Um modelo categorizador intervalar n-dimensional com l-camadas baseado em tesselações

O ICTM (Interval Categorizer Tesselation Model), objeto da presente tese, é um modelo geral para análise de espaços de natureza geométrica, baseado em tesselaçoes, que é capaz de produzir uma categorização confiável de conjunto de pontos de um dado espaço, de acordo com múltiplas características dos pontos, cada característica correspondendo a uma camada do modelo. Por exemplo, na análise de terrenos geográficos, uma região geográfica pode ser analisada de acordo com a sua topografia, vegetaçao, demografia, dados econômicos etc, cada uma gerando uma subdivisão diferente da região. O modelo geral baseado em tesselações não está restrito, porém, a análise de espaços bi-dimensionais. O conjunto dos pontos analisados pode pertencer a um espaço multidimensional, determinando a característica multi-dimensional de cada camada. Um procedimento de projeção das categorizações obtidas em cada camada sobre uma camada básica leva a uma categorização confiavel mais significante, que combina em uma só classificação as análises obtidas para cada característica. Isto permite muitas análises interessantes no que tange a dependência mútua das características. A dimensão da tesselação pode ser arbitrária ou escolhida de acordo com algum critério específico estabelecido pela aplicação. Neste caso, a categorização obtida pode ser refinada, ou pela re-definição da dimensão da tesselação ou tomando cada sub-região resultante para ser analisada separadamente A formalização nos registradores pode ser facilmente recuperada apenas pela indexação dos elementos das matrizes, em qualquer momento da execução. A implementação do modelo é naturalmente paralela, uma vez que a análise é feita basicamente por regras locais. Como os dados de entrada numéricos são usualmente suscetíveis a erros, o modelo utiliza a aritmética intervalar para se ter um controle automático de erros. O modelo ICTM também suporta a extração de fatos sobre as regiões de modo qualitativo, por sentenças lógicas, ou quantitativamente, pela análise de probabilidade. Este trabalho recebe apoio nanceiro do CNPq/CTPETRO e FAPERGS.

Exploratory semiparametric analysis of two-dimensional diffusions in finance

We examine bivariate extensions of Aït-Sahalia’s approach to the estimation of univariate diffusions. Our message is that extending his idea to a bivariate setting is not straightforward. In higher dimensions, as opposed to the univariate case, the elements of the Itô and Fokker-Planck representations do not coincide; and, even imposing sensible assumptions on the marginal drifts and volatilities is not sufficient to obtain direct generalisations. We develop exploratory estimation and testing procedures, by parametrizing the drifts of both component processes and setting restrictions on the terms of either the Itô or the Fokker-Planck covariance matrices. This may lead to highly nonlinear ordinary differential equations, where the definition of boundary conditions is crucial. For the methods developed, the Fokker-Planck representation seems more tractable than the Itô’s. Questions for further research include the design of regularity conditions on the time series dependence in the data, the kernels actually used and the bandwidths, to obtain asymptotic properties for the estimators proposed. A particular case seems promising: “causal bivariate models” in which only one of the diffusions contributes to the volatility of the other. Hedging strategies which estimate separately the univariate diffusions at stake may thus be improved.

The n-dimensional bailey-divisia measure as a general-equilibrium measure of the welfare costs of inflation

This paper shows that in economies with several monies the Bailey-Divisia multidimensional consumers surplus formula may emerge as an exact general-equilibrium measure of the welfare costs of in ation, provided that preferences are quasilinear.

O uso da transformada Wavelet bi-dimensional no conceito do espaço de escala

O processamento de imagens tem sido amplamente utilizado para duas tarefas. Uma delas é o realce de imagens para a posterior visualização e a outra tarefa é a extração de informações para análise de imagens. Este trabalho apresenta um estudo sobre duas teorias multi-escalas chamadas de espaço de escala e transformada wavelet, que são utilizadas para a extração de informações de imagens. Um dos aspectos do espaço de escalas que tem sido amplamente discutido por diversos autores é a sua base (originalmente a gaussiana). Tem se buscado saber se a base gaussiana é a melhor, ou para quais casos ela é a melhor. Além disto, os autores têm procurado desenvolver novas bases, com características diferentes das pertencentes à gaussiana. De posse destas novas bases, pode-se compará-las com a base gaussiana e verificar onde cada base apresenta melhor desempenho. Neste trabalho, foi usada (i) a teoria do espaço de escalas, (ii) a teoria da transformada wavelet e (iii) as relações entre elas, a fim de gerar um método para criar novas bases para o espaço de escalas a partir de funções wavelets. O espaço de escala é um caso particular da transformada wavelet quando se usam as derivadas da gaussiana para gerar os operadores do espaço de escala. É com base nesta característica que se propôs o novo método apresentado. Além disto, o método proposto usa a resposta em freqüência das funções analisadas. As funções bases do espaço de escala possuem resposta em freqüência do tipo passa baixas. As funções wavelets, por sua vez, possuem resposta do tipo passa faixas Para obter as funções bases a partir das wavelets faz-se a integração numérica destas funções até que sua resposta em freqüência seja do tipo passa baixas. Algumas das funções wavelets estudadas não possuem definição para o caso bi-dimensional, por isso foram estudadas três formas de gerar funções bi-dimensionais a partir de funções unidimensionais. Com o uso deste método foi possível gerar dez novas bases para o espaço de escala. Algumas dessas novas bases apresentaram comportamento semelhante ao apresentado pela base gaussiana, outras não. Para as funções que não apresentaram o comportamento esperado, quando usadas com as definições originais dos operadores do espaço de escala, foram propostas novas definições para tais operadores (detectores de borda e bolha). Também foram geradas duas aplicações com o espaço de escala, sendo elas um algoritmo para a segmentação de cavidades cardíacas e um algoritmo para segmentação e contagem de células sanguíneas.

Comprehensive two-dimensional gas chromatography with time-of-flight mass spectrometry combined with solid phase microextraction as a powerful tool for quantification of ethyl carbamate in fortified wines. The case study of Madeira wine

An analytical methodology based on headspace solid phase microextraction (HS-SPME) combined with comprehensive two-dimensional gas chromatography—time-of-flight mass spectrometry (GC × GC–ToFMS) was developed for the identification and quantification of the toxic contaminant ethyl carbamate (EC) directly in fortified wines. The method performance was assessed for dry/medium dry and sweet/medium sweet model wines, and for quantification purposes, calibration plots were performed for both matrices using the ion extraction chromatography (IEC) mode (m/z 62). Good linearity was obtained with a regression coefficient (r2) higher than 0.981. A good precision was attained (R.S.D. <20%) and low detection limits (LOD) were achieved for dry (4.31 μg/L) and sweet (2.75 μg/L) model wines. The quantification limits (LOQ) and recovery for dry wines were 14.38 μg/L and 88.6%, whereas for sweet wines were 9.16 μg/L and 99.4%, respectively. The higher performance was attainted with sweet model wine, as increasing of glucose content improves the volatile compound in headspace, and a better linearity, recovery and precision were achieved. The analytical methodology was applied to analyse 20 fortified Madeira wines including different types of wine (dry, medium dry, sweet, and medium sweet) obtained from several harvests in Madeira Island (Portugal). The EC levels ranged from 54.1 μg/L (medium dry) to 162.5 μg/L (medium sweet).

Dynamic headspace solid-phase microextraction combined with one-dimensional gas chromatography–mass spectrometry as a powerful tool to differentiate banana cultivars based on their volatile metabolite profile

In this study the effect of the cultivar on the volatile profile of five different banana varieties was evaluated and determined by dynamic headspace solid-phase microextraction (dHS-SPME) combined with one-dimensional gas chromatography–mass spectrometry (1D-GC–qMS). This approach allowed the definition of a volatile metabolite profile to each banana variety and can be used as pertinent criteria of differentiation. The investigated banana varieties (Dwarf Cavendish, Prata, Maçã, Ouro and Platano) have certified botanical origin and belong to the Musaceae family, the most common genomic group cultivated in Madeira Island (Portugal). The influence of dHS-SPME experimental factors, namely, fibre coating, extraction time and extraction temperature, on the equilibrium headspace analysis was investigated and optimised using univariate optimisation design. A total of 68 volatile organic metabolites (VOMs) were tentatively identified and used to profile the volatile composition in different banana cultivars, thus emphasising the sensitivity and applicability of SPME for establishment of the volatile metabolomic pattern of plant secondary metabolites. Ethyl esters were found to comprise the largest chemical class accounting 80.9%, 86.5%, 51.2%, 90.1% and 6.1% of total peak area for Dwarf Cavendish, Prata, Ouro, Maçã and Platano volatile fraction, respectively. Gas chromatographic peak areas were submitted to multivariate statistical analysis (principal component and stepwise linear discriminant analysis) in order to visualise clusters within samples and to detect the volatile metabolites able to differentiate banana cultivars. The application of the multivariate analysis on the VOMs data set resulted in predictive abilities of 90% as evaluated by the cross-validation procedure.

In-depth search focused on furans, lactones, volatile phenols, and acetals as potential age markers of Madeira wines by comprehensive two-dimensional gas chromatography with time-of-flight mass spectrometry combined with solid phase microextraction

The establishment of potential age markers of Madeira wine is of paramount significance as it may contribute to detect frauds and to ensure the authenticity of wine. Considering the chemical groups of furans, lactones, volatile phenols, and acetals, 103 volatile compounds were tentatively identified; among these, 71 have been reported for the first time in Madeira wines. The chemical groups that could be used as potential age markers were predominantly acetals, namely, diethoxymethane, 1,1-diethoxyethane, 1,1-diethoxy-2-methyl-propane, 1-(1-ethoxyethoxy)-pentane, trans-dioxane and 2-propyl-1,3-dioxolane, and from the other chemical groups, 5-methylfurfural and cis-oak-lactone, independently of the variety and the type of wine. GC × GC-ToFMS system offers a more useful approach to identify these compounds compared to previous studies using GC−qMS, due to the orthogonal systems, that reduce coelution, increase peak capacity and mass selectivity, contributing to the establishment of new potential Madeira wine age markers. Remarkable results were also obtained in terms of compound identification based on the organized structure of the peaks of structurally related compounds in the GC × GC peak apex plots. This information represents a valuable approach for future studies, as the ordered-structure principle can considerably help the establishment of the composition of samples. This new approach provides data that can be extended to determine age markers of other types of wines.

Allergic asthma exhaled breath metabolome: a challenge for comprehensive two-dimensional gas chromatography

Allergic asthma represents an important public health issue, most common in the paediatric population, characterized by airway inflammation that may lead to changes in volatiles secreted via the lungs. Thus, exhaled breath has potential to be a matrix with relevant metabolomic information to characterize this disease. Progress in biochemistry, health sciences and related areas depends on instrumental advances, and a high throughput and sensitive equipment such as comprehensive two-dimensional gas chromatography–time of flight mass spectrometry (GC × GC–ToFMS) was considered. GC × GC–ToFMS application in the analysis of the exhaled breath of 32 children with allergic asthma, from which 10 had also allergic rhinitis, and 27 control children allowed the identification of several hundreds of compounds belonging to different chemical families. Multivariate analysis, using Partial Least Squares-Discriminant Analysis in tandem with Monte Carlo Cross Validation was performed to assess the predictive power and to help the interpretation of recovered compounds possibly linked to oxidative stress, inflammation processes or other cellular processes that may characterize asthma. The results suggest that the model is robust, considering the high classification rate, sensitivity, and specificity. A pattern of six compounds belonging to the alkanes characterized the asthmatic population: nonane, 2,2,4,6,6-pentamethylheptane, decane, 3,6-dimethyldecane, dodecane, and tetradecane. To explore future clinical applications, and considering the future role of molecular-based methodologies, a compound set was established to rapid access of information from exhaled breath, reducing the time of data processing, and thus, becoming more expedite method for the clinical purposes.

Análise fractal da vasculatura retínica: métodos de segmentação e de cálculo dimensional

Embora tenha sido proposto que a vasculatura retínica apresenta estrutura fractal, nenhuma padronização do método de segmentação ou do método de cálculo das dimensões fractais foi realizada. Este estudo objetivou determinar se a estimação das dimensões fractais da vasculatura retínica é dependente dos métodos de segmentação vascular e dos métodos de cálculo de dimensão. Métodos: Dez imagens retinográficas foram segmentadas para extrair suas árvores vasculares por quatro métodos computacionais (“multithreshold”, “scale-space”, “pixel classification” e “ridge based detection”). Suas dimensões fractais de “informação”, de “massa-raio” e “por contagem de caixas” foram então calculadas e comparadas com as dimensões das mesmas árvores vasculares, quando obtidas pela segmentação manual (padrão áureo). Resultados: As médias das dimensões fractais variaram através dos grupos de diferentes métodos de segmentação, de 1,39 a 1,47 para a dimensão por contagem de caixas, de 1,47 a 1,52 para a dimensão de informação e de 1,48 a 1,57 para a dimensão de massa-raio. A utilização de diferentes métodos computacionais de segmentação vascular, bem como de diferentes métodos de cálculo de dimensão, introduziu diferença estatisticamente significativa nos valores das dimensões fractais das árvores vasculares. Conclusão: A estimação das dimensões fractais da vasculatura retínica foi dependente tanto dos métodos de segmentação vascular, quanto dos métodos de cálculo de dimensão utilizados

Interference effects in nonplanar wires with a two-dimensional electron gas

We have studied the universal conductance fluctuations (UCF) due to quantum interface in a two-dimensional electron gas (2DEG) grown on the substrates with pre-patterned, sub-micron wires. The dependence of UCF on the angle between the direction of the magnetic field and the substrate has been investigated. We found, that magnetoresistance traces for different angles are completely uncorrelated. A non-planar character of electron motion is responsible for these angular conductance fluctuations. We compared the experimental results with a simple geometrical model.

Computed tomographic-dacryocystography (CT-DCG) of the normal canine nasolacrimal drainage system with three-dimensional reconstruction

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Dimensional analysis of soil properties after treatment with the rotary paraplow, a new conservationist tillage tool

This study examined a new conservation tillage tool, the rotary paraplow. Emphasis was placed on evaluating the tool's conservation potential using dimensionless graph analysis. The dynamic conditions of the soil were investigated in terms of physical soil properties. Having determined the variables to be measured, dimensional analysis was used to plan the experiments. Two variations were considered for each dependent variable (linear speed, working depth, and rotation velocity), totaling eight treatments, allotting in each an experimental strip with five data collection points. This arrangement totaled 16 experimental strips, with 80 data collection points for all variables. The rotary paraplow generates a trapezoidal furrow for planting with a very wide bottom and narrower at the top. The volumetric subsoiling action generates cracks on the sides of the band. Because of their specific geometry the blades of rotary paraplow generate a soil failure according to its natural crack angle, optimizing the energy use, while preserving the natural soil properties. Results showed the conservation character of the rotary paraplow, capable of breaking up clods for planting without changing the original physical soil properties.

Comparação entre planejamento estatístico experimental e análise dimensional em operações de mistura e separação para sistema óleo-água

This work aims to determine a better methodology to help predicting some operational parameters to a new design of mixer-settler on treating wastewater produced by petroleum industry, called MDIF (Misturador-Decantador à Inversão de Fases/ Mixer-Settler based on Phase Inversion MSPI). The data from this research were obtained from the wastewater treatment unit, called MSPI-TU, installed on a wastewater treatment plant (WTP) of PETROBRAS/UO-RNCE. The importance in determining the better methodology to predict the results of separation and extraction efficiency of the equipment, contributes significantly to determine the optimum operating variables for the control of the unit. The study was based on a comparison among the experimental efficiency (E) obtained by operating MSPI-TU, the efficiency obtained by experimental design equation (Eplan) from the software Statistica Experimental Design® (version 7.0), and the other obtained from a modeling equation based on a dimensional analysis (Ecalc). The results shows that the experimental design equation gives a good prediction of the unit efficiencies with better data reliability, regarding to the condition before a run operation. The average deviation between the proposed by statistic planning model equation and experimental data was 0.13%. On the other hand, the efficiency calculated by the equation which represents the dimensional analysis, may result on important relative deviations (up 70%). Thus, the experimental design is confirmed as a reliable tool, with regard the experimental data processing of the MSPI-TU

Three-Dimensional Semiautomatic Road Extraction From a High-Resolution Aerial Image by Dynamic-Programming Optimization in the Object Space

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

Sparse one-dimensional discrete Dirac operators II: Spectral properties

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