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.

Identifying economic periods and crisis with the multidimensional scaling

This paper applied MDS and Fourier transform to analyze different periods of the business cycle. With such purpose, four important stock market indexes (Dow Jones, Nasdaq, NYSE, S&P500) were studied over time. The analysis under the lens of the Fourier transform showed that the indexes have characteristics similar to those of fractional noise. By the other side, the analysis under the MDS lens identified patterns in the stock markets specific to each economic expansion period. Although the identification of patterns characteristic to each expansion period is interesting to practitioners (even if only in a posteriori fashion), further research should explore the meaning of such regularities and target to find a method to estimate future crisis.

Characterization approach to modified glassy carbon electrode-nanofilm system within multidimensional scaling

The aim of this work is to characterize the nanofilm consisting of the benzoic acid-modified glassy carbon (GC) electrode system through multidimensional scaling space analysis. The surface modification is based on the electrochemical reaction between the GC electrode and benzoic acid-diazonium salt (BA-DAS). As a result, the nonofilms regarding the benzoic acid-glassy carbon (BA-GC) electrode surface was obtained. For the analysis of the naonfilm of BC-GC electrode system, the IR spectra of the modified BA-GC electrode surface, GC surface and BA-DAS were recorded in the spectral range of 599.84 – 3996.34 [cm–1]. The IR data vectors of the above three forms were processed by the using the multidimensional scaling space approach to demonstrate the existence of a nanofilm on the modified BA-GC electrode system. Two- and three-dimensional MDS profiles obtained by application of multidimensional scaling approach to the data sets {CG1,...,CG10}, {BA-GC1,...,BA-GC10} and {FILM1,...,FILM10} allow a good recognition of the nanofilm on the modified glassy carbon (GC) electrode system.

A multidimensional scaling classification of robotic sensors

This chapter analyzes the signals captured during impacts and vibrations of a mechanical manipulator. Eighteen signals are captured and several metrics are calculated between them, such as the correlation, the mutual information and the entropy. A sensor classification scheme based on the multidimensional scaling technique is presented.

Multidimensional scaling analysis of electricity market prices

This paper studies the impact of energy and stock markets upon electricity markets using Multidimensional Scaling (MDS). Historical values from major energy, stock and electricity markets are adopted. To analyze the data several graphs produced by MDS are presented and discussed. This method is useful to have a deeper insight into the behavior and the correlation of the markets. The results may also guide the construction models, helping electricity markets agents hedging against Market Clearing Price (MCP) volatility and, simultaneously, to achieve better financial results.

A sensor classification strategy for robotic manipulators using multidimensional scaling technique

This paper analyzes the signals captured during impacts and vibrations of a mechanical manipulator. To test the impacts, a flexible beam is clamped to the end-effector of a manipulator that is programmed in a way such that the rod moves against a rigid surface. Eighteen signals are captured and theirs correlation are calculated. A sensor classification scheme based on the multidimensional scaling technique is presented.

A debugging engine for parallel and distributed programs

Dissertação apresentada para a obtenção do Grau de Doutor em Informática pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia.

Avaliação multidimensional de idosos : estudo piloto no ambulatório

Arquivos de Medicina 1997; 11(3):167-172

An engine for generating XSLT from examples

XSLT is a powerful and widely used language for transforming XML documents. However its power and complexity can be overwhelming for novice or infrequent users, many of which simply give up on using this language. On the other hand, many XSLT programs of practical use are simple enough to be automatically inferred from examples of source and target documents. An inferred XSLT program is seldom adequate for production usage but can be used as a skeleton of the final program, or at least as scaffolding in the process of coding it. It should be noted that the authors do not claim that XSLT programs, in general, can be inferred from examples. The aim of Vishnu - the XSLT generator engine described in this paper – is to produce XSLT programs for processing documents similar to the given examples and with enough readability to be easily understood by a programmer not familiar with the language. The architecture of Vishnu is composed by a graphical editor and a programming engine. In this paper we focus on the editor as a GWT web application where the programmer loads and edits document examples and pairs their content using graphical primitives. The programming engine receives the data collected by the editor and produces an XSLT program.

tlCell: a software transactional memory for the cell broadband engine architecture

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática

Multidimensional scaling visualization of earthquake phenomena

Earthquakes are associated with negative events, such as large number of casualties, destruction of buildings and infrastructures, or emergence of tsunamis. In this paper, we apply the Multidimensional Scaling (MDS) analysis to earthquake data. MDS is a set of techniques that produce spatial or geometric representations of complex objects, such that, objects perceived to be similar/distinct in some sense are placed nearby/distant on the MDS maps. The interpretation of the charts is based on the resulting clusters since MDS produces a different locus for each similarity measure. In this study, over three million seismic occurrences, covering the period from January 1, 1904 up to March 14, 2012 are analyzed. The events, characterized by their magnitude and spatiotemporal distributions, are divided into groups, either according to the Flinn–Engdahl seismic regions of Earth or using a rectangular grid based in latitude and longitude coordinates. Space-time and Space-frequency correlation indices are proposed to quantify the similarities among events. MDS has the advantage of avoiding sensitivity to the non-uniform spatial distribution of seismic data, resulting from poorly instrumented areas, and is well suited for accessing dynamics of complex systems. MDS maps are proven as an intuitive and useful visual representation of the complex relationships that are present among seismic events, which may not be perceived on traditional geographic maps. Therefore, MDS constitutes a valid alternative to classic visualization tools, for understanding the global behavior of earthquakes.

Analysis of Forest Fires by means of Pseudo Phase Plane and Multidimensional Scaling Methods

Forest fires dynamics is often characterized by the absence of a characteristic length-scale, long range correlations in space and time, and long memory, which are features also associated with fractional order systems. In this paper a public domain forest fires catalogue, containing information of events for Portugal, covering the period from 1980 up to 2012, is tackled. The events are modelled as time series of Dirac impulses with amplitude proportional to the burnt area. The time series are viewed as the system output and are interpreted as a manifestation of the system dynamics. In the first phase we use the pseudo phase plane (PPP) technique to describe forest fires dynamics. In the second phase we use multidimensional scaling (MDS) visualization tools. The PPP allows the representation of forest fires dynamics in two-dimensional space, by taking time series representative of the phenomena. The MDS approach generates maps where objects that are perceived to be similar to each other are placed on the map forming clusters. The results are analysed in order to extract relationships among the data and to better understand forest fires behaviour.

Multidimensional Frailty and Pain in Community Dwelling Elderly

Artigo científico disponível actualmente em Early View (Online Version of Record published before inclusion in an issue)

Acceleration of physics simulation engine through OpenCL

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Paralisia cerebral na Região de Lisboa e Vale do Tejo : factores de risco : caracterização multidimensional : inclusão escolar

RESUMO - A Paralisia Cerebral (PC) deve ser olhada como uma patologia do neurodesenvolvimento: a infância é um período de actividade exploratória por essência, a restrição motora condiciona as várias áreas do desenvolvimento. Contextos, apoios, oportunidades e experiências de vida serão determinantes no desenvolvimento de todo o seu potencial. Objectivos/finalidade: Identificar, descrever, comparar e analisar factores de risco associados à PC, sua caracterização multidimensional e integração escolar aos 5 e 10 anos. Procurou‐se contribuir para a sua prevenção primária e secundária, e obter dados para planeamento e implementação dos programas de apoio. Métodos: Adoptou‐se a abordagem do Programa Nacional de Vigilância da Paralisia Cerebral (PNVPC) e da Surveillance of Cerebral Palsy in Europe (SCPE). Analisaram‐se factores de risco, competências funcionais, défices associados, severidade e integração escolar de duas populações de Lisboa e Vale do Tejo, (nascimento 1996/1997‐2001/2002 e prevalência aos 5 e 10 anos). Descreveram‐se os dados, efectuaram‐se correlações, aplicaram‐se testes de independência e compararam‐se com dados dos nadovivos, dados nacionais e europeus. Analisaram‐se os factores que influenciaram a integração escolar através de métodos de regressão logística. Resultados/Conclusões/Recomendações: 1,65‰ e 1,57‰ dos nadovivos desenvolveram PC; a prevalência aos 5 anos foi de 1,7‰ e de 1,48‰; 5,9% e 7,9% faleceram antes dos 5 anos. Em 2001/2002 verificou‐se aumento de: PC espástica bilateral‐2/3membros, prematuridade, causa pos‐neonatal, níveis funcionais ligeiros e graves; percentil estaturo‐ponderal <3 (5‐anos). Diminuição de: disquinésia, anóxia e alguns défices associados. Destacaram‐se as associação: prematuridade e PC espástica bilateral‐ 2/3membros; nascer de termo e anóxia, disquinésia, primíparas, défices associados e severidade; infecção pré‐natal e QI<50, epilepsia e severidade; causa pos‐neonatal e PC espástica bilateral‐4membros e múltiplos défices. Aos 5 anos, as variáveis explicativas para a não inclusão escolar foram: QI<50 e epilepsia; uma elevada percentagem de crianças com PC moderada/grave encontrava‐se integrada; 75% das que se encontravam desintegradas mantiveram‐se nesta situação aos 10. Nesta idade, as variáveis explicativas para a não inclusão escolar foram: QI<50 e motricidade fina; 35,1% encontrava‐se fora do ensino regular; 4,5%, embora em idade de escolaridade obrigatória, não frequentavam qualquer estabelecimento escolar. Informação sistematizada, abrangente, objectiva, simples e acessível, sobre novos casos de PC, factores de risco, prevalência em idades‐chave e caracterização multidimensional constitui uma ferramenta clínica e epidemiológica, que deve sustentar as políticas de saúde, educacionais e sociais, contribuindo para a permanência destas crianças no ensino regular, trazendo às crianças e famílias o suporte que as encorajem e sustentem nestes processos. ABSTRACT ------- Cerebral Palsy (CP) must be recognized as a neurodevelopmental disorder: childhood is, on its nature, a period for exploring the environment and therefore motor deficit interferes with all developmental areas. The context, support, opportunities and life experiences are determinants for the development of his full potential. Objective/Aim: To identify, describe, compare and analyze CP risk factors the multidimensional characterization and school integration levels at the age of 5 and 10 years. We aim to contribute to CP primary and secondary prevention and provide information for service planning and implementation of support programs. Methods: The approach of National Cerebral Palsy Surveillance Programme (NCPSP) and Surveillance of Cerebral Palsy in Europe (SCPE) were used. For two groups of children from Lisboa e Vale do Tejo region, birth data 1996/1997‐2001/2002 and prevalence at 5 and 10 years, were analyzed: CP risk factors, functional ability, associated impairments, severity and school integration settings. Data collected was described, analyzed using correlations, applied tests of independence and compared with new born data, national data and european data. To analyze the factors related to school inclusive settings, logistic regression was appealed. Results/Conclusions/Recommendations: 1,65% and 1,57‰ of the new‐born alive developed CP. The prevalence at 5 years was 1,7‰ and 1,48‰ 5,9% and 7,9% died before their 5th birthday. Bilateral spastic CP 2/3limb, preterm birth, cases of post‐neonatal origin, mild and sever functional impairment; weight and height percentile <3 at 5 years old Increased in 2001. Decreased dyskinetic CP, anoxia and some additional imparments. Were identified among other the association between prematurity and spastic bilateral CP‐2/3 members; born at term and anoxia, dyskinetic CP, first child, associated impairments and severity; prenatal infection and IQ<50, epilepsy and severity; post‐neonatal cause and spastic bilateral CP‐4 members and associated impairments. At 5‐years‐old the more explanatory variables for not be in a school inclusive settings were IQ<50 and epilepsy, a high percentage of children with moderate/severe CP was attending regular school, but most children who were out of inclusive settings at 5 years continue on this situations at 10‐years‐old. At this age the more explanatory variables for not be in a school inclusive settings were: IQ<50 and upper limb function; 35,1% were out of regular school; 4,5%, even in compulsory school age, are out of school. Standardized comprehensive, objective, simple and accessible information about CP new cases, risk factors, prevalence in the key‐age and children multidimensional characterization constitutes a clinical and epidemiological tool that should sustain health, educational and social policy. This would support the continuity of these children in regular schools, encouraging g them and their families in these processes.