Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns.

A fractional approach for the motion planning of redundant and hyper-redundant manipulators

The trajectory planning of redundant robots through the pseudoinverse control leads to undesirable drift in the joint space. This paper presents a new technique to solve the inverse kinematics problem of redundant manipulators, which uses a fractional differential of order α to control the joint positions. Two performance measures are defined to examine the strength and weakness of the proposed method. The positional error index measures the precision of the manipulator's end-effector at the target position. The repeatability performance index is adopted to evaluate if the joint positions are repetitive when the manipulator execute repetitive trajectories in the operational workspace. Redundant and hyper-redundant planar manipulators reveal that it is possible to choose in a large range of possible values of α in order to get repetitive trajectories in the joint space.

Multi-criteria optimization manipulator trajectory planning

In the last twenty years genetic algorithms (GAs) were applied in a plethora of fields such as: control, system identification, robotics, planning and scheduling, image processing, and pattern and speech recognition (Bäck et al., 1997). In robotics the problems of trajectory planning, collision avoidance and manipulator structure design considering a single criteria has been solved using several techniques (Alander, 2003). Most engineering applications require the optimization of several criteria simultaneously. Often the problems are complex, include discrete and continuous variables and there is no prior knowledge about the search space. These kind of problems are very more complex, since they consider multiple design criteria simultaneously within the optimization procedure. This is known as a multi-criteria (or multiobjective) optimization, that has been addressed successfully through GAs (Deb, 2001). The overall aim of multi-criteria evolutionary algorithms is to achieve a set of non-dominated optimal solutions known as Pareto front. At the end of the optimization procedure, instead of a single optimal (or near optimal) solution, the decision maker can select a solution from the Pareto front. Some of the key issues in multi-criteria GAs are: i) the number of objectives, ii) to obtain a Pareto front as wide as possible and iii) to achieve a Pareto front uniformly spread. Indeed, multi-objective techniques using GAs have been increasing in relevance as a research area. In 1989, Goldberg suggested the use of a GA to solve multi-objective problems and since then other researchers have been developing new methods, such as the multi-objective genetic algorithm (MOGA) (Fonseca & Fleming, 1995), the non-dominated sorted genetic algorithm (NSGA) (Deb, 2001), and the niched Pareto genetic algorithm (NPGA) (Horn et al., 1994), among several other variants (Coello, 1998). In this work the trajectory planning problem considers: i) robots with 2 and 3 degrees of freedom (dof ), ii) the inclusion of obstacles in the workspace and iii) up to five criteria that are used to qualify the evolving trajectory, namely the: joint traveling distance, joint velocity, end effector / Cartesian distance, end effector / Cartesian velocity and energy involved. These criteria are used to minimize the joint and end effector traveled distance, trajectory ripple and energy required by the manipulator to reach at destination point. Bearing this ideas in mind, the paper addresses the planning of robot trajectories, meaning the development of an algorithm to find a continuous motion that takes the manipulator from a given starting configuration up to a desired end position without colliding with any obstacle in the workspace. The chapter is organized as follows. Section 2 describes the trajectory planning and several approaches proposed in the literature. Section 3 formulates the problem, namely the representation adopted to solve the trajectory planning and the objectives considered in the optimization. Section 4 studies the algorithm convergence. Section 5 studies a 2R manipulator (i.e., a robot with two rotational joints/links) when the optimization trajectory considers two and five objectives. Sections 6 and 7 show the results for the 3R redundant manipulator with five goals and for other complementary experiments are described, respectively. Finally, section 8 draws the main conclusions.

Association between social capital and self-perception of health in Brazilian adults

OBJECTIVE To investigate the association between social capital and social capital and self-perception of health based on examining the influence of health-related behaviors as possible mediators of this relationship.METHODS A cross-sectional study was used with 1,081 subjects, which is representative of the population of individuals aged 40 years or more in a medium-sized city in Southern Brazil. The subjects who perceived their health as fine, bad or very bad were considered to have a negative self-perception of their health. The social capital indicators were: number of friends, people from whom they could borrow money from when needed; the extent of trust in community members; whether or not members of the community helped each other; community safety; and extent of participation in community activities. The behaviors were: physical activity during leisure time, fruits and vegetable consumption, tobacco use and alcohol abuse. The odds ratios (OR) and confidence intervals (CI) 95% were calculated by binary logistic regression. The significance of mediation was verified using the Sobel test.RESULTS Following adjustment for demographic and clinical variables, subjects with fewer friends (OR = 1.39, 95%CI 1.08;1.80), those who perceived less frequently help from people in the neighborhood (OR = 1.30, 95%CI 1.01;1.68), who saw the violent neighborhood (OR = 1.33, 95%CI 1.01;1.74) and who had not participated in any community activity (OR = 1.39, 95%CI 1.07;1.80) had more negative self-perception of their health. Physical activity during leisure time was a significant mediator in the relationship between all social capital indicators (except for the borrowed money variable) and self-perceived health. Fruit and vegetable consumption was a significant mediator of the relationship between the extent of participation in community activities and self-perceived health. Tobacco use and alcohol abuse did not seem to have a mediating role in any relationship.CONCLUSIONS Lifestyle seems to only partially explain the relationship between social capital and self-perceived health. Among the investigated behaviors, physical activity during leisure time is what seems to have the most important role as a mediator of this relationship.

Gender differences in the association between tooth loss and obesity among older adults in Brazil

OBJECTIVE To analyze if differences according to gender exists in the association between tooth loss and obesity among older adults.METHODS We analyzed data on 1,704 older adults (60 years and over) from the baseline of a prospective cohort study conducted in Florianopolis, SC, Southern Brazil. Multivariable logistic regression models were used to assess the association between tooth loss and general and central obesity after adjustment for confounders (age, gender, skin color, educational attainment, income, smoking, physical activity, use of dentures, hypertension, and diabetes). Linear regressions were also assessed with body mass index and waist circumference as continuous outcomes. Interaction between gender and tooth loss was further assessed.RESULTS Overall mean body mass index was 28.0 kg/m2. Mean waist circumference was 96.8 cm for males and 92.6 cm for females. Increasing tooth loss was positively associated with increased body mass index and waist circumference after adjustment for confounders. Edentates had 1.4 (95%CI 1.1;1.9) times higher odds of being centrally obese than individuals with a higher number of teeth; however, the association lost significance after adjustment for confounders. In comparison with edentate males, edentate females presented a twofold higher adjusted prevalence of general and central obesity. In the joint effects model, edentate females had a 3.8 (95%CI 2.2;6.6) times higher odds to be centrally obese in comparison with males with more than 10 teeth present in both the arches. Similarly, females with less than 10 teeth in at least one arch had a 2.7 (95%CI 1.6;4.4) times higher odds ratio of having central obesity in comparison with males with more than 10 teeth present in both the arches.CONCLUSIONS Central obesity was more prevalent than general obesity among the older adults. We did not observe any association between general obesity and tooth loss. The association between central obesity and tooth loss depends on gender – females with tooth loss had greater probability of being obese.

Institutional and matrix support and its relationship with primary healthcare

OBJECTIVE To analyze whether the level of institutional and matrix support is associated with better certification of primary healthcare teams.METHODS In this cross-sectional study, we evaluated two kinds of primary healthcare support – 14,489 teams received institutional support and 14,306 teams received matrix support. Logistic regression models were applied. In the institutional support model, the independent variable was “level of support” (as calculated by the sum of supporting activities for both modalities). In the matrix support model, in turn, the independent variables were the supporting activities. The multivariate analysis has considered variables with p < 0.20. The model was adjusted by the Hosmer-Lemeshow test.RESULTS The teams had institutional and matrix supporting activities (84.0% and 85.0%), respectively, with 55.0% of them performing between six and eight activities. For the institutional support, we have observed 1.96 and 3.77 chances for teams who had medium and high levels of support to have very good or good certification, respectively. For the matrix support, the chances of their having very good or good certification were 1.79 and 3.29, respectively. Regarding to the association between institutional support activities and the certification, the very good or good certification was positively associated with self-assessment (OR = 1.95), permanent education (OR = 1.43), shared evaluation (OR = 1.40), and supervision and evaluation of indicators (OR = 1.37). In regards to the matrix support, the very good or good certification was positively associated with permanent education (OR = 1.50), interventions in the territory (OR = 1.30), and discussion in the work processes (OR = 1.23).CONCLUSIONS In Brazil, supporting activities are being incorporated in primary healthcare, and there is an association between the level of support, both matrix and institutional, and the certification result.

An evolutionary approach for the motion planning of redundant and hyper-redundant manipulators

The trajectory planning of redundant robots is an important area of research and efficient optimization algorithms are needed. The pseudoinverse control is not repeatable, causing drift in joint space which is undesirable for physical control. This paper presents a new technique that combines the closed-loop pseudoinverse method with genetic algorithms, leading to an optimization criterion for repeatable control of redundant manipulators, and avoiding the joint angle drift problem. Computer simulations performed based on redundant and hyper-redundant planar manipulators show that, when the end-effector traces a closed path in the workspace, the robot returns to its initial configuration. The solution is repeatable for a workspace with and without obstacles in the sense that, after executing several cycles, the initial and final states of the manipulator are very close.

Towards a GIS-T database design and implementation for public transit planning: the case study of Dar-Es-salaam metropolitan city, Tanzania.

Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

Pre-harvest cane burning and health: the association between school absences and burning sugarcane fields

The objective of this study was to investigate an association between pre-harvest sugarcane burning and respiratory diseases in children under five years of age. The following data were collected in five schools in the city of Araraquara, SP, Southeastern Brazil, between March and June 2009: daily records of absences and the reasons stated for these absences, total concentration of suspended particulate matter (µg/m3), and air humidity. The relationship between the percentage of school absences due to respiratory problems and the concentration of particulate matter in March and from April to June presented a distinct behavior: absences increased alongside the increase in particulate matter concentration. The use of school absences as indicators of this relationship is an innovative approach.

Access to childbirth care by adolescents and young people in the Northeastern region of Brazil

ABSTRACT OBJECTIVE To identify the factors that interfere with the access of adolescents and young people to childbirth care for in the Northeast region of Brazil. METHODS Cross-sectional study with 3,014 adolescents and young people admitted to the selected maternity wards to give birth in the Northeast region of Brazil. The sample design was probabilistic, in two stages: the first corresponded to the health establishments and the second to women who had recently given birth and their babies. The data was collected by means of interviews and consulting the hospital records, from pre-tested electronic form. Descriptive statistics were used for the univariate analysis, Pearson’s Chi-square test for the bivariate analysis and multiple logistic regressions for the multivariate analysis. Sociodemographic variables, obstetrical history, and birth care were analyzed. RESULTS Half of the adolescents and young people interviewed had not been given guidance on the location that they should go to when in labor, and among those who had, 23.5% did not give birth in the indicated health service. Furthermore, one third (33.3%) had to travel in search of assisted birth, and the majority (66.7%) of the postpartum women came to maternity by their own means. In the bivariate analysis, the variables marital status, paid work, health insurance, number of previous pregnancies, parity, city location, and type of health establishment showed a significant association (p < 0.20) with inadequate access to childbirth care. The multivariate analysis showed that married adolescents and young people (p < 0.015), with no health insurance (p < 0.002) and from the countryside (p < 0.001) were more likely to have inadequate access to childbirth care. CONCLUSIONS Adolescents and young women, married, without health insurance, and from the countryside are more likely to have inadequate access to birth care. The articulation between outpatient care and birth care can improve this access and, consequently, minimize the maternal and fetal risks that arise from a lack of systematic hospitalization planning.

Persistence characteristics in financial prices: evidence from the portuguese stock market returns

The objective of this article is to provide additional knowledge to the discussion of long-term memory, leaning over the behavior of the main Portuguese stock index. The first four moments are calculated using time windows of increasing size and sliding time windows of fixed size equal to 50 days and suggest that daily returns are non-ergodic and non-stationary. Seeming that the series is best described by a fractional Brownian motion approach, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA). The findings indicate evidence of long term memory in the form of persistence. This evidence of fractal structure suggests that the market is subject to greater predictability and contradicts the efficient market hypothesis in its weak form. This raises issues regarding theoretical modeling of asset pricing. In addition, we carried out a more localized (in time) study to identify the evolution of the degree of long-term dependency over time using windows 200-days and 400-days. The results show a switching feature in the index, from persistent to anti-persistent, quite evident from 2010.

The intersection of people, technology and local space. PPGIS and Web in practice for participatory planning

Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

Long-term dependence in financial prices: evidence from the Belgian stock market returns

This article aims to contribute to the discussion of long-term dependence, focusing on the behavior of the main Belgian stock index. Non-parametric analyzes of the general characteristics of temporal frequency show that daily returns are non-ergodic and non-stationary. Therefore, we use the rescaled-range analysis (R/S) and the detrended fluctuation analysis (DFA), under the fractional Brownian motion approach, and we found slight evidence of long-term dependence. These results refute the random walk hypothesis with i.i.d. increments, which is the basis of the EMH in its weak form, and call into question some theoretical modeling of asset pricing. Other more localized complementary study, to identify the evolution of the degree of dependence over time windows, showed that the index has become less persistent from 2010. This may mean a maturing market by the extension of the effects of current financial crisis.

Design and construction of tunnels in zones subjected to high convergences

The economic development of a region depends on the speed that people and goods can travel. The reduction of people and goods travel time can be achieved by planning smooth road layouts, which are obtained by crossing natural obstacles such as hills, by tunneling at great depths, and allowing the reduction of the road alignment length. The stress state in rock masses at such depths, either because of the overburden or due to the tectonic conditions of the rock mass induces high convergences of the tunnel walls. These high convergence values are incompatible with the supports structural performance installed in the excavation stabilization. In this article it is intended to evaluate and analyze some of the solutions already implemented in several similar geological and geotechnical situations, in order to establish a methodological principle for the design of the tunnels included in a highway section under construction in the region influenced by the Himalayas, in the state of Himachal Pradesh (India) and referenced by "four laning of Kiratpur to Ner Chowk section".

Geological and geotechnical surveys in tectonically active rock masses

The economic development of a region depends on the speed that people and goods can travel. The reduction of people and goods travel time can be achieved by planning smooth road layouts, which are obtained by crossing natural obstacles such as hills, by tunneling at great depths, and allowing the reduction of the road alignment length. The stress state in rock masses at such depths, either because of the overburden or due to the tectonic conditions of the rock mass induces high convergences of the tunnel walls. These high convergence values are incompatible with the supports structural performance installed in the excavation stabilization. In this article it is intended to evaluate and analyze some of the solutions already implemented in several similar geological and geotechnical situations, in order to establish a methodological principle for the design of the tunnels included in a highway section under construction in the region influenced by the Himalayas, in the state of Himachal Pradesh (India) and referenced by "four laning of Kiratpur to Ner Chowk section".