Encontrados 30 documentos, a visualizar página 1 de 3
Application of continuous wavelet transform to the analysis of the modulus of t...
Dinç, Erdal; Duarte, Fernando B.; Machado, J. A. Tenreiro; Baleanu, DumitruIn this paper, the fractional Fourier transform (FrFT) is applied to the spectral bands of two component mixture containing oxfendazole and oxyclozanide to provide the multicomponent quantitative prediction of the related substances. With this aim in mind, the modulus of FrFT spectral bands are processed by the continuous Mexican Hat family of wavelets, being denoted by MEXH-CWT-MOFrFT. Four modulus sets are ob...
Power law analysis of financial index dynamics
Machado, J. A. Tenreiro; Duarte, Fernando B.; Duarte, Gonçalo MonteiroPower law PL and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices DAX, Dow Jones, NASDAQ, Nikkei, NYSE, S&P500, SSEC, HSI, TWII, and BSE over time is studied. An evolutionary algorithm is used for the fitting of the PL parameters...
Analysis of stock market indices with multidimensional scaling and wavelets
Machado, J. A. Tenreiro; Duarte, Fernando B.; Duarte, Gonçalo MonteiroStock market indices SMIs are important measures of financial and economical performance. Considerable research efforts during the last years demonstrated that these signals have a chaotic nature and require sophisticated mathematical tools for analyzing their characteristics. Classical methods, such as the Fourier transform, reveal considerable limitations in discriminating different periods of time. This pa...
Analysis of financial indices by means of the windowed Fourier transform
Machado, J. A. Tenreiro; Duarte, Fernando B.; Duarte, Gonçalo MonteiroThe goal of this study is to analyze the dynamical properties of financial data series from nineteen worldwide stock market indices (SMI) during the period 1995–2009. SMI reveal a complex behavior that can be explored since it is available a considerable volume of data. In this paper is applied the window Fourier transform and methods of fractional calculus. The results reveal classification patterns typical of...
Fractional dynamics in financial indexes
Machado, J. A. Tenreiro; Duarte, Fernando B.; Duarte, Gonçalo MonteiroThe goal of this study is the analysis of the dynamical properties of financial data series from 32 worldwide stock market indices during the period 2000–2009 at a daily time horizon. Stock market indices are examples of complex interacting systems for which a huge amount of data exists. The methods and algorithms that have been explored for the description of physical phenomena become an effective background i...
Período de recuperação do investimento em bomba hidráulica de melhor rendimento...
Zocoler,João L.; Hernandez,Fernando B. T.; Saad,João C. C.; Cruz,Raimundo L.Neste trabalho, ajustou-se um modelo matemático para quantificar o efeito da variação do rendimento da bomba hidráulica na variação dos custos de um sistema de bombeamento, na estrutura tarifária horossazonal verde (subgrupo A4) e o tempo de recuperação do capital investido no equipamento de maior rendimento. Em seguida, o mesmo foi aplicado a um sistema de bombeamento para suprimento de um sistema de irrigação...
Analysis of stock market indices through multidimensional scaling
Machado, J. A. Tenreiro; Duarte, Fernando B.; Duarte, Gonçalo MonteiroWe propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.
Analysis of financial data series using fractional Fourier transform and multid...
Machado, J. A. Tenreiro; Duarte, Fernando B.; Duarte, Gonçalo MonteiroThe goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by ap...
Identifying economic periods and crisis with the multidimensional scaling
Machado, J. A. Tenreiro; Duarte, Gonçalo Monteiro; Duarte, Fernando B.This paper applied MDS and Fourier transform to analyze different periods of the business cycle. With such purpose, four important stock market indexes (Dow Jones, Nasdaq, NYSE, S&P500) were studied over time. The analysis under the lens of the Fourier transform showed that the indexes have characteristics similar to those of fractional noise. By the other side, the analysis under the MDS lens identified patter...
Influência do uso e ocupação do solo nos recursos hídricos do Córrego Três Barr...
Vanzela,Luiz. S.; Hernandez,Fernando B. T.; Franco,Renato A. M.O uso e a ocupação dos solos exercem influência marcante no escoamento superficial e aporte de sedimentos no leito dos mananciais, podendo alterar a qualidade e a disponibilidade da água. Com isto se objetivou com o presente trabalho, verificar a influência do uso e ocupação dos solos sobre os recursos hídricos do córrego Três Barras, município de Marinópolis, SP. Para constatar esta influência, realizou-se uma...
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