916 resultados para Long memory stochastic process


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Forest fires dynamics is often characterized by the absence of a characteristic length-scale, long range correlations in space and time, and long memory, which are features also associated with fractional order systems. In this paper a public domain forest fires catalogue, containing information of events for Portugal, covering the period from 1980 up to 2012, is tackled. The events are modelled as time series of Dirac impulses with amplitude proportional to the burnt area. The time series are viewed as the system output and are interpreted as a manifestation of the system dynamics. In the first phase we use the pseudo phase plane (PPP) technique to describe forest fires dynamics. In the second phase we use multidimensional scaling (MDS) visualization tools. The PPP allows the representation of forest fires dynamics in two-dimensional space, by taking time series representative of the phenomena. The MDS approach generates maps where objects that are perceived to be similar to each other are placed on the map forming clusters. The results are analysed in order to extract relationships among the data and to better understand forest fires behaviour.

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The decomposition of a fractional linear system is discussed in this paper. It is shown that it can be decomposed into an integer order part, corresponding to possible existing poles, and a fractional part. The first and second parts are responsible for the short and long memory behaviors of the system, respectively, known as characteristic of fractional systems.

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Every year forest fires consume large areas, being a major concern in many countries like Australia, United States and Mediterranean Basin European Countries (e.g., Portugal, Spain, Italy and Greece). Understanding patterns of such events, in terms of size and spatiotemporal distributions, may help to take measures beforehand in view of possible hazards and decide strategies of fire prevention, detection and suppression. Traditional statistical tools have been used to study forest fires. Nevertheless, those tools might not be able to capture the main features of fires complex dynamics and to model fire behaviour [1]. Forest fires size-frequency distributions unveil long range correlations and long memory characteristics, which are typical of fractional order systems [2]. Those complex correlations are characterized by self-similarity and absence of characteristic length-scale, meaning that forest fires exhibit power-law (PL) behaviour. Forest fires have also been proved to exhibit time-clustering phenomena, with timescales of the order of few days [3]. In this paper, we study forest fires in the perspective of dynamical systems and fractional calculus (FC). Public domain forest fires catalogues, containing data of events occurred in Portugal, in the period 1980 up to 2011, are considered. The data is analysed in an annual basis, modelling the occurrences as sequences of Dirac impulses. The frequency spectra of such signals are determined using Fourier transforms, and approximated through PL trendlines. The PL parameters are then used to unveil the fractional-order dynamics characteristics of the data. To complement the analysis, correlation indices are used to compare and find possible relationships among the data. It is shown that the used approach can be useful to expose hidden patterns not captured by traditional tools.

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Atmospheric temperatures characterize Earth as a slow dynamics spatiotemporal system, revealing long-memory and complex behavior. Temperature time series of 54 worldwide geographic locations are considered as representative of the Earth weather dynamics. These data are then interpreted as the time evolution of a set of state space variables describing a complex system. The data are analyzed by means of multidimensional scaling (MDS), and the fractional state space portrait (fSSP). A centennial perspective covering the period from 1910 to 2012 allows MDS to identify similarities among different Earth’s locations. The multivariate mutual information is proposed to determine the “optimal” order of the time derivative for the fSSP representation. The fSSP emerges as a valuable alternative for visualizing system dynamics.

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O presente documento relata todas as atividades que foram desenvolvidas no estágio curricular realizado na empresa Bosch Car Multimédia em Braga, no âmbito da disciplina "Dissertação/ Projeto/Estágio Profissional"do Mestrado em Engenharia de Instrumentação e Metrologia, do Instituto Superior de Engenharia do Porto. Sendo a Bosch uma empresa de grandes dimensões, necessita de inúmeros equipamentos elétricos devido aos elevados padrões de qualidade exigidos, para poder estar em conformidade a nível das calibrações. A redução de custos e dos tempos de calibração foram as principais motivações para a implementação de um Laboratório de Metrologia Elétrica na empresa. Inicialmente, foi destinado um espaço para o laboratório e adquirido todo o equipamento necessário. Além disto, foi necessário treinar e formar os colaboradores destinados ao laboratório, quer na área das normas a aplicar no processo, quer em específico, com a empresa fornecedora do software de calibração. Ao longo dos doze meses, o estágio teve diversas fases, desde a aprendizagem do software utilizado, METCAL, elaboração de procedimentos de calibração para cada tipo de equipamentos na fábrica, realização de calibrações em coordenação com as diferentes áreas da empresa nos tempos e datas programados e análise dos certificados com sentido crítico, nomeadamente a nível de layout apresentado e incertezas associadas, para que o processo possa constantemente ser melhorado. Todas estas fases possibilitaram a aquisição e aplicação de vários conceitos importantes na área da Metrologia Elétrica. A implementação de um Laboratório de Metrologia é um processo bastante longo e complexo, e por estas razões, atualmente ainda se realizam procedimentos para novos tipos de equipamentos, sendo feitas melhorias e estudos para que no futuro, a sua capacidade seja cada vez maior e melhor.

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Dissertation presented to obtain the Ph.D degree in Biochemisry, Biotechnology

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Nesta dissertação analisamos a forma como quatro obras literárias contemporâneas se podem constituir como espaço cultural de memória histórico-política das décadas que em Portugal e Espanha se seguiram à implantação dos regimes democráticos. O trabalho incide na análise de Os Memoráveis, de Lídia Jorge, Novembro, de Jaime Nogueira Pinto, Las leyes de la frontera, de Javier Cercas, e Romanticismo, de Manuel Longares. Procede-se à análise comparativa dos quatro romances e à forma como cada um problematiza dois períodos fundamentais da história recente dos dois países. São também tratadas as questões relacionadas com o diálogo entre o conhecimento histórico e literário, o lado fictício e imaginário da história e a contribuição da memória para a reconstrução dos processos históricos. Procura-se também entender de que forma a literatura se constitui como uma forma de reflexão catártica e crítica, como suscita a problematização do momento presente, e que marcas pessoais e/ou autobiográficas os autores deixam transparecer nas suas obras.

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This thesis applied real options analysis to the valuation of an offshore oil exploration project, taking into consideration the several options typically faced by the management team of these projects. The real options process is developed under technical and price uncertainties, where it is considered that the mean reversion stochastic process is more adequate to describe the movement of oil price throught time. The valuation is realized to two case scenarios, being the first a simplified approach to develop the intuition of the used concepts, and the later a more complete cases that is resolved using both the binomial and trinomial processes to describe oil price movement. Real options methodology demonstrated to be capable of assessing and valuing the projects options, and of overcoming common capital budgeting methodologies flexibility limitation. The added value of the application of real options is evident, but so is the method's increased complexity, which adversely influence its widespread implementation.

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First published online: December 16, 2014.

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Fluidized beds, granulation, heat and mass transfer, calcium dynamics, stochastic process, finite element methods, Rosenbrock methods, multigrid methods, parallelization

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We analyze the classical Bertrand model when consumers exhibit some strategic behavior in deciding from which seller they will buy. We use two related but different tools. Both consider a probabilistic learning (or evolutionary) mechanism, and in the two of them consumers' behavior in uences the competition between the sellers. The results obtained show that, in general, developing some sort of loyalty is a good strategy for the buyers as it works in their best interest. First, we consider a learning procedure described by a deterministic dynamic system and, using strong simplifying assumptions, we can produce a description of the process behavior. Second, we use nite automata to represent the strategies played by the agents and an adaptive process based on genetic algorithms to simulate the stochastic process of learning. By doing so we can relax some of the strong assumptions used in the rst approach and still obtain the same basic results. It is suggested that the limitations of the rst approach (analytical) provide a good motivation for the second approach (Agent-Based). Indeed, although both approaches address the same problem, the use of Agent-Based computational techniques allows us to relax hypothesis and overcome the limitations of the analytical approach.

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This study addresses the issue of the presence of a unit root on the growth rate estimation by the least-squares approach. We argue that when the log of a variable contains a unit root, i.e., it is not stationary then the growth rate estimate from the log-linear trend model is not a valid representation of the actual growth of the series. In fact, under such a situation, we show that the growth of the series is the cumulative impact of a stochastic process. As such the growth estimate from such a model is just a spurious representation of the actual growth of the series, which we refer to as a “pseudo growth rate”. Hence such an estimate should be interpreted with caution. On the other hand, we highlight that the statistical representation of a series as containing a unit root is not easy to separate from an alternative description which represents the series as fundamentally deterministic (no unit root) but containing a structural break. In search of a way around this, our study presents a survey of both the theoretical and empirical literature on unit root tests that takes into account possible structural breaks. We show that when a series is trendstationary with breaks, it is possible to use the log-linear trend model to obtain well defined estimates of growth rates for sub-periods which are valid representations of the actual growth of the series. Finally, to highlight the above issues, we carry out an empirical application whereby we estimate meaningful growth rates of real wages per worker for 51 industries from the organised manufacturing sector in India for the period 1973-2003, which are not only unbiased but also asymptotically efficient. We use these growth rate estimates to highlight the evolving inter-industry wage structure in India.

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Cancer development is a long-term multistep process which allows interventional measure before the clincial disease emerges. the detection of natural substances which can block the process of carcinogenesis is a important as the identification of anti-tumoral drugs since they might be used in chemoprevention of cancer in high-risk groups. In vivo rodent models of chemical caecinogenesis have been used to study plant-derived inhibitors of carcinofenesis such as indols, coumarins, isothiocyanates, flavones, phenols and allyl-sulfides. Since the standard in vivo rodent bioassay is prolonged and expensive, shorter reliable protocols are needed. Two in vivo medium-term protocols for evaluation of modifiers of carcinogenesis are presented, one related to liver and the other to bladder cancer. Both protocols use rats, last 8 and 36 weeks and are based on the two-step concept of carcinogenesis: initiation and promotion. The protocols use respectively the development of altered foci of hepatocytes expressing immunochistochemically the placental form of gluthation S-transferase and the appearence of pre-neoplastic urothelium and papillomas as the "end-points". the use of these protocols for detection of plantpderived inhibitors of carcinogenesis appear warranted.

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The authors complement the description of Triatoma matsunoi Fernandez-Loayza, 1989 and present the morphology of the male external genitalia, characterized by the presence of conjuntiva process (PrCj) denticulate, basal plate (Eplb) too long and median process pygophore (PrP) showing the apex streched and the surface rugose and scaled. The specimens examined (holotype [male symbol] and allotype [female symbol]) were deposited in the Collection Herman Lent of Triatomines of the Instituto Oswaldo Cruz, IOC, Rio de Janeiro, Brazil.

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Anomalous activations of the prefrontal cortex (PFC) and posterior cerebral areas have been reported in previous studies of working memory in schizophrenia. Several interpretations have been reported: e.g., neural inefficiency, the use of different strategies and differences in the functional organization of the cerebral cortex. To better understand these abnormal activations, we investigated the cerebral bases of a working memory component process, namely refreshing (i.e., thinking briefly of a just-activated representation). Fifteen patients with schizophrenia and 15 control subjects participated in this functional magnetic resonance imaging (fMRI) study. Participants were told that whenever they saw a word on the screen, they had to read it silently to themselves (read and repeat conditions), and when they saw a dot, they had to think of the just-previous word (refresh condition). The refresh condition (in comparison with the read condition) was associated with significantly increased activation in the left inferior frontal gyrus and significantly decreased connectivity within the prefrontal cortex and between the prefrontal and parietal cortices in patients with schizophrenia in comparison with control subjects. These results suggest that prefrontal dysfunctions in schizophrenia might be related to a defective ability to initiate (rather than to execute) specific cognitive processes.