954 resultados para Nonlinear time series analysis
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Neurological disease or dysfunction in newborn infants is often first manifested by seizures. Prolonged seizures can result in impaired neurodevelopment or even death. In adults, the clinical signs of seizures are well defined and easily recognized. In newborns, however, the clinical signs are subtle and may be absent or easily missed without constant close observation. This article describes the use of adaptive signal processing techniques for removing artifacts from newborn electroencephalogram (EEG) signals. Three adaptive algorithms have been designed in the context of EEG signals. This preprocessing is necessary before attempting a fine time-frequency analysis of EEG rhythmical activities, such as electrical seizures, corrupted by high amplitude signals. After an overview of newborn EEG signals, the authors describe the data acquisition set-up. They then introduce the basic physiological concepts related to normal and abnormal newborn EEGs and discuss the three adaptive algorithms for artifact removal. They also present time-frequency representations (TFRs) of seizure signals and discuss the estimation and modeling of the instantaneous frequency related to the main ridge of the TFR.
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Time motion analysis is extensively used to assess the demands of team sports. At present there is only limited information on the reliability of measurements using this analysis tool. The aim of this study was to establish the reliability of an individual observer's time motion analysis of rugby union. Ten elite level rugby players were individually tracked in Southern Hemisphere Super 12 matches using a digital video camera. The video footage was subsequently analysed by a single researcher on two occasions one month apart. The test-retest reliability was quantified as the typical error of measurement (TEM) and rated as either good (10% TEM). The total time spent in the individual movements of walking, jogging, striding, sprinting, static exertion and being stationary had moderate to poor reliability (5.8-11.1% TEM). The frequency of individual movements had good to poor reliability (4.3-13.6% TEM), while the mean duration of individual movements had moderate reliability (7.1-9.3% TEM). For the individual observer in the present investigation, time motion analysis was shown to be moderately reliable as an evaluation tool for examining the movement patterns of players in competitive rugby. These reliability values should be considered when assessing the movement patterns of rugby players within competition.
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P-NET is a fieldbus industrial communication standard, which uses a Virtual Token Passing MAC mechanism. In this paper we establish pre-run-time schedulability conditions for supporting real-time traffic with P-NET. Essentially we provide formulae to evaluate the minimum message deadline, ensuring the transmission of real-time messages within a maximum time bound
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When considering time series data of variables describing agent interactions in social neurobiological systems, measures of regularity can provide a global understanding of such system behaviors. Approximate entropy (ApEn) was introduced as a nonlinear measure to assess the complexity of a system behavior by quantifying the regularity of the generated time series. However, ApEn is not reliable when assessing and comparing the regularity of data series with short or inconsistent lengths, which often occur in studies of social neurobiological systems, particularly in dyadic human movement systems. Here, the authors present two normalized, nonmodified measures of regularity derived from the original ApEn, which are less dependent on time series length. The validity of the suggested measures was tested in well-established series (random and sine) prior to their empirical application, describing the dyadic behavior of athletes in team games. The authors consider one of the ApEn normalized measures to generate the 95th percentile envelopes that can be used to test whether a particular social neurobiological system is highly complex (i.e., generates highly unpredictable time series). Results demonstrated that suggested measures may be considered as valid instruments for measuring and comparing complexity in systems that produce time series with inconsistent lengths.
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Thesis submitted to the Instituto Superior de Estatística e Gestão de Informação da Universidade Nova de Lisboa in partial fulfillment of the requirements for the Degree of Doctor of Philosophy in Information Management – Geographic Information Systems
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Data Mining (DM) methods are being increasingly used in prediction with time series data, in addition to traditional statistical approaches. This paper presents a literature review of the use of DM with time series data, focusing on short- time stocks prediction. This is an area that has been attracting a great deal of attention from researchers in the field. The main contribution of this paper is to provide an outline of the use of DM with time series data, using mainly examples related with short-term stocks prediction. This is important to a better understanding of the field. Some of the main trends and open issues will also be introduced.
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The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.
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The real convergence hypothesis has spurred a myriad of empirical tests and approaches in the economic literature. This Work Project intends to test for real output and growth convergence in all N(N-1)/2 possible pairs of output and output growth gaps of 14 Eurozone countries. This paper follows a time-series approach, as it tests for the presence of unit roots and persistence changes in the above mentioned pairs of output gaps, as well as for the existence of growth convergence with autoregressive models. Overall, significantly greater evidence has been found to support growth convergence rather than output convergence in our sample.
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Publicado em "AIP Conference Proceedings", Vol. 1648
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Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2012
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This paper provides evidence on the sources of co-movement in monthly US and UK stock price movements by investigating the role of macroeconomic and financial variables in a bivariate system with time-varying conditional correlations. Crosscountry communality in response is uncovered, with changes in the US Federal Funds rate, UK bond yields and oil prices having similar negative effects in both markets. Other variables also play a role, especially for the UK market. These effects do not, however, explain the marked increase in cross-market correlations observed from around 2000, which we attribute to time variation in the correlations of shocks to these markets. A regime-switching smooth transition model captures this time variation well and shows the correlations increase dramatically around 1999-2000. JEL classifications: C32, C51, G15 Keywords: international stock returns, DCC-GARCH model, smooth transition conditional correlation GARCH model, model evaluation.
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Capital taxation is currently under debate, basically due to problems of administrative control and proper assessment of the levied assets. We analyze both problems focusing on a capital tax, the annual wealth tax (WT), which is only applied in five OECD countries, being Spain one of them. We concentrate our analysis on top 1% adult population, which permits us to describe the evolution of wealth concentration in Spain along 1983-2001. On average top 1% holds about 18% of total wealth, which rises to 19% when tax incompliance and under-assessment is corrected for housing, the main asset. The evolution suggests wealth concentration has risen. Regarding WT, we analyze whether it helps to reduce wealth inequality or, on the contrary, it reinforces vertical inequity (due to especial concessions) and horizontal inequity (due to the de iure and to de facto different treatment of assets). We analyze in detail housing and equity shares. By means of a time series analysis, we relate the reported values with reasonable price indicators and proxies of the propensity to save. We infer net tax compliance is extremely low, which includes both what we commonly understand by (gross) tax compliance and the degree of under-assessment due to fiscal legislation (for housing). That is especially true for housing, whose level of net tax compliance is well below 50%. Hence, we corroborate the difficulties in taxing capital, and so cast doubts on the current role of the WT in Spain in reducing wealth inequality.
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We use a dynamic multipath general-to-specific algorithm to capture structural instability in the link between euro area sovereign bond yield spreads against Germany and their underlying determinants over the period January 1999 – August 2011. We offer new evidence suggesting a significant heterogeneity across countries, both in terms of the risk factors determining spreads over time as well as in terms of the magnitude of their impact on spreads. Our findings suggest that the relationship between euro area sovereign risk and the underlying fundamentals is strongly timevarying, turning from inactive to active since the onset of the global financial crisis and further intensifying during the sovereign debt crisis. As a general rule, the set of financial and macro spreads’ determinants in the euro area is rather unstable but generally becomes richer and stronger in significance as the crisis evolves.
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This note develops a flexible methodology for splicing economic time series that avoids the extreme assumptions implicit in the procedures most commonly used in the literature. It allows the user to split the required correction to the older of the series being linked between its levels and growth rates on the basis what he knows or conjectures about the persistence of the factors that account for the discrepancy between the two series that emerges at their linking point. The time profile of the correction is derived from the assumption that the error in the older series reflects the inadequate coverage of emerging sectors or activities that grow faster than the aggregate.
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Background / Purpose : Lemierre Syndrome (LS) is defined by a recent oro-pharangeal infection, the clinical presence or radiological demonstration of internal jugular vein (IJV) thrombosis and documented anaerobe germ, principally Fusobacterium necrophorum (Fn) leading to septicaemia and septic embolization. It is a rare infection described since 1900 and it nearly disappeared since the beginning of the antibiotic area. Even if it is seldom described in the literature, this infection is reappearing in the last 10 years, either because of the increase of antibiotic resistance or by modification of antibiotic prescription. The aim of this study is to describe the role of medical imaging in the diagnosis, staging and follow up of Lemierre syndrome, as well as to describe the ultrasound (US), computed tomography (CT) and magnetic resonance imaging (MRI) findings of this rare disease. Patients and methods : Radiological and medical files of patients diagnosed with Lemierre syndrome in the past 6 years at CHUV hospital were analysed retrospectively. The CT scan, US, colour Doppler US (CDUS) and MRI examinations that were performed have been examined so as to define their specific imaging findings. Results IJV thrombosis was demonstrated in 2 cases by US, by CT in 6 cases and MRI in one case. Septic pulmonary emboli were detected by CT in 5 patients. Complications of the LS were depicted by MR in one case and by CT in 1 case. Conclusion : In the appropriate clinical settings, US, CT or MR evidence of IJV thrombosis and chest CT suggestive of septic emboli, should lead the physician to consider the diagnosis of LS. As a consequence, imaging allows a faster diagnosis and a more efficient treatment of this infection, which in case of insufficient therapy can lead to death.