Analysis of outliers in electricity spot prices with exampleof New England and New Zealand markets

Electricity spot prices have always been a demanding data set for time series analysis, mostly because of the non-storability of electricity. This feature, making electric power unlike the other commodities, causes outstanding price spikes. Moreover, the last several years in financial world seem to show that ’spiky’ behaviour of time series is no longer an exception, but rather a regular phenomenon. The purpose of this paper is to seek patterns and relations within electricity price outliers and verify how they affect the overall statistics of the data. For the study techniques like classical Box-Jenkins approach, series DFT smoothing and GARCH models are used. The results obtained for two geographically different price series show that patterns in outliers’ occurrence are not straightforward. Additionally, there seems to be no rule that would predict the appearance of a spike from volatility, while the reverse effect is quite prominent. It is concluded that spikes cannot be predicted based only on the price series; probably some geographical and meteorological variables need to be included in modeling.

Statistical Inversion Theory in X-ray Tomography

In this thesis the X-ray tomography is discussed from the Bayesian statistical viewpoint. The unknown parameters are assumed random variables and as opposite to traditional methods the solution is obtained as a large sample of the distribution of all possible solutions. As an introduction to tomography an inversion formula for Radon transform is presented on a plane. The vastly used filtered backprojection algorithm is derived. The traditional regularization methods are presented sufficiently to ground the Bayesian approach. The measurements are foton counts at the detector pixels. Thus the assumption of a Poisson distributed measurement error is justified. Often the error is assumed Gaussian, altough the electronic noise caused by the measurement device can change the error structure. The assumption of Gaussian measurement error is discussed. In the thesis the use of different prior distributions in X-ray tomography is discussed. Especially in severely ill-posed problems the use of a suitable prior is the main part of the whole solution process. In the empirical part the presented prior distributions are tested using simulated measurements. The effect of different prior distributions produce are shown in the empirical part of the thesis. The use of prior is shown obligatory in case of severely ill-posed problem.

A transformada de Fourier em basic

In this paper we describe three computer programs in Basic language about the Fourier transform (FFT) which are available in the Internet site http://artemis.ffclrp.usp.br/SoftwareE.htm (in English) or http://artemis.ffclrp.usp.br/softwareP.htm (in Portuguese) since October 1998. Those are addresses to the Web Page of our Laboratory of Organic Synthesis. The programs can be downloaded and used by anyone who is interested on the subject. The texts, menus and captions in the programs are written in English.

Substâncias húmicas de turfa: estudo dos parâmetros que influenciam no processo de extração alcalina

This study reports the parameters which influence on extraction of humic substances (HS) from peat. The yield, organic and inorganic contend, E4/E6 ratio and elemental composition (C,H,N) of the extracted HS have been determined. The functional groups were identified by Fourier-transform infrared espectroscopy. The results showed influence of the extractor type, concentration, time, temperature and granular texture of the sample in the extraction. This work contributes to better understanding of the extraction process showing the necessity of the standard method to extract humic substances from soil

Utilização de filtro de transformada de fourier para a minimização de ruídos em sinais analíticos

Instrumental data always present some noise. The analytical data information and instrumental noise generally has different frequencies. Thus is possible to remove the noise using a digital filter based on Fourier transform and inverse Fourier transform. This procedure enhance the signal/noise ratio and consecutively increase the detection limits on instrumental analysis. The basic principle of Fourier transform filter with modifications implemented to improve its performance is presented. A numerical example, as well as a real voltammetric example are showed to demonstrate the Fourier transform filter implementation. The programs to perform the Fourier transform filter, in Matlab and Visual Basic languages, are included as appendices

Usando um website para explicar a espectrometria de ressonância ciclotrônica de íons por transformada de Fourier

This article shows the usefulness of a website to explain the concepts, operational events, vacuum system, applications and an experimental sequence of the Fourier Transform Ion Ciclotron Resonance Mass Spectrometry technique (http://143.107.46.113/icr/icrj.html).

Calcium phosphate glasses: silanation process and effect on the bioactivity behavior of Glass-PMMA composites

This article presents the results of a study of the efficiency of silanation process of calcium phosphate glasses particles and its effect on the bioactivity behavior of glasspoly( methyl methacrylate) (PMMA) composites. Two different calcium phosphate glasses: 44.5CaO-44.5P2O5-11Na2O (BV11) and 44.5CaO-44.5P2O5-6Na2O-5TiO2 (G5) were synthesized and treated with silane coupling agent. The glasses obtained were characterized by Microprobe and BET while the efficiency of silanation process was determined using Fourier Transform Infrared Spectroscopy (FTIR), X-ray Photoelectron Spectroscopy (XPS) and Thermal Analysis (DTA and TG)techniques. The content of coupling agent chemically tightly bond to the silanated glasses ascended to 1.69 6 0.02 wt % for BV11sil glass and 0.93 6 0.01 wt % for G5sil glass. The in vitro bioactivity test carried out in Simulated Body Fluid (SBF) revealed certain bioactive performance with the use of both silanated glasses in a 30% (by weight) as filler of the PMMA composites because of a superficial deposition of an apatite-like layer with low content of CO3 22 and HPO4 22 in its structure after soaking for 30 days occurred. VC 2013 Wiley Periodicals,Inc. J Biomed Mater Res Part B: Appl Biomater 00B: 000-000, 2013.

Estudo comparativo sobre filtragem de sinais instrumentais usando transformadas de Fourier e Wavelet

A comparative study of the Fourier (FT) and the wavelet transforms (WT) for instrumental signal denoising is presented. The basic principles of wavelet theory are described in a succinct and simplified manner. For illustration, FT and WT are used to filter UV-VIS and plasma emission spectra using MATLAB software for computation. Results show that FT and WT filters are comparable when the signal does not display sharp peaks (UV-VIS spectra), but the WT yields a better filtering when the filling factor of the signal is small (plasma spectra), since it causes low peak distortion.

Caracterização textural e estrutural de V2O5/TiO2 obtidos via sol-gel: comparação entre secagem convencional e supercrítica

This work describes a modified sol-gel method for the preparation of V2O5/TiO2 catalysts. The samples have been characterized by N2 adsorption at 77K, x-ray diffractometry (XRD) and Fourier Transform Infrared (FT-IR). The surface area increases with the vanadia loading from 24 m² g-1, for pure TiO2, to 87 m² g-1 for 9wt.% of V2O5. The rutile form is predominant for pure TiO2 but became enriched with anatase phase when vanadia loading is increased. No crystalline V2O5 phase was observed in the catalysts diffractograms. Two species of surface vanadium observed by FT-IR spectroscopy a monomeric vanadyl and polymeric vanadates, the vanadyl/vanadate ratio remains practically constant.

Aplicação de metodologias FTIR de transmissão e fotoacústica à caracterização de materiais altamente energéticos: parte II

Materials obtained during the synthesis of octahydro-1,3,5,7-tetranitro-1,3,5,7-tetrazocine (HMX) were characterized by Fourier transform infrared (FTIR) transmission spectroscopy and/or Fourier transform infrared photoacoustic spectroscopy (FTIR-PAS). By these techniques the spectrometric alterations that occurred during the process were observed. The characterized species during the synthesis of HMX were alpha-HMX, beta-HMX, hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX) and HMX/RDX mixtures. The FTIR-PAS was verified to be a promising technique of great usefulness of the characterization of highly energetic materials because it is fast, simple and requires no sample preparation unlike Fourier transform infrared transmission technique (KBr pellet). The FTIR-PAS analysis showed that with small sample quantity is possible to distinguish between thealpha-HMX and beta-HMX and to detect even in a qualitative way different HMX / RDX ratios.

Gas-phase ion chemistry of silyl cations obtained from hexamethyldisilazane

The gas-phase ion-molecule reactions of the Me3SiN(H)SiMe2+ ion, obtained by electron ionization from Me3SiN(H)SiMe3, have been studied in a Fourier transform ion cyclotron resonance spectrometer in order to understand the mechanistic details of an important chemical system presently used in film formation. This silyl cation has been observed to undergo addition reactions at electron rich centers to form stable adducts that may undergo further methane elimination in the case of alcohols and amines. The most important feature of these reactions is the fact that a metathesis type reaction can be observed in the presence of H2O, and other hydrogen labile substrates like alcohols, leading to the formation of the corresponding oxygen-containing ion, i.e. Me3SiOSiMe2+. For alcohols (ROH), facile formation of a tertiary product ion, presumably corresponding to an Me3Si-O-Si(Me)=O+-R structure with elimination of an amine reveals the strong tendency of these nitrogen-containing ions to undergo metathesis type reactions with oxygen containing substrates.

Síntese de membranas cerâmicas via método sol-gel utilizando TEOS e N,N-dimetilformamida

In this work we obtained microporous and mesoporous silica membranes by sol-gel processing. Tetraethylortosilicate (TEOS) was used as precursor. Nitric acid was used as catalyst. In order to study the affect of N,N-dimethylformamide (NDF) as drying additive, we used a molar ratio TEOS/NDF of 1/3. The performance of N,N-dimethylformamide was evaluated through monolithicity measurements. The structural evolutions occurring during the sol-gel transition and in the interconnected network of the membranes during thermal treatment were monitored by Fourier transform infrared spectroscopy (FTIR), thermogravimetric analyses and nitrogen sorption. We noted that in the presence of N,N-dimethylformamide, polymerization goes through a temporary stabilization of oligomers. The Si-O(H) bonds are stronger and belong to a more cross-linked structure for the N,N-dimethylformamide containing sol. The membranes obtained in the presence of N,N-dimethylformamide have larger surface area and its pore structure is in the range of mesoporous. The membranes obtained without additive have pore structure in the range of microporous.

Obtenção e caracterização de blendas colágeno-quitosana

Biodegradable polymer blends were obtained using collagen and chitosan. Membranes of collagen and chitosan in different proportions (3:1, 1:1 and 1:3) were prepared by mixing their acetate solutions (pH 3.5) at room temperature. The blends were characterized by differential scanning calorimetry (DSC), thermogravimetric analysis (TGA), Fourier Transform infrared (FTIR) spectroscopy, specific viscosity, water absorption and stress-strain assays. The results showed that chitosan did not interfere in the structural arrangement of the collagen triple helix and the properties of the blends can be controlled by varing the proportion of the collagen and the chitosan.

New Distance Transforms for Gray Level Image Compression

This thesis deals with distance transforms which are a fundamental issue in image processing and computer vision. In this thesis, two new distance transforms for gray level images are presented. As a new application for distance transforms, they are applied to gray level image compression. The new distance transforms are both new extensions of the well known distance transform algorithm developed by Rosenfeld, Pfaltz and Lay. With some modification their algorithm which calculates a distance transform on binary images with a chosen kernel has been made to calculate a chessboard like distance transform with integer numbers (DTOCS) and a real value distance transform (EDTOCS) on gray level images. Both distance transforms, the DTOCS and EDTOCS, require only two passes over the graylevel image and are extremely simple to implement. Only two image buffers are needed: The original gray level image and the binary image which defines the region(s) of calculation. No other image buffers are needed even if more than one iteration round is performed. For large neighborhoods and complicated images the two pass distance algorithm has to be applied to the image more than once, typically 3 10 times. Different types of kernels can be adopted. It is important to notice that no other existing transform calculates the same kind of distance map as the DTOCS. All the other gray weighted distance function, GRAYMAT etc. algorithms find the minimum path joining two points by the smallest sum of gray levels or weighting the distance values directly by the gray levels in some manner. The DTOCS does not weight them that way. The DTOCS gives a weighted version of the chessboard distance map. The weights are not constant, but gray value differences of the original image. The difference between the DTOCS map and other distance transforms for gray level images is shown. The difference between the DTOCS and EDTOCS is that the EDTOCS calculates these gray level differences in a different way. It propagates local Euclidean distances inside a kernel. Analytical derivations of some results concerning the DTOCS and the EDTOCS are presented. Commonly distance transforms are used for feature extraction in pattern recognition and learning. Their use in image compression is very rare. This thesis introduces a new application area for distance transforms. Three new image compression algorithms based on the DTOCS and one based on the EDTOCS are presented. Control points, i.e. points that are considered fundamental for the reconstruction of the image, are selected from the gray level image using the DTOCS and the EDTOCS. The first group of methods select the maximas of the distance image to new control points and the second group of methods compare the DTOCS distance to binary image chessboard distance. The effect of applying threshold masks of different sizes along the threshold boundaries is studied. The time complexity of the compression algorithms is analyzed both analytically and experimentally. It is shown that the time complexity of the algorithms is independent of the number of control points, i.e. the compression ratio. Also a new morphological image decompression scheme is presented, the 8 kernels' method. Several decompressed images are presented. The best results are obtained using the Delaunay triangulation. The obtained image quality equals that of the DCT images with a 4 x 4

Kalman Filtering in Online Paper Quality Assessment

Controlling the quality variables (such as basis weight, moisture etc.) is a vital part of making top quality paper or board. In this thesis, an advanced data assimilation tool is applied to the quality control system (QCS) of a paper or board machine. The functionality of the QCS is based on quality observations that are measured with a traversing scanner making a zigzag path. The basic idea is the following: The measured quality variable has to be separated into its machine direction (MD) and cross direction (CD) variations due to the fact that the QCS works separately in MD and CD. Traditionally this is done simply by assuming one scan of the zigzag path to be the CD profile and its mean value to be one point of the MD trend. In this thesis, a more advanced method is introduced. The fundamental idea is to use the signals’ frequency components to represent the variation in both CD and MD. To be able to get to the frequency domain, the Fourier transform is utilized. The frequency domain, that is, the Fourier components are then used as a state vector in a Kalman filter. The Kalman filter is a widely used data assimilation tool to combine noisy observations with a model. The observations here refer to the quality measurements and the model to the Fourier frequency components. By implementing the two dimensional Fourier transform into the Kalman filter, we get an advanced tool for the separation of CD and MD components in total variation or, to be more general, for data assimilation. A piece of a paper roll is analyzed and this tool is applied to model the dataset. As a result, it is clear that the Kalman filter algorithm is able to reconstruct the main features of the dataset from a zigzag path. Although the results are made with a very short sample of paper roll, it seems that this method has great potential to be used later on as a part of the quality control system.