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

Sleep apnea-hypopnea quantification by cardiovascular data analysis

Sleep apnea is the most common sleep disturbance and it is an important risk factor for cardiovascular disorders. Its detection relies on a polysomnography, a combination of diverse exams. In order to detect changes due to sleep disturbances such as sleep apnea occurrences, without the need of combined recordings, we mainly analyze systolic blood pressure signals (maximal blood pressure value of each beat to beat interval). Nonstationarities in the data are uncovered by a segmentation procedure, which provides local quantities that are correlated to apnea-hypopnea events. Those quantities are the average length and average variance of stationary patches. By comparing them to an apnea score previously obtained by polysomnographic exams, we propose an apnea quantifier based on blood pressure signal. This furnishes an alternative procedure for the detection of apnea based on a single time series, with an accuracy of 82%

Intermingled basins in coupled Lorenz systems

We consider a system of two identical linearly coupled Lorenz oscillators, presenting synchro- nization of chaotic motion for a specified range of the coupling strength. We verify the existence of global synchronization and antisynchronization attractors with intermingled basins of attraction, such that the basin of one attractor is riddled with holes belonging to the basin of the other attractor and vice versa. We investigated this phenomenon by verifying the fulfillment of the mathematical requirements for intermingled basins, and also obtained scaling laws that characterize quantitatively the riddling of both basins for this system

Self Tuned Criticality: Controlling a neuron near its bifurcation point via temporal correlations

Previous work showed that the collective activity of large neuronal networks can be tamed to remain near its critical point by a feedback control that maximizes the temporal correlations of the mean-field fluctuations. Since such correlations behave similarly near instabilities across nonlinear dynamical systems, it is expected that the principle should control also low dimensional dynamical systems exhibiting continuous or discontinuous bifurcations from fixed points to limit cycles. Here we present numerical evidence that the dynamics of a single neuron can be controlled in the vicinity of its bifurcation point. The approach is tested in two models: a 2D generic excitable map and the paradigmatic FitzHugh-Nagumo neuron model. The results show that in both cases, the system can be self-tuned to its bifurcation point by modifying the control parameter according to the first coefficient of the autocorrelation function

TERRESTRIAL LASER SCANNER FOR METRIC EXTRACTION IN EUCALYPTUS UNDER DIFFERENT IMPLANTATION SYSTEMS

This study evaluates the influence of the cropping system in the extraction of Eucalyptus benthamii metrics by terrestrial laser scanner (TLS) and by traditional inventory. The hypothesis is that the extraction methods do not differ significantly from each other. The study area consists of a conventional planting system under 3 x 2 m spacing, and a CFI (crop-forest integration) system under 14 x 2 m spacing. To obtain the variables DBH (diameter at 1.3 m aboveground) and total height (H), we used a traditional inventory and collected data with TLS. For point cloud processing, we manually extracted the metrics DBH and H by simple scanning. We estimated total volume (V) by a fitted equation that matches the characteristics of the study area. To estimate above-ground biomass (AGB), we fitted models based on AGB data provided by the NITA project and by BIOFIX. Better visualization of trees in the CFI system facilitated metric extraction, leading to less data variability. In addition, DBH, V, and AGB values were higher in the CFI system compared to the conventional system. However, when including the number of trees per hectare, the conventional system is more productive. The initial hypothesis was confirmed. Therefore, metric extraction using the traditional inventory and TLS methods did not differ significantly for the two cropping systems considered

Sustainable Astronomy: A comparative Life Cycle Assessment of Off-grid Hybrid Energy Systems to supply large Telescopes

Purpose Supplying off-grid facilities such as astronomical observatories with renewable energy-based systems (RES) instead of diesel generators can considerably reduce their environmental impact. However, RES require oversized capacities to counter intermittency and comply with reliability requirements, hence shifting the environmental impact from operation to construction phase. We assess whether 100% RES scenarios are favorable from an environmental point of view, and discuss the trade-offs in systems with backup fossil generators versus 100% renewable ones. Methods In this comparative life cycle assessment (LCA), we study various RES supply systems to power a new telescope in the Atacama desert, Chile. We compare six setups, including 100% RES scenarios, namely photovoltaics (PV) with batteries and hydrogen energy storage; high-renewable scenarios, with fossil fuel power generation next to RES and storage; and a system combining PV with diesel generation. We base system sizing on a techno-economical optimization for the start of operation in 2030. Foreground data stem from recent life cycle inventories of RES components and 2030 electricity mix assumptions of production places. We assess environmental impact in the categories climate change, mineral resource depletion and water use. Results and discussion We find that 100% RES and high-renewable scenarios result in emissions of 0.077-0.115kg CO2e/kWh supplied, compared to 0.917kg CO2e/kWh in the reference case with solely diesel generation. 100% RES scenarios have a lower CO2e impact than high-renewable scenarios. However, the latter lower the mineral resource depletion and water use by about 27% compared to 100% RES scenarios. Applying hybrid energy storage systems increases the water use impact, while reducing the mineral resource depletion. Conclusions None of the six energy systems we compared was clearly the best in all environmental impacts considered. Trade-offs must be taken when choosing an energy system to supply the prospective off-grid telescope in Chile. We find high-renewable systems with some fossil generation as the better option regarding power reliability, mineral resource depletion and water use, while inducing slightly higher greenhouse gas emissions than the 100% RES scenarios. As remote research facilities and off-grid settlements today are mainly supplied by fossil fuels, we expect to motivate more multifaceted decisions for implementing larger shares of RES for these areas. To advance the LCA community in the field of energy systems, we should strive to incorporate temporal and regional realities into our life cycle inventories. To ease the path for upcoming studies, we publish this work’s inventories as detailed activity level datasets

as ações profissionais em questão

A pesquisa “Exercício profissional em Serviço Social no espaço universitário” trata- se de um estudo exploratório, baseado em pesquisa bibliográfica e documental, abordagem qualitativa e referencial teórico crítico, sobre as particularidades do exercício profissional em Serviço Social no espaço universitário. As reflexões apresentadas neste artigo referem-se aos resultados encontrados a partir da análise de conteúdo temática empreendida até o momento nas 121 produções teóricas selecionadas para a pesquisa bibliográfica e o que dizem respeito especificamente às cinco (5) ações profissionais mais elencadas pelos (as) autores (as). Nessa perspectiva, as ações profissionais elencadas em um maior número de produções teóricas emergem como ações que tradicionalmente o Serviço Social emprega ao longo do seu exercício profissional

Como a família lida com a orientação sexual e/ou identidade de gênero de suas filhas e filhos: um relato de caso / How the family deals with sexual orientation and/or gender identity of their daughters and sons: a case report

A orientação sexual e identidade de gênero ainda são assuntos que geram muita dor e sofrimento, tanto para quem se identifica com alguma destas quanto para sua família. A criação do grupo Fortalecendo Amor e Respeito na Diversidade vai de encontro com esta realidade, tendo como objetivo estabelecer um espaço acolhedor para o sofrimento gerado nos familiares e responsáveis ao terem conhecimento da orientação sexual e/ou identidade de gênero de suas filhas e filhos, e assim, tornando possível que as alegrias retornem à dinâmica familiar. Em um primeiro momento os encontros eram semanais, passando, posteriormente, para quinzenal; enquanto método foram utilizadas dinâmicas psicossociais que favoreceram a compreensão e aceitação da orientação sexual e identidade de gênero, e, consequentemente, na amenização do sofrimento apresentado pelas mães e pais membros do grupo

Scale-free correlations in the dynamics of a small (N ~ 10000) cortical network

The advent of novel opto-genetics technology allows the recording of brain activity with a resolution never seen before. The characterisation of these very large data sets offers new challenges as well as unique theory-testing opportunities. Here we discuss whether the spatial and temporal correlation of the collective activity of thousands of neurons are tangled as predicted by the theory of critical phenomena. The analysis shows that both, the correlation length $\xi$ and the correlation time $\tau$ scale as predicted as a function of the system size. With some peculiarities that we discuss, the analysis uncovers new evidence consistent with the view that the large scale brain cortical dynamics corresponds to critical phenomena.Comment: 8 pages, 6 figure