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.

Lesion detection performance in an anthropomorphic chest phantom: comparative analysis of low-dose CT data on two hybrid imaging systems

Introduction: multimodality environment; requirement for greater understanding of the imaging technologies used, the limitations of these technologies, and how to best interpret the results; dose optimization; introduction of new techniques; current practice and best practice; incidental findings, in low-dose CT images obtained as part of the hybrid imaging process, are an increasing phenomenon with advancing CT technology; resultant ethical and medico-legal dilemmas; understanding limitations of these procedures important when reporting images and recommending follow-up; free-response observer performance study was used to evaluate lesion detection in low-dose CT images obtained during attenuation correction acquisitions for myocardial perfusion imaging, on two hybrid imaging systems.

Trends in alcohol and tobacco use among Brazilian students: 1989 to 2010

OBJECTIVE To analyze temporal trends of the prevalence of alcohol and tobacco use among Brazilian students. METHODS We analyzed data published between 1989 and 2010 from five epidemiological surveys on students from the 6th to the 12th grade of public schools from the ten largest state capitals of Brazil. The total sample consisted of 104,104 students and data were collected in classrooms. The same collection tool – a World Health Organization self-reporting questionnaire – and sampling and weighting procedures were used in the five surveys. The Chi-square test for trend was used to compare the prevalence from different years. RESULTS The prevalence of alcohol and tobacco use varied among the years and cities studied. Alcohol consumption decreased in the 10 state capitals (p < 0.001) throughout 21 years. Tobacco use also decreased significantly in eight cities (p < 0.001). The highest prevalence of alcohol use was found in the Southeast region in 1993 (72.8%, in Belo Horizonte) and the lowest one in Belem (30.6%) in 2010. The highest past-year prevalence of tobacco use was found in the South region in 1997 (28.0%, in Curitiba) and the lowest one in the Southeast in 2010 (7.8%, in Sao Paulo). CONCLUSIONS The decreasing trend in the prevalence of tobacco and alcohol use among students detected all over the Country can be related to the successful and comprehensive Brazilian antitobacco and antialcohol policies. Despite these results, the past-year prevalence of alcohol consumption in the past year remained high in all Brazilian regions.

Intra-hospital organ and tissue donation coordination project: cost-effectiveness and social benefits

OBJECTIVE To evaluate the viability of a professional specialist in intra-hospital committees of organ and tissue donation for transplantation. METHODS Epidemiological, retrospective and cross-sectional study (2003-2011 and 2008-2012), which was performed using organ donation for transplants data in the state of Sao Paulo, Southeastern Brazil. Nine hospitals were evaluated (hospitals 1 to 9). Logistic regression was used to evaluate the differences in the number of brain death referrals and actual donors (dependent variables) after the professional specialist started work (independent variable) at the intra-hospital committee of organ and tissue donation for transplantation. To evaluate the hospital invoicing, the hourly wage of the doctor and registered nurse, according to the legislation of the Consolidation of Labor Laws, were calculated, as were the investment return and the time elapsed to do so. RESULTS Following the nursing specialist commencement on the committee, brain death referrals and the number of actual donors increased at hospital 2 (4.17 and 1.52, respectively). At hospital 7, the number of actual donors also increased from 0.005 to 1.54. In addition, after the nurse started working, hospital revenues increased by 190.0% (ranging 40.0% to 1.955%). The monthly cost for the nurse working 20 hours was US$397.97 while the doctor would cost US$3,526.67. The return on investment was 275% over the short term (0.36 years). CONCLUSIONS This paper showed that including a professional specialist in intra-hospital committees for organ and tissue donation for transplantation proved to be cost-effective. Further economic research in the area could contribute to the efficient public policy implementation of this organ and tissue harvesting model.

Spatial patterns of leprosy in a hyperendemic state in Northern Brazil, 2001-2012

ABSTRACT OBJECTIVE To describe the spatial patterns of leprosy in the Brazilian state of Tocantins. METHODS This study was based on morbidity data obtained from the Sistema de Informações de Agravos de Notificação (SINAN – Brazilian Notifiable Diseases Information System), of the Ministry of Health. All new leprosy cases in individuals residing in the state of Tocantins, between 2001 and 2012, were included. In addition to the description of general disease indicators, a descriptive spatial analysis, empirical Bayesian analysis and spatial dependence analysis were performed by means of global and local Moran’s indexes. RESULTS A total of 14,542 new cases were recorded during the period under study. Based on the annual case detection rate, 77.0% of the municipalities were classified as hyperendemic (> 40 cases/100,000 inhabitants). Regarding the annual case detection rate in < 15 years-olds, 65.4% of the municipalities were hyperendemic (10.0 to 19.9 cases/100,000 inhabitants); 26.6% had a detection rate of grade 2 disability cases between 5.0 and 9.9 cases/100,000 inhabitants. There was a geographical overlap of clusters of municipalities with high detection rates in hyperendemic areas. Clusters with high disease risk (global Moran’s index: 0.51; p < 0.001), ongoing transmission (0.47; p < 0.001) and late diagnosis (0.44; p < 0.001) were identified mainly in the central-north and southwestern regions of Tocantins. CONCLUSIONS We identified high-risk clusters for transmission and late diagnosis of leprosy in the Brazilian state of Tocantins. Surveillance and control measures should be prioritized in these high-risk municipalities.

Budget impact from the incorporation of positron emission tomography – computed tomography for staging lung cancers

OBJECTIVE To estimate the budget impact from the incorporation of positron emission tomography (PET) in mediastinal and distant staging of non-small cell lung cancer.METHODS The estimates were calculated by the epidemiological method for years 2014 to 2018. Nation-wide data were used about the incidence; data on distribution of the disease´s prevalence and on the technologies’ accuracy were from the literature; data regarding involved costs were taken from a micro-costing study and from Brazilian Unified Health System (SUS) database. Two strategies for using PET were analyzed: the offer to all newly-diagnosed patients, and the restricted offer to the ones who had negative results in previous computed tomography (CT) exams. Univariate and extreme scenarios sensitivity analyses were conducted to evaluate the influence from sources of uncertainties in the parameters used.RESULTS The incorporation of PET-CT in SUS would imply the need for additional resources of 158.1 BRL (98.2 USD) million for the restricted offer and 202.7 BRL (125.9 USD) million for the inclusive offer in five years, with a difference of 44.6 BRL (27.7 USD) million between the two offer strategies within that period. In absolute terms, the total budget impact from its incorporation in SUS, in five years, would be 555 BRL (345 USD) and 600 BRL (372.8 USD) million, respectively. The costs from the PET-CT procedure were the most influential parameter in the results. In the most optimistic scenario, the additional budget impact would be reduced to 86.9 BRL (54 USD) and 103.8 BRL (64.5 USD) million, considering PET-CT for negative CT and PET-CT for all, respectively.CONCLUSIONS The incorporation of PET in the clinical staging of non-small cell lung cancer seems to be financially feasible considering the high budget of the Brazilian Ministry of Health. The potential reduction in the number of unnecessary surgeries may cause the available resources to be more efficiently allocated.

Spatial data infrastructures model for developing countries: A case study of Nigeria

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

Increase in cases of malaria in Mozambique, 2014: epidemic or new endemic pattern?

ABSTRACT OBJECTIVE To describe the increase in cases of malaria in Mozambique. METHODS Cross-sectional study conducted in 2014, in Mozambique with national weekly epidemiological bulletin data. I analyzed the number of recorded cases in the 2009-2013 period, which led to the creation of an endemic channel using the quartile and C-Sum methods. Monthly incidence rates were calculated for the first half of 2014, making it possible to determine the pattern of endemicity. Months in which the incidence rates exceeded the third quartile or line C-sum were declared as epidemic months. RESULTS The provinces of Nampula, Zambezia, Sofala, and Inhambane accounted for 52.7% of all cases in the first half of 2014. Also during this period, the provinces of Nampula, Sofala and Tete were responsible for 54.9% of the deaths from malaria. The incidence rates of malaria in children, and in all ages, have showed patterns in the epidemic zone. For all ages, the incidence rate has peaked in April (2,573 cases/100,000 inhabitants). CONCLUSIONS The results suggest the occurrence of an epidemic pattern of malaria in the first half of 2014 in Mozambique. It is strategic to have a more accurate surveillance at all levels (central, provincial and district) to target prevention and control interventions in a timely manner.

Dynamic network data envelopment analysis for university hospitals evaluation

ABSTRACT OBJECTIVE To develop an assessment tool to evaluate the efficiency of federal university general hospitals. METHODS Data envelopment analysis, a linear programming technique, creates a best practice frontier by comparing observed production given the amount of resources used. The model is output-oriented and considers variable returns to scale. Network data envelopment analysis considers link variables belonging to more than one dimension (in the model, medical residents, adjusted admissions, and research projects). Dynamic network data envelopment analysis uses carry-over variables (in the model, financing budget) to analyze frontier shift in subsequent years. Data were gathered from the information system of the Brazilian Ministry of Education (MEC), 2010-2013. RESULTS The mean scores for health care, teaching and research over the period were 58.0%, 86.0%, and 61.0%, respectively. In 2012, the best performance year, for all units to reach the frontier it would be necessary to have a mean increase of 65.0% in outpatient visits; 34.0% in admissions; 12.0% in undergraduate students; 13.0% in multi-professional residents; 48.0% in graduate students; 7.0% in research projects; besides a decrease of 9.0% in medical residents. In the same year, an increase of 0.9% in financing budget would be necessary to improve the care output frontier. In the dynamic evaluation, there was progress in teaching efficiency, oscillation in medical care and no variation in research. CONCLUSIONS The proposed model generates public health planning and programming parameters by estimating efficiency scores and making projections to reach the best practice frontier.

Calculation of fractional derivatives of noisy data with genetic algorithms

This paper addresses the calculation of derivatives of fractional order for non-smooth data. The noise is avoided by adopting an optimization formulation using genetic algorithms (GA). Given the flexibility of the evolutionary schemes, a hierarchical GA composed by a series of two GAs, each one with a distinct fitness function, is established.

Reconstructing the architectural evolution of volcanic islands from combined K/AR, morphologic, tectonic, and magnetic data. The Faial Island exemple (Azores)

The morpho-structural evolution of oceanic islands results from competition between volcano growth and partial destruction by mass-wasting processes. We present here a multi-disciplinary study of the successive stages of development of Faial (Azores) during the last 1 Myr. Using high-resolution digital elevation model (DEM), and new K/Ar, tectonic, and magnetic data, we reconstruct the rapidly evolving topography at successive stages, in response to complex interactions between volcanic construction and mass wasting, including the development of a graben. We show that: (1) sub-aerial evolution of the island first involved the rapid growth of a large elongated volcano at ca. 0.85 Ma, followed by its partial destruction over half a million years; (2) beginning about 360 ka a new small edifice grew on the NE of the island, and was subsequently cut by normal faults responsible for initiation of the graben; (3) after an apparent pause of ca. 250 kyr, the large Central Volcano (CV) developed on the western side of the island at ca 120 ka, accumulating a thick pile of lava flows in less than 20 kyr, which were partly channelized within the graben; (4) the period between 120 ka and 40 ka is marked by widespread deformation at the island scale, including westward propagation of faulting and associated erosion of the graben walls, which produced sedimentary deposits; subsequent growth of the CV at 40 ka was then constrained within the graben, with lava flowing onto the sediments up to the eastern shore; (5) the island evolution during the Holocene involves basaltic volcanic activity along the main southern faults and pyroclastic eruptions associated with the formation of a caldera volcano-tectonic depression. We conclude that the whole evolution of Faial Island has been characterized by successive short volcanic pulses probably controlled by brief episodes of regional deformation. Each pulse has been separated by considerable periods of volcanic inactivity during which the Faial graben gradually developed. We propose that the volume loss associated with sudden magma extraction from a shallow reservoir in different episodes triggered incremental downward graben movement, as observed historically, when immediate vertical collapse of up to 2 m was observed along the western segments of the graben at the end of the Capelinhos eruptive crises (1957-58).

Assessment of data-driven modeling strategies for water delivery canals

Conferência: CONTROLO’2012 - 16-18 July 2012 - Funchal

Data analytics in the cloud with flexible mapreduced workflows

Data analytic applications are characterized by large data sets that are subject to a series of processing phases. Some of these phases are executed sequentially but others can be executed concurrently or in parallel on clusters, grids or clouds. The MapReduce programming model has been applied to process large data sets in cluster and cloud environments. For developing an application using MapReduce there is a need to install/configure/access specific frameworks such as Apache Hadoop or Elastic MapReduce in Amazon Cloud. It would be desirable to provide more flexibility in adjusting such configurations according to the application characteristics. Furthermore the composition of the multiple phases of a data analytic application requires the specification of all the phases and their orchestration. The original MapReduce model and environment lacks flexible support for such configuration and composition. Recognizing that scientific workflows have been successfully applied to modeling complex applications, this paper describes our experiments on implementing MapReduce as subworkflows in the AWARD framework (Autonomic Workflow Activities Reconfigurable and Dynamic). A text mining data analytic application is modeled as a complex workflow with multiple phases, where individual workflow nodes support MapReduce computations. As in typical MapReduce environments, the end user only needs to define the application algorithms for input data processing and for the map and reduce functions. In the paper we present experimental results when using the AWARD framework to execute MapReduce workflows deployed over multiple Amazon EC2 (Elastic Compute Cloud) instances.

Efficient feature selection filters for high-dimensional data

Feature selection is a central problem in machine learning and pattern recognition. On large datasets (in terms of dimension and/or number of instances), using search-based or wrapper techniques can be cornputationally prohibitive. Moreover, many filter methods based on relevance/redundancy assessment also take a prohibitively long time on high-dimensional. datasets. In this paper, we propose efficient unsupervised and supervised feature selection/ranking filters for high-dimensional datasets. These methods use low-complexity relevance and redundancy criteria, applicable to supervised, semi-supervised, and unsupervised learning, being able to act as pre-processors for computationally intensive methods to focus their attention on smaller subsets of promising features. The experimental results, with up to 10(5) features, show the time efficiency of our methods, with lower generalization error than state-of-the-art techniques, while being dramatically simpler and faster.

Discovery and retrieval of Geographic data using Google

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