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.

Electrorheology study of a series of LC cyanobiphenyls: Experimental and theoretical treatment

In this work we study the electro-rheological behaviour of a series of four liquid crystal (LC) cyanobiphenyls with a number of carbon atoms in the alkyl group, ranging from five to eight (5CB–8CB). We present the flow curves for different temperatures and under the influence of an external electric field, ranging from 0 to 3 kV/mm, and the viscosity as a function of the temperature, for the same values of electric field, obtained for different shear rates. Theoretical interpretation of the observed behaviours is proposed in the framework of the continuum theory of Leslie–Ericksen for low molecular weight nematic LCs. In our analysis, the director alignment angle is only a function of the ratio between the shear rate and the square of the electric field – boundary conditions are neglected. By fitting the theoretical model to the experimental data, we are able to determine some viscosity coefficients and the dielectric anisotropy as a function of temperature. To interpret the behaviour of the flow curves near the nematic–isotropic transitions, we apply the continuum theory of Olmsted–Goldbart, which extends the theory of Leslie–Ericksen to the case where the degree of alignment of the LC molecules can also vary.

The portuguese pharmaceutial market in the near future - A time series exploration approach

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Share GFS – Games, Films & Series: sistema de recomendação

Esta dissertação incide sobre o estudo e análise de uma solução para a criação de um sistema de recomendação para uma comunidade de consumidores de media e no consequente desenvolvimento da mesma cujo âmbito inicial engloba consumidores de jogos, filmes e/ou séries, com o intuito de lhes proporcionar a oportunidade de partilharem experiências, bem como manterem um registo das mesmas. Com a informação adquirida, o sistema reúne condições para proceder a sugestões direcionadas a cada membro da comunidade. O sistema atualiza a sua informação mediante as ações e os dados fornecidos pelos membros, bem como pelo seu feedback às sugestões. Esta aprendizagem ao longo do tempo permite que as sugestões do sistema evoluam juntamente com a mudança de preferência dos membros ou se autocorrijam. O sistema toma iniciativa de sugerir mediante determinadas ações, mas também pode ser invocada uma sugestão diretamente pelo utilizador, na medida em que este não precisa de esperar por sugestões, podendo pedir ao sistema que as forneça num determinado momento. Nos testes realizados foi possível apurar que o sistema de recomendação desenvolvido forneceu sugestões adequadas a cada utilizador específico, tomando em linha de conta as suas ações prévias. Para além deste facto, o sistema não forneceu qualquer sugestão quando o histórico destas tinha provado incomodar o utilizador.

The Cristo Rei section (Lower Miocene). Distal fluviatile environments in a marine series, plants, vertebrates and other evidence, age

The section at Cristo Rei shows sandy beds with intercalated clayey lenses (IVb division from the Lisbon Miocene series) that correspond to a major regression event dated from between ca. 17.6 and 17 Ma. They also correspond to a distal position (relatively to the typical fluviatile facies in Lisbon), nearer the basin's axis. Geologic data and paleontological analysis (plant fossils, fishes, crocodilians, land mammals) allow the reconstruction of environments that were represented in the concerned area: estuary with channels and ox-bows; upstream, areas occupied by brackish waters where Gryphaea griphoides banks developped; still farther upstream, freshwaters sided by humid forests and low mountain subtropical forests under warm temperate and rainy conditions, as well as not far away, seasonally dry environments (low density tree or shrub cover, or steppe).

Lithostratigraphy, sequence stratigraphy and depositional setting of the Pliensbachian and Toarcian series in the Lusitanian Basin, Portugal

In the Lusitanian Basin (Central Portugal), the Middle-Upper Liassic series are characterized by an expressive marly limestone accumulation, sediments that were deposited on a homoclinal carbonate ramp. These series belong to the Vale das Fontes, Lemede, S. Gião (and the lateral equivalents Prado and Cabo Carvoeiro Formations) and, partially, to the Póvoa da Lomba Formations. These units, in great part controlled by an accurate ammonite biostratigraphic scale, are organized into two secondorder transgressive-regressive sequences. The first one (SP) is dated of early Pliensbachian/lowermost early Toarcian age; the second (ST) is dated of early Toarcian to early Aalenian.

Radioactivity levels of 238U and 232Th decay series and related dose rates in the surroundings of a coal power plant using high resolution g-spectrometry

Gamma radiations measurements were carried out in the vicinity of a coal-fired power plant located in the southwest coastline of Portugal. Two different gamma detectors were used to assess the environmental radiation within a circular area of 20 km centred in the coal plant: a scintillometer (SPP2 NF, Saphymo) and a high purity germanium detector (HPGe, Canberra). Fifty urban and suburban measurements locations were established within the defined area and two measurements campaigns were carried out. The results of the total gamma radiation ranged from 20.83 to 98.33 counts per second (c.p.s.) for both measurement campaigns and outdoor doses rates ranged from 77.65 to 366.51 Gy/h. Natural emitting nuclides from the U-238 and Th-232 decay series were identified as well as the natural emitting nuclide K-40. The radionuclide concentration from the uranium and thorium series determined by gamma spectrometry ranged from 0.93 to 73.68 Bq/kg, while for K-40 the concentration ranged from 84.14 to 904.38 Bq/kg. The obtained results were used primarily to define the variability in measured environmental radiation and to determine the coal plant’s influence in the measured radiation levels. The highest values were measured at two locations near the power plant and at locations between the distance of 6 and 20 km away from the stacks, mainly in the prevailing wind direction. The results showed an increase or at least an influence from the coal-fired plant operations, both qualitatively and quantitatively.

Explicit series solution for a glucose-induced electrical activity model of pancreatic beta-cells

In this work, we present the explicit series solution of a specific mathematical model from the literature, the Deng bursting model, that mimics the glucose-induced electrical activity of pancreatic beta-cells (Deng, 1993). To serve to this purpose, we use a technique developed to find analytic approximate solutions for strongly nonlinear problems. This analytical algorithm involves an auxiliary parameter which provides us with an efficient way to ensure the rapid and accurate convergence to the exact solution of the bursting model. By using the homotopy solution, we investigate the dynamical effect of a biologically meaningful bifurcation parameter rho, which increases with the glucose concentration. Our analytical results are found to be in excellent agreement with the numerical ones. This work provides an illustration of how our understanding of biophysically motivated models can be directly enhanced by the application of a newly analytic method.

Orbital forcing of stratal patterns in an inner platform carbonate sucession: an example from an Upper Hauterivian series of the Lusitanian Basin, Portugal

With an example taken from a late-Hauterivian series of the Lusitanian Basin (Portugal), we will demonstrate the sedimentary record of orbital pattern variations and, consequently, climate variations in an inner platform environment with patterns and isolation changes, allows us to establish 4 major orders of periodicity related to orbital components:- The large cycles ob bed thickness variation, constituted by 31-32 beds, recording the 400 ky eccentricity cycle component;- The medium cycles, represented by byndles of 8-9 beds, related to the 100 ky eccentricity cycle component; - The small cycles, of 3-5 beds, recording the 41 ky obliquity components;- The very small cycles, of 2 beds, related to the 22 ky and 26 ky precession components. The mean duration of each bed is around 11.8 ky, a number very close to that of the precession hemi-cycle. Climatic control on qualitative production is confirmed by the close relation between the bed thickness variations, the insolation variability and the variation of micritized elements concentrations.

Algorithms for time series clustering applied to biomedical signals

Thesis submitted in the fulfillment of the requirements for the Degree of Master in Biomedical Engineering

Endemic Pemphigus foliaceus ("Fogo selvagem"): a series from the Northeastern region of the State of São Paulo, Brazil, 1973-1998

Endemic Pemphigus Foliaceus (EPF) is a bullous autoimmune skin disease whose incidence used to be high in the State of São Paulo (SP), Brazil, during the forties, but has declined thereafter. OBJECTIVES: to report a series of EPF patients from the northeastern region of SP. METHODS: a retrospective study concerning demographic and epidemiological data of patients seen from 1973 to 1998 was conducted at the University Hospital, Faculty of Medicine of Ribeirão Preto, SP. RESULTS: bullous disease was diagnosed in 340 patients, 245 with EPF (72.1%), 9.4 cases per year, 60.4% females, and 70.2% white, 7 to 82 year-old (29.4% in their teens); 46.9% lived in the rural zone. Concerning profession, housewives predominated among women (67.6%) and agricultural workers among men (40.2%). The time of disease was less than 1 year in 62.0% of cases, followed by 1 and 5 years (27%), and more than 5 years for the remaining patients (11%). 36.7% of patients were referred by the Direção Regional de Saúde (DIR) XVIII of Ribeirão Preto, with the largest number of cases being from Ribeirão Preto and Batatais: 33.3% and 23.3%, respectively; 22% from DIR XIII (Franca); 13.5% from DIR VII (Araraquara); 2.9% from DIR IX (Barretos); 4.1% from other DIRs of SP, and 20.8% from other States (16.7% from Minas Gerais). Thirteen (5.3%) patients reported occurrence of the disease in some relative, and 4 (1.6%) in neighbors. CONCLUSIONS: the present data characterize the northeastern region of the state of São Paulo as a remaining endemic focus of EPF.

Accidental tetanus: prognosis evaluation in a historical series at a hospital in Salvador, Bahia, Brazil

A total of 868 (84.89%) patients diagnosed with tetanus were studied, out of the 1,024 tetanus patients hospitalized at Couto Maia Hospital (Salvador, Bahia, Brazil), during the period between 1986 and 1997. Of this group (n = 868), 63.5% (n = 551) were discharged, 35.4% (n = 307) died, and 1.1% (n = 10) were transferred. The average age of the deceased patients (38.73 ± 23.31 years) was significantly greater (p < 0.0001) than the age of those who survived (29.21 ± 20.05 years). Analyzing the variables of the logistic regression model with statistic significance (p £ 0.25) for univariate analysis, we observed a greater association of risk for worst prognosis (death) in patients aged ³ 51 years; time of illness < 48 hours; time of incubation < 168 hours; neck rigidity; spasms; opisthotonos; body temperature ³ 37.7 ºC; heart beat ³ 111 beats/minute; sympathetic hyperactivity and association with pneumonia. Among the group of those who survived, patients with 1 to 5 of those variables (n = 398; 76.8%) were more frequent, while among patients of the group of the deceased, 70.3% (n = 206) presented 6 to 10 of those variables, with a highly significant difference (p < 10-8). In conclusion, the indicators described provide early information that may guide the prognosis and medical and nurse care.

Fractional Order Junctions

Gottfried Leibniz generalized the derivation and integration, extending the operators from integer up to real, or even complex, orders. It is presently recognized that the resulting models capture long term memory effects difficult to describe by classical tools. Leon Chua generalized the set of lumped electrical elements that provide the building blocks in mathematical models. His proposal of the memristor and of higher order elements broadened the scope of variables and relationships embedded in the development of models. This paper follows the two directions and proposes a new logical step, by generalizing the concept of junction. Classical junctions interconnect system elements using simple algebraic restrictions. Nevertheless, this simplistic approach may be misleading in the presence of unexpected dynamical phenomena and requires including additional “parasitic” elements. The novel γ-junction includes, as special cases, the standard series and parallel connections and allows a new degree of freedom when building models. The proposal motivates the search for experimental and real world manifestations of the abstract conjectures.

Dynamical Analysis and Visualization of Tornadoes Time Series

In this paper we analyze the behavior of tornado time-series in the U.S. from the perspective of dynamical systems. A tornado is a violently rotating column of air extending from a cumulonimbus cloud down to the ground. Such phenomena reveal features that are well described by power law functions and unveil characteristics found in systems with long range memory effects. Tornado time series are viewed as the output of a complex system and are interpreted as a manifestation of its dynamics. Tornadoes are modeled as sequences of Dirac impulses with amplitude proportional to the events size. First, a collection of time series involving 64 years is analyzed in the frequency domain by means of the Fourier transform. The amplitude spectra are approximated by power law functions and their parameters are read as an underlying signature of the system dynamics. Second, it is adopted the concept of circular time and the collective behavior of tornadoes analyzed. Clustering techniques are then adopted to identify and visualize the emerging patterns.