Generalised cascades

In this manuscript we give thought to the aftermath on the stable probability density function when standard multiplicative cascades are generalised cascades based on the $q$-product of Borges that emerged in the context of non-extensive statistical mechanics.Comment: To appear in the special issue of the Brazilian Journal of Physics "Proceedings of the 'International Conference on Nonextensive Statistical Mechanics and Applications'

On superstatistical multiplicative-noise processes

In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the value of the exponent occurs in the same conditions presented by Beck and Cohen for superstatistics. Moreover, we are able to provide a dynamical scenario for the emergence of a generalisation of the Weibull distribution previously introduced.Comment: 7 pages, 8 figures. A note about the application on turbulence models has been added to this final published versio

Optimal diffusion in ecological dynamics with Allee effect in a metapopulation

How diffusion impacts on ecological dynamics under the Allee effect and spatial constraints? That is the question we address. Employing a microscopic minimal model in a metapopulation (without imposing nonlinear birth and death rates) we evince --- both numerically and analitically --- the emergence of an optimal diffusion that maximises the survival probability. Even though, at first such result seems counter-intuitive, it has empirical support from recent experiments with engineered bacteria. Moreover, we show that this optimal diffusion disappears for loose spatial constraints.Comment: 16 pages; 6 figure

Bridging stylized facts in finance and data non-stationarities

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial market: the trading volume and the price fluctuations. From the segmentation procedure we are able to introduce a quantitative description of a group of statistical features (stylizes facts) of the trading volume and price fluctuations, namely the tails of each distribution, the U-shaped profile of the volume in a trading session and the evolution of the trading volume autocorrelation function. The segmentation of the trading volume series provides evidence of slow evolution of the fluctuating parameters of each patch, pointing to the mixing scenario. Assuming that long-term features are the outcome of a statistical mixture of simple local forms, we test and compare different probability density functions to provide the long-term distribution of the trading volume, concluding that the log-normal gives the best agreement with the empirical distribution. Moreover, the segmentation of the magnitude price fluctuations are quite different from the results for the trading volume, indicating that changes in the statistics of price fluctuations occur at a faster scale than in the case of trading volume.Comment: 13 pages, 12 figure

Wireless sensors and IoT platform for intelligent HVAC control

Energy consumption of buildings (residential and non-residential) represents approximately 40% of total world electricity consumption, with half of this energy consumed by HVAC systems. Model-Based Predictive Control (MBPC) is perhaps the technique most often proposed for HVAC control, since it offers an enormous potential for energy savings. Despite the large number of papers on this topic during the last few years, there are only a few reported applications of the use of MBPC for existing buildings, under normal occupancy conditions and, to the best of our knowledge, no commercial solution yet. A marketable solution has been recently presented by the authors, coined the IMBPC HVAC system. This paper describes the design, prototyping and validation of two components of this integrated system, the Self-Powered Wireless Sensors and the IOT platform developed. Results for the use of IMBPC in a real building under normal occupation demonstrate savings in the electricity bill while maintaining thermal comfort during the whole occupation schedule.QREN SIDT [38798]; Portuguese Foundation for Science & Technology, through IDMEC, under LAETA [ID/EMS/50022/2013