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‣ Decline in homicide rates in Sao Paulo, Brasil: a descriptive analysis

PERES, Maria Fernanda Tourinho; VICENTIN, Diego; NERY, Marcelo Batista; LIMA, Renato Sergio de; SOUZA, Edinilsa Ramos de; CERDA, Magdalena; CARDIA, Nancy; ADORNO, Sergio
Fonte: PAN AMER HEALTH ORGANIZATION Publicador: PAN AMER HEALTH ORGANIZATION
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.71106%
Objective. To describe homicide mortality in the municipality of Sao Paulo according to type of weapon, sex, race or skin color, age, and areas of socioeconomic inequalities, between 1996 and 2008. Method. For this ecological time-series study, data about deaths in the municipality of Sao Paulo were collected from the municipal program for improvement of mortality information, using International Classification of Diseases, 10th revision (ICD-10) codes. Homicide mortality rates (HMR) were calculated for the overall population and specifically for each sex, race or skin color, age range, type of weapon, and occurrence in social deprivation/affluence areas. HMR were adjusted for age using the direct method. The percentage age of variation in HMR was calculated for the study period. For areas of socioeconomic inequalities, the relative risk of death from homicide was calculated. Results. HMR fell 73.7% between 2001 and 2008. A reduction in HMR was observed in all groups, especially males (-74.5%), young men between 15 and 24 years of age (-78.0%), and residents in areas of extreme socioeconomic deprivation (-79.3%). The reduction occurred mostly in firearm homicide rates (-74.1%). The relative risk of death from homicide in areas of extreme socioeconomic deprivation...

‣ Modelos de séries temporais aplicados à análise prospectiva de concessão de crédito bancário; Time series models applied to forecast analysis of banking credit concessions

Abitante, Kleber Giovelli
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 19/03/2007 Português
Relevância na Pesquisa
57.460723%
O presente trabalho teve por objetivo modelar as séries de concessão de crédito bancário às pessoas físicas, às pessoas jurídicas e para financiamento de atividades rurais, bem como realizar previsões a cerca dos comportamentos destas séries. A metodologia utilizada foi de Auto- Regressão Vetorial. A propriedade de co-integração entre as variáveis foi considerada no trabalho, sendo que foram estimados modelos de Auto-Regressão Vetorial com Correção de Erro – VEC. Os resultados mostram que o produto, a taxa de juros cobrada nos empréstimos, as exportações e as vendas no varejo podem auxiliar na geração de previsões satisfatórias das concessões de crédito às pessoas jurídicas e às pessoas físicas. Para o modelo de previsão das concessões de crédito para financiamento de atividades rurais, utilizaram-se variáveis referentes à produção de fertilizantes, vendas de tratores e colheitadeiras, produção de leite e produção de carnes bovina, suínas e de aves, sendo que as previsões geradas pelo modelo apresentaram performance adequada, dada a dificuldade da modelagem.; The aim of this study was to model the series of banking credit concessions to individuals, to firms and for rural activities financing...

‣ O PQS (Psychotherapy Process Q-Set) e o exame da relação entre processo e resultado na psicoterapia psicodinâmica breve

Serralta, Fernanda Barcellos
Fonte: Universidade Federal do Rio Grande do Sul Publicador: Universidade Federal do Rio Grande do Sul
Tipo: Tese de Doutorado Formato: application/pdf
Português
Relevância na Pesquisa
47.163516%
O objetivo principal da “investigação de processos” é compreender os mecanismos de ação das psicoterapias. Um dos instrumentos mais utilizados na atualidade para a avaliação do processo das psicoterapias é o Psychotherapy Process Q-Set (PQS). Esta tese teve como objetivo elaborar a versão em português do PQS e utilizá-la para avaliar a relação entre o processo e o resultado na Psicoterapia Psicodinâmica Breve (PPDB). Três artigos foram elaborados, sendo dois estudos empíricos e uma revisão da literatura. O primeiro artigo apresenta a elaboração da versão em português do PQS e sua metodologia inclui tradução, retrotradução, avaliação formal da equivalência semântica dos itens, e discussão dos resultados. Neste artigo o estudo de avaliação da fidedignidade interavaliadores do PQS é também apresentado. O segundo artigo é uma revisão crítica da literatura acerca da aplicabilidade do estudo de caso na pesquisa em psicoterapia. O terceiro artigo analisa o processo de mudança em um caso de PPDB. Os escores do PQS referentes ao processo real foram correlacionados com os protótipos do PQS para a psicoterapia psicodinâmica (PPD) e para a terapia cognitivo-comportamental (TCC), gerando escores de adesão. Testes t para amostras pareadas verificaram se o processo terapêutico aderiu mais ao modelo ideal PPD do que ao modelo alternativo...

‣ Métrica baseada em projeção de modelos para detecção de danos em estruturas; Metric based on models projection for damage detection in structures

Helói Francisco Gentil Genari
Fonte: Biblioteca Digital da Unicamp Publicador: Biblioteca Digital da Unicamp
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 24/02/2012 Português
Relevância na Pesquisa
47.08635%
Para cumprir requisitos de segurança, aumentar a vida útil de estruturas e reduzir os custos de manutenção, métodos de detecção de danos e de monitoramento da integridade de estruturas (SHM) têm recebido grande atenção da comunidade científica nas últimas décadas. Neste contexto, várias técnicas diferentes para detecção de danos foram propostas, mas algoritmos eficientes e práticos são ainda temas muito pesquisados. Neste trabalho, estudam-se a métrica cepstral e a métrica por subespaços para a detecção de danos. Essas métricas calculam a distância entre dois modelos autorregressivos (AR). A distância entre os modelos AR, derivados a partir das séries temporais dos sinais de vibrações das estruturas com e sem danos utilizando identificação por subespaços, deve ser correlacionada com a informação do dano, incluindo sua severidade e localização. Assim, as distâncias calculadas utilizando-se as métricas são consideradas indicadores de danos. Para validar os dois indicadores, dois experimentos foram realizados. O primeiro consistiu em três vigas similares de alumínio, uma íntegra e duas contendo falhas simuladas que, juntamente com duas massas de 2.5g e 8.5g, simularam quatro danos diferentes. No segundo experimento...

‣ Análise do desempenho muscular do quadríceps e dos isquiotibiais em função da série temporal e da amplitude de movimento de atletas amadoras de futsal feminino = : Analysis of muscle performance of the quadriceps and hamstrings as a function of the times series and range of motion of amateurfemale futsal athletes; Analysis of muscle performance of the quadriceps and hamstrings as a function of the times series and range of motion of amateurfemale futsal athletes

Ana Carolina de Mello Alves Rodrigues
Fonte: Biblioteca Digital da Unicamp Publicador: Biblioteca Digital da Unicamp
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 27/03/2013 Português
Relevância na Pesquisa
47.449536%
A análise do desempenho muscular por dinamometria hipocinética comumente utiliza-se de valores de torque máximo de quadríceps e isquiotibiais. Porém com a utilização dos valores de torque em função da amplitude de movimento, bem como o cálculo da potência e do desequilíbrio muscular desta maneira torna possível observar o comportamento muscular e a capacidade de estabilização do joelho ao longo de toda amplitude de movimento, e possibilita identificar amplitudes que há risco de lesão de LCA. O objetivo deste estudo foi analisar a série temporal da produção de torque do quadríceps e dos isquiotibiais e calcular a potência e o desequilíbrio muscular de atletas de futsal feminino em função do ciclo de movimento de flexão e extensão do joelho no membro dominante. A amostra foi composta de 19 atletas amadoras de futsal feminino, com idade média de 20 ± 2,83 anos. A avaliação consistiu em 2 série de 5 repetições máximas de extensão/flexão do joelho unilateral de forma concêntrica, em 2 velocidades angulares (180°·s-1 e 210°·s-1) através de um dinamômetro isocinético (Biodex System Pro4). As análises foram baseadas nos valores de torque e potencia do quadríceps e dos isquiotibiais em função da amplitude de movimento...

‣ Naive Hypothesis Testing for Case Series Analysis with Time-Varying Exposure Onset Measurement Error: Inference for Infection-Cardiovascular Risk in Patients on Dialysis

Mohammed, Sandra M.; Dalrymple, Lorien S.; Şentürk, Damla; Nguyen, Danh V.
Fonte: PubMed Publicador: PubMed
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
47.134883%
The case series method is useful in studying the relationship between time-varying exposures, such as infections, and acute events observed during the observation periods of individuals. It provides estimates of the relative incidences of events in risk periods (e.g., 30-day period after infections) relative to the baseline periods. When the times of exposure onsets are not known precisely, application of the case series model ignoring exposure onset measurement error leads to biased estimates. Bias-correction is necessary in order to understand the true directions and effect sizes associated with exposure risk periods, although uncorrected estimators have smaller variance. Thus, inference via hypothesis testing based on uncorrected test statistics, if valid, is potentially more powerful. Furthermore, the tests can be implemented in standard software and do not require additional auxiliary data. In this work, we examine the validity and power of naive hypothesis testing, based on applying the case series analysis to the imprecise data without correcting for the error. Based on simulation studies and theoretical calculations, we determine the validity and relative power of common hypothesis tests of interest in case series analysis. In particular...

‣ Aggregate Analysis of the Impact of Cigarette Tax Rate Increases on Tobacco Consumption and Government Revenue : The Case of Indonesia

Djutaharta, Triasih; Viriya Surya, Henry; Pasay, N. Haidy A.; Hendratno; Adioetomo, Sri Moertiningsih
Fonte: World Bank, Washington, DC Publicador: World Bank, Washington, DC
Português
Relevância na Pesquisa
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This study uses aggregate times series data (annual data from 1970-2001) and monthly data from January 1996 to June 2001 to estimate the price and income elasticity of demand for tobacco products in Indonesia. Using various model specifications used in the cigarette demand literature, and then selecting the best model, it estimates the real price elasticity of cigarette demand as -0.345 and income elasticity of demand as 0.473. This inplies that a 10 percent real price increase would reduce consumption by 3.4 percent, and a 10 percent real income increase would raise consumption by 4.7 percent. The economic crisis after 1997 was found to increase consumption, over and above the effects of price and income, and the warning label on cigarette packs required after 1991 appears to have no significant impact on demand. Estimates based on the shorter period of monthly data showed less responsiveness to price and incomes, as would be expected. The study simulates the effects of a tax increase on total tobacco excise revenues and predicts that an increase in the tax level of 10...

‣ Ranibizumab and risk of hospitalisation for ischaemic stroke and myocardial infarction in patients with age-related macular degeneration: a self-controlled case-series analysis

Pratt, N.L.; Ramsay, E.N.; Kemp, A.; Kalisch-Ellett, L.M.; Shakib, S.; Caughey, G.E.; Ryan, P.; Graves, S.; Roughead, E.E.
Fonte: Springer International Publishing Publicador: Springer International Publishing
Tipo: Artigo de Revista Científica
Publicado em //2014 Português
Relevância na Pesquisa
46.95034%
BACKGROUND: Ranibizumab, a vascular endothelial growth factor (VEGF) inhibitor, is used in the treatment of age-related macular degeneration. Inhibition of VEGF has an anti-angiogenic action and is associated with thrombogenicity, thus, myocardial infarction and ischaemic stroke are potential side effects of VEGF inhibitors. OBJECTIVE: Our objective was to assess the association between use of ranibizumab and risk of hospitalisation for ischaemic stroke (IS) and myocardial infarction (MI). METHODS: The self-controlled case series design was used, including subjects exposed to ranibizumab (Anatomical Therapeutic Chemical [ATC] code S01LA04) who were hospitalized for IS (International Classification of Diseases, tenth edition [ICD-10] code I63) or the combined endpoint of stroke or transient ischaemic attack (TIA) (ICD-10 code G45) or MI (ICD-10 code I21) were identified between August 2007 and March 2013. Rate ratios in exposed periods compared with unexposed periods were calculated using conditional Poisson regression. RESULTS: A total of 323 subjects received ranibizumab and were hospitalized for IS, 490 for IS or TIA, and 391 for MI. Median period of exposure was 8-9 months with follow-up times of approximately 2.8 years. No elevated risk of IS was seen in the 1-30 days post initiation (incidence rate ratio [IRR] 1.36; 95% confidence interval [CI] 0.98-1.88); however...

‣ A multivariate times series analysis of U.S. Army recruiting

Burger, Eric C.
Fonte: Monterey, California. Naval Postgraduate School Publicador: Monterey, California. Naval Postgraduate School
Tipo: Tese de Doutorado
Português
Relevância na Pesquisa
56.95034%
The United States Army Recruiting Command requires tools to quantify the impact of factors in the recruiting environment, identify differences in the recruiting processes across its five regional subordinate units, and measure the effectiveness of its policies and resource expenditures. This thesis examines recruiting data for the "high-quality" male demographic from July 1992 to September 1997. It uses multivariate time series analysis to predict the number of enlistment contracts signed in a month as a function of fifteen exogenous and endogenous factors plus monthly indicators. A stepwise recursion using bootstrap simulation is developed to identify significant factors in the multivariate time series. The significant factors in the reduced models are compared to those contained in models developed in previous studies. The models are also used to create nine- month projections of recruiting production, which are compared to known production figures from test set data to determine forecast accuracy. The results of this research support the intuition that the influential factors differ by region. The stepwise model reduction recursion using bootstrap simulation offers potential for further refinement and application.

‣ Notes on time serie analysis, ARIMA models and signal extraction

Kaiser, Regina; Maravall, Agustín
Fonte: Universidade Carlos III de Madrid Publicador: Universidade Carlos III de Madrid
Tipo: Trabalho em Andamento Formato: application/octet-stream; application/octet-stream; application/pdf
Publicado em //2000 Português
Relevância na Pesquisa
67.23604%
Present practice in applied time series work, mostly at economic policy or data producing agencies, relies heavily on using moving average filters to estimate unobserved components (or signals) in time series, such as the seasonally adjusted series, the trend, or the cycle. The purpose of the present paper is to provide an informal introduction to the time series analysis tools and concepts required by the user or analyst to understand the basic methodology behind the application of filters. The paper is aimed at economists, statisticians, and analysts in general, that do applied work in the field, but have not had an advanced course in applied time series analysis. Although the presentation is informal, we hope that careful reading of the paper will provide them with an important tool to understand and improve their work, in an autonomous manner. Emphasis is put on the model-based approach, although much of the material applies to ad-hoc filtering. The basic structure consists of modelling the series as a linear stochastic process, and estimating the components by means of"signal extraction", i.e., by optimal estimation ofwell-defined components.

‣ Dinâmica de infestação em Acacia mearnsii e ecologia de Oncideres impluviata (Coleoptera: Cerambycidae); Dynamics of infestation in Acacia mearnsii and ecology of Oncideres impluviata (Coleoptera: Cerambycidae)

Ono, Maria Angélica
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Dissertação de Mestrado Formato: application/pdf
Publicado em 30/10/2015 Português
Relevância na Pesquisa
47.105576%
Neste estudo a dinâmica de quebra de galhos de acácia negra foi investigada com análise de séries temporais e modelagem ecológica, em conjunto de dados obtidos durante oito anos, visando compreender como se dá o comportamento de Oncideres impluviata (Colepotera, Cerambycidae) em diferentes áreas de plantios florestais, em fazendas localizadas em diferentes municípios do Rio Grande do Sul. A diversidade de cerambicídeos também foi analisada em duas fazendas localizadas no município de maior abundancia de O. impluviata. Os resultados sugerem que a maior abundância de galhos quebrados se dá em Cristal e Encruzilhada do Sul. O município de Piratini exibiu menor densidade de galhos quebrados, entretanto, a projeção dos valores médios de galhos seguiu um padrão aparentemente exponencial para Cristal e Encruzilhada do Sul e sigmóide para Piratini. As funções de autocorrelação e autocorrelação parcial não evidenciaram claras tendências de ciclos nas séries para os três municípios, mas as tendências de ocorrência de picos similares aos surtos diferiram nos três municípios quando a análise espectral foi aplicada. A dinâmica analisada pela equação de Ricker indicou a ocorrência de equilíbrio estável, ciclo limite e comportamento caótico nos três municípios...

‣ A crash course on data analysis in asteroseismology

Appourchaux, T.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.676006%
In this course, I try to provide a few basics required for performing data analysis in asteroseismology. First, I address how one can properly treat times series: the sampling, the filtering effect, the use of Fourier transform, the associated statistics. Second, I address how one can apply statistics for decision making and for parameter estimation either in a frequentist of a Bayesian framework. Last, I review how these basic principle have been applied (or not) in asteroseismology.; Comment: Lecture notes of the 22nd Canary Island Winter School. 38 pages, 6 figures, 1 appendix. Version 1.2

‣ The development of an information criterion for Change-Point Analysis

Wiggins, Paul A.; LaMont, Colin H.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 20/05/2015 Português
Relevância na Pesquisa
46.742437%
Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is used to identify the time indices (change points) at which the system transitions between these discrete states. We present a unified information-based approach to testing for the existence of change points. This new approach reconciles two previously disparate approaches to Change-Point Analysis (frequentist and information-based) for testing transitions between states. The resulting method is statistically principled, parameter and prior free and widely applicable to a wide range of change-point problems.; Comment: 10 pages + supplement. 5 Figures

‣ Exploring the Manifold of Seismic Waves: Application to the Estimation of Arrival-Times

Taylor, Kye M.; Procopio, Michael J.; Young, Christopher J.; Meyer, Francois G.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
47.15875%
We propose a new method to analyze seismic time series and estimate the arrival-times of seismic waves. Our approach combines two ingredients: the times series are first lifted into a high-dimensional space using time-delay embedding; the resulting phase space is then parametrized using a nonlinear method based on the eigenvectors of the graph Laplacian. We validate our approach using a dataset of seismic events that occurred in Idaho, Montana, Wyoming, and Utah, between 2005 and 2006. Our approach outperforms methods based on singular-spectrum analysis, waveleta nalysis, and STA/LTA.; Comment: 21 pages, 13 figures

‣ On detecting the large separation in the autocorrelation of stellar oscillation times series

Mosser, B.; Appourchaux, T.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
47.299517%
The observations carried out by the space missions CoRoT and Kepler provide a large set of asteroseismic data. Their analysis requires an efficient procedure first to determine if the star is reliably showing solar-like oscillations, second to measure the so-called large separation, third to estimate the asteroseismic information that can be retrieved from the Fourier spectrum. We develop in this paper a procedure, based on the autocorrelation of the seismic Fourier spectrum. We have searched for criteria able to predict the output that one can expect from the analysis by autocorrelation of a seismic time series. First, the autocorrelation is properly scaled for taking into account the contribution of white noise. Then, we use the null hypothesis H0 test to assess the reliability of the autocorrelation analysis. Calculations based on solar and CoRoT times series are performed in order to quantify the performance as a function of the amplitude of the autocorrelation signal. We propose an automated determination of the large separation, whose reliability is quantified by the H0 test. We apply this method to analyze a large set of red giants observed by CoRoT. We estimate the expected performance for photometric time series of the Kepler mission. Finally...

‣ Nonlinear time series analysis of Hyperion's rotation: photometric observations and numerical simulations

Tarnopolski, Mariusz
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
46.937876%
The case of Hyperion has been studied excesively due to the fact it is the largest known celestial body of a highly aspherical shape. It also has a low mass density and remains in a 4:3 orbital resonance with Titan. Its lightcurve, obtained through photometric observations by (Klavetter 1989a,b), was initialy used to show that Hyperion's rotation exhibits no periodicity. Herein it is analyzed in the means of time series analysis. The Hurst Exponent was estimated to be H=0.87, indicating a persistent behaviour. The largest Lyapunov Exponent $\lambda_{max}$ unfortunately could not be given a reliable estimate because of the shortness of the dataset, consisting 38 observational points. These results are compared with numerical simulations, which gave a value H=0.88 for the chaotic zone of the phase space. The Lyapunov time $T_{Lyap}=1/\lambda_{max}$ is about 30 days, which is roughly 1.5 times greater than the orbital period. By conducting observations over a longer period an insight in the dynamical features of the present rotational state is possible.; Comment: An updated version (new template, structure, methods including numerical simulations and aims; dropped the HE analysis, extended mLCE analysis) available at arXiv:1412.2423

‣ Measuring the impact of cognitive distractions on driving performance using time series analysis

Garcia-Constantino, Matias; Missier, Paolo; Guo, Phil Blytheand Amy Weihong
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 24/08/2014 Português
Relevância na Pesquisa
47.070527%
Using current sensing technology, a wealth of data on driving sessions is potentially available through a combination of vehicle sensors and drivers' physiology sensors (heart rate, breathing rate, skin temperature, etc.). Our hypothesis is that it should be possible to exploit the combination of time series produced by such multiple sensors during a driving session, in order to (i) learn models of normal driving behaviour, and (ii) use such models to detect important and potentially dangerous deviations from the norm in real-time, and thus enable the generation of appropriate alerts. Crucially, we believe that such models and interventions should and can be personalised and tailor-made for each individual driver. As an initial step towards this goal, in this paper we present techniques for assessing the impact of cognitive distraction on drivers, based on simple time series analysis. We have tested our method on a rich dataset of driving sessions, carried out in a professional simulator, involving a panel of volunteer drivers. Each session included a different type of cognitive distraction, and resulted in multiple time series from a variety of on-board sensors as well as sensors worn by the driver. Crucially, each driver also recorded an initial session with no distractions. In our model...

‣ Time-Series Analysis of Super-Kamiokande Measurements of the Solar Neutrino Flux

Sturrock, P. A.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 07/04/2003 Português
Relevância na Pesquisa
46.833916%
The Super-Kamiokande Consortium has recently released data suitable for time-series analysis. The binning is highly regular: the power spectrum of the acquisition times has a huge peak (power S > 120) at the frequency (in cycles per year) 35.98 (period 10.15 days), where power measurements are such that the probability of obtaining a peak of strength S or more by chance at a specified frequency is exp(-S). This inevitably leads to severe aliasing of the power spectrum. The strongest peak in the range 0 - 100 in a power spectrum formed by a likelihood procedure is at 26.57 (period 13.75 days) with S = 11.26. For the range 0 - 40, the second-strongest peak is at 9.42 (period 38.82 days) with S = 7.3. Since 26.57 + 9.42 = 35.99, we conclude that the weaker peak at 9.42 is an alias of the stronger peak at 26.57. We note that 26.57 falls in the band 26.36 - 27.66, formed from twice the range of synodic rotation frequencies of an equatorial section of the Sun for normalized radius larger than 0.1. Oscillations at twice the rotation frequency, attributable to "m = 2" structures, are not uncommon in solar data. We find from the shuffle test that the probability of obtaining a peak of S = 11.26 or more by chance in this band is 0.1 %. This new result therefore supports at the 99.9% confidence level previous evidence...

‣ Analysis based on the Wavelet & Hilbert transforms applied to the full time series of interbeats, for a triad of failures at the heart

Ritto, P. A.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
47.383105%
A tetra of sets which elements are time series of interbeats has been obtained from the databank Physionet-MIT-BIH, corresponding to the following failures at the humans' heart: Obstructive Sleep Apnea, Congestive Heart Failure, and Atrial Fibrillation. Those times series has been analyzed statistically using an already known technique based on the Wavelet and Hilbert Transforms. That technique has been applied to the time series of interbeats for 87 patients, in order to find out the dynamics of the heart. The size of the times series varies around 7 to 24 h. while the kind of wavelet selected for this study has been any one of: Daubechies, Biortoghonal, and Gaussian. The analysis has been done for the complet set of scales ranging from: 1-128 heartbeats. Choosing the Biorthogonal wavelet: bior3.1, it is observed: (a) That the time series hasn't to be cutted in shorter periods, with the purpose to obtain the collapsing of the data, (b) An analytical, universal behavior of the data, for the first and second diseases, but not for the third.; Comment: This document has been withdrawn by the author because it is advanced in years

‣ The level crossing and inverse statistic analysis of German stock market index (DAX) and daily oil price time series

Shayeganfar, F.; Holling, M.; Peinke, J.; Tabar, M. Reza Rahimi
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
Relevância na Pesquisa
37.365947%
The level crossing and inverse statistics analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, $\nu_{\alpha}^+$, where $T_{\alpha} =1/\nu_{\alpha}^+ $ is the average waiting time for observing the level $\alpha$ again. We estimate the probability $P(K, \alpha)$, which provides us the probability of observing $K$ times of the level $\alpha$ with positive slope, in time scale $T_{\alpha}$. For analyzed time series we found that maximum $K$ is about 6. We show that by using the level crossing analysis one can estimate how the DAX and oil time series will develop. We carry out same analysis for the increments of DAX and oil price log-returns,(which is known as inverse statistics) and provide the distribution of waiting times to observe some level for the increments.; Comment: 19 pages, 8 figures