Se por um lado a estimação das vazões máximas pelos métodos tradicionais, estatístico (Análise de Frequência Local - AFL) e determinístico (Cheia Máxima Provável - CMP), vem sendo alvo de críticas, por outro, a Análise de Frequência Conjugada (AFC) e o método do Hidrograma Máximo Mais Provável (HMMP), mais recentemente proposto, evidenciam-se como ferramentas promissoras. A AFC consiste da combinação entre técnicas probabilísticas e determinísticas e o HMMP utiliza os conceitos do Hidrograma Unitário Curvilíneo (HUC) de Mockus e da distribuição temporal de chuvas dada por Huff. Este trabalho tem o intuito de aplicar os métodos AFL, AFC e HMMP de maneira a avaliar os procedimentos e peculiaridades de cada método e assim possibilitar uma análise comparativa. Os referidos métodos foram aplicados para as séries de vazões dos aproveitamentos hidrelétricos UHE Sobradinho e UHE Três Marias, localizados na bacia do rio São Francisco, e a estação fluviométrica Paso de Los Libres localizada na bacia hidrográfica do rio Uruguai. Foram avaliadas a estabilidade e a sensibilidade dos métodos à extensão da série, à variação da magnitude das menores vazões das séries de valores máximos e a influência da presença de outliers, nos valores máximos determinados. As análises da estabilidade e sensibilidade apresentam diferenças máximas entre as estimativas de vazões decamilenares de 321% para a Análise de Frequência Local, 64% para a Análise de Frequência Conjugada e 82% para o Hidrograma Máximo Mais Provável. Conclusões importantes foram obtidas, dentre as quais o fato dos métodos AFC e HMMP apresentarem vantagens em relação ao método AFL para todas as análises realizadas. O método do HMMP apresentou variação pouco significativa quanto à presença de outliers e influência da presença dos menores valores, sendo considerado o mais promissor dentre os três métodos e para as séries analisadas no presente trabalho. / If, on one hand, the estimation of peak flows by traditional statistical analysis (Local Frequency Analysis - AFL) and deterministic methods (Probable Maximum Flood - PMF) has been criticized, on the other, the Conjugated Frequency Analysis (AFC) and the method of Hydrograph Maximum Most Probable (HMMP), recently proposed, are highlighted as promising tools. The AFC consists of a combination of deterministic and probabilistic techniques and HMMP uses the concepts of Curvilinear Unit Hydrograph (HUC) by Mockus and temporal distribution of rainfall given by Huff. This paper aims to apply the AFL, AFC and HMMP methods in order to assess the procedures and peculiarities of each method and thus provide a comparative analysis. The methods were applied to the series of flows of hydroelectric Sobradinho and Três Marias, located in the São Francisco basin, and Paso de Los Libres fluviometric station located in the basin of the River Uruguay. Stability and sensitivity of the methods to extend the series, the variation of the magnitude of lower flows series of maxima and the influence of the presence of outliers in certain maximums were evaluated. The stability and sensitivity analyzes presented maximum differences between estimated decamilenares flow of 321% for the Analysis of Local Frequency, 64% for the Analysis of Combined frequency and 82% for Hydrograph Maximum Most Probable. The method presented HMMP negligible variation for the presence of outliers and influence of the presence of minor amounts, and it is considered the most promising among the three methods and for the series analyzed in this work.

Se por um lado a estimação das vazões máximas pelos métodos tradicionais, estatístico (Análise de Frequência Local - AFL) e determinístico (Cheia Máxima Provável - CMP), vem sendo alvo de críticas, por outro, a Análise de Frequência Conjugada (AFC) e o método do Hidrograma Máximo Mais Provável (HMMP), mais recentemente proposto, evidenciam-se como ferramentas promissoras. A AFC consiste da combinação entre técnicas probabilísticas e determinísticas e o HMMP utiliza os conceitos do Hidrograma Unitário Curvilíneo (HUC) de Mockus e da distribuição temporal de chuvas dada por Huff. Este trabalho tem o intuito de aplicar os métodos AFL, AFC e HMMP de maneira a avaliar os procedimentos e peculiaridades de cada método e assim possibilitar uma análise comparativa. Os referidos métodos foram aplicados para as séries de vazões dos aproveitamentos hidrelétricos UHE Sobradinho e UHE Três Marias, localizados na bacia do rio São Francisco, e a estação fluviométrica Paso de Los Libres localizada na bacia hidrográfica do rio Uruguai. Foram avaliadas a estabilidade e a sensibilidade dos métodos à extensão da série, à variação da magnitude das menores vazões das séries de valores máximos e a influência da presença de outliers, nos valores máximos determinados. As análises da estabilidade e sensibilidade apresentam diferenças máximas entre as estimativas de vazões decamilenares de 321% para a Análise de Frequência Local, 64% para a Análise de Frequência Conjugada e 82% para o Hidrograma Máximo Mais Provável. Conclusões importantes foram obtidas, dentre as quais o fato dos métodos AFC e HMMP apresentarem vantagens em relação ao método AFL para todas as análises realizadas. O método do HMMP apresentou variação pouco significativa quanto à presença de outliers e influência da presença dos menores valores, sendo considerado o mais promissor dentre os três métodos e para as séries analisadas no presente trabalho. / If, on one hand, the estimation of peak flows by traditional statistical analysis (Local Frequency Analysis - AFL) and deterministic methods (Probable Maximum Flood - PMF) has been criticized, on the other, the Conjugated Frequency Analysis (AFC) and the method of Hydrograph Maximum Most Probable (HMMP), recently proposed, are highlighted as promising tools. The AFC consists of a combination of deterministic and probabilistic techniques and HMMP uses the concepts of Curvilinear Unit Hydrograph (HUC) by Mockus and temporal distribution of rainfall given by Huff. This paper aims to apply the AFL, AFC and HMMP methods in order to assess the procedures and peculiarities of each method and thus provide a comparative analysis. The methods were applied to the series of flows of hydroelectric Sobradinho and Três Marias, located in the São Francisco basin, and Paso de Los Libres fluviometric station located in the basin of the River Uruguay. Stability and sensitivity of the methods to extend the series, the variation of the magnitude of lower flows series of maxima and the influence of the presence of outliers in certain maximums were evaluated. The stability and sensitivity analyzes presented maximum differences between estimated decamilenares flow of 321% for the Analysis of Local Frequency, 64% for the Analysis of Combined frequency and 82% for Hydrograph Maximum Most Probable. The method presented HMMP negligible variation for the presence of outliers and influence of the presence of minor amounts, and it is considered the most promising among the three methods and for the series analyzed in this work.

Thesis (MMus (Music))--University of Stellenbosch, 2009 / Violin vibrato is the action by which a violinist periodically changes the frequency of a sustained note by moving the finger on the string, rapidly backwards and forwards. If it is artistically applied, it adds life, character and warmth to an otherwise dull sounding note. Although it has been used since the sixteenth century, very little research has been done on the reason why humankind would experience such periodic fluctuations as an object of beauty in violin performance. In answering the question, this study explores a variety of angles of approach in order to understand the phenomenon in its full context. The history, development and geographical origin of the technique are firstly discussed in a diachronic fashion and provide the background for the subsequent synchronic research on the physical nature of violin sound and violin vibrato. The vibrato rates and widths of four virtuosi are measured and compared to highlight the differences and individuality which are argued to be a contributing factor to the perception of beauty of the technique. It is established in the final chapter that the brain is stimulated more by sounds with periodic changes than those that are presented in the steady-state which cast some light on why vibrato may be experienced as an appreciated addition to sound. The thesis aims to present a unique view on the possibilities of interdisciplinary research of the phenomenon of violin vibrato. It further aims to present the research findings in a concise, logical, and systematic manner that could be of interest to both musician and scientist.

Echolocation in bats is a subject that has received much attention over the last few decades. Bat echolocation calls have evolved over millions of years and can be regarded as well suited to the task of active target-detection. In analysing the time-frequency structure of bat calls, it is hoped that some insight can be gained into their capabilities and limitations. Most analysis of calls is performed using non-parametric techniques such as the short time Fourier transform. The resulting time-frequency distributions are often ambiguous, leading to further uncertainty in any subsequent analysis which depends on the time-frequency distribution. There is thus a need to develop a method which allows improved time-frequency characterisation of bat echolocation calls. The aim of this work is to develop a parametric approach for signal analysis, specifically taking into account the varied nature of bat echolocation calls in the signal model. A time-varying harmonic signal model with a polynomial chirp basis is used to track the instantaneous frequency components of the signal. The model is placed within a Bayesian context and a particle filter is used to implement the filter. Marginalisation of parameters is considered, leading to the development of a new marginalised particle filter (MPF) which is used to implement the algorithm. Efficient reversible jump moves are formulated for estimation of the unknown (and varying) number of frequency components and higher harmonics. The algorithm is applied to the analysis of synthetic signals and the performance is compared with an existing algorithm in the literature which relies on the Rao-Blackwellised particle filter (RBPF) for online state estimation and a jump Markov system for estimation of the unknown number of harmonic components. A comparison of the relative complexity of the RBPF and the MPF is presented. Additionally, it is shown that the MPF-based algorithm performs no worse than the RBPF, and in some cases, better, for the test signals considered. Comparisons are also presented from various reversible jump sampling schemes for estimation of the time-varying number of tones and harmonics. The algorithm is subsequently applied to the analysis of bat echolocation calls to establish the improvements obtained from the new algorithm. The calls considered are both amplitude and frequency modulated and are of varying durations. The calls are analysed using polynomial basis functions of different orders and the performance of these basis functions is compared. Inharmonicity, which is deviation of overtones away from integer multiples of the fundamental frequency, is examined in echolocation calls from several bat species. The results conclude with an application of the algorithm to the analysis of calls from the feeding buzz, a sequence of extremely short duration calls emitted at high pulse repetition frequency, where it is shown that reasonable time-frequency characterisation can be achieved for these calls.

This work combines discrete and continuous methods while modeling connect- edness of financial tick data. As discrete method we are using vector autore- gression. For continuous domain Hawkes process is used, which is special case of point process. We found out that financial assets are connected in non- symmetrical fashion. By using two methodologies we were able to model bet- ter how are the series connected. We confirmed existence of price leader in our three stock portfolio and modeled connectedness of jumps between stocks. As conclusion we state that both methods yields important results about price nature on the market and should be used together or at least with awareness of second approach. JEL Classification C32, G11, G14 Keywords Vector Autoregression, Hawkes process, High- frequency analysis, Connectedness Author's e-mail petr.petras@email.cz Supervisor's e-mail krehlik@utia.cas.cz

A wind-wave model for Lake Pontchartrain has been developed. This model uses the probability data obtained from the frequency analysis of wind information from the four weather monitoring stations in Lake Pontchartrain. For any given season and any given location, this model generates statistical results of wave heights, wave periods and long-shore sediment transport in 10 degree directional bins along the shoreline of the Lake. This model can be used as an effective tool for planning, construction and maintenance of beaches along the shores of Lake Pontchartrain.

Escoamentos turbulentos têm sido por muitos anos o objetivo de importantes estudos para descobrir sua dinâmica. Dentre as características mais significativas, destaca-se a multiplicidade de escalas que os caracterizam, desde as maiores estruturas (baixas freqüências) controladas pela geometria que as geram, até as menores estruturas (altas freqüências) limitadas pela viscosidade do fluido. Uma idéia importante é o conceito de vórtices que está ligado a melhorias nas técnicas de visualização, tanto em laboratório quanto em experimentos numéricos. Estes vórtices têm um importante papel em numerosas aplicações tecnológicas, sendo necessário entender a dinâmica da organização de seus movimentos para controlar mecanicamente sua produção ou supressão. Neste contexto, a análise de um misturador de ar em um escoamento em tê é o principal objetivo de estudo deste trabalho. A geometria em tê é bastante simples, mas propicia o aparecimento de um escoamento com passagem de vórtices. Testes experimentais do escoamento, com duas entradas de ar com temperaturas diferentes, foram realizados no Laboratório de Engenharia Térmica e Fluidos da Escola de Engenharia de São Carlos da Universidade de São Paulo (LETeF - EESC - USP). As medidas de temperatura foram obtidas com termopares instalados ao longo da tubulação. Com o software CFX foram realizados estudos com métodos numéricos LES e DES aplicados ao escoamento. Estes resultados computacionais foram comparados com os dados experimentais, através da análise tempo-freqüência. Estudos preliminares do escoamento mostram regiões com passagem de vórtices, e a habilidade da técnica de análise tempo-freqüência em caracterizar a existência e a forma destas estruturas turbulentas. / Turbulent flows have been the objective of important studies to discover its dynamics. One important characteristic of these flows is the multiplicity of scales, since the large structures (low frequencies) controlled by the geometry that generates them, until the small structures (high frequencies) limited by the fluid viscosity. An important idea is the concept of vortices that it is associated with the improvements in the visualization techniques, in laboratory or numerical experiments. These vortices have an important function in many technological applications. In each one of these fields, it is necessary to understand the dynamics of its movements to control the mechanisms for producing or suppressing these vortices. In this context, the analysis of an air mixing in a tee junction is the main objective of this work. The tee geometry is sufficiently simple, but contributes for the appearance of a flow with vortices transition. Experimental tests with two different air temperatures inlets were done at the Thermal and Fluid Engineering Laboratory of the University of São Paulo at São Carlos (LETeF - EESC - USP). The measures of temperature were acquired with thermocouples installed along the pipe. Numerical studies with LES and DES methods using CFX software were applied to the flow. These computational results were compared with the experimental data through the time-frequency analysis. Preliminary studies of the flow show vortices transition regions and the ability of time-frequency technique in describing the existence and shape of turbulent structures.

Escoamentos turbulentos têm sido por muitos anos o objetivo de importantes estudos para descobrir sua dinâmica. Dentre as características mais significativas, destaca-se a multiplicidade de escalas que os caracterizam, desde as maiores estruturas (baixas freqüências) controladas pela geometria que as geram, até as menores estruturas (altas freqüências) limitadas pela viscosidade do fluido. Uma idéia importante é o conceito de vórtices que está ligado a melhorias nas técnicas de visualização, tanto em laboratório quanto em experimentos numéricos. Estes vórtices têm um importante papel em numerosas aplicações tecnológicas, sendo necessário entender a dinâmica da organização de seus movimentos para controlar mecanicamente sua produção ou supressão. Neste contexto, a análise de um misturador de ar em um escoamento em tê é o principal objetivo de estudo deste trabalho. A geometria em tê é bastante simples, mas propicia o aparecimento de um escoamento com passagem de vórtices. Testes experimentais do escoamento, com duas entradas de ar com temperaturas diferentes, foram realizados no Laboratório de Engenharia Térmica e Fluidos da Escola de Engenharia de São Carlos da Universidade de São Paulo (LETeF - EESC - USP). As medidas de temperatura foram obtidas com termopares instalados ao longo da tubulação. Com o software CFX foram realizados estudos com métodos numéricos LES e DES aplicados ao escoamento. Estes resultados computacionais foram comparados com os dados experimentais, através da análise tempo-freqüência. Estudos preliminares do escoamento mostram regiões com passagem de vórtices, e a habilidade da técnica de análise tempo-freqüência em caracterizar a existência e a forma destas estruturas turbulentas. / Turbulent flows have been the objective of important studies to discover its dynamics. One important characteristic of these flows is the multiplicity of scales, since the large structures (low frequencies) controlled by the geometry that generates them, until the small structures (high frequencies) limited by the fluid viscosity. An important idea is the concept of vortices that it is associated with the improvements in the visualization techniques, in laboratory or numerical experiments. These vortices have an important function in many technological applications. In each one of these fields, it is necessary to understand the dynamics of its movements to control the mechanisms for producing or suppressing these vortices. In this context, the analysis of an air mixing in a tee junction is the main objective of this work. The tee geometry is sufficiently simple, but contributes for the appearance of a flow with vortices transition. Experimental tests with two different air temperatures inlets were done at the Thermal and Fluid Engineering Laboratory of the University of São Paulo at São Carlos (LETeF - EESC - USP). The measures of temperature were acquired with thermocouples installed along the pipe. Numerical studies with LES and DES methods using CFX software were applied to the flow. These computational results were compared with the experimental data through the time-frequency analysis. Preliminary studies of the flow show vortices transition regions and the ability of time-frequency technique in describing the existence and shape of turbulent structures.

Este trabalho detalha a motivação para a avaliação de desempenho não estacionária de sistemas computacionais e introduz uma abordagem para a modelagem dinâmica de desempenho baseada na análise de resposta em frequência. A modelagem dinâmica é uma abordagem essencial que se desenvolveu como recurso importante na engenharia e algumas ciências naturais por muitas décadas e conta com uma coleção de ferramentas matemáticas para descrever o comportamento dinâmico de sistemas. Seja por tradição ou pela dificuldade de aplicação o uso de modelos dinâmicos em avaliação de desempenho de sistemas computacionais é recente e consideravelmente menos explorada que em outros domínios. A contribuição proposta por esta pesquisa, é a formulação de um arcabouço para avaliação de desempenho não estacionário de sistemas computacionais. O propósito desse arcabouço é produzir um modelo analítico dinâmico experimentalmente construído, que represente a dinâmica que governa o desempenho do sistema. A abordagem é composta por: modelo conceitual para formulação de métricas de desempenho transientes; um método empírico para a obtenção do modelo dinâmico; uma metodologia de análise baseada em resposta de frequência. Usos práticos são ilustrados através de estudos de caso em que os resultados demonstram a aplicabilidade da abordagem. / This research work details the motivation for non-stationary performance evaluation in computer systems and introduces an approach for dynamic performance modeling based on frequencyresponse analysis. Dynamic modeling is an essential approach which developed as an important resource in engineering and natural sciences for many decades and counts on a collection of mathematical tools for describing the dynamic behavior of systems. Whether for tradition or difficulty in applying its methods, the use of dynamic modeling in computer systems performance evaluation is recent and less exploited than in other domains. The contribution proposed by the present research is the formulation of a non-stationary performance evaluation framework. The purpose of this framework is to produce an empiric analytical model which represents the dynamics governing the system performance. The approach comprises: a conceptual model for the formulation of dynamic performance metrics; a method to obtain the dynamic model experimentally; a practical methodology based on frequency-domain analysis. Piratical uses are illustrated by study cases in which results show the applicability of the approach.

Orientador: Cleonice Fátima Bracciali / Banca: Messias Meneguette Júnior / Banca: Maurílio Boaventura / Resumo: O objetivo principal deste trabalho é estudar o problema de análise de freqüência, utilizando polinômios ortogonais no intervalo [0,1]. Para isto, vimos os polinômios ortogonais no círculo unitário, conhecidos como polinômios de Szego, suas relações com as frações contínuas de Perron-Carathéodory e polinômios para-ortogonais. Estudamos, também, relacões entre polinômios para-ortogonais e polinômios ortogonais no intervalo [-1,1], e como são utilizados em análise de freqüência. / Abstract: The main purpose of this work is to study the frequency analysis problem using ortho- gonal polynomials on the interval [0,1]. For that, we study the orthogonal polynomials in the unit circle, known as Szeg}o polynomials, relations with the continued fractions of Perron- Carathéodory and para-orthogonal polynomials. We also study the relations between the para-orthogonal polynomials and orthogonal polynomials on the interval [-1,1], and how they are used in the frequency analysis problem. / Mestre