Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.

Variational and learning models for image and time series inverse problems

Inverse problems are at the core of many challenging applications. Variational and learning models provide estimated solutions of inverse problems as the outcome of specific reconstruction maps. In the variational approach, the result of the reconstruction map is the solution of a regularized minimization problem encoding information on the acquisition process and prior knowledge on the solution. In the learning approach, the reconstruction map is a parametric function whose parameters are identified by solving a minimization problem depending on a large set of data. In this thesis, we go beyond this apparent dichotomy between variational and learning models and we show they can be harmoniously merged in unified hybrid frameworks preserving their main advantages. We develop several highly efficient methods based on both these model-driven and data-driven strategies, for which we provide a detailed convergence analysis. The arising algorithms are applied to solve inverse problems involving images and time series. For each task, we show the proposed schemes improve the performances of many other existing methods in terms of both computational burden and quality of the solution. In the first part, we focus on gradient-based regularized variational models which are shown to be effective for segmentation purposes and thermal and medical image enhancement. We consider gradient sparsity-promoting regularized models for which we develop different strategies to estimate the regularization strength. Furthermore, we introduce a novel gradient-based Plug-and-Play convergent scheme considering a deep learning based denoiser trained on the gradient domain. In the second part, we address the tasks of natural image deblurring, image and video super resolution microscopy and positioning time series prediction, through deep learning based methods. We boost the performances of supervised, such as trained convolutional and recurrent networks, and unsupervised deep learning strategies, such as Deep Image Prior, by penalizing the losses with handcrafted regularization terms.

Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

Possibilidades e limites da avaliação da qualidade de vida : análise dos instrumentos WHOQOL e modelos clássicos de qualidade de vida no trabalho = Possibilities and limits of quality of life assessment : analysis of WHOQOL instruments and quality of work life classical models

Universidade Estadual de Campinas . Faculdade de Educação Física

Time evolution of the South Atlantic Magnetic Anomaly

The South Atlantic Magnetic Anomaly (SAMA) is one of the most outstanding anomalies of the geomagnetic field. The SAMA secular variation was obtained and compared to the evolution of other anomalies using spherical harmonic field models for the 1590-2005 period. An analysis of data from four South American observatories shows how this large scale anomaly affected their measurements. Since SAMA is a low total field anomaly, the field was separated into its nondipolar, quadrupolar and octupolar parts. The time evolution of the non-dipole/total, quadrupolar/total and octupolar/total field ratios yielded increasingly high values for the South Atlantic since 1750. The SAMA evolution is compared to the evolution of other large scale surface geomagnetic features like the North and the South Pole and the Siberia High, and this comparison shows the intensity equilibrium between these anomalies in both hemispheres. The analysis of non-dipole fields in historical period suggests that SAMA is governed by (i) quadrupolar field for drift, and (ii) quadrupolar and octupolar fields for intensity and area of influence. Furthermore, our study reinforces the possibility that SAMA may be related to reverse fluxes in the outer core under the South Atlantic region.

Richards growth model and viability indicators for populations subject to interventions

In this work we study the problem of modeling identification of a population employing a discrete dynamic model based on the Richards growth model. The population is subjected to interventions due to consumption, such as hunting or farming animals. The model identification allows us to estimate the probability or the average time for a population number to reach a certain level. The parameter inference for these models are obtained with the use of the likelihood profile technique as developed in this paper. The identification method here developed can be applied to evaluate the productivity of animal husbandry or to evaluate the risk of extinction of autochthon populations. It is applied to data of the Brazilian beef cattle herd population, and the the population number to reach a certain goal level is investigated.

TRAVELLING THROUGH PITCH SPACE SPEEDS UP MUSICAL TIME

SEVERAL MODELS OF TIME ESTIMATION HAVE BEEN developed in psychology; a few have been applied to music. In the present study, we assess the influence of the distances travelled through pitch space on retrospective time estimation. Participants listened to an isochronous chord sequence of 20-s duration. They were unexpectedly asked to reproduce the time interval of the sequence. The harmonic structure of the stimulus was manipulated so that the sequence either remained in the same key (CC) or travelled through a closely related key (CFC) or distant key (CGbC). Estimated times were shortened when the sequence modulated to a very distant key. This finding is discussed in light of Lerdahl's Tonal Pitch Space Theory (2001), Firmino and Bueno's Expected Development Fraction Model (in press), and models of time estimation.

Data collapse, scaling functions, and analytical solutions of generalized growth models

We consider a nontrivial one-species population dynamics model with finite and infinite carrying capacities. Time-dependent intrinsic and extrinsic growth rates are considered in these models. Through the model per capita growth rate we obtain a heuristic general procedure to generate scaling functions to collapse data into a simple linear behavior even if an extrinsic growth rate is included. With this data collapse, all the models studied become independent from the parameters and initial condition. Analytical solutions are found when time-dependent coefficients are considered. These solutions allow us to perceive nontrivial transitions between species extinction and survival and to calculate the transition's critical exponents. Considering an extrinsic growth rate as a cancer treatment, we show that the relevant quantity depends not only on the intensity of the treatment, but also on when the cancerous cell growth is maximum.

Differential expression of microRNAs in mouse pain models

Background: MicroRNAs (miRNAs) are short non-coding RNAs that inhibit translation of target genes by binding to their mRNAs. The expression of numerous brain-specific miRNAs with a high degree of temporal and spatial specificity suggests that miRNAs play an important role in gene regulation in health and disease. Here we investigate the time course gene expression profile of miR-1, -16, and -206 in mouse dorsal root ganglion (DRG), and spinal cord dorsal horn under inflammatory and neuropathic pain conditions as well as following acute noxious stimulation. Results: Quantitative real-time polymerase chain reaction analyses showed that the mature form of miR-1, -16 and -206, is expressed in DRG and the dorsal horn of the spinal cord. Moreover, CFA-induced inflammation significantly reduced miRs-1 and -16 expression in DRG whereas miR-206 was downregulated in a time dependent manner. Conversely, in the spinal dorsal horn all three miRNAs monitored were upregulated. After sciatic nerve partial ligation, miR-1 and -206 were downregulated in DRG with no change in the spinal dorsal horn. On the other hand, axotomy increases the relative expression of miR-1, -16, and 206 in a time-dependent fashion while in the dorsal horn there was a significant downregulation of miR-1. Acute noxious stimulation with capsaicin also increased the expression of miR-1 and -16 in DRG cells but, on the other hand, in the spinal dorsal horn only a high dose of capsaicin was able to downregulate miR-206 expression. Conclusions: Our results indicate that miRNAs may participate in the regulatory mechanisms of genes associated with the pathophysiology of chronic pain as well as the nociceptive processing following acute noxious stimulation. We found substantial evidence that miRNAs are differentially regulated in DRG and the dorsal horn of the spinal cord under different pain states. Therefore, miRNA expression in the nociceptive system shows not only temporal and spatial specificity but is also stimulus-dependent.

Confronting dark energy models using galaxy cluster number counts

The mass function of cluster-size halos and their redshift distribution are computed for 12 distinct accelerating cosmological scenarios and confronted to the predictions of the conventional flat Lambda CDM model. The comparison with Lambda CDM is performed by a two-step process. First, we determine the free parameters of all models through a joint analysis involving the latest cosmological data, using supernovae type Ia, the cosmic microwave background shift parameter, and baryon acoustic oscillations. Apart from a braneworld inspired cosmology, it is found that the derived Hubble relation of the remaining models reproduces the Lambda CDM results approximately with the same degree of statistical confidence. Second, in order to attempt to distinguish the different dark energy models from the expectations of Lambda CDM, we analyze the predicted cluster-size halo redshift distribution on the basis of two future cluster surveys: (i) an X-ray survey based on the eROSITA satellite, and (ii) a Sunayev-Zeldovich survey based on the South Pole Telescope. As a result, we find that the predictions of 8 out of 12 dark energy models can be clearly distinguished from the Lambda CDM cosmology, while the predictions of 4 models are statistically equivalent to those of the Lambda CDM model, as far as the expected cluster mass function and redshift distribution are concerned. The present analysis suggests that such a technique appears to be very competitive to independent tests probing the late time evolution of the Universe and the associated dark energy effects.

Chemical evolution models for spiral disks: the Milky Way, M31, and M33

Context. The distribution of chemical abundances and their variation with time are important tools for understanding the chemical evolution of galaxies. In particular, the study of chemical evolution models can improve our understanding of the basic assumptions made when modelling our Galaxy and other spirals. Aims. We test a standard chemical evolution model for spiral disks in the Local Universe and study the influence of a threshold gas density and different efficiencies in the star formation rate (SFR) law on radial gradients of abundance, gas, and SFR. The model is then applied to specific galaxies. Methods. We adopt a one-infall chemical evolution model where the Galactic disk forms inside-out by means of infall of gas, and we test different thresholds and efficiencies in the SFR. The model is scaled to the disk properties of three Local Group galaxies (the Milky Way, M31 and M33) by varying its dependence on the star formation efficiency and the timescale for the infall of gas onto the disk. Results. Using this simple model, we are able to reproduce most of the observed constraints available in the literature for the studied galaxies. The radial oxygen abundance gradients and their time evolution are studied in detail. The present day abundance gradients are more sensitive to the threshold than to other parameters, while their temporal evolutions are more dependent on the chosen SFR efficiency. A variable efficiency along the galaxy radius can reproduce the present day gas distribution in the disk of spirals with prominent arms. The steepness in the distribution of stellar surface density differs from massive to lower mass disks, owing to the different star formation histories. Conclusions. The most massive disks seem to have evolved faster (i.e., with more efficient star formation) than the less massive ones, thus suggesting a downsizing in star formation for spirals. The threshold and the efficiency of star formation play a very important role in the chemical evolution of spiral disks. For instance, an efficiency varying with radius can be used to regulate the star formation. The oxygen abundance gradient can steepen or flatten in time depending on the choice of this parameter.

The young, tight, and low-mass binary TWA22AB: a new calibrator for evolutionary models? Orbit, spectral types, and temperature

Context. Tight binaries discovered in young, nearby associations are ideal targets for providing dynamical mass measurements to test the physics of evolutionary models at young ages and very low masses. Aims. We report the binarity of TWA22 for the first time. We aim at monitoring the orbit of this young and tight system to determine its total dynamical mass using an accurate distance determination. We also intend to characterize the physical properties (luminosity, effective temperature, and surface gravity) of each component based on near-infrared photometric and spectroscopic observations. Methods. We used the adaptive-optics assisted imager NACO to resolve the components, to monitor the complete orbit and to obtain the relative near-infrared photometry of TWA22 AB. The adaptive-optics assisted integral field spectrometer SINFONI was also used to obtain medium-resolution (R(lambda) = 1500-2000) spectra in JHK bands. Comparison with empirical and synthetic librairies were necessary for deriving the spectral type, the effective temperature, and the surface gravity for each component of the system. Results. Based on an accurate trigonometric distance (17.5 +/- 0.2 pc) determination, we infer a total dynamical mass of 220 +/- 21 M(Jup) for the system. From the complete set of spectra, we find an effective temperature T(eff) = 2900(-200)(+200) K for TWA22A and T(eff) = 2900(-100)(+200) for TWA22 B and surface gravities between 4.0 and 5.5 dex. From our photometry and an M6 +/- 1 spectral type for both components, we find luminosities of log(L/L(circle dot)) = -2.11 +/- 0.13 dex and log(L/L(circle dot)) = -2.30 +/- 0.16 dex for TWA22 A and B, respectively. By comparing these parameters with evolutionary models, we question the age and the multiplicity of this system. We also discuss a possible underestimation of the mass predicted by evolutionary models for young stars close to the substellar boundary.

Time correlation function in systems with two coexisting biological species

We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.

Directed Abelian algebras and their application to stochastic models

With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

Structural models for yttrium aluminium borate laser glasses: NMR and EPR studies of the system (Y(2)O(3))(0.2)-(Al(2)O(3))(x)-(B(2)O(3))(0.8-x)

The structure of laser glasses in the system (Y(2)O(3))(0.2){(Al(2)O(3))(x))(B(2)O(3))(0.8-x)} (0.15 <= x <= 0.40) has been investigated by means of (11)B, (27)Al, and (89)Y solid state NMR as well as electron spin echo envelope modulation (ESEEM) of Yb-doped samples. The latter technique has been applied for the first time to an aluminoborate glass system. (11)B magic-angle spinning (MAS)-NMR spectra reveal that, while the majority of the boron atoms are three-coordinated over the entire composition region, the fraction of three-coordinated boron atoms increases significantly with increasing x. Charge balance considerations as well as (11)B NMR lineshape analyses suggest that the dominant borate species are predominantly singly charged metaborate (BO(2/2)O(-)), doubly charged pyroborate (BO(1/2)(O(-))(2)), and (at x = 0.40) triply charged orthoborate groups. As x increases along this series, the average anionic charge per trigonal borate group increases from 1.38 to 2.91. (27)Al MAS-NMR spectra show that the alumina species are present in the coordination states four, five and six, and the fraction of four-coordinated Al increases markedly with increasing x. All of the Al coordination states are in intimate contact with both the three-and the four-coordinate boron species and vice versa, as indicated by (11)B/(27)Al rotational echo double resonance (REDOR) data. These results are consistent with the formation of a homogeneous, non-segregated glass structure. (89)Y solid state NMR spectra show a significant chemical shift trend, reflecting that the second coordination sphere becomes increasingly ""aluminate-like'' with increasing x. This conclusion is supported by electron spin echo envelope modulation (ESEEM) data of Yb-doped glasses, which indicate that both borate and aluminate species participate in the medium range structure of the rare-earth ions, consistent with a random spatial distribution of the glass components.