971 resultados para eddy covariance tower
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Rodents submitted to restraint stress show decreased activity in an elevated plus-maze (EPM) 24 h later. The objective of the present study was to determine if a certain amount of time is needed after stress for the development of these changes. We also wanted to verify if behavioral tolerance of repeated daily restraint would be detectable in this model. Male Wistar rats were restrained for 2 h and tested in the EPM 1, 2, 24 or 48 h later. Another group of animals was immobilized daily for 2 h for 7 days, being tested in the EPM 24 h after the last restraint period. Restraint induced a significant decrease in the percent of entries and time spent in the open arms, as well as a decrease in the number of enclosed arm entries. The significant effect in the number of entries and the percentage of time spent in the open arms disappeared when the data were submitted to analysis of covariance using the number of enclosed arm entries as a covariate. This suggests that the restraint-induced hypoactivity influences the measures of open arm exploration. The modifications of restraint-induced hypoactivity are evident 24 or 48 h, but not 1 or 2 h, after stress. In addition, rats stressed daily for seven days became tolerant to this effect.
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The reasons for the inconsistent association between salt consumption and blood pressure levels observed in within-society surveys are not known. A total of 157 normotensive subjects aged 18 to 35 years, selected at random in a cross-sectional population-based survey, answered a structured questionnaire. They were classified as strongly predisposed to hypertension when two or more first-degree relatives had a diagnosis of hypertension. Anthropometric parameters were obtained and sitting blood pressure was determined with aneroid sphygmomanometers. Sodium and potassium excretion was measured by flame spectrophotometry in an overnight urine sample. A positive correlation between blood pressure and urinary sodium excretion was detected only in the group of individuals strongly predisposed to hypertension, both for systolic blood pressure (r = 0.51, P<0.01) and diastolic blood pressure (r = 0.50, P<0.01). In a covariance analysis, after controlling for age, skin color and body mass index, individuals strongly predisposed to hypertension who excreted amounts of sodium above the median of the entire sample had higher systolic and diastolic blood pressure than subjects classified into the remaining conditions. The influence of familial predisposition to hypertension on the association between salt intake and blood pressure may be an additional explanation for the weak association between urinary sodium excretion and blood pressure observed in within-population studies, since it can influence the association between salt consumption and blood pressure in some but not all inhabitants.
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This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.
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Permanent magnet materials are nowadays widely used in the electrical machine manufacturing industry. Eddy current loss models of permanent magnets used in electrical machines are frequently discussed in research papers. In magnetic steel materials we have, in addition to eddy current losses, hysteresis losses when AC or a rotating flux travels through the material. Should a similar phenomenon also be taken into account in calculating the losses of permanent magnets? Actually, every now and then authors seem to assume that some significant hysteresis losses are present in rotating machine PMs. This paper studies the mechanisms of possible hysteresis losses in PMs and their role in PMs when used in rotating electrical machines.
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The aim of this work is to invert the ionospheric electron density profile from Riometer (Relative Ionospheric opacity meter) measurement. The newly Riometer instrument KAIRA (Kilpisjärvi Atmospheric Imaging Receiver Array) is used to measure the cosmic HF radio noise absorption that taking place in the D-region ionosphere between 50 to 90 km. In order to invert the electron density profile synthetic data is used to feed the unknown parameter Neq using spline height method, which works by taking electron density profile at different altitude. Moreover, smoothing prior method also used to sample from the posterior distribution by truncating the prior covariance matrix. The smoothing profile approach makes the problem easier to find the posterior using MCMC (Markov Chain Monte Carlo) method.
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This thesis examines the suitability of VaR in foreign exchange rate risk management from the perspective of a European investor. The suitability of four different VaR models is evaluated in respect to have insight if VaR is a valuable tool in managing foreign exchange rate risk. The models evaluated are historical method, historical bootstrap method, variance-covariance method and Monte Carlo simulation. The data evaluated are divided into emerging and developed market currencies to have more intriguing analysis. The foreign exchange rate data in this thesis is from 31st January 2000 to 30th April 2014. The results show that the previously mentioned VaR models performance in foreign exchange risk management is not to be considered as a single tool in foreign exchange rate risk management. The variance-covariance method and Monte Carlo simulation performs poorest in both currency portfolios. Both historical methods performed better but should also be considered as an additional tool along with other more sophisticated analysis tools. A comparative study of VaR estimates and forward prices is also included in the thesis. The study reveals that regardless of the expensive hedging cost of emerging market currencies the risk captured by VaR is more expensive and thus FX forward hedging is recommended
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The contribution of genetic factors to the development of obesity has been widely recognized, but the identity of the genes involved has not yet been fully clarified. Variation in genes involved in adipocyte differentiation and energy metabolism is expected to have a role in the etiology of obesity. We assessed the potential association of a polymorphism in one candidate gene, peroxisome proliferator-activated receptor-gamma (PPARGg), involved in these pathways and obesity-related phenotypes in 335 Brazilians of European descent. All individuals included in the sample were adults. Pregnant women, as well as those individuals with secondary hyperlipidemia due to renal, liver or thyroid disease, and diabetes, were not invited to participate in the study; all other individuals were included. The gene variant PPARG Pro12Ala was studied by a PCR-based method and the association between this genetic polymorphism and obesity-related phenotypes was evaluated by analysis of covariance. Variant allele frequency was PPARG Ala12 = 0.09 which is in the same range as described for European and European-derived populations. No statistically significant differences were observed for mean total cholesterol, LDL cholesterol, HDL cholesterol, or triglyceride levels among PPARG genotypes in either gender. In the male sample, an association between the PPARG Pro12Ala variant and body mass index was detected, with male carriers of the Ala variant presenting a higher mean body mass index than wild-type homozygotes (28.3 vs 26.2 kg/m², P = 0.037). No effect of this polymorphism was detected in women. This finding suggests that the PPARG gene has a gender-specific effect and contributes to the susceptibility to obesity in this population.
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The objective of the present study was to compare the effect of acute exercise performed at different intensities in relation to the anaerobic threshold (AT) on abilities requiring control of executive functions or alertness in physically active elderly females. Forty-eight physically active elderly females (63.8 ± 4.6 years old) were assigned to one of four groups by drawing lots: control group without exercise or trial groups with exercise performed at 60, 90, or 110% of AT (watts) and submitted to 5 cognitive tests before and after exercise. Following cognitive pretesting, an incremental cycle ergometer test was conducted to determine AT using a fixed blood lactate concentration of 3.5 mmol/L as cutoff. Acute exercise executed at 90% of AT resulted in significant (P < 0.05, ANOVA) improvement in the performance of executive functions when compared to control in 3 of 5 tests (verbal fluency, Tower of Hanoi test (number of movements), and Trail Making test B). Exercising at 60% of AT did not improve results of any tests for executive functions, whereas exercise executed at 110% of AT only improved the performance in one of these tests (verbal fluency) compared to control. Women from all trial groups exhibited a remarkable reduction in the Simple Response Time (alertness) test (P = 0.001). Thus, physical exercise performed close to AT is more effective to improve cognitive processing of older women even if conducted acutely, and using a customized exercise prescription based on the anaerobic threshold should optimize the beneficial effects.
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The current thesis manuscript studies the suitability of a recent data assimilation method, the Variational Ensemble Kalman Filter (VEnKF), to real-life fluid dynamic problems in hydrology. VEnKF combines a variational formulation of the data assimilation problem based on minimizing an energy functional with an Ensemble Kalman filter approximation to the Hessian matrix that also serves as an approximation to the inverse of the error covariance matrix. One of the significant features of VEnKF is the very frequent re-sampling of the ensemble: resampling is done at every observation step. This unusual feature is further exacerbated by observation interpolation that is seen beneficial for numerical stability. In this case the ensemble is resampled every time step of the numerical model. VEnKF is implemented in several configurations to data from a real laboratory-scale dam break problem modelled with the shallow water equations. It is also tried in a two-layer Quasi- Geostrophic atmospheric flow problem. In both cases VEnKF proves to be an efficient and accurate data assimilation method that renders the analysis more realistic than the numerical model alone. It also proves to be robust against filter instability by its adaptive nature.
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Optimization of quantum measurement processes has a pivotal role in carrying out better, more accurate or less disrupting, measurements and experiments on a quantum system. Especially, convex optimization, i.e., identifying the extreme points of the convex sets and subsets of quantum measuring devices plays an important part in quantum optimization since the typical figures of merit for measuring processes are affine functionals. In this thesis, we discuss results determining the extreme quantum devices and their relevance, e.g., in quantum-compatibility-related questions. Especially, we see that a compatible device pair where one device is extreme can be joined into a single apparatus essentially in a unique way. Moreover, we show that the question whether a pair of quantum observables can be measured jointly can often be formulated in a weaker form when some of the observables involved are extreme. Another major line of research treated in this thesis deals with convex analysis of special restricted quantum device sets, covariance structures or, in particular, generalized imprimitivity systems. Some results on the structure ofcovariant observables and instruments are listed as well as results identifying the extreme points of covariance structures in quantum theory. As a special case study, not published anywhere before, we study the structure of Euclidean-covariant localization observables for spin-0-particles. We also discuss the general form of Weyl-covariant phase-space instruments. Finally, certain optimality measures originating from convex geometry are introduced for quantum devices, namely, boundariness measuring how ‘close’ to the algebraic boundary of the device set a quantum apparatus is and the robustness of incompatibility quantifying the level of incompatibility for a quantum device pair by measuring the highest amount of noise the pair tolerates without becoming compatible. Boundariness is further associated to minimum-error discrimination of quantum devices, and robustness of incompatibility is shown to behave monotonically under certain compatibility-non-decreasing operations. Moreover, the value of robustness of incompatibility is given for a few special device pairs.
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This thesis concerns the analysis of epidemic models. We adopt the Bayesian paradigm and develop suitable Markov Chain Monte Carlo (MCMC) algorithms. This is done by considering an Ebola outbreak in the Democratic Republic of Congo, former Zaïre, 1995 as a case of SEIR epidemic models. We model the Ebola epidemic deterministically using ODEs and stochastically through SDEs to take into account a possible bias in each compartment. Since the model has unknown parameters, we use different methods to estimate them such as least squares, maximum likelihood and MCMC. The motivation behind choosing MCMC over other existing methods in this thesis is that it has the ability to tackle complicated nonlinear problems with large number of parameters. First, in a deterministic Ebola model, we compute the likelihood function by sum of square of residuals method and estimate parameters using the LSQ and MCMC methods. We sample parameters and then use them to calculate the basic reproduction number and to study the disease-free equilibrium. From the sampled chain from the posterior, we test the convergence diagnostic and confirm the viability of the model. The results show that the Ebola model fits the observed onset data with high precision, and all the unknown model parameters are well identified. Second, we convert the ODE model into a SDE Ebola model. We compute the likelihood function using extended Kalman filter (EKF) and estimate parameters again. The motivation of using the SDE formulation here is to consider the impact of modelling errors. Moreover, the EKF approach allows us to formulate a filtered likelihood for the parameters of such a stochastic model. We use the MCMC procedure to attain the posterior distributions of the parameters of the SDE Ebola model drift and diffusion parts. In this thesis, we analyse two cases: (1) the model error covariance matrix of the dynamic noise is close to zero , i.e. only small stochasticity added into the model. The results are then similar to the ones got from deterministic Ebola model, even if methods of computing the likelihood function are different (2) the model error covariance matrix is different from zero, i.e. a considerable stochasticity is introduced into the Ebola model. This accounts for the situation where we would know that the model is not exact. As a results, we obtain parameter posteriors with larger variances. Consequently, the model predictions then show larger uncertainties, in accordance with the assumption of an incomplete model.
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For my Licentiate thesis, I conducted research on risk measures. Continuing with this research, I now focus on capital allocation. In the proportional capital allocation principle, the choice of risk measure plays a very important part. In the chapters Introduction and Basic concepts, we introduce three definitions of economic capital, discuss the purpose of capital allocation, give different viewpoints of capital allocation and present an overview of relevant literature. Risk measures are defined and the concept of coherent risk measure is introduced. Examples of important risk measures are given, e. g., Value at Risk (VaR), Tail Value at Risk (TVaR). We also discuss the implications of dependence and review some important distributions. In the following chapter on Capital allocation we introduce different principles for allocating capital. We prefer to work with the proportional allocation method. In the following chapter, Capital allocation based on tails, we focus on insurance business lines with heavy-tailed loss distribution. To emphasize capital allocation based on tails, we define the following risk measures: Conditional Expectation, Upper Tail Covariance and Tail Covariance Premium Adjusted (TCPA). In the final chapter, called Illustrative case study, we simulate two sets of data with five insurance business lines using Normal copulas and Cauchy copulas. The proportional capital allocation is calculated using TCPA as risk measure. It is compared with the result when VaR is used as risk measure and with covariance capital allocation. In this thesis, it is emphasized that no single allocation principle is perfect for all purposes. When focusing on the tail of losses, the allocation based on TCPA is a good one, since TCPA in a sense includes features of TVaR and Tail covariance.
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Various researches in the field of econophysics has shown that fluid flow have analogous phenomena in financial market behavior, the typical parallelism being delivered between energy in fluids and information on markets. However, the geometry of the manifold on which market dynamics act out their dynamics (corporate space) is not yet known. In this thesis, utilizing a Seven year time series of prices of stocks used to compute S&P500 index on the New York Stock Exchange, we have created local chart to the corporate space with the goal of finding standing waves and other soliton like patterns in the behavior of stock price deviations from the S&P500 index. By first calculating the correlation matrix of normalized stock price deviations from the S&P500 index, we have performed a local singular value decomposition over a set of four different time windows as guides to the nature of patterns that may emerge. I turns out that in almost all cases, each singular vector is essentially determined by relatively small set of companies with big positive or negative weights on that singular vector. Over particular time windows, sometimes these weights are strongly correlated with at least one industrial sector and certain sectors are more prone to fast dynamics whereas others have longer standing waves.
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Tämä työ käsittelee valkaistun ja valkaisemattoman sellumassan varastosäiliön tärinää ja värähtelyä. Värähtelyn seurauksena säiliön seinämän jäykisterenkaan hitsausliitokseen on syntynyt särö. Työn tavoitteena on selvittää, mikä johtaa särön syntyyn ja miten kestäväm-piä varastosäiliöitä voidaan rakentaa materiaali-, valmistus- tai rakennemuutoksien avulla. Työ alkoi tutkimalla rakennemateriaalina olevan duplex-teräksen mikrorakenteen ominai-suuksia, sekä sen hitsattavuutta ja seostamista kirjallisuustutkimuksena. Kirjallisuustutki-musta jatkettiin selvittämällä mahdollisia vaurion syntymekanismeja seinämän särölle. Työssä analysoitiin myös tehtaalla mitattuja värähtelyarvoja. Lopuksi laskettiin FE-analyysillä tyhjän varastosäiliön ominaismuodot ja -taajuudet moodianalyysillä, sekä selvi-tettiin harmonisella analyysillä pinnankorkeuden vaihtelun vaikutus siirtymävasteeseen ja kriittisiin värähtelytaajuuksiin. Varastosäiliöön kohdistuvaa värähtelyä ei ole mahdollista poistaa kokonaan, mutta väräh-telyn aiheuttamia seurauksia kyetään rajaamaan useilla keinoilla. Toimenpiteinä voivat olla ainakin seinämän materiaalin paksuuden lisääminen, jäykisteripojen lisääminen ja kriittisten sellun pinnankorkeuksien välttäminen. Kriittiseksi pinnankorkeudeksi havaittiin 40–45 %:n täyttöaste ja turvalliseksi korkeudeksi 35–38 %:n täyttöaste. Varastosäiliölle kriittisen ominaistaajuuden katsotaan syntyvän taajuuksilla 3,3–3,8 Hz ja 5,8–6,4 Hz. Sellumassa putoaa varastosäiliöön noin 2 Hz taajuudella.
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Contient : 1 Journal autographe de JEHAN DE LA FOSSE, où sont notés mois par mois les principaux événements des années 1557 à 1590, arrivés en France et particulièrement à Paris, où vivait l'auteur, curé de St-Leu et de St-Barthélemy ; 2 Recueil d'épitaphes ; « Cavendish,... general Norris,... docter Story,... mylord Treasurer,... Frier Andrew,... Ellis,... earle of Essex, beheaded in the tower », Joannes Rekingale, episcopus Cicestriensis, Gulielmus de Blitz, archidiaconus Nodovicensis ; Thomas Linaerus, regis Henrici VIII medicus, Antonius Riccius Faventiae, « Mr Hofkins », Lucretia Borgia, Honorius P. M., Johannes Riberius ; Galfridus Chaucer, Corythus, filius Oenones et Paridis, Ninus, Assyriae monarcha, Pyramis, lateritia Asychis, Aegypti regis ; Bartholomaeus Platina, Petrus Pomponatius, Pompeius Magnus, Capys, Ennius, Hannibal ; Marcus Antonius Turrianus, Marcus Antonius Coccius, Marcus Antonius Casanova, Sardanapalus, Rufus, Julius Caesar, Augustus Caesar ; Petrus Ciaconius, Nicolaus Macchiavellus, Gulielmus Rondeletus, medicus, Anicia, foemina romana, Callicratea ; Johannes Coletus, Rembertus Dodonaeus, medicus Maximiliani II et Rodolphi imperatorum, Alcaeus poeta, Scipio Africanus ; Paracelsus, Gerardus Noviomagus et Andreas Hyperius, Didacus de Valdes, Albericus de Vere et Gulielmus, primus comes Oxoniensis, Robertus Buc ; Hieronymus Cagnolus Vercellensis, Johannes Stofflerus, mathematicus Tubingae, Remigius Bellaqueus, Pallas, Evandri filius, Zarmanochegas indus, de Bargosa ; Johannes Rivius Attbend, Petrus Bembus, Lucius P. M. Veronae, Gulielmus Norselez, decanus quondam ecclesiae S. Pauli Londini, Mathias Corvinus, rex Pannoniae ; Philippus Callimachus Cracoviae, in aede S. Trinitatis, Ludovicus Bologninus, Bononiae, Rachel, uxor Jacobi Bethleem, Aratus, Plato, Aeschylus ; Joannes Zonaras, Homerus, Menander, Epictetus ; Berengarius, archidiaconus Andegavensis, Andreas Fanzonius, Cyrus, Persarum monarcha, Midas ; Hugo S. Victoris Parisiensis, S. Bernardus, abbas claraevallensis, Petrus de Toledo, Psittacus, Musaeus poeta, Linus, thebanus poeta, Orpheus ; Petrus Lombardus, Petrus Comestor, Pallas, libertus Romae, Megista, Spartanus vates ; Aegidius de Roma, archiepiscopus Bituricensis, Johannes Gerson, Aristocrates, perfidus in Lycaei Jovis luco, Setho, sacerdos Vulcani et Aegypti rex, Rosamunda Cliffordensis, Petrus Aretinus ; Nicolaus de Lyra, Jacobus Pisaurus, Paphi episcopus, Cedwalla, rex Sussexiae ; Alphonsus Tostadus, hispanus, Abulensis episcopus, Albertus Pius de Sabaudia, princeps Carporum, Similis, praefectus praetorianorum, Jupiter, Osyris, Isis ; Aeneas Sylvius, Christophorus Colombus, Hermes, Apollo, Timon, Darius ; Robertus Gaguinus, Johannes de Sacro Busto, Darius, Hystaspis filius, Simandius, Aegypti rex, Idomeneus et Myrio, filii Deucalionis, Semiramis ; Alexander Piccolomineus, Justina, pulchra foemina, quam maritus zelotypus nefarie decollavit, Claudia, nobilis foemina Romae, Carolus Magnus, Carolus V, imperator ; Actius Plautus, Johannes Boccacius, Franciscus Ximenes, cardinalis Hispaniae, Federicus imperator, Sylla, Ricardus I, rex Anglorum ; Johannes Stadius, math. belga, C. Manlia camertina, Johannes de Mandeville, Patricius, Brigida et Columda in Hibernia, la reine d'Angleterre, femme de Jacques Ier ; Johannes Glandorp, Jodocus, medicus Romae, Urandus, sive Durandus, Johannes Jacobus Trivultius, Ludovicus VIII, rex Francorum ; Antonius quidam italus, Fin dal Finale, Battistina Senensis, puella elegantissima ; Chalonerus Dubliniae, Askew Lincolniensis, Christophorus Hatton, Robertus, comes Leicestriae ; Johannes Chidley, Walterus Ralegh, Arturus Gorges, Johannes Parkar, Maria Stafford, Charitas et Carolus Ho., Thomas Wals, Sylvanus Scorus, Johannes Horo et Edwardus Nymark, Edwardus Stanhop, Franciscus Wal ; Philippus Sydney, Franciscus Walsinghan, N. Marsonius, jurisconsultus, Christophorus H, Gulielmus, comes Penbrok, Angliae marescallus, Antonius Deny, frater Lubinus ; Fratislaus, dux Bohemiae, countess of Penbrok, Edward Spenser, Henry Abyngdon, Thomas Nash, N. Dobson ; Dr Hugh a price, Johannes Vitulus, Dr Bently, Hor. Pallavicin, Margaret Ratcliff ; Howlet, Elian, Henry Barron ; James Stuart, Thomas Sackville, Penelope d'Evreux, uxor domini Bar. Rich, pellicis comitis Devonshire, Robert Cecil, Ricardus Bancroft, archiepiscopus Cantuariensis ; Godefridus de Bulion, Balduinus, rex Jerusalem, Allicia, pulchra foemina anglica et forte meretrix, Theobaldus, comes Campaniae, qui vixit tempore regis Angliae Stephani ; Fernandus de Castro, hispanus in Anglia exulans et moriens ob fidem in Dominum Petrum, regem Castellae, Johannes Taylor de Colman street, usurarius, Petrus Miago Vallisoleti, in templo Sancti Stephani, Franciscus Duarte de Mendico, a proveedor de los exercitos y armadas del emperador Carlo V, Henricus, Walliae princeps ; Milo, comes de Anglera, pater Rolandi, a Mauris juxta ripam Ceae occisus, Hecuba, S. Edmundus, rex et martyr, Pindarus, poeta lyricus, Stesichorus, Anacreon, poeta vinosus, Leonidas, dux Lacedemoniorum ad Thermopylas occisus contra Persas, Timotheus, citharedus milesius ; Timocreon Rhodius, Laïs, meretrix Corinthia, sepulta in Thessalia, juxta Peneum fluvium, Acron, antiquissimus medicus Agrigentinus