999 resultados para Hurst analysis
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Hydrodynamic studies were conducted in a semi-cylindrical spouted bed column of diameter 150 mm, height 1000 mm, conical base included angle of 60 degrees and inlet orifice diameter 25 mm. Pressure transducers at several axial positions were used to obtain pressure fluctuation time series with 1.2 and 2.4 mm glass beads at U/U-ms from 0.3 to 1.6, and static bed depths from 150 to 600 mm. The conditions covered several flow regimes (fixed bed, incipient spouting, stable spouting, pulsating spouting, slugging, bubble spouting and fluidization). Images of the system dynamics were also acquired through the transparent walls with a digital camera. The data were analyzed via statistical, mutual information theory, spectral and Hurst`s Rescaled Range methods to assess the potential of these methods to characterize the spouting quality. The results indicate that these methods have potential for monitoring spouted bed operation.
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Ion channels are pores formed by proteins and responsible for carrying ion fluxes through cellular membranes. The ion channels can assume conformational states thereby controlling ion flow. Physically, the conformational transitions from one state to another are associated with energy barriers between them and are dependent on stimulus, such as, electrical field, ligands, second messengers, etc. Several models have been proposed to describe the kinetics of ion channels. The classical Markovian model assumes that a future transition is independent of the time that the ion channel stayed in a previous state. Others models as the fractal and the chaotic assume that the rate of transitions between the states depend on the time that the ionic channel stayed in a previous state. For the calcium activated potassium channels of Leydig cells the R/S Hurst analysis has indicated that the channels are long-term correlated with a Hurst coefficient H around 0.7, showing a persistent memory in this kinetic. Here, we applied the R/S analysis to the opening and closing dwell time series obtained from simulated data from a chaotic model proposed by L. Liebovitch and T. Toth [J. Theor. Biol. 148, 243 (1991)] and we show that this chaotic model or any model that treats the set of channel openings and closings as independent events is inadequate to describe the long-term correlation (memory) already described for the experimental data. (C) 2008 American Institute of Physics.
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Palliative care, which is intended to keep patients at home as long as possible, is increasingly proposed for patients who live at home, with their family, or in retirement homes. Although their condition is expected to have a lethal evolution, the patients-or more often their families or entourages-are sometimes confronted with sudden situations of respiratory distress, convulsions, hemorrhage, coma, anxiety, or pain. Prehospital emergency services are therefore often confronted with palliative care situations, situations in which medical teams are not skilled and therefore frequently feel awkward.We conducted a retrospective study about cases of palliative care situations that were managed by prehospital emergency physicians (EPs) over a period of 8 months in 2012, in the urban region of Lausanne in the State of Vaud, Switzerland.The prehospital EPs managed 1586 prehospital emergencies during the study period. We report 4 situations of respiratory distress or neurological disorders in advanced cancer patients, highlighting end-of-life and palliative care situations that may be encountered by prehospital emergency services.The similarity of the cases, the reasons leading to the involvement of prehospital EPs, and the ethical dilemma illustrated by these situations are discussed. These situations highlight the need for more formal education in palliative care for EPs and prehospital emergency teams, and the need to fully communicate the planning and implementation of palliative care with patients and patients' family members.
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The use of bone mineral density (BMD) for fracture discrimination may be improved by considering bone microarchitecture. Texture parameters such as trabecular bone score (TBS) or mean Hurst parameter (H) could help to find women who are at high risk of fracture in the non-osteoporotic group. The purpose of this study was to combine BMD and microarchitectural texture parameters (spine TBS and calcaneus H) for the detection of osteoporotic fractures. Two hundred and fifty five women had a lumbar spine (LS), total hip (TH), and femoral neck (FN) DXA. Additionally, texture analyses were performed with TBS on spine DXA and with H on calcaneus radiographs. Seventy-nine women had prevalent fragility fractures. The association with fracture was evaluated by multivariate logistic regressions. The diagnostic value of each parameter alone and together was evaluated by odds ratios (OR). The area under curve (AUC) of the receiver operating characteristics (ROC) were assessed in models including BMD, H, and TBS. Women were also classified above and under the lowest tertile of H or TBS according to their BMD status. Women with prevalent fracture were older and had lower TBS, H, LS-BMD, and TH-BMD than women without fracture. Age-adjusted ORs were 1.66, 1.70, and 1.93 for LS, FN, and TH-BMD, respectively. Both TBS and H remained significantly associated with fracture after adjustment for age and TH-BMD: OR 2.07 [1.43; 3.05] and 1.47 [1.04; 2.11], respectively. The addition of texture parameters in the multivariate models didn't show a significant improvement of the ROC-AUC. However, women with normal or osteopenic BMD in the lowest range of TBS or H had significantly more fractures than women above the TBS or the H threshold. We have shown the potential interest of texture parameters such as TBS and H in addition to BMD to discriminate patients with or without osteoporotic fractures. However, their clinical added values should be evaluated relative to other risk factors.
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Carpenter syndrome, a rare autosomal recessive disorder characterized by a combination of craniosynostosis, polysyndactyly, obesity, and other congenital malformations, is caused by mutations in RAB23, encoding a member of the Rab-family of small GTPases. In 15 out of 16 families previously reported, the disease was caused by homozygosity for truncating mutations, and currently only a single missense mutation has been identified in a compound heterozygote. Here, we describe a further 8 independent families comprising 10 affected individuals with Carpenter syndrome, who were positive for mutations in RAB23. We report the first homozygous missense mutation and in-frame deletion, highlighting key residues for RAB23 function, as well as the first splice-site mutation. Multi-suture craniosynostosis and polysyndactyly have been present in all patients described to date, and abnormal external genitalia have been universal in boys. High birth weight was not evident in the current group of patients, but further evidence for laterality defects is reported. No genotype-phenotype correlations are apparent. We provide experimental evidence that transcripts encoding truncating mutations are subject to nonsense-mediated decay, and that this plays an important role in the pathogenesis of many RAB23 mutations. These observations refine the phenotypic spectrum of Carpenter syndrome and offer new insights into molecular pathogenesis. (C) 2011 Wiley-Liss, Inc.
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This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.
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Um dos principais fatores de estudo do mercado de capitais é a discussão a respeito da teoria de eficiência de mercado, que no caso diverge em relação ao comportamento do preço da maioria dos ativos. Este trabalho tem o intuito de analisar o comportamento do principal índice de preços do mercado de bitcoins (BPI) durante o período de julho de 2010 a setembro de 2014. Inicialmente será testada a hipótese do passeio aleatório para o BPI. Em seguida serão verificadas as correlações de longa data nas séries financeiras temporais utilizando como instrumento de análise o expoente de Hurst (H), que inicialmente foi usado para calcular correlações em fenômenos naturais e posteriormente sua abrangência alcançou a área financeira. O estudo avalia o expoente H através de métodos distintos destacando-se a análise R/S e a DFA. Para o cálculo do expoente ao longo do tempo, utiliza-se uma janela móvel de 90 dias deslocando-se de 10 em 10 dias. Já para o cálculo em diferentes escalas verifica-se, para cada dia, o valor do expoente H nos últimos 360, 180 e 90 dias respectivamente. Os resultados evidenciaram que o índice BPI apresenta memória longa persistente em praticamente todo o período analisado. Além disso, a análise em diferentes escalas indica a possibilidade de previsão de eventos turbulentos no índice neste mesmo período. Finalmente foi possível comprovar a hipótese de mercados fractais para a série histórica de retornos do BPI.
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This paper presents an analysis of pluviometric precipitation time series obtained from 45 data collection points, with daily rain measurements (in mm), from 45 counties within the nine climatic regions of the state of SA o pound Paulo, mostly for the period of 1950-1997. SA o pound Paulo State (Brazil) is situated between the inter-tropical climatic zone, dominated by tropical and equatorial masses, and the sub-tropical climatic zone controlled by tropical and polar air masses. Due to this location the State can be divided into three climatic zones: south-east and south-west, which are permanently humid, and north with a well defined dry period. Rescaled range analysis, or R/S analysis, has been used to investigate the scale properties of the time series. We found two clear values for the Hurst exponent, one for a period of 10 to 200 days (H(1)), and another for a period above 210 days (H(2)). The value of H(1) lies between 0.6 to 0.7 for all climatic zones indicating characteristics of persistence. However, H(2) is (i) close to 0.5 for the littoral area, showing random characteristics, (ii) close to 0.6 for mountain areas, indicating persistence characteristics, and (iii) close to 0.4 for the plane area, irrespective of whether the climate is dry or humid, and shows anti-persistence characteristics.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Física - IGCE
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La tesi tratta l'analisi della rugosità della superficie di frattura di un materiale policristallino portato a rottura secondo il modo I. Il continuo viene discretizzato con la tassellazione di Voronoi e la duale triangolazione di Delaunay, da cui si ottiene un traliccio equivalente ovvero il modello del problema. Viene poi effettuata un'analisi elastica incrementale che porta, ad ogni passo, al raggiungimento della soglia di rottura per un elemento del traliccio, delineando così il profilo di rottura. La rugosità del profilo di rottura viene stimata attraverso il calcolo dell'esponente di Hurst, ottenuto dallo studio della funzione di correlazione delle altezze.
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We report an empirical analysis of long-range dependence in the returns of eight stock market indices, using the Rescaled Range Analysis (RRA) to estimate the Hurst exponent. Monte Carlo and bootstrap simulations are used to construct critical values for the null hypothesis of no long-range dependence. The issue of disentangling short-range and long-range dependence is examined. Pre-filtering by fitting a (short-range) autoregressive model eliminates part of the long-range dependence when the latter is present, while failure to pre-filter leaves open the possibility of conflating short-range and long-range dependence. There is a strong evidence of long-range dependence for the small central European Czech stock market index PX-glob, and a weaker evidence for two smaller western European stock market indices, MSE (Spain) and SWX (Switzerland). There is little or no evidence of long-range dependence for the other five indices, including those with the largest capitalizations among those considered, DJIA (US) and FTSE350 (UK). These results are generally consistent with prior expectations concerning the relative efficiency of the stock markets examined. © 2011 Elsevier Inc.
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With the importance of renewable energy well-established worldwide, and targets of such energy quantified in many cases, there exists a considerable interest in the assessment of wind and wave devices. While the individual components of these devices are often relatively well understood and the aspects of energy generation well researched, there seems to be a gap in the understanding of these devices as a whole and especially in the field of their dynamic responses under operational conditions. The mathematical modelling and estimation of their dynamic responses are more evolved but research directed towards testing of these devices still requires significant attention. Model-free indicators of the dynamic responses of these devices are important since it reflects the as-deployed behaviour of the devices when the exposure conditions are scaled reasonably correctly, along with the structural dimensions. This paper demonstrates how the Hurst exponent of the dynamic responses of a monopile exposed to different exposure conditions in an ocean wave basin can be used as a model-free indicator of various responses. The scaled model is exposed to Froude scaled waves and tested under different exposure conditions. The analysis and interpretation is carried out in a model-free and output-only environment, with only some preliminary ideas regarding the input of the system. The analysis indicates how the Hurst exponent can be an interesting descriptor to compare and contrast various scenarios of dynamic response conditions.
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The Fourier transform-infrared (FT-IR) signature of dry samples of DNA and DNA-polypeptide complexes, as studied by IR microspectroscopy using a diamond attenuated total reflection (ATR) objective, has revealed important discriminatory characteristics relative to the PO2(-) vibrational stretchings. However, DNA IR marks that provide information on the sample's richness in hydrogen bonds have not been resolved in the spectral profiles obtained with this objective. Here we investigated the performance of an all reflecting objective (ARO) for analysis of the FT-IR signal of hydrogen bonds in DNA samples differing in base richness types (salmon testis vs calf thymus). The results obtained using the ARO indicate prominent band peaks at the spectral region representative of the vibration of nitrogenous base hydrogen bonds and of NH and NH2 groups. The band areas at this spectral region differ in agreement with the DNA base richness type when using the ARO. A peak assigned to adenine was more evident in the AT-rich salmon DNA using either the ARO or the ATR objective. It is concluded that, for the discrimination of DNA IR hydrogen bond vibrations associated with varying base type proportions, the use of an ARO is recommended.
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Although various abutment connections and materials have recently been introduced, insufficient data exist regarding the effect of stress distribution on their mechanical performance. The purpose of this study was to investigate the effect of different abutment materials and platform connections on stress distribution in single anterior implant-supported restorations with the finite element method. Nine experimental groups were modeled from the combination of 3 platform connections (external hexagon, internal hexagon, and Morse tapered) and 3 abutment materials (titanium, zirconia, and hybrid) as follows: external hexagon-titanium, external hexagon-zirconia, external hexagon-hybrid, internal hexagon-titanium, internal hexagon-zirconia, internal hexagon-hybrid, Morse tapered-titanium, Morse tapered-zirconia, and Morse tapered-hybrid. Finite element models consisted of a 4×13-mm implant, anatomic abutment, and lithium disilicate central incisor crown cemented over the abutment. The 49 N occlusal loading was applied in 6 steps to simulate the incisal guidance. Equivalent von Mises stress (σvM) was used for both the qualitative and quantitative evaluation of the implant and abutment in all the groups and the maximum (σmax) and minimum (σmin) principal stresses for the numerical comparison of the zirconia parts. The highest abutment σvM occurred in the Morse-tapered groups and the lowest in the external hexagon-hybrid, internal hexagon-titanium, and internal hexagon-hybrid groups. The σmax and σmin values were lower in the hybrid groups than in the zirconia groups. The stress distribution concentrated in the abutment-implant interface in all the groups, regardless of the platform connection or abutment material. The platform connection influenced the stress on abutments more than the abutment material. The stress values for implants were similar among different platform connections, but greater stress concentrations were observed in internal connections.