Scaling analysis of time series of stock market indices of transitional economies in the Western Balkans

In this paper we have analyzed scaling properties of time series of stock market indices (SMIs) of developing economies of Western Balkans, and have compared the results we have obtained with the results from more developed economies. We have used three different techniques of data analysis to obtain and verify our findings: Detrended Fluctuation Analysis (DFA) method, Detrended Moving Average (DMA) method, and Wavelet Transformation (WT) analysis. Following extensive research in the area of econophysics of national and international stock markets, we were interested to contribute to this body of knowledge by analyzing the dynamics of market behavior of transitional economies in the Western Balkans, and to compare data from these emerging economies with data from more economically developed countries. Analyzes of stock market behavior of the emerging economies of South America, or the developing Asian or African markets have shown that the values of scaling exponents, calculated from the time series of stock market indices, could be used to estimate the efficiency of markets in question. With that in mind, by applying the theoretical approach of statistical physics, we aim to offer a new perspective on stock market dynamics in the Western Balkans and contribute to better understanding of the development process in the region's economies. We have found scaling behavior in all SMI data sets that we have analyzed. Scaling of SMI series changes from long-range correlated to slightly anti-correlated behavior, i.e. the appropriate scaling exponents decrease in value with the increase in growth and/or maturity of the economy the stock market is embedded in. Scaling exponents α, H, and β, corresponding to the DFA, DMA, and WT technique, all cross the 0.5 (and zero) line, marking this alteration. We also report the presence of effects of potential periodic-like influences on the SMI data that we have analyzed. One such influence is visible in all our SMI series, and appears at a period Tp ≈ 90 days. We propose that the existence of various periodic-like influences on SMI data may partially explain the observed difference in types of correlated behavior of corresponding scaling functions. The application of time-dependent scaling analysis (tdDMA) proved that these influences are of a complex type, that is, they can not be easily distinguished from a local correlations profile

Classification of time series of temperature variations from climatically homogeneous regions using Hurst Space Analysis

We used the Hurst Space Analysis (HSA), a technique that we recently developed to cluster or differentiate records from an arbitrary complex system based on the presence and influence of cycles in their statistical functions, to classify climatic data from climatically homogeneous regions according to their long-term persistent (LTP) character. For our analysis we selected four types of HadCRUT4 cells of temperature records over regions homogeneous in both climate and topography, which are sufficiently populated with ground observational stations. These cells bound: Pannonian and West Siberian plains, Rocky Mountains and Himalayas mountainous regions, Arctic and sub-Arctic climates of Island and Alaska, and Gobi and Sahara deserts

Semantic Search Engine as tool for clinical decision support in Register for Acute Coronary Syndrome

This paper presents the implementation and use of Semantic Search Engine (SSE) as part of knowledge management system functionalities in Register for Acute Coronary Syndrome (REACS). REACS SSE is part of a clinical decision support system and is used as an aid in decision making in clinical processes related to the care and treatment of patients with Acute Coronary Syndrome (ACS)

Promene ekscitabilnosti motorne kore udružene sa zamorom mišića kod obolelih od Parkinsonove bolesti

Background/Aim. Transcranial magnetic stimulation (TMS) is a standard technique for noninvasive assessment of changes in central nervous system excitability. The aim of this study was to examine changes in responses to TMS in patients suffering from Parkinson's disease (PD) during sustained submaximal isometric voluntary contraction [60% of maximal voluntary contraction (MVC)] of the adductor pollicis muscle, as well as during a subsequent recovery period. Methods. Cortical excitability was tested by single TMS pulses of twice of the motor threshold intensity applied over the vertex. Testing was carried out during the sustained contraction phase every 10 s before and every 5 s after the endurance point, as well as at rest and during brief 60% MVC contractions before (control), immediately after the sustained contraction, and at 5 min intervals during the recovery period. Results. Although the PD patients could sustain the contraction at the required level for as long period of time as the healthy subjects (though contraction level subsided more rapidly after the endurance point), effects of muscle fatigue on the responses to TMS were different. In contrast to the findings observed in the healthy people where motor evoked potentials (MEP) and EMG silent period (SP) in fatigued muscle gradually diminished during contraction up to the endurance point, and increased thereafter, in the majority of patients no changes occurred in MEP size (peak and area) of the adductor pollicis muscle, either before or after the endurance point. On the other hand, changes in the SP of this muscle differed among the subjects, showing a gradual increase, a decrease or no changes in duration. The trends of changes in both MEP size and SP duration in the musculus brachioradialis varied among the tested PD patients, without any consistent pattern, which was in contrast with the findings in the healthy people where both measures showed a gradual increase from the beginning of the sustained contraction. A complete dissociation between changes in MEP and SP during fatigue was also of note, which differed sharply from the findings in the healthy people in who fatigue induced changes in these measures followed identical patterns. Conclusion. These results in the PD patients suggest the presence of impairment and/or compensatory changes in mechanisms responsible for adaptation of voluntary drive as well as for matching between cortical excitation and inhibition which become manifest in demanding motor tasks such as those imposed by muscle fatigue.Uvod/Cilj. Transkranijalna magnetna stimulacija (TMS) je standardna tehnika za neinvazivnu procenu promena ekscitabilnosti centralnog nervnog sistema. Cilj rada je bio da se prikažu promene odgovora na TMS kod obolelih od Parkinsonove bolesti (PB) za vreme trajanja submaksimalne voljne izometrijske kontrakcije [60% maksimalne voljne kontrakcije (MVK)] mišića adductor pollicis, kao i tokom perioda oporavka. Metode. Kortikalna ekscitabilnost testirana je TMS pulsevima dvostruko većeg intenziteta od motornog praga. Testiranje je vršeno za vreme održavanja kontrakcije na svakih 10 s do tačke izdržljivosti i na svakih 5 s posle toga, a, takođe, u miru kao i za vreme kratkotrajnih 60% MVK u periodu pre (kontrola), neposredno posle održavanja kontrakcije, i u intervalima od pet minuta za vreme perioda oporavka. Rezultati. Iako su bolesnici sa PB mogli da održavaju zahtevani nivo kontrakcije jednako dugo kao i zdravi ispitanici (mada je nivo opadao brže nakon tačke izdržljivosti), efekti mišićnog zamora na odgovor izazvan TMS-om bili su različiti. Za razliku od zdravih ispitanika kod kojih se motorni evocirani potencijali (MEP) i trajanje perioda EMG tišine (PT) u zamaranom mišiću postepeno smanjuju tokom kontrakcije do tačke izdržljivosti, a zatim rastu, kod većine bolesnika nije došlo do promena veličine (maksimalna amplituda i površina) MEP mišića adductor pollicis, bilo pre ili posle tačke izdržljivosti. S druge strane, promene PT ovog mišića su se razlikovale među ispitanicima, pokazujući bilo postepeno povećanje, smanjenje ili odsustvo promena. Promene kako amplitude MEP tako i trajanje PT u EMG mišića brahioradialisa varirale su među bolesnicima sa PB, bez nekog dominantnog obrasca, po čemu su se, takođe, razlikovale od promena nađenih kod zdravih ispitanika, kod kojih su se oba parametra postepeno povećavala od početka održavanja tonične kontrakcije. Upadljiva je, takođe, i potpuna disocijacija između promena MEP i PT tokom zamora, što je u oštroj suprotnosti sa nalazom kod zdravih ispitanika gde su promene ovih parametara pratile identičan obrazac. Zaključak. Rezultati kod bolesnika sa PB ukazuju na postojanje oštećenja i/ili kompenzatornih promena mehanizmima odgovornih za adaptaciju voljne pobude i usklađivanja kortikalne eksitacije i inhibicije, koji se manifestuju tokom mišićnog zamora i u drugim zahtevnim motornim zadacima

Exploring Meteorological Conditions and Human Health Impacts during Two Dust Storm Events in Northern Cape Province, South Africa: Findings and Lessons Learnt

Dust storms are meteorological hazards associated with several adverse health impacts including eye irritations, respiratory and cardiovascular disorders, and vehicular road accidents due to poor visibility. This study investigated relations between admissions from a large, public hospital that serves people living in Northern Cape and Free State provinces, South Africa during 2011 to 2017, and meteorological variables (temperature and air quality) during two dust storms, one in October 2014 (spring) and the second in January 2016 (summer), identified from the media as no repository of such events exists for South Africa. Distributed nonlinear lag analysis and wavelet transform analysis were applied to explore the relationships between hospital admissions for respiratory and cardiovascular diseases, eye irritation, and motor vehicle accidents; maximum temperature, and two air quality ‘proxy measures,’ aerosol optical depth and Ångström exponent, were used as ground-based air quality data were unavailable. Eye irritation was the most common dust-related hospital admission after both dust storm events. No statistically significant changes in admissions of interest occurred at the time of the two dust storm events, using either of the statistical methods. Several lessons were learnt. For this type of study, ground-based air quality and local wind data are required; alternative statistical methods of analysis should be considered; and a central dust storm repository would help analyze more than two events. Future studies in South Africa are needed to develop a baseline for comparison of future dust storm events and their impacts on human health

Mehanizam gašenja fotoluminescencije u tankim filmovima N,N'-bis(3-methylphenyl)-N,N'-bis(phenyl)benzidine osvetljenih UV svetlošću u vazduhu

The mechanism of photoluminescence (PL) quenching of thin amorphous N,N'-bis(3-methylphenyl)- N,N'-bis(phenyl)benzidine (TPD) films exposed to UV light in air is studied. TPD is small organic molecule widely used in production of organic light emmiting devices (OLEDs). Photoluminescence of TPD films decays exponentially with time of irradiation, i.e. with the increase of concentration of impurities (photo-oxidized TPD molecules) generated by UV irradiation in air. Intensity of PL decreases to half of its original value when the concentration of impurities reaches 0.4%. Average distance between impurities (acceptors) is almost an order of magnitude larger than average distance between host TPD molecules (donors). Direct long range Forster energy transfer is ruled out as the mechanism of PL quenching, as the overlap between donor and acceptor is lacking, and exciton self-diffusion in TPD films is postulated for the mechanism. The presence of oxidation products is confirmed by infrared (IR) spectroscopy. Vibrational spectra of TPD molecule and few other possible products of photo-oxidation of TPD molecule, obtained by density functional theory, are compared to experimental IR spectra.U ovom radu je prikazana studija mehanizma gašenja fotoluminescencije (FL) tankih amorfnih filmova N,N'-bis(3-methylphenyl)-N,N'-bis(phenyl)benzidine (TPD) izloženih UV zračenju u vazduhu. TPD je organski molekul koji se često koristi u izradi organskih svetlećih dioda (OLED). Prilikom izlaganja TPD filmova UV zračenju u vazduhu, dolazi do fotooksidacije TPD molekula, te iz tog razloga fotoluminescencija TPD filmova opada eksponencijalno sa vremenom osvetljavanja filmova, odnosno sa povećanjem koncentracije nečistoća nastalih usled fotooksidacije. Intenzitet fotoluminescencije opadne na polovinu svoje početne vrednosti u slučaju kada je 0.4 % nečistoća prisutno u filmu. U tom slučaju je srednje rastojanje između nečistoća (akceptora) šest puta veće od srednjeg rastojanja između TPD molekula (donora). Direktan dugodometni Forsterov transfer energije je odbačen kao mehanizam gašenja fotoluminescencije jer je spektralno preklapanje emisije donora i apsorpcije akceptora zanemarljivo. Iz ovog razloga je postulirana ekscitonska difuzija u TPD filmovima, analogno nalazima u postojećoj literaturi. Prisustvo produkata oksidacije je potvrđeno uz pomoć infracrvene (IR) spektroskopije. Takodje, izračunat je IR spektar koristeći teoriju funkcionala gustine (DFT) i dobijeno je dobro slaganje sa eksperimentalnim rezultatima

Guidelines for studying diverse types of compound weather and climate events

Compound weather and climate events are combinations of climate drivers and/or hazards that contribute to societal or environmental risk. Studying compound events often requires a multidisciplinary approach combining domain knowledge of the underlying processes with, for example, statistical methods and climate model outputs. Recently, to aid the development of research on compound events, four compound event types were introduced, namely (1) preconditioned, (2) multivariate, (3) temporally compounding, and (4) spatially compounding events. However, guidelines on how to study these types of events are still lacking. Here, we consider four case studies, each associated with a specific event type and a research question, to illustrate how the key elements of compound events (e.g., analytical tools and relevant physical effects) can be identified. These case studies show that (1) impacts on crops from hot and dry summers can be exacerbated by preconditioning effects of dry and bright springs. (2) Assessing compound coastal flooding in Perth (Australia) requires considering the dynamics of a non-stationary multivariate process. For instance, future mean sea-level rise will lead to the emergence of concurrent coastal and fluvial extremes, enhancing compound flooding risk. (3) In Portugal, deep-landslides are often caused by temporal clusters of moderate precipitation events. Finally, (4) crop yield failures in France and Germany are strongly correlated, threatening European food security through spatially compounding effects. These analyses allow for identifying general recommendations for studying compound events. Overall, our insights can serve as a blueprint for compound event analysis across disciplines and sectors

Novel approach to analysing large data sets of personal sun exposure measurements

Personal sun exposure measurements provide important information to guide the development of sun awareness and disease prevention campaigns. We assess the scaling properties of personal ultraviolet radiation (pUVR) sun exposure measurements using the wavelet transform (WT) spectral analysis to process long-range, high-frequency personal recordings collected by electronic UVR dosimeters designed to measure erythemal UVR exposure. We analysed the sun exposure recordings of school children, farmers, marathon runners and outdoor workers in South Africa, and construction workers and work site supervisors in New Zealand. We found scaling behaviour in all the analysed pUVR data sets. We found that the observed scaling changes from uncorrelated to long-range correlated with increasing duration of sun exposure. Peaks in the WT spectra that we found suggest the existence of characteristic times in sun exposure behaviour that were to some extent universal across our data set. Our study also showed that WT measures enable group classification, as well as distinction between individual UVR exposures, otherwise unattainable by conventional statistical methods

Hurst Space Analysis, data clustering technique for long-range correlated time series

It was shown for variables across different complex systems that their fluctuation functions calculated with detrending methods of scaling analysis are rarely, as in theory, ideal linear functions on log-log graphs of scale dependence. Instead, they frequently exhibit existence of transient crossovers in behavior, signs of trends that arise as effects of periodic or aperiodic cycles (Hu et al., 2001). The use of global and local wavelet transform spectral analysis (WTS) and their detrended fluctuation analysis (DFA) variants provides a possibility to detect these cyclic trends and to investigate their timing, nature and effects on the analyzed time series.Book of Abstract

Beneficial randomness of signals in a neuronal circuit

We have analyzed spontaneous discharge dynamics of fasimotor neurons, by applying the so-called detrended fluctuation analysis, which is a modification of the random walk model analysis. Besides, we applied the wavelet analysis method to the same problem. By using these methods we have found evidence for the white noise characteristics of the time series generated by the neuron discharges. We concluded that such a discharge. dynamics represents the requisite noisy component for occurrence of the stochastic resonance mechanism in the neural coordination. of muscle spindles. This finding appears to be very intriguing; since it provided for the first time statistical characterization of the neuronal noise