Analysis of stock market indices with multidimensional scaling and wavelets

Stock market indices SMIs are important measures of financial and economical performance. Considerable research efforts during the last years demonstrated that these signals have a chaotic nature and require sophisticated mathematical tools for analyzing their characteristics. Classical methods, such as the Fourier transform, reveal considerable limitations in discriminating different periods of time. This paper studies the dynamics of SMI by combining the wavelet transform and the multidimensional scaling MDS . Six continuous wavelets are tested for analyzing the information content of the stock signals. In a first phase, the real Shannon wavelet is adopted for performing the evaluation of the SMI dynamics, while their comparison is visualized by means of the MDS. In a second phase, the other wavelets are also tested, and the corresponding MDS plots are analyzed.

Dynamic analysis of earthquake phenomena by means of pseudo phase plane

This paper analyses earthquake data in the perspective of dynamical systems and its Pseudo Phase Plane representation. The seismic data is collected from the Bulletin of the International Seismological Centre. The geological events are characterised by their magnitude and geographical location and described by means of time series of sequences of Dirac impulses. Fifty groups of data series are considered, according to the Flinn-Engdahl seismic regions of Earth. For each region, Pearson’s correlation coefficient is used to find the optimal time delay for reconstructing the Pseudo Phase Plane. The Pseudo Phase Plane plots are then analysed and characterised.

Application of continuous wavelet transform to the analysis of the modulus of the fractional Fourier transform bands for resolving two component mixture

In this paper, the fractional Fourier transform (FrFT) is applied to the spectral bands of two component mixture containing oxfendazole and oxyclozanide to provide the multicomponent quantitative prediction of the related substances. With this aim in mind, the modulus of FrFT spectral bands are processed by the continuous Mexican Hat family of wavelets, being denoted by MEXH-CWT-MOFrFT. Four modulus sets are obtained for the parameter a of the FrFT going from 0.6 up to 0.9 in order to compare their effects upon the spectral and quantitative resolutions. Four linear regression plots for each substance were obtained by measuring the MEXH-CWT-MOFrFT amplitudes in the application of the MEXH family to the modulus of the FrFT. This new combined powerful tool is validated by analyzing the artificial samples of the related drugs, and it is applied to the quality control of the commercial veterinary samples.

Accessing complexity from genome information

This paper studies the information content of the chromosomes of 24 species. In a first phase, a scheme inspired in dynamical system state space representation is developed. For each chromosome the state space dynamical evolution is shed into a two dimensional chart. The plots are then analyzed and characterized in the perspective of fractal dimension. This information is integrated in two measures of the species’ complexity addressing its average and variability. The results are in close accordance with phylogenetics pointing quantitative aspects of the species’ genomic complexity.

Fazer, dançar, de dentro : a fusão entre os processos do fazer e do sentir na prática diária da Técnica de Dança Clássica

Relatório Final de Estágio apresentado à Escola Superior de Dança com vista à obtenção do Grau de Mestre em Ensino de Dança.

Crossing balanced and stair nested desings

Balanced nesting is the most usual form of nesting and originates, when used singly or with crossing of such sub-models, orthogonal models. In balanced nesting we are forced to divide repeatedly the plots and we have few degrees of freedom for the first levels. If we apply stair nesting we will have plots all of the same size rendering the designs easier to apply. The stair nested designs are a valid alternative for the balanced nested designs because we can work with fewer observations, the amount of information for the different factors is more evenly distributed and we obtain good results. The inference for models with balanced nesting is already well studied. For models with stair nesting it is easy to carry out inference because it is very similar to that for balanced nesting. Furthermore stair nested designs being unbalanced have an orthogonal structure. Other alternative to the balanced nesting is the staggered nesting that is the most popular unbalanced nested design which also has the advantage of requiring fewer observations. However staggered nested designs are not orthogonal, unlike the stair nested designs. In this work we start with the algebraic structure of the balanced, the stair and the staggered nested designs and we finish with the structure of the cross between balanced and stair nested designs.

Insignificant impact of prescribed fire on surface soil in a Pinus pinaster plantation, northern Portugal

Following a prescribed fire in a Pinus pinaster forest site located in the north-west Portugal, monitoring of any changes in selected soil characteristics and soil hydrology was undertaken to assess the effects of burning on the following: pH, electrical conductivity, water content, organic carbon and porosity. Thirty plots were established on a regular grid. At each sample plot before and after the fire, samples were collected (disturbed samples from depths of 0-1cm and 1-5cm; undisturbed core samples from 0-5cm). The results indicate that there was no measurable impact on the properties of the soil following this carefully conducted prescribed fire. The fire only affected the litter layer, as intended. Confirmation of this minimal impact on the soil was provided by regrowth of grasses and herbs already occurring two months after the fire. The implication is, therefore, that provided this wildfire-risk reduction strategy is carried out under existing strict guidelines, any impact on soil quality will be minimal.

Prescribed burning impact on forest soil properties – a fuzzy boolean nets approach

The Portuguese northern forests are often and severely affected by wildfires during the Summer season. These occurrences significantly affect and negatively impact all ecosystems, namely soil, fauna and flora. In order to reduce the occurrences of natural wildfires, some measures to control the availability of fuel mass are regularly implemented. Those preventive actions concern mainly prescribed burnings and vegetation pruning. This work reports on the impact of a prescribed burning on several forest soil properties, namely pH, soil moisture, organic matter content and iron content, by monitoring the soil self-recovery capabilities during a one year span. The experiments were carried out in soil cover over a natural site of Andaluzitic schist, in Gramelas, Caminha, Portugal, which was kept intact from prescribed burnings during a period of four years. Soil samples were collected from five plots at three different layers (0–3, 3–6 and 6–18) 1 day before prescribed fire and at regular intervals after the prescribed fire. This paper presents an approach where Fuzzy Boolean Nets (FBN) and Fuzzy reasoning are used to extract qualitative knowledge regarding the effect of prescribed fire burning on soil properties. FBN were chosen due to the scarcity on available quantitative data. The results showed that soil properties were affected by prescribed burning practice and were unable to recover their initial values after one year.

Acquisition and data analysis related to changes in some forest soils properties after prescribed fire action

Controlled fires in forest areas are frequently used in most Mediterranean countries as a preventive technique to avoid severe wildfires in summer season. In Portugal, this forest management method of fuel mass availability is also used and has shown to be beneficial as annual statistical reports confirm that the decrease of wildfires occurrence have a direct relationship with the controlled fire practice. However prescribed fire can have serious side effects in some forest soil properties. This work shows the changes that occurred in some forest soils properties after a prescribed fire action. The experiments were carried out in soil cover over a natural site of Andaluzitic schist, in Gramelas, Caminha, Portugal, that had not been burn for four years. The composed soil samples were collected from five plots at three different layers (0-3cm, 3-6cm and 6-18cm) during a three-year monitoring period after the prescribed burning. Principal Component Analysis was used to reach the presented conclusions.

Forest soil short term response to prescribed fire: an approach by Principal Components Analysis

In the current context of serious climate changes, where the increase of the frequency of some extreme events occurrence can enhance the rate of periods prone to high intensity forest fires, the National Forest Authority often implements, in several Portuguese forest areas, a regular set of measures in order to control the amount of fuel mass availability (PNDFCI, 2008). In the present work we’ll present a preliminary analysis concerning the assessment of the consequences given by the implementation of prescribed fire measures to control the amount of fuel mass in soil recovery, in particular in terms of its water retention capacity, its organic matter content, pH and content of iron. This work is included in a larger study (Meira-Castro, 2009(a); Meira-Castro, 2009(b)). According to the established praxis on the data collection, embodied in multidimensional matrices of n columns (variables in analysis) by p lines (sampled areas at different depths), and also considering the quantitative data nature present in this study, we’ve chosen a methodological approach that considers the multivariate statistical analysis, in particular, the Principal Component Analysis (PCA ) (Góis, 2004). The experiments were carried out in a soil cover over a natural site of Andaluzitic schist, in Gramelas, Caminha, NW Portugal, who was able to maintain itself intact from prescribed burnings from four years and was submit to prescribed fire in March 2008. The soils samples were collected from five different plots at six different time periods. The methodological option that was adopted have allowed us to identify the most relevant relational structures inside the n variables, the p samples and in two sets at the same time (Garcia-Pereira, 1990). Consequently, and in addition to the traditional outputs produced from the PCA, we have analyzed the influence of both sampling depths and geomorphological environments in the behavior of all variables involved.

Soil attributes dynamics evaluation after prescribed burning practice in northwestern Portugal forest

The Portuguese northern forests are often and severely affected by wildfires during the summer season. These occurrences affect significant and rudely all ecosystems, namely soil, fauna and flora. Preventive actions such as prescribed burnings and clear-cut logging are frequently used and have showed a significant reduction of the natural wildfires occurrences. In Portugal, and due to some technical and operational conditions, prescribed burnings in forests are the most common preventive action used to reduce the existing fuel hazard. The overall impacts of this preventive action on Portuguese ecosystems are complex and not fully understood. This work reports to the study of a prescribed burning impact in soil chemical properties, namely pH, humidity and organic matter, by monitoring the soil self-recovery capacity. The experiments were carried out in soil cover over a natural site of Andaluzitic schist, in Gramelas, Caminha, Portugal, who was able to maintain itself intact from prescribed burnings from four years. The composed soil samples were collected from five plots at three different layers (0-3cm, 3-6cm and 6-18cm) 1 day before prescribed fire and after the prescribed fire. The results have shown that the dynamic equilibrium in soil was affected significantly.

Development of a high-throughput monitoring technique of bacteria photodynamic inactivation

Summary form only given. Bacterial infections and the fight against them have been one of the major concerns of mankind since the dawn of time. During the `golden years' of antibiotic discovery, during the 1940-90s, it was thought that the war against infectious diseases had been won. However currently, due to the drug resistance increase, associated with the inefficiency of discovering new antibiotic classes, infectious diseases are again a major public health concern. A potential alternative to antibiotic treatments may be the antimicrobial photodynamic inactivation (PDI) therapy. To date no indication of antimicrobial PDI resistance development has been reported. However the PDI protocol depends on the bacteria species [1], and in some cases on the bacteria strains, for instance Staphylococcus aureus [2]. Therefore the development of PDI monitoring techniques for diverse bacteria strains is critical in pursuing further understanding of such promising alternative therapy. The present works aims to evaluate Fourier-Transformed-Infra-Red (FT-IR) spectroscopy to monitor the PDI of two model bacteria, a gram-negative (Escherichia coli) and a gram-positive (S. aureus) bacteria. For that a high-throughput FTIR spectroscopic method was implemented as generally described in Scholz et al. [3], using short incubation periods and microliter quantities of the incubation mixture containing the bacteria and the PDI-drug model the known bactericidal tetracationic porphyrin 5,10,15,20-tetrakis (4-N, N, Ntrimethylammoniumphenyl)-porphyrin p-tosylate (TTAP4+). In both bacteria models it was possible to detect, by FTIR-spectroscopy, the drugs effect on the cellular composition either directly on the spectra or on score plots of principal component analysis. Furthermore the technique enabled to infer the effect of PDI on the major cellular biomolecules and metabolic status, for example the turn-over metabolism. In summary bacteria PDI was monitored in an economic, rapid (in minutes- , high-throughput (using microplates with 96 wells) and highly sensitive mode resourcing to FTIR spectroscopy, which could serve has a technological basis for the evaluation of antimicrobial PDI therapies efficiency.

Application of Continuous Wavelet Transform to the Analysis of the Modulus of the Fractional Fourier Transform Bands for Resolving Two Component Mixture

In this paper, the fractional Fourier transform (FrFT) is applied to the spectral bands of two component mixture containing oxfendazole and oxyclozanide to provide the multicomponent quantitative prediction of the related substances. With this aim in mind, the modulus of FrFT spectral bands are processed by the continuous Mexican Hat family of wavelets, being denoted by MEXH-CWT-MOFrFT. Four modulus sets are obtained for the parameter a of the FrFT going from 0.6 up to 0.9 in order to compare their effects upon the spectral and quantitative resolutions. Four linear regression plots for each substance were obtained by measuring the MEXH-CWT-MOFrFT amplitudes in the application of the MEXH family to the modulus of the FrFT. This new combined powerful tool is validated by analyzing the artificial samples of the related drugs, and it is applied to the quality control of the commercial veterinary samples.

Analysis of Systems with Backlash and Impacts through the Describing Function

This paper analyses the dynamical properties of systems with backlash and impact phenomena based on the describing function method. The dynamics is illustrated using the Nyquist and Bode plots and the results are compared with those of standard models.

Occurrence of antibodies against Leptospira spp. in horses of the urban area of Londrina, Paraná, Brazil

A total of 320 horses were studied in this paper, both male and female, between two and 17 years of age, which were used for traction of wagons in the urban area of the municipality of Londrina (PR). These animals were kept, after their daily work, in abandoned areas or plots, in the outskirts of the urban area of the city. When these animals were attended by the veterinarians, between 1996 and 2005, none of them presented symptoms suggesting leptospirosis. The most frequent reasons for the visit were loss of weight, unwillingness for work, parasitism, laminess, and wounds. Microscopic Seroagglutination Test (SAM), with 22 Leptospira serovars, was performed in sera sample from all these animals. The aim of this study was to investigate the occurrence of antibodies against Leptospira spp. in horses from the urban area of Londrina (PR). From the samples tested, 214 (66.88%) were considered positive, with titers between 100 and 3200, being that 49 (22.90%) presented antibodies against a single serovar of Leptospira, and 165 (77.10%) samples presented antibodies against two or more serovars simultaneously, where in 88 (53.33%) it was possible to characterize the most likely probable serovar. Antibodies against the serovar Icterohaemorrhagiae were detected in 32 (23.36%) animals.