Contadores eletrônicos no laboratório didático: parte II. Medida de intervalos de tempo sucessivos

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Asymptotic theory of time varying networks with memory and heterogeneous activation pattern

In this thesis work we develop a new generative model of social networks belonging to the family of Time Varying Networks. The importance of correctly modelling the mechanisms shaping the growth of a network and the dynamics of the edges activation and inactivation are of central importance in network science. Indeed, by means of generative models that mimic the real-world dynamics of contacts in social networks it is possible to forecast the outcome of an epidemic process, optimize the immunization campaign or optimally spread an information among individuals. This task can now be tackled taking advantage of the recent availability of large-scale, high-quality and time-resolved datasets. This wealth of digital data has allowed to deepen our understanding of the structure and properties of many real-world networks. Moreover, the empirical evidence of a temporal dimension in networks prompted the switch of paradigm from a static representation of graphs to a time varying one. In this work we exploit the Activity-Driven paradigm (a modeling tool belonging to the family of Time-Varying-Networks) to develop a general dynamical model that encodes fundamental mechanism shaping the social networks' topology and its temporal structure: social capital allocation and burstiness. The former accounts for the fact that individuals does not randomly invest their time and social interactions but they rather allocate it toward already known nodes of the network. The latter accounts for the heavy-tailed distributions of the inter-event time in social networks. We then empirically measure the properties of these two mechanisms from seven real-world datasets and develop a data-driven model, analytically solving it. We then check the results against numerical simulations and test our predictions with real-world datasets, finding a good agreement between the two. Moreover, we find and characterize a non-trivial interplay between burstiness and social capital allocation in the parameters phase space. Finally, we present a novel approach to the development of a complete generative model of Time-Varying-Networks. This model is inspired by the Kaufman's adjacent possible theory and is based on a generalized version of the Polya's urn. Remarkably, most of the complex and heterogeneous feature of real-world social networks are naturally reproduced by this dynamical model, together with many high-order topological properties (clustering coefficient, community structure etc.).

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Social networks: evolving graphs with memory dependent edges

The plethora, and mass take up, of digital communication tech- nologies has resulted in a wealth of interest in social network data collection and analysis in recent years. Within many such networks the interactions are transient: thus those networks evolve over time. In this paper we introduce a class of models for such networks using evolving graphs with memory dependent edges, which may appear and disappear according to their recent history. We consider time discrete and time continuous variants of the model. We consider the long term asymptotic behaviour as a function of parameters controlling the memory dependence. In particular we show that such networks may continue evolving forever, or else may quench and become static (containing immortal and/or extinct edges). This depends on the ex- istence or otherwise of certain infinite products and series involving age dependent model parameters. To test these ideas we show how model parameters may be calibrated based on limited samples of time dependent data, and we apply these concepts to three real networks: summary data on mobile phone use from a developing region; online social-business network data from China; and disaggregated mobile phone communications data from a reality mining experiment in the US. In each case we show that there is evidence for memory dependent dynamics, such as that embodied within the class of models proposed here.

Monitoring the Prey-Field of Marine Predators: Combining Digital Imaging With Datalogging Tags

There is increasing interest in the diving behavior of marine mammals. However, identifying foraging among recorded dives often requires several assumptions. The simultaneous acquisition of images of the prey encountered, together with records of diving behavior will allow researchers to more fully investigate the nature of subsurface behavior. We tested a novel digital camera linked to a time-depth recorder on Antarctic fur seals (Arctocephalus gazella). During the austral summer 2000-2001, this system was deployed on six lactating female fur seals at Bird Island, South Georgia, each for a single foraging trip. The camera was triggered at depths greater than 10 m. Five deployments recorded still images (640 x 480 pixels) at 3-sec intervals (total 8,288 images), the other recorded movie images at 0.2-sec intervals (total 7,598 frames). Memory limitation (64 MB) restricted sampling to approximately 1.5 d of 5-7 d foraging trips. An average of 8.5% of still pictures (2.4%-11.6%) showed krill (Euphausia superba) distinctly, while at least half the images in each deployment were empty, the remainder containing blurred or indistinct prey. In one deployment krill images were recorded within 2.5 h (16 km, assuming 1.8 m/sec travel speed) of leaving the beach. Five of the six deployments also showed other fur seals foraging in conjunction with the study animal. This system is likely to generate exciting new avenues for interpretation of diving behavior.

Engaging new digital locals with interactive urban screens to collaboratively improve the city

Local governments struggle to engage time poor and seemingly apathetic citizens, as well as the city’s young digital natives, the digital locals. This project aims at providing a lightweight, technological contribution towards removing the hierarchy between those who build the city and those who use it. We aim to narrow this gap by enhancing people’s experience of physical spaces with digital, civic technologies that are directly accessible within that space. This paper presents the findings of a design trial allowing users to interact with a public screen via their mobile phones. The screen facilitated a feedback platform about a concrete urban planning project by promoting specific questions and encouraging direct, in-situ, real-time responses via SMS and twitter. This new mechanism offers additional benefits for civic participation as it gives voice to residents who otherwise would not be heard. It also promotes a positive attitude towards local governments and gathers information different from more traditional public engagement tools.

A simple model of convection with memory

There are at least three distinct time scales that are relevant for the evolution of atmospheric convection. These are the time scale of the forcing mechanism, the time scale governing the response to a steady forcing, and the time scale of the response to variations in the forcing. The last of these, tmem, is associated with convective life cycles, which provide an element of memory in the system. A highly simplified model of convection is introduced, which allows for investigation of the character of convection as a function of the three time scales. For short tmem, the convective response is strongly tied to the forcing as in conventional equilibrium parameterization. For long tmem, the convection responds only to the slowly evolving component of forcing, and any fluctuations in the forcing are essentially suppressed. At intermediate tmem, convection becomes less predictable: conventional equilibrium closure breaks down and current levels of convection modify the subsequent response.

Numerical approximation of the Ginzburg-Landau equation with memory effects in the dynamics of phase transitions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Fermi acceleration with memory-dependent excitation

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Solving SAT in linear time with a neural-like membrane system

We present in this paper a neural-like membrane system solving the SAT problem in linear time. These neural Psystems are nets of cells working with multisets. Each cell has a finite state memory, processes multisets of symbol-impulses, and can send impulses (?excitations?) to the neighboring cells. The maximal mode of rules application and the replicative mode of communication between cells are at the core of the eficiency of these systems.

The Palace of Quinta do Marquês do Alegrete: restitution strategies for space, time and memory

Palaces, as an architectural typology, can be found in recreation Quintas that surrounded the main cities in Portugal, which preserved its rural character since the 16th century until the middle of the 19th century. Consisting of cultivated land and farm buildings, the palace of the Quinta was the owner´s temporary residence, for summer holidays and festive events, with gardens, pavilions, fountains and lakes for recreational purposes and leisure. The focus on palaces, as a historic building and as in need of new uses, clearly shows how current the debate on contemporary interventions in this heritage typology is. Interventions in architectural heritage require multidisciplinary teams to identify conservation strategies which enable a qualified use of its spaces, such as for example the experience of security and well-being, which can contribute to a better quality of life and simultaneously to the quality of the urban environment. This paper presents the Palace of Quinta Alegre and its rehabilitation project for contemporary use and public esteem, both of which are considered fundamental prerequisites for its sustainable maintenance in space, in time and in memory. [versão Portuguesa] Sob a denominação de tipologia arquitectónica, o edifício Palácio pode ser encontrado nas Quintas de Recreio que rodeavam as principais cidades Portuguesas, tendo preservado o seu carácter rural, desde o século XVI até metade do século XIX. Consistindo as Quintas em terra cultivada e edifícios rurais, o Palácio da Quinta consistia na residência temporária do proprietário, para férias de verão e eventos comemorativos, dispondo de jardins, pavilhões, fontes e lagos para recreação e lazer. O tema dos Palácios, entendido como edifício histórico que procura novos usos, demonstra como é actual o debate sobre intervenções contemporâneas nesta tipologia de valor patrimonial. A intervenção em património arquitectónico requer a definição de estratégias de conservação por equipas multidisciplinares que permitam estabelecer um uso qualificado dos seus espaços, proporcionando experiências sensoriais de bem-estar e segurança, contribuindo para uma melhor qualidade de vida e, simultaneamente, para a qualidade do ambiente urbano em que se insere. Este artigo tem por objectivo apresentar o Palácio da Quinta Alegre e o projecto de reabilitação, devolvendo-o a um uso contemporâneo e à estima pública, factores fundamentais para a sua manutenção sustentável no espaço, no tempo e na memória.

Anxiety among high school students in India : comparisons across gender, school type, social strata, and perceptions of quality time with parents

The broad objective of the study was to better understand anxiety among adolescents in Kolkata city, India. Specifically, the study compared anxiety across gender, school type, socio-economic background and mothers’ employment status. The study also examined adolescents’ perceptions of quality time with their parents. A group of 460 adolescents (220 boys and 240 girls), aged 13-17 years were recruited to participate in the study via a multi-stage sampling technique. The data were collected using a self-report semi-structured questionnaire and a standardized psychological test, the State-Trait Anxiety Inventory. Results show that anxiety was prevalent in the sample with 20.1% of boys and 17.9% of girls found to be suffering from high anxiety. More boys were anxious than girls (p<0.01). Adolescents from Bengali medium schools were more anxious than adolescents from English medium schools (p<0.01). Adolescents belonging to the middle class (middle socio-economic group) suffered more anxiety than those from both high and low socio-economic groups (p<0.01). Adolescents with working mothers were found to be more anxious (p<0.01). Results also show that a substantial proportion of the adolescents perceived they did not receive quality time from fathers (32.1%) and mothers (21.3%). A large number of them also did not feel comfortable to share their personal issues with their parents (60.0% for fathers and 40.0% for mothers).

A cross-cultural approach towards designing digital noticeboards with a remote aboriginal community

This working paper reflects upon the opportunities and challenges of designing a form of digital noticeboard system with a remote Aboriginal community that supports their aspirations for both internal and external communication. The project itself has evolved from a relationship built through ecological work between scientists and the local community on the Groote Eylandt archipelago to study native populations of animal species over the long term. In the course of this work the aspiration has emerged to explore how digital noticeboards might support communication on the island and externally. This paper introduces the community, the context and the history of the project. We then reflect upon the science project, its outcomes and a framework empowering the Aboriginal viewpoint, in order to draw lessons for extending what we see as a pragmatic and relationship based approach towards cross-cultural design.

Towards designing digital noticeboards with a remote indigenous community

This position paper reflects upon the opportunities and challenges of designing a digital noticeboard system with a remote indigenous community that supports their aspirations for both internal and external communication. The project itself has evolved from a relationship built through ecological work between scientists and the local community on the Groote Eylandt archipelago to study native populations of animal species over the long term. In the course of this work the aspiration has emerged to explore how digital noticeboards might promote and communicate aspects of work and life on the island through both the web and touchscreen noticeboards. This paper introduces the community, the context and the history of the project. We then reflect upon the science project and its outcomes, in order to draw lessons for extending what we see as a pragmatic and relationship based approach towards design.