Shannon information and power law analysis of the chromosome code

This paper studies the information content of the chromosomes of twenty-three species. Several statistics considering different number of bases for alphabet character encoding are derived. Based on the resulting histograms, word delimiters and character relative frequencies are identified. The knowledge of this data allows moving along each chromosome while evaluating the flow of characters and words. The resulting flux of information is captured by means of Shannon entropy. The results are explored in the perspective of power law relationships allowing a quantitative evaluation of the DNA of the species.

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.

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.

A review of power laws in real life phenomena

Power law distributions, also known as heavy tail distributions, model distinct real life phenomena in the areas of biology, demography, computer science, economics, information theory, language, and astronomy, amongst others. In this paper, it is presented a review of the literature having in mind applications and possible explanations for the use of power laws in real phenomena. We also unravel some controversies around power laws.

Comparing the schedulers and power saving strategies with SPARTS

We have developed SPARTS, a simulator of a generic embedded real-time device. It is designed to be extensible to accommodate different task properties, scheduling algorithms and/or hardware models for the wide variety of applications. SPARTS was developed to help the community investigate the behaviour of the real-time embedded systems and to quantify the associated constraints/overheads.

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

Renewable Power Sources

Of all of the sources of renewable energies available one can argue that the most abundant and accessible are solar power, radiation, and the energy of the tides (70 % of the earth surface is covered by water). The tidal wave energy hasn’t seen a widespread distribution yet, mainly due to the lack of interest of the governments, most of the coastal areas of the world are exclusive responsibility of the governments, thus not easily open for private venture. Considering solar power, there exist two main fields of application, land based systems and space based systems. The former systems are still in a very embryonic phase, with Japan being the lead researcher in the field, with an experimental satellite-power station to be launched before 2010. Land based systems, on the other hand, are well studied, with major research and application programs in all known forms of solar power production. Given a minimum value of incident radiation, and applying the appropriate system, (i.e. power plant type), for any given area the solar power becomes an income-producing industry.

A CMOS micro power switched-capacitor DC-DC step-up converter for indoor light energy harvesting applications

This paper presents a micro power light energy harvesting system for indoor environments. Light energy is collected by amorphous silicon photovoltaic (a-Si:H PV) cells, processed by a switched capacitor (SC) voltage doubler circuit with maximum power point tracking (MPPT), and finally stored in a large capacitor. The MPPT fractional open circuit voltage (V-OC) technique is implemented by an asynchronous state machine (ASM) that creates and dynamically adjusts the clock frequency of the step-up SC circuit, matching the input impedance of the SC circuit to the maximum power point condition of the PV cells. The ASM has a separate local power supply to make it robust against load variations. In order to reduce the area occupied by the SC circuit, while maintaining an acceptable efficiency value, the SC circuit uses MOSFET capacitors with a charge sharing scheme for the bottom plate parasitic capacitors. The circuit occupies an area of 0.31 mm(2) in a 130 nm CMOS technology. The system was designed in order to work under realistic indoor light intensities. Experimental results show that the proposed system, using PV cells with an area of 14 cm(2), is capable of starting-up from a 0 V condition, with an irradiance of only 0.32 W/m(2). After starting-up, the system requires an irradiance of only 0.18 W/m(2) (18 mu W/cm(2)) to remain operating. The ASM circuit can operate correctly using a local power supply voltage of 453 mV, dissipating only 0.085 mu W. These values are, to the best of the authors' knowledge, the lowest reported in the literature. The maximum efficiency of the SC converter is 70.3 % for an input power of 48 mu W, which is comparable with reported values from circuits operating at similar power levels.

Fractional dynamics in financial indexes

The goal of this study is the analysis of the dynamical properties of financial data series from 32 worldwide stock market indices during the period 2000–2009 at a daily time horizon. Stock market indices are examples of complex interacting systems for which a huge amount of data exists. The methods and algorithms that have been explored for the description of physical phenomena become an effective background in the analysis of economical data. In this perspective are applied the classical concepts of signal analysis, Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of fractional dynamical 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.

The impact of different power dividers used in a non-uniform planar antenna array

Wireless communications are widely used for various applications, requiring antennas with different features. Often, to achieve the desired radiation pattern, is necessary to employ antenna arrays, using non-uniform excitation on its elements. Power dividers can be used and the best known are the T-junction and the Wilkinson power divider, whose main advantage is the isolation between output ports. In this paper the impact of this isolation on the overall performance of a circularly polarized planar antenna array using non-uniform excitation is investigated. Results show a huge decrease of the array bandwidths either in terms of return loss or in polarization, without resistors. © 2014 IEEE.

A perturbation and observation routine used to control a power converter

This paper presents a programable perturbation and observation control implementation for a wind generation system and its power electronic converter. The objective of the method in this particular application is to adjust the power delivered to charge a battery to its maximum and allowable value, function of the real values of several parameters and their continuous variation, the most important the wind velocity and the turbine efficiency. Also, to improve the power throughput and to use the turbine and generator marginal zones of operation, an unusual power converter is used, allowing a wide range for the input voltage values. The implemented control is continuously measuring the actual power and looks for a new and powerful operation point. © 2014 IEEE.

Control of a power supply with cycling current using different controllers

Fast Field Cycling (FFC) Nuclear Magnetic Resonance (NMR) relaxometers require controlled current sources in order to get accurate flux density with respect to its magnet. The main elements of the proposed solution are a power semiconductor, a DC voltage source and the magnet. The power semiconductor is commanded in order to get a linear control of the flux density. To implement the flux density control, a Hall Effect sensor is used. Furthermore, the dynamic behavior of the current source is analyzed and compared when using a PI controller and a PD2I controller.

Inverse dynamics based predictive control for unified power flow controllers without DC bus

This paper presents a new predictive digital control method applied to Matrix Converters (MC) operating as Unified Power Flow Controllers (UPFC). This control method, based on the inverse dynamics model equations of the MC operating as UPFC, just needs to compute the optimal control vector once in each control cycle, in contrast to direct dynamics predictive methods that needs 27 vector calculations. The theoretical principles of the inverse dynamics power flow predictive control of the MC based UPFC with input filter are established. The proposed inverse dynamics predictive power control method is tested using Matlab/Simulink Power Systems toolbox and the obtained results show that the designed power controllers guarantees decoupled active and reactive power control, zero error tracking, fast response times and an overall good dynamic and steady-state response.

Investment focused strategies in electricity markets using the ITEM-game simulator

This paper presents a methodology to establish investment and trading strategies of a power generation company. These strategies are integrated in the ITEM-Game simulator in order to test their results when played against defined strategies used by other players. The developed strategies are focused on investment decisions, although trading strategies are also implemented to obtain base case results. Two cases are studied considering three players with the same trading strategy. In case 1, all players also have the same investment strategy driven by a market target share. In case 2, player 1 has an improved investment strategy with a target share twice of the target of players 2 and 3. Results put in evidence the influence of the CO2 and fuel prices in the company investment decision. It is also observed the influence of the budget constraint which might prevent the player to take the desired investment decision.