Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Introduction to fractional linear systems. Part 1 : continuous-time case

IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

Introduction to fractional linear systems. Part 2: discrete-time case

IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

Automatic method to classify images based on multiscale fractal descriptors and paraconsistent logic

In this study is presented an automatic method to classify images from fractal descriptors as decision rules, such as multiscale fractal dimension and lacunarity. The proposed methodology was divided in three steps: quantification of the regions of interest with fractal dimension and lacunarity, techniques under a multiscale approach; definition of reference patterns, which are the limits of each studied group; and, classification of each group, considering the combination of the reference patterns with signals maximization (an approach commonly considered in paraconsistent logic). The proposed method was used to classify histological prostatic images, aiming the diagnostic of prostate cancer. The accuracy levels were important, overcoming those obtained with Support Vector Machine (SVM) and Bestfirst Decicion Tree (BFTree) classifiers. The proposed approach allows recognize and classify patterns, offering the advantage of giving comprehensive results to the specialists.

Estudo de arranjos de antenas de microfita com Patch quase-fractal para comunicações sem fio

In this dissertation, are presented two microstrip antennas and two arrays for applications in wireless communication systems multiband. Initially, we studied an antenna and a linear array consisting of two elements identical to the patch antenna isolated. The shape of the patch used in both structures is based on fractal geometry and has multiband behavior. Next a new antenna is analyzed and a new array such as initial structure, but with the truncated ground plane, in order to obtain better bandwidths and return loss. For feeding the structures, we used microstrip transmission line. In the design of planar structures, was used HFSS software for the simulation. Next were built and measures electromagnetic parameters such as input impedance and return loss, using vector network analyzer in the telecommunications laboratory of Federal University of Rio Grande do Norte. The experimental results were compared with the simulated and showed improved return loss for the first array and also appeared a fourth band and increased directivity compared with the isolated antenna. The first two benefits are not commonly found in the literature. For structures with a truncated ground planes, the technique improved impedance matching, bandwidth and return loss when compared to the initial structure with filled ground planes. Moreover, these structures exhibited a better distribution of frequency, facilitating the adjustment of frequencies. Thus, it is expected that the planar structures presented in this study, particularly arrays may be suitable for specific applications in wireless communication systems when frequency multiband and wideband transmission signals are required.

Chaotic Patterns in Aeroelastic Signals

This work presents the analysis of nonlinear aeroelastic time series from wing vibrations due to airflow separation during wind tunnel experiments. Surrogate data method is used to justify the application of nonlinear time series analysis to the aeroelastic system, after rejecting the chance for nonstationarity. The singular value decomposition (SVD) approach is used to reconstruct the state space, reducing noise from the aeroelastic time series. Direct analysis of reconstructed trajectories in the state space and the determination of Poincare sections have been employed to investigate complex dynamics and chaotic patterns. With the reconstructed state spaces, qualitative analyses may be done, and the attractors evolutions with parametric variation are presented. Overall results reveal complex system dynamics associated with highly separated flow effects together with nonlinear coupling between aeroelastic modes. Bifurcations to the nonlinear aeroelastic system are observed for two investigations, that is, considering oscillations-induced aeroelastic evolutions with varying freestream speed, and aeroelastic evolutions at constant freestream speed and varying oscillations. Finally, Lyapunov exponent calculation is proceeded in order to infer on chaotic behavior. Poincare mappings also suggest bifurcations and chaos, reinforced by the attainment of maximum positive Lyapunov exponents. Copyright (C) 2009 F. D. Marques and R. M. G. Vasconcellos.

Time-frequency and time-scale analysis of Barkhausen noise signals

Carrying out information about the microstructure and stress behaviour of ferromagnetic steels, magnetic Barkhausen noise (MBN) has been used as a basis for effective non-destructive testing methods, opening new areas in industrial applications. One of the factors that determines the quality and reliability of the MBN analysis is the way information is extracted from the signal. Commonly, simple scalar parameters are used to characterize the information content, such as amplitude maxima and signal root mean square. This paper presents a new approach based on the time-frequency analysis. The experimental test case relates the use of MBN signals to characterize hardness gradients in a AISI4140 steel. To that purpose different time-frequency (TFR) and time-scale (TSR) representations such as the spectrogram, the Wigner-Ville distribution, the Capongram, the ARgram obtained from an AutoRegressive model, the scalogram, and the Mellingram obtained from a Mellin transform are assessed. It is shown that, due to nonstationary characteristics of the MBN, TFRs can provide a rich and new panorama of these signals. Extraction techniques of some time-frequency parameters are used to allow a diagnostic process. Comparison with results obtained by the classical method highlights the improvement on the diagnosis provided by the method proposed.

Sudan Black B treatment reduces autofluorescence and improves resolution of in situ hybridization specific fluorescent signals of brain sections

Interference by autofluorescence is one of the major concerns of immunofluorescence analysis of in situ hybridization-based diagnostic assays. We present a useful technique that reduces autofluorescent background without affecting the tissue integrity or direct immunofluorescence signals in brain sections. Using six different protocols, such as ammonia/ethanol, Sudan Black B (SBB) in 70% ethanol, photobleaching with UV light and different combinations of them in both formalin-fixed paraffin-embedded and frozen human brain tissue sections, we have found that tissue treatment of SBB in a concentration of 0.1% in 70% ethanol is the best approach to reduce/eliminate tissue autofluorescence and background, while preserving the specific fluorescence hybridization signals. This strategy is a feasible, non-time consuming method that provides a reasonable compromise between total reduction of the tissue autofluorescence and maintenance of specific fluorescent labels.

Signals for new spin-1 resonances in electroweak gauge boson pair production at the LHC

The mechanism of electroweak symmetry breaking ( EWSB) will be directly scrutinized soon at the CERN Large Hadron Collider. We analyze the LHC potential to look for new vector bosons associated with the EWSB sector, presenting a possible model independent approach to search for these new spin-1 resonances. We show that the analyses of the processes pp -> l(+)l(1-)E(T), l +/- jjE(T), l(1 +/-)l(+)l(-)E(T), l(+/-)jjE(T), and l(+)l(-) jj (with l, l' = e or mu and j = jet) have a large reach at the LHC and can lead to the discovery or exclusion of many EWSB scenarios such as Higgsless models.

Quirky collider signals of folded supersymmetry

We investigate the collider signals associated with scalar quirks (squirks) in folded supersymmetric models. As opposed to regular superpartners in supersymmetric models these particles are uncolored, but are instead charged under a new confining group, leading to radically different collider signals. Because of the new strong dynamics, squirks that are pair produced do not hadronize separately, but rather form a highly excited bound state. The excited squirkonium loses energy to radiation before annihilating back into standard model particles. We calculate the branching fractions into various channels for this process, which is prompt on collider time scales. The most promising annihilation channel for discovery is W+photon which dominates for squirkonium near its ground state. We demonstrate the feasibility of the LHC search, showing that the mass peak is visible above the SM continuum background and estimate the discovery reach.

CERN LHC signals for a neutrino mass model with bilinear R-parity violating minimal anomaly mediated supersymmetry

We investigate a neutrino mass model in which the neutrino data is accounted for by bilinear R-parity violating supersymmetry with anomaly mediated supersymmetry breaking. We focus on the CERN Large Hadron Collider (LHC) phenomenology, studying the reach of generic supersymmetry search channels with leptons, missing energy and jets. A special feature of this model is the existence of long-lived neutralinos and charginos which decay inside the detector leading to detached vertices. We demonstrate that the largest reach is obtained in the displaced vertices channel and that practically all of the reasonable parameter space will be covered with an integrated luminosity of 10 fb(-1). We also compare the displaced vertex reaches of the LHC and Tevatron.

Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

The influence of peripheral afferent signals on the rating of perceived exertion and time to exhaustion during exercise at different intensities

This study determined which peripheral variables would better predict the rating of perceived exertion (RPE) and time to exhaustion (TE) during exercise at different intensities. Ten men performed exercises at first lactate threshold (LT1), second lactate threshold (LT2), 50% of the distance from LT1 to LT2 (TT(50%)), and 25% of the distance from LT2 to maximal power output (TW(25%)). Lactate, catecholamines, potassium, pH, glucose, (V) over dotO(2), VE, HR, respiratory rate (RR) and RPE were measured and plotted against the exercise duration for the slope calculation. Glucose, dopamine, and noradrenaline predicted RPE in TT(50%) (88%), LT2 (64%), and TW(25%) (77%), but no variable predicted RPE in LT1. RPE (55%), RPE+HR (86%), and RPE+RR (92% and 55%) predicted TE in LT1, TT(50%), LT2, and TW(25%), respectively. At intensities from TT(50%) to TW(25%), variables associated with brain activity seem to explain most of the RPE slope, and RPE (+HR and+RR) seems to predict the TE.

Predictability Analysis of Voice Signals Analyzing Healthy and Pathologic Samples

Research Foundation of the State of Sao Paulo (FAPESP)

Normal Versus Pathological Voice Signals Using Wavelet Analysis and Least Squares Support-Vector Machines

State of Sao Paulo Research Foundation (FAPESP)