Atenuação de ruídos coerentes utilizando decomposição em modos empíricos

The seismic processing technique has the main objective to provide adequate picture of geological structures from subsurface of sedimentary basins. Among the key steps of this process is the enhancement of seismic reflections by filtering unwanted signals, called seismic noise, the improvement of signals of interest and the application of imaging procedures. The seismic noise may appear random or coherent. This dissertation will present a technique to attenuate coherent noise, such as ground roll and multiple reflections, based on Empirical Mode Decomposition method. This method will be applied to decompose the seismic trace into Intrinsic Mode Functions. These functions have the properties of being symmetric, with local mean equals zero and the same number of zero-crossing and extremes. The developed technique was tested on synthetic and real data, and the results were considered encouraging

The problem of estimating the volatility of zero coupon bond interest rate

Financial literature and financial industry use often zero coupon yield curves as input for testing hypotheses, pricing assets or managing risk. They assume this provided data as accurate. We analyse implications of the methodology and of the sample selection criteria used to estimate the zero coupon bond yield term structure on the resulting volatility of spot rates with different maturities. We obtain the volatility term structure using historical volatilities and Egarch volatilities. As input for these volatilities we consider our own spot rates estimation from GovPX bond data and three popular interest rates data sets: from the Federal Reserve Board, from the US Department of the Treasury (H15), and from Bloomberg. We find strong evidence that the resulting zero coupon bond yield volatility estimates as well as the correlation coefficients among spot and forward rates depend significantly on the data set. We observe relevant differences in economic terms when volatilities are used to price derivatives.

Curve crossing for the reflected Levy process at zero and infinity

Let $R_{t}=\sup_{0\leq s\leq t}X_{s}-X_{t}$ be a Levy process reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times above power law boundaries at infinity. Information as to when the expected passage time for $R_{t}$ is finite, is given. We also discuss the almost sure finiteness of $\limsup_{t\to 0}R_{t}/t^{\kappa}$, for each $\kappa\geq 0$.

Selfing rate estimation in sugarcane under unfavorable natural conditions of crossing by using microsatellite markers

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

NLO thermal dilepton rate at non-zero momentum

The vector channel spectral function and the dilepton production rate from a QCD plasma at a temperature above a few hundred MeV are evaluated up to next-to-leading order (NLO) including their dependence on a non-zero momentum with respect to the heat bath. The invariant mass of the virtual photon is taken to be in the range K2 ~ (πT)2 ~ (1GeV)2, generalizing previous NLO results valid for K2 ≫ (πT)2. In the opposite regime 0 < K2 ≪ (πT)2 the loop expansion breaks down, but agrees nevertheless in order of magnitude with a previous result obtained through resummations. Ways to test the vector spectral function through comparisons with imaginary-time correlators measured on the lattice are discussed.

Electron dephasing scattering rate in two-dimensional GaAs/InGaAs heterostructures with embedded InAs quantum dots

We report a comprehensive study of weak-localization and electron-electron interaction effects in a GaAs/InGaAs two-dimensional electron system with nearby InAs quantum dots, using measurements of the electrical conductivity with and without magnetic field. Although both the effects introduce temperature dependent corrections to the zero magnetic field conductivity at low temperatures, the magnetic field dependence of conductivity is dominated by the weak-localization correction. We observed that the electron dephasing scattering rate tau(-1)(phi), obtained from the magnetoconductivity data, is enhanced by introducing quantum dots in the structure, as expected, and obeys a linear dependence on the temperature and elastic mean free path, which is against the Fermi-liquid model. (c) 2008 American Institute of Physics. [DOI: 10.1063/1.2996034]

Anomalous dephasing scattering rate of two-dimensional electrons in double quantum well structures

The results on the measurement of electrical conductivity and magnetoconductivity of a GaAs double quantum well between 0.5 and 1.1 K are reported. The zero magnetic-field conductivity is well described from the point of view of contributions made by both the weak localization and electron-electron interaction. At low field and low temperature, the magnetoconductivity is dominated by the weak localization effect only. Using the weak localization method, we have determined the electron dephasing times tau(phi) and tunneling times tau(t). Concerning tunneling, we concluded that tau(t) presents a minimum around the balance point; concerning dephasing, we observed an anomalous dependence on temperature and conductivity (or elastic mean free path) of tau(phi). This anomalous behavior cannot be explained in terms of the prevailing concepts for the electron-electron interaction in high-mobility two-dimensional electron systems.

Machine learning Gaussian short rate

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco

Land, technical progress and the falling rate of profit

The paper sets out a one sector growth model with a neoclassical production function in land and a capital-labour aggregate. Capital accumulates through capitalist saving, the labour supply is infinitely elastic at a subsistence wage and all factors may experience factor augmenting technical progress. The main result is that, if the elasticity of substitution between land and the capital-labour aggregate is less than one and if the rate of caital augmenting technical progress is strictly positive, then the rate of profit will fall to zero. The surprise is that this result holds regardless of the rate of land augmenting technical progress; that is, no amount of technical advance in agriculture can stop the fall in the rate of profit. The paper also discusses the relation of this result to the classical and Marxist literature and sets out the path of the relative price of land.

Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis

This paper examines the impact of Federal Funds rate (FFR) surprises on stock returns in the United States over the period 1989-2009, focusing on the impact of the recent financial crisis. We find that prior to the crisis, stock prices increased as a response to unexpected FFR cuts. State dependence is also identified with stocks exhibiting larger increases when interest rate easing coincided with recessions, bear stock markets, and tightening credit market conditions. However, an important structural shift took place during the financial crisis, which changed the stock market response to FFR shocks, as well as the nature of state dependence. Specifically, during the crisis period stock market participants did not react positively to unexpected FFR cuts. Our results highlight the severity of the recent financial turmoil episode and the ineffectiveness of conventional monetary policy close to the zero lower bound for nominal interest rates.

A zero-delay sequential scheme for lossy coding of individual sequences

We consider adaptive sequential lossy coding of bounded individual sequences when the performance is measured by the sequentially accumulated mean squared distortion. Theencoder and the decoder are connected via a noiseless channel of capacity $R$ and both are assumed to have zero delay. No probabilistic assumptions are made on how the sequence to be encoded is generated. For any bounded sequence of length $n$, the distortion redundancy is defined as the normalized cumulative distortion of the sequential scheme minus the normalized cumulative distortion of the best scalarquantizer of rate $R$ which is matched to this particular sequence. We demonstrate the existence of a zero-delay sequential scheme which uses common randomization in the encoder and the decoder such that the normalized maximum distortion redundancy converges to zero at a rate $n^{-1/5}\log n$ as the length of the encoded sequence $n$ increases without bound.

Cryptic recombination in the ever-young sex chromosomes of Hylid frogs.

Sex chromosomes are expected to evolve suppressed recombination, which leads to degeneration of the Y and heteromorphism between the X and Y. Some sex chromosomes remain homomorphic, however, and the factors that prevent degeneration of the Y in these cases are not well understood. The homomorphic sex chromosomes of the European tree frogs (Hyla spp.) present an interesting paradox. Recombination in males has never been observed in crossing experiments, but molecular data are suggestive of occasional recombination between the X and Y. The hypothesis that these sex chromosomes recombine has not been tested statistically, however, nor has the X-Y recombination rate been estimated. Here, we use approximate Bayesian computation coupled with coalescent simulations of sex chromosomes to quantify X-Y recombination rate from existent data. We find that microsatellite data from H. arborea, H. intermedia and H. molleri support a recombination rate between X and Y that is significantly different from zero. We estimate that rate to be approximately 10(5) times smaller than that between X chromosomes. Our findings support the notion that very low recombination rate may be sufficient to maintain homomorphism in sex chromosomes.

Oxygen consumption of Litopenaeus vannamei juveniles in heterotrophic medium with zero water exchange

This work aimed at determining the dissolved oxygen consumption rate of Litopenaeus vannamei juveniles maintained in a microbial biofloc raceway system at high density with no aeration. Three 4 L bottles were filled for each treatment, sealed hermetically, and placed in an enclosed greenhouse raceway system. Four shrimp (13.2±1.42 g) were assigned to two sets of the bottles, which underwent the following treatments: light conditions with no shrimp; dark conditions with no shrimp; light conditions with shrimp; and dark conditions with shrimp. Dissolved oxygen content was measured every 10 min for 30 min. A quadratic behavior was observed in dissolved oxygen concentration over time. Significant differences for oxigen consumption were observed only at 10 and 20 min between shrimp maintained in the dark and those under light conditions. At 10 min, a higher value was observed in shrimp maintained under light, and at 20 min, in the dark. Significant differences between 10 and 20 min and between 10 and 30 min were observed when oxygen consumption was analyzed over time in the presence of light. Under dark conditions there were significant differences only between 20 and 30 min. Lethal oxygen concentration (0.65 mg L-1) would be reached in less than one hour either under light or dark conditions with no aeration.

Influence of infusion line compliance on drug delivery rate during acute line loop formation.

OBJECTIVE: To determine whether infusion line compliance contributes to irregular drug delivery during vertical displacement of syringe pumps. DESIGN: Five different commercially available infusion lines were studied at infusion rates of 0.5, 1.0, and 1.5 ml/h. Zero drug delivery time was measured after acute line loop formation (70 cm) using an electronic balance. Compliance of each infusion line was calculated using a pressure transducer and measurement of the occlusion release bolus at 300 mmHg occlusion pressure. Finally, the influence of infusion line compliance on drug delivery during acute lowering of the syringe pump was studied using low- and high-compliance infusion lines. RESULTS: Acute line loop formation resulted in zero drug delivery time from 5.1 +/- 1.5 to 44.0 +/- 6.8 s at flow rates of 0.5 ml/h. Increased flow rates significantly reduced loop-induced flow variability. A close correlation was found between zero drug delivery time and calculated infusion line compliance at 0.5 ml/h (linear regression R2 = 0.79). Lowering of the syringe pump 50 cm prolonged zero drug delivery time from 295.8 +/- 20.7 s with the low-compliance tube to 463.3 +/- 24.0 s with the high-compliance infusion line. CONCLUSIONS: Infusion line compliance contributes to irregular drug delivery associated with vertical displacement of syringe pumps. Siphoning of the infusion line during patient care should be avoided, and flow rates of 1 ml/h or higher are recommended. Low-compliance infusion lines are indicated whenever highly short-acting vasoactive drugs at low delivery rates are administered.

Reexamination of the relationship of resting metabolic rate to fat-free mass and to the metabolically active components of fat-free mass in humans.

The ratio of resting metabolic rate (RMR) to fat-free mass (FFM) is often used to compare individuals of different body sizes. Because RMR has not been well described over the full range of FFM, a literature review was conducted among groups with a wide range of FFM. It included 31 data sets comprising a total of 1111 subjects: 118 infants and preschoolers, 323 adolescents, and 670 adults; FFM ranged from 2.8 to 106 kg. The relationship of RMR to FFM was found to be nonlinear and average slopes of the regression equations of the three groups differed significantly (P less than 0.0001). For only the youngest group did the intercept approach zero. The lower slopes of RMR on FFM, at higher measures of FFM, corresponded to relatively greater proportions of less metabolically active muscle mass and to lesser proportions of more metabolically active nonmuscle organ mass. Because the contribution of FFM to RMR is not constant, an arithmetic error is introduced when the ratio of RMR to FFM is used. Hence, alternative methods should be used to compare individuals with markedly different FFM.