Extraction of Fraud Schemes from Trade Series

2000 Mathematics Subject Classification: 62H30, 62M10, 62M20, 62P20, 94A13.

Green's function for paraxial equation

The theory and experimental applications of optical Airy beams are in active development recently. The Airy beams are characterised by very special properties: they are non-diffractive and propagate along parabolic trajectories. Among the striking applications of the optical Airy beams are optical micro-manipulation implemented as the transport of small particles along the parabolic trajectory, Airy-Bessel linear light bullets, electron acceleration by the Airy beams, plasmonic energy routing. The detailed analysis of the mathematical aspects as well as physical interpretation of the electromagnetic Airy beams was done by considering the wave as a function of spatial coordinates only, related by the parabolic dependence between the transverse and the longitudinal coordinates. Their time dependence is assumed to be harmonic. Only a few papers consider a more general temporal dependence where such a relationship exists between the temporal and the spatial variables. This relationship is derived mostly by applying the Fourier transform to the expressions obtained for the harmonic time dependence or by a Fourier synthesis using the specific modulated spectrum near some central frequency. Spatial-temporal Airy pulses in the form of contour integrals is analysed near the caustic and the numerical solution of the nonlinear paraxial equation in time domain shows soliton shedding from the Airy pulse in Kerr medium. In this paper the explicitly time dependent solutions of the electromagnetic problem in the form of time-spatial pulses are derived in paraxial approximation through the Green's function for the paraxial equation. It is shown that a Gaussian and an Airy pulse can be obtained by applying the Green's function to a proper source current. We emphasize that the processes in time domain are directional, which leads to unexpected conclusions especially for the paraxial approximation.

Interaction of time-varying airy pulses with a layer

Pulses with an envelope in the form of the Airy function are obtained using Green's functions in 1D and 2D in time domain. Interaction of such pulses with a dielectric layer is investigated and expressions for reflected and transmitted pulses are obtained. © 2012 EUROPEAN MICROWAVE ASSOC.

Temporal analysis of land use and transportation investments with geographic information system

Land use and transportation interaction has been a research topic for several decades. There have been efforts to identify impacts of transportation on land use from several different perspectives. One focus has been the role of transportation improvements in encouraging new land developments or relocation of activities due to improved accessibility. The impacts studied have included property values and increased development. Another focus has been on the changes in travel behavior due to better mobility and accessibility. Most studies to date have been conducted in metropolitan level, thus unable to account for interactions spatially and temporally at smaller geographic scales. ^ In this study, a framework for studying the temporal interactions between transportation and land use was proposed and applied to three selected corridor areas in Miami-Dade County, Florida. The framework consists of two parts: one is developing of temporal data and the other is applying time series analysis to this temporal data to identify their dynamic interactions. Temporal GIS databases were constructed and used to compile building permit data and transportation improvement projects. Two types of time series analysis approaches were utilized: univariate models and multivariate models. Time series analysis is designed to describe the dynamic consequences of time series by developing models and forecasting the future of the system based on historical trends. Model estimation results from the selected corridors were then compared. ^ It was found that the time series models predicted residential development better than commercial development. It was also found that results from three study corridors varied in terms of the magnitude of impacts, length of lags, significance of the variables, and the model structure. Long-run effect or cumulated impact of transportation improvement on land developments was also measured with time series techniques. The study offered evidence that congestion negatively impacted development and transportation investments encouraged land development. ^

Seizure detection in subdural recordings using nonlinear decision functions

This dissertation proposed a new approach to seizure detection in intracranial EEG recordings using nonlinear decision functions. It implemented well-established features that were designed to deal with complex signals such as brain recordings, and proposed a 2-D domain of analysis. Since the features considered assume both the time and frequency domains, the analysis was carried out both temporally and as a function of different frequency ranges in order to ascertain those measures that were most suitable for seizure detection. In retrospect, this study established a generalized approach to seizure detection that works across several features and across patients. ^ Clinical experiments involved 8 patients with intractable seizures that were evaluated for potential surgical interventions. A total of 35 iEEG data files collected were used in a training phase to ascertain the reliability of the formulated features. The remaining 69 iEEG data files were then used in the testing phase. ^ The testing phase revealed that the correlation sum is the feature that performed best across all patients with a sensitivity of 92% and an accuracy of 99%. The second best feature was the gamma power with a sensitivity of 92% and an accuracy of 96%. In the frequency domain, all of the 5 other spectral bands considered, revealed mixed results in terms of low sensitivity in some frequency bands and low accuracy in other frequency bands, which is expected given that the dominant frequencies in iEEG are those of the gamma band. In the time domain, other features which included mobility, complexity, and activity, all performed very well with an average a sensitivity of 80.3% and an accuracy of 95%. ^ The computational requirement needed for these nonlinear decision functions to be generated in the training phase was extremely long. It was determined that when the duration dimension was rescaled, the results improved and the convergence rates of the nonlinear decision functions were reduced dramatically by more than a 100 fold. Through this rescaling, the sensitivity of the correlation sum improved to 100% and the sensitivity of the gamma power to 97%, which meant that there were even less false negatives and false positives detected. ^

Optimum wireless power transmission for sensors embedded in concrete

Various nondestructive testing (NDT) technologies for construction and performance monitoring have been studied for decades. Recently, the rapid evolution of wireless sensor network (WSN) technologies has enabled the development of sensors that can be embedded in concrete to monitor the structural health of infrastructure. Such sensors can be buried inside concrete and they can collect and report valuable volumetric data related to the health of a structure during and/or after construction. Wireless embedded sensors monitoring system is also a promising solution for decreasing the high installation and maintenance cost of the conventional wire based monitoring systems. Wireless monitoring sensors need to operate for long time. However, sensor batteries have finite life-time. Therefore, in order to enable long operational life of wireless sensors, novel wireless powering methods, which can charge the sensors’ rechargeable batteries wirelessly, need to be developed. The optimization of RF wireless powering of sensors embedded in concrete is studied here. First, our analytical results focus on calculating the transmission loss and propagation loss of electromagnetic waves penetrating into plain concrete at different humidity conditions for various frequencies. This analysis specifically leads to the identification of an optimum frequency range within 20–80 MHz that is validated through full-wave electromagnetic simulations. Second, the effects of various reinforced bar configurations on the efficiency of wireless powering are investigated. Specifically, effects of the following factors are studied: rebar types, rebar period, rebar radius, depth inside concrete, and offset placement. This analysis leads to the identification of the 902–928 MHz ISM band as the optimum power transmission frequency range for sensors embedded in reinforced concrete, since antennas working in this band are less sensitive to the effects of varying humidity as well as rebar configurations. Finally, optimized rectennas are designed for receiving and/or harvesting power in order to charge the rechargeable batteries of the embedded sensors. Such optimized wireless powering systems exhibit significantly larger efficiencies than the efficiencies of conventional RF wireless powering systems for sensors embedded in plain or reinforced concrete.

A model for continuous measurement of drilled shaft diameter during construction

Non-Destructive Testing (NDT) of deep foundations has become an integral part of the industry's standard manufacturing processes. It is not unusual for the evaluation of the integrity of the concrete to include the measurement of ultrasonic wave speeds. Numerous methods have been proposed that use the propagation speed of ultrasonic waves to check the integrity of concrete for drilled shaft foundations. All such methods evaluate the integrity of the concrete inside the cage and between the access tubes. The integrity of the concrete outside the cage remains to be considered to determine the location of the border between the concrete and the soil in order to obtain the diameter of the drilled shaft. It is also economic to devise a methodology to obtain the diameter of the drilled shaft using the Cross-Hole Sonic Logging system (CSL). Performing such a methodology using the CSL and following the CSL tests is performed and used to check the integrity of the inside concrete, thus allowing the determination of the drilled shaft diameter without having to set up another NDT device.^ This proposed new method is based on the installation of galvanized tubes outside the shaft across from each inside tube, and performing the CSL test between the inside and outside tubes. From the performed experimental work a model is developed to evaluate the relationship between the thickness of concrete and the ultrasonic wave properties using signal processing. The experimental results show that there is a direct correlation between concrete thicknesses outside the cage and maximum amplitude of the received signal obtained from frequency domain data. This study demonstrates how this new method to measuring the diameter of drilled shafts during construction using a NDT method overcomes the limitations of currently-used methods. ^ In the other part of study, a new method is proposed to visualize and quantify the extent and location of the defects. It is based on a color change in the frequency amplitude of the signal recorded by the receiver probe in the location of defects and it is called Frequency Tomography Analysis (FTA). Time-domain data is transferred to frequency-domain data of the signals propagated between tubes using Fast Fourier Transform (FFT). Then, distribution of the FTA will be evaluated. This method is employed after CSL has determined the high probability of an anomaly in a given area and is applied to improve location accuracy and to further characterize the feature. The technique has a very good resolution and clarifies the exact depth location of any void or defect through the length of the drilled shaft for the voids inside the cage. ^ The last part of study also evaluates the effect of voids inside and outside the reinforcement cage and corrosion in the longitudinal bars on the strength and axial load capacity of drilled shafts. The objective is to quantify the extent of loss in axial strength and stiffness of drilled shafts due to presence of different types of symmetric voids and corrosion throughout their lengths.^

Digital signal processing implementation for near real-time wavelet transformation system for binary images

Communication has become an essential function in our civilization. With the increasing demand for communication channels, it is now necessary to find ways to optimize the use of their bandwidth. One way to achieve this is by transforming the information before it is transmitted. This transformation can be performed by several techniques. One of the newest of these techniques is the use of wavelets. Wavelet transformation refers to the act of breaking down a signal into components called details and trends by using small waveforms that have a zero average in the time domain. After this transformation the data can be compressed by discarding the details, transmitting the trends. In the receiving end, the trends are used to reconstruct the image. In this work, the wavelet used for the transformation of an image will be selected from a library of available bases. The accuracy of the reconstruction, after the details are discarded, is dependent on the wavelets chosen from the wavelet basis library. The system developed in this thesis takes a 2-D image and decomposes it using a wavelet bank. A digital signal processor is used to achieve near real-time performance in this transformation task. A contribution of this thesis project is the development of DSP-based test bed for the future development of new real-time wavelet transformation algorithms.

Influência do jet lag social em marcadores circadianos de atividade - repouso e cardíaco em estudantes de medicina

Studies reveal that in recent decades a decrease in sleep duration has occurred. Social commitments, such as work and school are often not aligned to the "biological time" of individuals. Added to this, there is a reduced force of zeitgeber caused by less exposure to daylight and larger exposure to evenings. This causes a chronic sleep debt that is offset in a free days. Indeed, a restriction and extent of sleep called "social Jet lag" occurs weekly. Sleep deprivation has been associated to obesity, cancer, and cardiovascular risk. It is suggested that the autonomic nervous system is a pathway that connects sleep problems to cardiovascular diseases. However, beyond the evidence demonstrated by studies using models of acute and controlled sleep deprivation, studies are needed to investigate the effects of chronic sleep deprivation as it occurs in the social jet lag. The aim of this study was to investigate the influence of social jet lag in circadian rest-activity markers and heart function in medical students. It is a cross-sectional, observational study conducted in the Laboratory of Neurobiology and Biological Rhythmicity (LNRB) at the Department of Physiology UFRN. Participated in the survey medical students enrolled in the 1st semester of their course at UFRN. Instruments for data collection: Munich Chronotype Questionnaire, Morningness Eveningness Questionnaire of Horne and Östberg, Pittsburgh Sleep Quality Index, Epworth Sleepiness Scale, Actimeter; Heart rate monitor. Analysed were descriptive variables of sleep, nonparametric (IV60, IS60, L5 and M10) and cardiac indexes of time domain, frequency (LF, HF LF / HF) and nonlinear (SD1, SD2, SD1 / SD2). Descriptive, comparative and correlative statistical analysis was performed with SPSS software version 20. 41 students participated in the study, 48.8% (20) females and 51.2% (21) males, 19.63 ± 2.07 years. The social jet lag had an average of 02: 39h ± 00:55h, 82.9% (34) with social jet lag ≥ 1h and there was a negative correlation with the Munich chronotype score indicating greater sleep deprivation in subjects prone to eveningness. Poor sleep quality was detected in 90.2% (37) (X2 = 26.56, p <0.001) and 56.1% (23) excessive daytime sleepiness (X2 = 0.61, p = 0.435). Significant differences were observed in the values of LFnu, HFnu and LF / HF between the groups of social jet lag <2h and ≥ 2h and correlation of the social jet lag with LFnu (rs = 0.354, p = 0.023), HFnu (rs = - 0.354 , p = 0.023) and LF / HF (r = 0.355, p = 0.023). There was also a negative association between IV60 and indexes in the time domain and non-linear. It is suggested that chronic sleep deprivation may be associated with increased sympathetic activation promoting greater cardiovascular risk.

Development of a high-frequency surface-wave radar cross section model for icebergs

In this thesis, the first-order radar cross section (RCS) of an iceberg is derived and simulated. This analysis takes place in the context of a monostatic high frequency surface wave radar with a vertical dipole source that is driven by a pulsed waveform. The starting point of this work is a general electric field equation derived previ- ously for an arbitrarily shaped iceberg region surrounded by an ocean surface. The condition of monostatic backscatter is applied to this general field equation and the resulting expression is inverse Fourier transformed. In the time domain the excitation current of the transmit antenna is specified to be a pulsed sinusoid signal. The result- ing electric field equation is simplified and its physical significance is assessed. The field equation is then further simplified by restricting the iceberg's size to fit within a single radar patch width. The power received by the radar is calculated using this electric field equation. Comparing the received power with the radar range equation gives a general expression for the iceberg RCS. The iceberg RCS equation is found to depend on several parameters including the geometry of the iceberg, the radar frequency, and the electrical parameters of both the iceberg and the ocean surface. The RCS is rewritten in a form suitable for simulations and simulations are carried out for rectangularly shaped icebergs. Simulation results are discussed and are found to be consistent with existing research.

Modelagem e análise dinâmica de um sistema de conversão de energia eólica dotado de gerador síncrono de imã permanente utilizando a plataforma ATP

Human development requires a broad balance between ecological, social and economic factors in order to ensure its own sustainability. In this sense, the search for new sources of energy generation, with low deployment and operation costs, which cause the least possible impact to the environment, has been the focus of attention of all society segments. To do so, the reduction in exploration of fossil fuels and the encouragement of using renewable energy resources for distributed generation have proved interesting alternatives to the expansion of the energy matrix of various countries in the world. In this sense, the wind energy has acquired an increasingly significant role, presenting increasing rates of power grid penetration and highlighting technological innovations such as the use of permanent magnet synchronous generators (PMSG). In Brazil, this fact has also been noted and, as a result, the impact of the inclusion of this source in the distribution and sub-transmission power grid has been a major concern of utilities and agents connected to Brazilian electrical sector. Thus, it is relevant the development of appropriate computational tools that allow detailed predictive studies about the dynamic behavior of wind farms, either operating with isolated load, either connected to the main grid, taking also into account the implementation of control strategies for active/reactive power generation and the keeping of adequate levels of voltage and frequency. This work fits in this context since it comprises mathematical and computational developments of a complete wind energy conversion system (WECS) endowed with PMSG using time domain techniques of Alternative Transients Program (ATP), which prides itself a recognized reputation by scientific and academic communities as well as by electricity professionals in Brazil and elsewhere. The modeling procedures performed allowed the elaboration of blocks representing each of the elements of a real WECS, comprising the primary source (the wind), the wind turbine, the PMSG, the frequency converter, the step up transformer, the load composition and the power grid equivalent. Special attention is also given to the implementation of wind turbine control techniques, mainly the pitch control responsible for keeping the generator under the maximum power operation point, and the vector theory that aims at adjusting the active/reactive power flow between the wind turbine and the power grid. Several simulations are performed to investigate the dynamic behavior of the wind farm when subjected to different operating conditions and/or on the occurrence of wind intensity variations. The results have shown the effectiveness of both mathematical and computational modeling developed for the wind turbine and the associated controls.

Stochastically forced dislocation density distribution in plastic deformation

The dynamical evolution of dislocations in plastically deformed metals is controlled by both deterministic factors arising out of applied loads and stochastic effects appearing due to fluctuations of internal stress. Such type of stochastic dislocation processes and the associated spatially inhomogeneous modes lead to randomness in the observed deformation structure. Previous studies have analyzed the role of randomness in such textural evolution but none of these models have considered the impact of a finite decay time (all previous models assumed instantaneous relaxation which is "unphysical") of the stochastic perturbations in the overall dynamics of the system. The present article bridges this knowledge gap by introducing a colored noise in the form of an Ornstein-Uhlenbeck noise in the analysis of a class of linear and nonlinear Wiener and Ornstein-Uhlenbeck processes that these structural dislocation dynamics could be mapped on to. Based on an analysis of the relevant Fokker-Planck model, our results show that linear Wiener processes remain unaffected by the second time scale in the problem but all nonlinear processes, both Wiener type and Ornstein-Uhlenbeck type, scale as a function of the noise decay time τ. The results are expected to ramify existing experimental observations and inspire new numerical and laboratory tests to gain further insight into the competition between deterministic and random effects in modeling plastically deformed samples.

Predicting Forest Responses to Changing Environmental Conditions

Forests change with changes in their environment based on the physiological responses of individual trees. These short-term reactions have cumulative impacts on long-term demographic performance. For a tree in a forest community, success depends on biomass growth to capture above- and belowground resources and reproductive output to establish future generations. Here we examine aspects of how forests respond to changes in moisture and light availability and how these responses are related to tree demography and physiology.

First we address the long-term pattern of tree decline before death and its connection with drought. Increasing drought stress and chronic morbidity could have pervasive impacts on forest composition in many regions. We use long-term, whole-stand inventory data from southeastern U.S. forests to show that trees exposed to drought experience multiyear declines in growth prior to mortality. Following a severe, multiyear drought, 72% of trees that did not recover their pre-drought growth rates died within 10 years. This pattern was mediated by local moisture availability. As an index of morbidity prior to death, we calculated the difference in cumulative growth after drought relative to surviving conspecifics. The strength of drought-induced morbidity varied among species and was correlated with species drought tolerance.

Next, we investigate differences among tree species in reproductive output relative to biomass growth with changes in light availability. Previous studies reach conflicting conclusions about the constraints on reproductive allocation relative to growth and how they vary through time, across species, and between environments. We test the hypothesis that canopy exposure to light, a critical resource, limits reproductive allocation by comparing long-term relationships between reproduction and growth for trees from 21 species in forests throughout the southeastern U.S. We found that species had divergent responses to light availability, with shade-intolerant species experiencing an alleviation of trade-offs between growth and reproduction at high light. Shade-tolerant species showed no changes in reproductive output across light environments.

Given that the above patterns depend on the maintenance of transpiration, we next developed an approach for predicting whole-tree water use from sap flux observations. Accurately scaling these observations to tree- or stand-levels requires accounting for variation in sap flux between wood types and with depth into the tree. We compared different models with sap flux data to test the hypotheses that radial sap flux profiles differ by wood type and tree size. We show that radial variation in sap flux is dependent on wood type but independent of tree size for a range of temperate trees. The best-fitting model predicted out-of-sample sap flux observations and independent estimates of sapwood area with small errors, suggesting robustness in new settings. We outline a method for predicting whole-tree water use with this model and include computer code for simple implementation in other studies.

Finally, we estimated tree water balances during drought with a statistical time-series analysis. Moisture limitation in forest stands comes predominantly from water use by the trees themselves, a drought-stand feedback. We show that drought impacts on tree fitness and forest composition can be predicted by tracking the moisture reservoir available to each tree in a mass balance. We apply this model to multiple seasonal droughts in a temperate forest with measurements of tree water use to demonstrate how species and size differences modulate moisture availability across landscapes. As trees deplete their soil moisture reservoir during droughts, a transpiration deficit develops, leading to reduced biomass growth and reproductive output.

This dissertation draws connections between the physiological condition of individual trees and their behavior in crowded, diverse, and continually-changing forest stands. The analyses take advantage of growing data sets on both the physiology and demography of trees as well as novel statistical techniques that allow us to link these observations to realistic quantitative models. The results can be used to scale up tree measurements to entire stands and address questions about the future composition of forests and the land’s balance of water and carbon.

Wave energy conversion of oscillating water column devices including air compressibility

This paper presents an investigation on air compressibility in the air chamber and its effects on the power conversion of oscillating water column (OWC) devices. As it is well known that for practical OWC plants, their air chambers may be large enough for accommodating significant air compressibility, the “spring effect,” an effect that is frequently and simply regarded to store and release energy during the reciprocating process of a wave cycle. Its insight effects on the device’s performance and power conversion, however, have not been studied in detail. This research will investigate the phenomena with a special focus on the effects of air compressibility on wave energy conversion. Air compressibility itself is a complicated nonlinear process in nature, but it can be linearised for numerical simulations under certain assumptions for frequency domain analysis. In this research work, air compressibility in the OWC devices is first linearised and further coupled with the hydrodynamics of the OWC. It is able to show mathematically that in frequency-domain, air compressibility can increase the spring coefficients of both the water body motion and the device motion (if it is a floating device), and enhance the coupling effects between the water body and the structure. Corresponding to these changes, the OWC performance, the capture power, and the optimised Power Take-off (PTO) damping coefficient in the wave energy conversion can be all modified due to air compressibility. To validate the frequency-domain results and understand the problems better, the more accurate time-domain simulations with fewer assumptions have been used for comparison. It is shown that air compressibility may significantly change the dynamic responses and the capacity of converting wave energy of the OWC devices if the air chamber is very large.

(Table 1) Annual mean concentrations of atmospheric a- and g-Hexachlorocyclohexane at stations Alert, Canada and Zeppelin, Norway

Twelve year datasets of weekly atmospheric concentrations of alpha- and gamma-HCH were compared between the two Arctic monitoring stations of Alert, Nunavut, Canada, and Zeppelin Mountain, Svalbard, Norway. Time-series analysis was conducted with the use of dynamic harmonic regression (DHR), which provided a very good model fit, to examine both the seasonal behaviour in these isomers and the longer-term, underlying trends. Strong spatial differences were not apparent between the two sites, although subtle differences in seasonal behaviour and composition were identified. For example, the composition of gamma-HCH to total HCH (alpha + gamma) was greater at Zeppelin compared to Alert, probably reflecting this site's proximity to major use regions of lindane. Pronounced seasonality in air concentrations for gamma-HCH was marked by a 'spring maximum event' (SME), confirming earlier studies. For alpha-HCH, the SME was much weaker and only evident at Alert, whereas at Zeppelin, seasonal fluctuations for alpha-HCH were marked by elevated concentrations in summer and lower concentrations during winter, with this pattern most apparent for the years after 2000. We attribute this difference in spatial and temporal patterns to the Arctic oscillation. A similar climatic pattern was not evident at either site in the gamma-HCH data. Seasonally adjusted, long-term trends revealed declining concentrations at both sites for alpha- and gamma-HCH over the entire time-series. Recent legislation affecting lindane use appear to account for this decline in gamma-HCH, with little evidence of a delay or 'lag' between the banning of lindane in Europe (a main source region) or Canada, and a decline in air concentrations observed at both Arctic sites.