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.

The comb signal and its Fourier transform

SignalProcessing, Vol. 81, nº 3

Applications of Fourier methods to the analysis of some stochastic processes

Dissertação de Doutoramento em Matemática: Processos Estocásticos

Effect of wide spectrum anti-helminthic drugs upon Schistosoma mansoni experimentally infected mice

Mebendazole, albendazole, levamisole and thiabendazole are well known as active drugs against several nematode species, and against cestodes as well, when the first two drugs are considered. None of the drugs have proven activity, however, against trematodes. We tested the effect of these drugs on the fecal shedding of schistosome eggs and the recovering of adult schistosomes, after portal perfusion in Schistosoma mansoni experimentally infected mice. Balb/c mice infected with 80 S. mansoni cercariae were divided into three groups, each in turn subdivided into four other groups, for each tested drug. The first group was treated with each one of the studied drugs 25 days after S. mansoni infection; the second group was submitted to treatment with each one of the drugs 60 days after infection. Finally, the third group, considered as control, received no treatment. No effect upon fecal shedding of S. mansoni eggs and recovering of schistosomes after portal perfusion was observed when mice were treated with either mebendazole or albendazole. Mice treated with either levamisole or thiabendazole, on the other hand, showed a significant reduction in the recovering of adult schistosomes after portal perfusion, mainly when both drugs were given during the schistosomula evolution period, i.e., 25 days after cercariae penetration, probably due to unspecific immunomodulation

The spectrum of computerized tomography (CT) findings in central nervous system (CNS) infection due to Cryptococcus neoformans var. gattii in immunocompetent children

Cranial CT scans of eleven immunocompetent children with central nervous system (CNS) infection due to Cryptococcus neoformans var. gattii were retrospectively reviewed. These children had an average age of 8.8 years and positive culture for C. n. var. gattii in cerebrospinal fluid. The most common signs and symptoms were headache, fever, nuchal rigidity, nausea and vomiting. No normal cranial CT was detected in any patient. Hypodense nodules were observed in all patients . The remaining scan abnormalities were as follows: nine had diffuse atrophy, six had hydrocephalus, and five had hydrocephalus coexistent with diffuse atrophy.

Application of Continuous Wavelet Transform to the Analysis of the Modulus of the Fractional Fourier Transform Bands for Resolving Two Component Mixture

In this paper, the fractional Fourier transform (FrFT) is applied to the spectral bands of two component mixture containing oxfendazole and oxyclozanide to provide the multicomponent quantitative prediction of the related substances. With this aim in mind, the modulus of FrFT spectral bands are processed by the continuous Mexican Hat family of wavelets, being denoted by MEXH-CWT-MOFrFT. Four modulus sets are obtained for the parameter a of the FrFT going from 0.6 up to 0.9 in order to compare their effects upon the spectral and quantitative resolutions. Four linear regression plots for each substance were obtained by measuring the MEXH-CWT-MOFrFT amplitudes in the application of the MEXH family to the modulus of the FrFT. This new combined powerful tool is validated by analyzing the artificial samples of the related drugs, and it is applied to the quality control of the commercial veterinary samples.

The Persistence of Memory

This paper analyzes several natural and man-made complex phenomena in the perspective of dynamical systems. Such phenomena are often characterized by the absence of a characteristic length-scale, long range correlations and persistent memory, which are features also associated to fractional order systems. For each system, the output, interpreted as a manifestation of the system dynamics, is analyzed by means of the Fourier transform. The amplitude spectrum is approximated by a power law function and the parameters are interpreted as an underlying signature of the system dynamics. The complex systems under analysis are then compared in a global perspective in order to unveil and visualize hidden relationships among them.

On the Sensor Classification Scheme of Robotic Manipulators

This paper analyzes the signals captured during impacts and vibrations of a mechanical manipulator. The Fourier Transform of eighteen different signals are calculated and approximated by trendlines based on a power law formula. A sensor classification scheme based on the frequency spectrum behavior is presented.

Towards a classification scheme for musical sounds

Signal Processing: Algorithms, Architectures, Arrangements, and Applications (SPA), 2013

Thermographic and visible spectrum camera calibration for marine robotic target detection

Oceans - San Diego, 2013

The Spectrum of Mutations and Molecular Pathogenesis of Hemophilia A in 181 Portuguese Patients

Disease-causing alterations within the F8 gene were identified in 177 hemophilia A families of Portuguese origin. The spectrum of non-inversion F8 mutations in 101 families included 67 different alterations, namely: 36 missense, 8 nonsense and 4 splice site mutations, as well as 19 insertions/deletions. Thirty-four of these mutations are novel. Molecular modeling allowed prediction of the conformational changes introduced by selected amino acid substitutions and their correlation with the patients' phenotypes. The relatively frequent, population-specific, missense mutations together with de novo alterations can lead to significant differences in the spectrum of F8 mutations among different populations.

Extended-spectrum beta-lactamases among Enterobacteriaceae isolated in a public hospital in Brazil

Extended-spectrum β-lactamases (ESBL) in enterobacteria are recognized worldwide as a great hospital problem. In this study, 127 ESBL-producing Enterobacteriaceae isolated in one year from inpatients and outpatients at a public teaching hospital at São Paulo, Brazil, were submitted to analysis by PCR with specific primers for blaSHV, blaTEM and blaCTX-M genes. From the 127 isolates, 96 (75.6%) Klebsiella pneumoniae, 12 (9.3%) Escherichia coli, 8 (6.2%) Morganella morganii, 3 (2.3%) Proteus mirabilis, 2 (1.6%) Klebsiella oxytoca, 2 (1.6%) Providencia rettgeri, 2 (1.6%) Providencia stuartti, 1 (0.8%) Enterobacter aerogenes and 1 (0.8%) Enterobacter cloacae were identified as ESBL producers. BlaSHV, blaTEM and blaCTX-M were detected in 63%, 17.3% and 33.9% strains, respectively. Pulsed field gel eletrophoresis genotyping of K. pneumoniae revealed four main molecular patterns and 29 unrelated profiles. PCR results showed a high variety of ESBL groups among strains, in nine different species. The results suggest the spread of resistance genes among genetically different strains of ESBL-producing K. pneumoniae in some hospital wards, and also that some strongly related strains were identified in different hospital wards, suggesting clonal spread in the institutional environment.

Risk factors for and mortality of extended-spectrum-β-lactamase-producing Klebsiella pneumoniae and Escherichia coli nosocomial bloodstream infections

A case-control study, involving patients with positive blood cultures for Klebsiella pneumoniae (KP) or Escherichia coli (EC) EC and controls with positive blood cultures for non-ESBL-KP or EC, was performed to assess risk factors for extended-spectrum-β-lactamase (ESBL) production from nosocomial bloodstream infections (BSIs). Mortality among patients with BSIs was also assessed. The study included 145 patients (81, 59.5% with K. pneumoniae and 64, 44.1% with E. coli BSI); 51 (35.2%) isolates were ESBL producers and 94 (64.8%) nonproducers. Forty-five (55.6%) K. pneumoniae isolates were ESBL producers, while only six (9.4%) E. coli isolates produced the enzyme. Multivariate analysis showed that recent exposure to piperacillin-tazobactam (adjusted Odds Ratio [aOR] 6.2; 95%CI 1.1-34.7) was a risk factor for ESBL BSI. K. pneumoniae was significantly more likely to be an ESBL-producing isolate than E. coli (aOR 6.7; 95%CI 2.3-20.2). No cephalosporin class was independently associated with ESBLs BSI; however, in a secondary model considering all oxymino-cephalosporins as a single variable, a significant association was demonstrated (aOR 3.7; 95%CI 1.3-10.8). Overall 60-day mortality was significantly higher among ESBL-producing organisms. The finding that piperacillin-tazobactam use is a risk factor for ESBL-production in KP or EC BSIs requires attention, since this drug can be recommended to limit the use of third-generation cephalosporins.

Spectrum of Neurologic Complications in Chronic Lymphocytic Leukemia

Neurologic disease is believed to be an unusual complication during the course of chronic lymphocytic leukemia. Nevertheless, it has already been proven in autopsy series that the incidence of occult nervous system infiltration is much higher than was previously expected. The advent of more potent drugs to treat this lymphoproliferative disorder has brought a new hope for a possible cure in the future. However, an appropriate systemic treatment for central nervous system infiltration of this disease is still lacking. Also, due to the potent immunosuppressive properties of the agents used in the up-front treatment, for example, the purine nucleoside analogues, we have witnessed an increase in the incidence of opportunistic infections, with progressive multifocal leukoencephalopathy being one of the most serious. The goal of this review is to summarize the spectrum of neurologic derangements linked to chronic lymphocytic leukemia and to raise clinicians’ awareness to recognize the possibility of such associations.

Gain-of-Function Mutations in IFIH1 Cause a Spectrum of Human Disease Phenotypes Associated with Upregulated Type I Interferon Signaling

The type I interferon system is integral to human antiviral immunity. However, inappropriate stimulation or defective negative regulation of this system can lead to inflammatory disease. We sought to determine the molecular basis of genetically uncharacterized cases of the type I interferonopathy Aicardi-Goutières syndrome, and of other patients with undefined neurological and immunological phenotypes also demonstrating an upregulated type I interferon response. We found that heterozygous mutations in the cytosolic double-stranded RNA receptor gene IFIH1 (MDA5) cause a spectrum of neuro-immunological features consistently associated with an enhanced interferon state. Cellular and biochemical assays indicate that these mutations confer a gain-of-function - so that mutant IFIH1 binds RNA more avidly, leading to increased baseline and ligand-induced interferon signaling. Our results demonstrate that aberrant sensing of nucleic acids can cause immune upregulation.