a changing capacitance to control the power delivered to the load.

Optical nonlinearity in Tandem SI-C photodetectors

The behavior of tandem pin heterojunctions based on a-SiC: H alloys is investigated under different optical and electrical bias conditions. The devices are optimized to act as optically selective wavelength filters. Depending on the device configuration (optical gaps, thickness, sequence of cells in the stack structure) and on the applied voltage (positive or negative) and optical bias (wavelength, intensity, frequency) it is possible to combine the wavelength discrimination function with the self amplification of the signal. This wavelength nonlinearity allows the amplification or the rejection of a weak signal-impulse. The device works as an active tunable optical filter for wavelength selection and can be used as an add/drop multiplexer (ADM) which enables data to enter and leave an optical network bit stream without having to demultiplex the stream. Results show that, even under weak transient input signals, the background wavelength controls the output signal. This nonlinearity, due to the transient asymmetrical light penetration of the input channels across the device together with the modification on the electrical field profile due to the optical bias, allows tuning an input channel without demultiplexing the stream. This high optical nonlinearity makes the optimized devices attractive for the amplification of all optical signals. Transfer characteristics effects due to changes in steady state light, control d.c. voltage and applied light pulses are presented. Based on the experimental results and device configuration an optoelectronic model is developed. The transfer characteristics effects due to changes in steady state light, dc control voltage or applied light pulses are simulated and compared with the experimental data. A good agreement was achieved.

Could the LHC two-proton signal correspond to the heavier scalar in two-higgs-doublet models?

LHC has reported tantalizing hints for a Higgs boson of mass 125 GeV decaying into two photons. We focus on two-Higgs-doublet Models, and study the interesting possibility that the heavier scalar H has been seen, with the lightest scalar h having thus far escaped detection. Nonobservation of h at LEP severely constrains the parameter-space of two-Higgs-doublet models. We analyze cases where the decay H -> hh is kinematically allowed, and cases where it is not, in the context of type I, type II, lepton-specific, and flipped models.

Fractional discrete-time signal processing: scale conversion and linear prediction

Nonlinear Dynamics, Vol. 29

The comb signal and its Fourier transform

SignalProcessing, Vol. 81, nº 3