Characterizations of power indices based on null player free winning coalitions

In this paper, we characterize two power indices introduced in [1] using two different modifications of the monotonicity property first stated by [2]. The sets of properties are easily comparable among them and with previous characterizations of other power indices.

Uncertainty assessment approach for composite structures based on global sensitivity indices

The problem of uncertainty propagation in composite laminate structures is studied. An approach based on the optimal design of composite structures to achieve a target reliability level is proposed. Using the Uniform Design Method (UDM), a set of design points is generated over a design domain centred at mean values of random variables, aimed at studying the space variability. The most critical Tsai number, the structural reliability index and the sensitivities are obtained for each UDM design point, using the maximum load obtained from optimal design search. Using the UDM design points as input/output patterns, an Artificial Neural Network (ANN) is developed based on supervised evolutionary learning. Finally, using the developed ANN a Monte Carlo simulation procedure is implemented and the variability of the structural response based on global sensitivity analysis (GSA) is studied. The GSA is based on the first order Sobol indices and relative sensitivities. An appropriate GSA algorithm aiming to obtain Sobol indices is proposed. The most important sources of uncertainty are identified.

Aedes aegypti entomological indices in an endemic area for dengue in Sao Paulo State, Brazil

OBJECTIVE: To evaluate the most productive types of properties and containers for Aedes aegypti and the spatial distribution of entomological indices.METHODS: Between December 2006 and February 2007, the vector's immature forms were collected to obtain entomological indices in 9,875 properties in the Jaguare neighborhood of Sao Jose do Rio Preto, SP, Southeastern Brazil. In March and April 2007, a questionnaire about the conditions and characteristics of properties was administered. Logistic regression was used to identify variables associated with the presence of pupae at the properties. Indices calculated per block were combined with a geo-referenced map, and thematic maps of these indices were obtained using statistical interpolation.RESULTS: The properties inspected had the following Ae. aegypti indices: Breteau Index = 18.9, 3.7 larvae and 0.42 pupae per property, 5.2 containers harboring Ae. aegypti per hectare, 100.0 larvae and 11.6 pupae per hectare, and 1.3 larvae and 0.15 pupae per inhabitant. The presence of yards, gardens and animals was associated with the presence of pupae.CONCLUSIONS: Specific types of properties and containers that simultaneously had low frequencies among those positive for the vector and high participation in the productivity of larvae and pupae were not identified. The use of indices including larval and pupal counts does not provide further information beyond that obtained from the traditional Stegomyia indices in locations with characteristics similar to those of São José do Rio Preto. The indices calculated per area were found to be more accurate for the spatial assessment of infestation. The Ae. aegypti infestation levels exhibited extensive spatial variation, indicating that the assessment of infestation in micro areas is needed.

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.

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

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.

Analysis of stock market indices through multidimensional scaling

We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.

Paired indices for clustering evaluation correction for agreement by chance

In the present paper we focus on the performance of clustering algorithms using indices of paired agreement to measure the accordance between clusters and an a priori known structure. We specifically propose a method to correct all indices considered for agreement by chance - the adjusted indices are meant to provide a realistic measure of clustering performance. The proposed method enables the correction of virtually any index - overcoming previous limitations known in the literature - and provides very precise results. We use simulated datasets under diverse scenarios and discuss the pertinence of our proposal which is particularly relevant when poorly separated clusters are considered. Finally we compare the performance of EM and KMeans algorithms, within each of the simulated scenarios and generally conclude that EM generally yields best results.

Densities and refractive indices for the ternary mixture methanol/propan-1-Ol/acetonitrile

Refractive indices, n(D), and densities, rho, at 298.15 K were measured for the ternary mixture methanol (MeOH)/propan-1-ol (1-PrOH)/acetonitrile (MeCN) for a total of 22 mole fractions, along with 18 mole fractions of each of the corresponding binary mixtures, methanol/propan-1-ol, propan-1-ol/acetonitrile and methanol/acetonitrile. The variation of excess refractive indices and excess molar volumes with composition was modeled by the Redlich-Kister polynomial function in the case of binary mixtures and by the Cibulka equation for the ternary mixture. A thermodynamic approach to excess refractive indices, recently proposed by other authors, was applied for the first time to ternary liquid mixtures. Structural effects were identified and interpreted both in the binary and ternary systems. A complex relationship between excess refractive indices and excess molar volumes was identified, revealing all four possible sign combinations between these two properties. Structuring of the mixtures was also discussed on the basis of partial molar volumes of the binary and ternary mixtures.

Interrelation between parasitic infections and hypovitaminosis A: Schistosoma mansoni infection and the retinol blood levels in an endemic area of State of Minas Gerais (Brazil)

The interrelation between schistosomiasis and the retinol blood levels was studied in a double blind method, by comparing the serum vitamin A of the infected and non-infected group of an endemic area of Schistosoma mansoni infection. The infected group was characterized by 106 parasitized persons in the intestinal and hepatointestinal forms, who eliminated less than 500 eggs/gram of feces (Modified Kato's method); the non-infected group was characterized by 112 inhabitants of this endemic area without eggs in the stools and presenting negative intradermal reactions, and absence of previous specific treatment. The blood levels of retinol was determinated using trifluoracetic acid method, regarding the normal levels > 20,0mg/100ml. The results of this study point out the absence of correlation between S. mansoni infection and blood levels of vitamin A.

Parasitological and serological studies on Amoebiasis and other intestinal parasitic infections in Recife and its suburban area, northeast Brazil

Parasitological examinations were carried out during April to August, 1987, with 187 out-patients of the IMIP hospital, located in the center of Recife City, and 464 inhabitants of several villages around Cabo City, 50 Km southeast of Recife, Pernambuco, Brazil. Approximately 71% of the IMIP patients and 92% of the Cabo inhabitants were infected with at least one species of intestinal parasite. There was minimum difference in the prevalence rate of Trichuris trichiura between two areas, whereas the prevalence rates of Ascaris lumbricoides, hookworms, Strongyloides stercoralis, Schistosoma mansoni and Entamoeba histolytica were higher in the inhabitants of the Cabo City area. Only Giardia lamblia was more prevalent in the out-patients of IMIP hospital. Test tube cultivation revealed that the prevalence rate of Necator americanus in both areas was much higher than that of Ancylostoma duodenale , and also that the prevalence rate of S. stercoralis of the IMIP patients and Cabo inhabitants were 4.5% and 9.6%, respectively. Six hundred and fifteen sera were serologically examined for amoebiasis by the gel diffusion precipitation test (GDP) and enzyme linked immunosorbent assay (ELISA) using the antigen prepared from axenically cultured trophozoite of E. histolytica (strain HM-ITMSS). No positive reaction was observed in all of the sera as examined by GDP, while 32 out of 615 sera were positive on ELISA.

Parasitological and serological studies on amoebiasis and other intestinal parasitic infections in the rural sector around Recife, Northeast Brazil

Parasitological examinations were carried out during July to December, 1989, on 485 inhabitants of four villages in São Lourenço da Mata, 25 km northwest of Recife, Pernambuco, Brazil. Approximately 99.6% of the inhabitants were infected with at least one species of intestinal parasites. A high prevalence of Schistosoma mansoni (82.1%), hookworm (80.2%) Trichuris trichiura (69.9%), Ascaris lumbricoides (61.9%) and Entamoeba coli (36.7%) infections were demonstrated. Test tube cultivation revealed that the most common species of hookworm in this region was Necator americanus (88.4%), and also that the prevalence of Strongyloides stercoralis was 5.8%. Three hundred and thirty-four sera were serologically examined for amoebiasis by the gel diffusion precipitation test (GDP) and enzyme-linked immunosorbent assay (ELISA). No positive reaction was observed in all sera as examined by GDP, while 24 sera were positive by ELISA.

A fractional perspective to financial indices

The application of mathematical methods and computer algorithms in the analysis of economic and financial data series aims to give empirical descriptions of the hidden relations between many complex or unknown variables and systems. This strategy overcomes the requirement for building models based on a set of ‘fundamental laws’, which is the paradigm for studying phenomena usual in physics and engineering. In spite of this shortcut, the fact is that financial series demonstrate to be hard to tackle, involving complex memory effects and a apparently chaotic behaviour. Several measures for describing these objects were adopted by market agents, but, due to their simplicity, they are not capable to cope with the diversity and complexity embedded in the data. Therefore, it is important to propose new measures that, on one hand, are highly interpretable by standard personal but, on the other hand, are capable of capturing a significant part of the dynamical effects.

Comparing clustering solutions: the use of adjusted paired indices

In the present paper we compare clustering solutions using indices of paired agreement. We propose a new method - IADJUST - to correct indices of paired agreement, excluding agreement by chance. This new method overcomes previous limitations known in the literature as it permits the correction of any index. We illustrate its use in external clustering validation, to measure the accordance between clusters and an a priori known structure. The adjusted indices are intended to provide a realistic measure of clustering performance that excludes agreement by chance with ground truth. We use simulated data sets, under a range of scenarios - considering diverse numbers of clusters, clusters overlaps and balances - to discuss the pertinence and the precision of our proposal. Precision is established based on comparisons with the analytical approach for correction specific indices that can be corrected in this way are used for this purpose. The pertinence of the proposed correction is discussed when making a detailed comparison between the performance of two classical clustering approaches, namely Expectation-Maximization (EM) and K-Means (KM) algorithms. Eight indices of paired agreement are studied and new corrected indices are obtained.