Analysis of financial indices by means of the windowed Fourier transform

The goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional order systems.

Unified transform architecture for AVC, AVS, VC-1 and HEVC high-performance codecs

A unified architecture for fast and efficient computation of the set of two-dimensional (2-D) transforms adopted by the most recent state-of-the-art digital video standards is presented in this paper. Contrasting to other designs with similar functionality, the presented architecture is supported on a scalable, modular and completely configurable processing structure. This flexible structure not only allows to easily reconfigure the architecture to support different transform kernels, but it also permits its resizing to efficiently support transforms of different orders (e. g. order-4, order-8, order-16 and order-32). Consequently, not only is it highly suitable to realize high-performance multi-standard transform cores, but it also offers highly efficient implementations of specialized processing structures addressing only a reduced subset of transforms that are used by a specific video standard. The experimental results that were obtained by prototyping several configurations of this processing structure in a Xilinx Virtex-7 FPGA show the superior performance and hardware efficiency levels provided by the proposed unified architecture for the implementation of transform cores for the Advanced Video Coding (AVC), Audio Video coding Standard (AVS), VC-1 and High Efficiency Video Coding (HEVC) standards. In addition, such results also demonstrate the ability of this processing structure to realize multi-standard transform cores supporting all the standards mentioned above and that are capable of processing the 8k Ultra High Definition Television (UHDTV) video format (7,680 x 4,320 at 30 fps) in real time.

Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns.

The 1998 Faial earthquake, Azores: Evidence for a transform fault associated with the Nubia-Eurasia plate boundary?

With very few exceptions, M > 4 tectonic earthquakes in the Azores show normal fault solution and occur away from the islands. Exceptionally, the 1998 shock was pure strike-slip and occurred within the northern edge of the Pico-Faial Ridge. Fault plane solutions show two possible planes of rupture striking ENE-WSW (dextral) and NNW-SSE (sinistral). The former has not been recognised in the Azores, but is parallel to the transform direction related to the relative motion between the Eurasia and Nubia plates. Therefore, the main question we address in the present study is: do transform faults related to the Eurasia/Nubia plate boundary exist in the Azores? Knowing that the main source of strain is related to plate kinematics, we conclude that the sinistral strike-slip NNW-SSE fault plane solution is not consistent with either the fault dip (ca. 65, which is typical of a normal fault) or the ca. ENE-WSW direction of maximum extension; both are consistent with a normal fault, as observed in most major earthquakes on faults striking around NNW-SSE in the Azores. In contrast, the dextral strike-slip ENE-WSW fault plane solution is consistent with the transform direction related to the anticlockwise rotation of Nubia relative to Eurasia. Altogether, tectonic data, measured ground motion, observed destruction, and modelling are consistent with a dextral strike-slip source fault striking ENE-WSW. Furthermore, the bulk clockwise rotation measured by GPS is typical of bookshelf block rotations observed at the termination of such master strike-slip faults. Therefore, we suggest that the 1998 earthquake can be related to the WSW termination of a transform (ENE-WSW fault plane solution) associated with the Nubia-Eurasia diffuse plate boundary. (C) 2014 Elsevier B.V. All rights reserved.

Robotic manipulators with vibrations: short time fourier transform of fractional spectra

This paper analyzes the signals captured during impacts and vibrations of a mechanical manipulator. In order to acquire and study the signals an experimental setup is implemented. The signals are treated through signal processing tools such as the fast Fourier transform and the short time Fourier transform. The results show that the Fourier spectrum of several signals presents a non integer behavior. The experimental study provides valuable results that can assist in the design of a control system to deal with the unwanted effects of vibrations.

The comb signal and its Fourier transform

SignalProcessing, Vol. 81, nº 3

How to feel "in love" with Math - a MOOC experience

In the past few years we have witnessed the fast development of distance learning tools such as Open Educational Resources (OER) and Massive Open Online Courses (MOOCs). This paper presents the “Mathematics without STRESS” MOOC Project, which is a cooperation between four schools from the Polytechnic Institute of Oporto (IPP). The concepts of MOOC and their quickly growing popularity are presented and complemented by a discussion of some MOOC definitions. The process of the project development is demonstrated by focusing on used MOOC structure, as well as the several types of course materials produced. At last, is presented a short discussion about problems and challenges met throughout the project. It is also our goal to contribute for a change in the way as teaching and learning Mathematics is seen and practiced nowadays.

‘Thy love afar is spite at home' Emerson, Thoreau and Carey: an alternative perspective of communication in US

The conquest of the West by the stagecoaches and then by railway, Ford and the automobile civilization, the Moon landing by Apollo 11, Microsoft, Apple, CNN, Google and Facebook have appeared to us as celebratory examples of the willingness and ability of the US to overcome the distance and the absence through so-called modern progress of transportation and communication. Undoubtedly, the imaginary and the instrumental power associated to transports and communication of the last century and a half are identified with the mental images that the world has of the US. A world that has eagerly imported and copy their technology and technological culture. Beyond the illusions, this attempting, which has always been praised to transcende space and eclipse the time to get to places and peole increasingly distant and fast, has always a dark side: the political control of population, commercial advertising, the spread of the rumors, noise and gossip. However, since at least the nineteenth century, the political project incorporated in modern transportation and communication technologies was not shared by some of the most remarkable thinkers in the US not only in that century, but also in the 20th century. This paper begins by rescue Ralph W. Emerson and Henry D. Thoreau legacy regarding to communication. Emerson conceived communication as a give-and-take with no coordination between the two, and does not involve contact with the other. Thoreau, in turn, argued that modern trasnportation and communications inventions are but pretty toys which distract attention from serious things, nothing more than 'improved means to an end that is not perfected.' Secondly, we show that this skeptical view of the techological improvement of transport and communication was proceed in an original way with James W. Carey, a media studies thinker who became known for his criticism of the transmission view of communication.

How to feel “in love” with math – a MOOC experience

In the past few years we have witnessed the fast development of distance learning tools such as Open Educational Resources (OER) and Massive Open Online Courses (MOOCs). This paper presents the “Mathematics without STRESS” MOOC Project, which is a cooperation between four schools from the Polytechnic Institute of Oporto (IPP). The concepts of MOOC and their quickly growing popularity are presented and complemented by a discussion of some MOOC definitions. The process of the project development is demonstrated by focusing on used MOOC structure, as well as the several types of course materials produced. At last, is presented a short discussion about problems and challenges met throughout the project. It is also our goal to contribute for a change in the way as teaching and learning Mathematics is seen and practiced nowadays.

Burrows-wheeler transform in secondary memory

Master’s Thesis in Computer Engineering

How to feel “in love" with math: a MOOC experience

In the past few years we have witnessed astonishing developments on distance learning tools, in particular on Open Educational Resources (OER) such as Massive Open Online Courses (MOOC). In this paper we present the “Mathematics without STRESS”, a MOOC Project, which has been a collaborative volunteer effort that brought together professors, from four schools of the Polytechnic Institute of Oporto (IPP), in Portugal. Some concepts directly associated with MOOC and their quickly growing popularity are complemented with a discussion of some particular MOOC characterizations. The design process of this project is revealed by focusing on the MOOC structure we used, as well as on the several types of course materials that were produced. At last, we undertake a short discussion about some of the problems, achievements and challenges met throughout this project development, giving a special attention to the motivational aim of this work - hoping to contribute to a change in the way of teaching and learning Mathematics is seen and practiced nowadays.

Data Extraction Tool to Analyse, Transform and Store Real Data from Electricity Markets

The study of electricity markets operation has been gaining an increasing importance in the last years, as result of the new challenges that the restructuring process produced. Currently, lots of information concerning electricity markets is available, as market operators provide, after a period of confidentiality, data regarding market proposals and transactions. These data can be used as source of knowledge to define realistic scenarios, which are essential for understanding and forecast electricity markets behavior. The development of tools able to extract, transform, store and dynamically update data, is of great importance to go a step further into the comprehension of electricity markets and of the behaviour of the involved entities. In this paper an adaptable tool capable of downloading, parsing and storing data from market operators’ websites is presented, assuring constant updating and reliability of the stored data.

An automatic tool to Extract, Transform and Load data from real electricity markets

The study of Electricity Markets operation has been gaining an increasing importance in the last years, as result of the new challenges that the restructuring produced. Currently, lots of information concerning Electricity Markets is available, as market operators provide, after a period of confidentiality, data regarding market proposals and transactions. These data can be used as source of knowledge, to define realistic scenarios, essential for understanding and forecast Electricity Markets behaviour. The development of tools able to extract, transform, store and dynamically update data, is of great importance to go a step further into the comprehension of Electricity Markets and the behaviour of the involved entities. In this paper we present an adaptable tool capable of downloading, parsing and storing data from market operators’ websites, assuring actualization and reliability of stored data.

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.

Imaginários de diáspora em João de Melo e Anthony de Sá: para uma leitura da alteridade em gente feliz com lágrimas e em barnacle love

Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Estudos Portugueses (Área de Especialização em Estudos Literários)