Characterizing abrupt changes in the stock prices using a wavelet decomposition method

Abrupt changes in the stock prices, either upwards or downwards, are usually preceded by an oscillatory behavior with frequencies that tend to increase as the moment of transition becomes closer. The wavelet decomposition methods may be useful for analysis of this oscillations with varying frequencies, because they provide simultaneous information on the frequency (scale) and localization in time (translation). However, in order to use the wavelet decomposition, certain requirements have to be satisfied, so that the linear and cyclic trends are eliminated by standard least squares techniques. The coefficients obtained by the wavelet decomposition can be represented in a graphical form. A threshold can then be established to characterize the likelihood of a short-time abrupt change in the stock prices. Actual data from the São Paulo Stock Exchange (Bolsa de Valores de São Paulo) were used in this work to illustrate the proposed method.     

Classification of Dansgaard–Oeschger climatic cycles by the application of similitude signal processing

In this work we have performed a detailed analysis, using signal processing tools, to study time series of data (temperature proxy) extracted from the GRIP ice-core records and we relate it with the evolution of atmospheric CO₂ within the last glacial period. Our method is based in considering the warm periods known as Dansgaard–Oeschger (D/O) events and posterior returns to the cold stage as a climatic cycle. After the warming phase, D/O events relax to the initial cold state in three different ways, what gives rise to three classes of cycles. Also, the Younger/Dryas–Bolling/Allerod (Y/D–B/A) cycle corresponds to one of the classes obtained. We have found that all cycles start with identical warming phases which seem completely unrelated to variations in CO₂ concentration. We discuss on the consequences for global climatology of such steady pattern of cycles.     

The influence of slits on sound transmission through a lightweight partition

In this paper the influence on sound reduction index of the length and the depth of sound leaks at the perimeter of lightweight partitions was examined. It was shown that the most important decrease on sound reduction index is caused by the first slit between lightweight partition and one of the structural members. When the length of the slit is increased, the decrease on sound reduction index is less significative. Calculated results show the same effects as measured ones.     

Examination of time-reversal acoustics in shallow water and applications to noncoherent underwater communications

The shallow water acoustic communication channel is characterized by strong signal degradation caused by multipath propagation and high spatial and temporal variability of the channel conditions. At the receiver, multipath propagation causes intersymbol interference and is considered the most important of the channel distortions. This paper examines the application of time-reversal acoustic (TRA) arrays, i.e., phase-conjugated arrays (PCAs), that generate a spatio-temporal focus of acoustic energy at the receiver location, eliminating distortions introduced by channel propagation. This technique is self-adaptive and automatically compensates for environmental effects and array imperfections without the need to explicitly characterize the environment. An attempt is made to characterize the influences of a PCA design on its focusing properties with particular attention given to applications in noncoherent underwater acoustic communication systems. Due to the PCA spatial diversity focusing properties, PC arrays may have an important role in an acoustic local area network. Each array is able to simultaneously transmit different messages that will focus only at the destination receiver node.     

Influence of loudspeaker directivity and measurement geometry on direct acoustic levels over façades for acoustic insulation tests with the International Standard ISO 140-5

The International Standard ISO 140-5 on field measurements of airborne sound insulation of façades establishes that the directivity of the measurement loudspeaker should be such that the variation in the local direct sound pressure level (ΔSPL) on the sample is ΔSPL < 5 dB (or ΔSPL < 10 dB for large façades). This condition is usually not very easy to accomplish nor is it easy to verify whether the loudspeaker produces such a uniform level. Direct sound pressure levels on the ISO standard façade essentially depend on the distance and directivity of the loudspeaker used. This paper presents a comprehensive analysis of the test geometry for measuring sound insulation and explains how the loudspeaker directivity, combined with distance, affects the acoustic level distribution on the façade.The first sections of the paper are focused on analysing the measurement geometry and its influence on the direct acoustic level variations on the façade. The most favourable and least favourable positions to minimise these direct acoustic level differences are found, and the angles covered by the façade in the reference system of the loudspeaker are also determined. Then, the maximum dimensions of the façade that meet the conditions of the ISO 140-5 standard are obtained for the ideal omnidirectional sound source and the piston radiating in an infinite baffle, which is chosen as the typical radiation pattern for loudspeakers.Finally, a complete study of the behaviour of different loudspeaker radiation models (such as those usually utilised in the ISO 140-5 measurements) is performed, comparing their radiation maps on the façade for searching their maximum dimensions and the most appropriate radiation configurations.     

Link-wise artificial compressibility method

The artificial compressibility method (ACM) for the incompressible Navier–Stokes equations is (link-wise) reformulated (referred to as LW-ACM) by a finite set of discrete directions (links) on a regular Cartesian mesh, in analogy with the lattice Boltzmann method (LBM). The main advantage is the possibility of exploiting well established technologies originally developed for LBM and classical computational fluid dynamics, with special emphasis on finite differences (at least in the present paper), at the cost of minor changes. For instance, wall boundaries not aligned with the background Cartesian mesh can be taken into account by tracing the intersections of each link with the wall (analogously to LBM technology). LW-ACM requires no high-order moments beyond hydrodynamics (often referred to as ghost moments) and no kinetic expansion. Like finite difference schemes, only standard Taylor expansion is needed for analyzing consistency. Preliminary efforts towards optimal implementations have shown that LW-ACM is capable of similar computational speed as optimized (BGK-) LBM. In addition, the memory demand is significantly smaller than (BGK-) LBM. Importantly, with an efficient implementation, this algorithm may be among the few which are compute-bound and not memory-bound. Two- and three-dimensional benchmarks are investigated, and an extensive comparative study between the present approach and state of the art methods from the literature is carried out. Numerical evidences suggest that LW-ACM represents an excellent alternative in terms of simplicity, stability and accuracy.     

Obituary Gilbert Grynberg (1948-2003)

We mourn the death of Professor Dr. Gilbert Grynberg, April 17, 1948 - January 27, 2003. We have lost an excellent and highly esteemed scientist, an outstanding character and a good friend. He has been a very active colleague in the merger of Zeitschrift für Physik and Journal de Physique in the early days. As one of the Co-Editors-in-Chief of The European Physical Journal D, from its start, he has formed the scienti.c standards of EPJ. Untiringly he has served our Journal with greatest dedication. We are grateful that he has been with us. The editorial board and o.ce of EPJ B Siegfried Grossmann, Denis Jérome, Antonio Paoletti     

Baryon polarization in low-energy unpolarized meson-baryon scattering

We compute the polarization of the final-state baryon, in its rest frame, in low-energy mesonbaryon scattering with unpolarized initial state, in unitarized BChPT. Free parameters are determined by fitting total and differential cross-section data (and spin-asymmetry or polarization data if available) for pK ⁻, pK ⁺ and pπ⁺ scattering. We also compare our results with those of leading-order BChPT.     

Determination of Very Slow Diffusion of Paramagnetic Ions by NMR Spectroscopy

In this paper, we propose a new method of measuring the very slow paramagnetic ion diffusion coefficient using a commercial high-resolution spectrometer. If there are distinct paramagnetic ions influencing the hydrogen nuclear magnetic relaxation time differently, their diffusion coefficients can be measured separately. A cylindrical phantom filled with Fricke xylenol gel solution and irradiated with gamma rays was used to validate the method. The Fricke xylenol gel solution was prepared with 270 Bloom porcine gelatin, the phantom was irradiated with gamma rays originated from a ⁶⁰Co source and a high-resolution 200 MHz nuclear magnetic resonance (NMR) spectrometer was used to obtain the phantom ¹H profile in the presence of a linear magnetic field gradient. By observing the temporal evolution of the phantom NMR profile, an apparent ferric ion diffusion coefficient of 0.50 μm²/ms due to ferric ions diffusion was obtained. In any medical process where the ionizing radiation is used, the dose planning and the dose delivery are the key elements for the patient safety and success of treatment. These points become even more important in modern conformal radio therapy techniques, such as stereotactic radiosurgery, where the delivered dose in a single session of treatment can be an order of magnitude higher than the regular doses of radiotherapy. Several methods have been proposed to obtain the three-dimensional (3-D) dose distribution. Recently, we proposed an alternative method for the 3-D radiation dose mapping, where the ionizing radiation modifies the local relative concentration of Fe²⁺/Fe³⁺ in a phantom containing Fricke gel and this variation is associated to the MR image intensity. The smearing of the intensity gradient is proportional to the diffusion coefficient of the Fe³⁺ and Fe²⁺ in the phantom. There are several methods for measurement of the ionic diffusion using NMR, however, they are applicable when the diffusion is not very slow.