Para verificar a contribuição da audiometria em altas freqüências (9 a 20 kHz) e das emissões otoacústicas - produto de distorção para a identificação de alterações auditivas em indivíduos com desordem pigmentar do tipo vitiligo, 30 indivíduos portadores de vitiligo foram avaliados audiologicamente, e comparados a um grupo controle. Tanto para as altas freqüências (9 a 20 kHz) como para as emissões otoacústicas foram observadas diferenças significantes entre os grupos, que não foram evidenciadas na audiometria convencional (0,25 a 8 kHz). Os resultados sugerem prejuízo nas funções auditivas para o grupo com desordem pigmentar do tipo vitiligo. / In order to verify the contribution of the high frequency audiometry (9 to 20 kHz) and distortion product- otoacoustic emissions for the identification of auditory impairments in individuals with pigmentary disorder type vitiligo, 30 individuals with vitiligo were evaluated, and compared with a control group. As much for the high frequencies (9 the 20 kHz) as for the otoacoustic emissions, significant differences were observed between the groups, that were not evidenced in the conventional audiometry (0,25 the 8 kHz). The results suggest damage in the auditory functions for the group with pigmentary disorder type vitiligo

Electromagnetic (EM) heat exchangers are devices that absorb EM radiation and convert its energy to thermal energy for a specific purpose such as to power a turbine. They have recently been of growing interest, yet the field is predominantly studied with thermal resistance network models and is in need of more rigorous continuum modeling. Homogenization has been used in low and high frequency electromagnetics to describe macroscopic behavior of traveling waves. While dielectric material parameters vary with temperature, coupling the energy equation with Maxwell’s equations, little effort has been made toward homogenization techniques that capture the effects of this dependence, which is necessary to accurately model porous medium heat exchangers. Firstly, we have examined the effect the wave-geometry interactions of high-frequency illumination has on a triple-layer laminate, which approximates the unit cell of a homogenization problem. Secondly, we develop an extension to a high-frequency homogenization (HFH) method developed for photonics. The extension is made by developing a three-dimensional vector-valued HFH of Maxwell’s curl-curl equation that includes dielectric loss. It is validated for a one-dimensional geometry where the exact solution to the scattering problem is known by implementing the Transfer Matrix Method. The HFH model produces perturbation approximations to the dispersion curves showing the nonexistence of band gaps and generates low attenuation outside the band gap regions.

Cette étude a été divisée en 2 parties principales. Dans la première partie, nous examinons la relation entre l'activité des sources neuronales et les HFOs observés sur les électrodes intracérébrales. La deuxième partie traite de l'étude des conditions d'observabilité des HFO sur les électrodes du cuir chevelu. Les simulations ont montré que le modèle de champ neuronal proposé est capable de générer des HFOs montrant une forte ressemblance avec les signaux réels dans les deux cas EEG (cuir chevelu) et SEEG (intracérébral). De plus, nous avons pu relier les mécanismes physiopathologiques (GABA dépolarisant, inhibition directe, activité désynchronisée des populations neuronales) aux différentes caractéristiques morphologiques et spectrales des HFOs intracérébrales. Une hypothèse unifiée pour la production des HFOs et des pointes intercritiques est également formulée. Enfin, nous avons réussi à établir les conditions nécessaires sur l'activité temporelle et l'organisation spatiale des sources neuronales pour observer des HFOs sur les électrodes intracérébrales.En ce qui concerne la deuxième partie, la baisse inexpliquée de fréquence dans les HFOs collectées sur les électrodes du cuir chevelu a été abordée. Nous avons constaté que les mécanismes «non oscillatoires» de la génération de HFOs sont à l'origine de la faible fréquence (<200Hz) des HFOs du cuir chevelu et que le rapport signal / bruit (SNR) influe fortement sur la fréquence des oscillations. De plus, nous avons étudié la topographie des HFOs sur les électrodes du cuir chevelu et analysé comment cette topographie est affectée par différents paramètres (étendue spatiale épileptique, SNR, géométrie 3D). Enfin, nous avons montré que les HFOs du cuir chevelu peuvent être utilisés efficacement pour identifier la zone épileptique lorsque le rapport signal sur bruit des signaux enregistrés est suffisamment élevé. Une perspective de ce travail est l'identification non-invasive de la zone épileptique sans la nécessité d'enregistrements intracérébraux pré-chirurgicaux.Pour les deux études (HFO observés sur les électrodes intracérébrales et du cuir chevelu), un logiciel original et convivial a été développé. Ce logiciel a fortement facilité la simulation des signaux dans l'environnement cerveau/électrode virtuel, signaux obtenus en résolvant le problème direct de l’EEG (projection de la contribution électrique des sources neuronales sur les capteurs). / This study was divided into 2 main parts. In the first part, we address the relationship between the activity of neuronal sources and the HFOs observed on intracerebral electrodes. The second part deals with the investigation of observability conditions of HFOs on scalp electrodes. Simulations showed that the proposed neural field model is capable of generating HFOs showing strong resemblance with real signals in both cases EEG (scalp) and SEEG (intracerebral). Moreover, we were able to relate the pathophysiological mechanisms (depolarizing GABA, feedforward inhibition, desynchronized activity of neuronal populations) to different morphological and spectral features of intracerebral HFOs. A unified hypothesis for generation of HFOs and interictal spikes is also formulated. Finally, we managed to establish the necessary conditions about the temporal activity and the spatial organization of neuronal sources and about for HFOs to be observed on intracerebral electrodes. Regarding the second part, the unexplained drop in frequency in the collected HFOs on scalp electrodes was addressed. We found that the “non-oscillatory” mechanisms of the HFO generation is behind the low frequency (<200Hz) in scalp HFOs and that signal to noise ratio (SNR) heavily impacts the frequency of the oscillations. Moreover, we studied the topography of HFOS on scalp electrodes and analyzed how this topography is affected by different parameters (epileptic spatial extent, SNR, 3D geometry). Finally we showed that scalp HFOs can be effectively used to identify the epileptic zone when the SNR of the recorded signals is sufficiently high. A perspective to this work is the non-invasive identification of epileptic zone without the need for presurgical intracerebral recordings. For the purpose of both studies (HFOs observed on intracerebral & scalp electrodes) an original and user-friendly software package was developed. This software strongly facilitated the simulation of signals in the virtual brain/electrode environment obtained by solving the (S)EEG forward problem (projection of the electric contribution of neuronal sources onto electrode contacts).

This thesis investigates the footfall excitation of higher modes of vibration in low-frequency floor structures. This is motivated by the increased number of floors reportedly failing to meet the required occupants comfort level although being designed in accordance with the current state-of-the-art design guidelines. In particular modern, lightweight, and slender floor structures. The contribution to knowledge of this thesis can be summarised as: quantifying the signal energy of measured walking forces within and above the natural frequency cut-off proposed by the current state-of-the-art design guidelines; quantifying the contribution of higher modes of vibration to the overall response of low-frequency floors to human walking; propose measures to judge the response nature of low-frequency floors, these are the relevant change of the point stiffness and the shape of frequency response functions; proposing a frequency-domain approach that enables designers to include higher modes of vibration in the design against human-induced vibration. It was found that the signal energy of walking forces is distributed well beyond the natural frequency cut-off proposed by the current state-of-the-art design guidelines. Also, the contribution of localised, higher, modes of vibration to the overall response of ultra-lightweight floors was significant. Moreover, it was found that higher modes affect the response of floors of various construction types in one way or another. Hence, it was recommended to consider their contribution in the design of floors against human-induced vibration. Also, it was found that the higher the relative change of the point stiffness the more higher modes contribute to the overall response of floors. Finally, the frequency-domain analysis was found less expensive than time-domain analysis and could result in similarly useful information.

In this thesis we focus on modelling correlation between selected stock markets using high-frequency data. We use time-series of returns of following indices: FTSE, DAX PX and S&P, and Gold and Oil commodity futures. In the first part of our empirical work we compute daily realized correlations between returns of subject instruments and discuss the dynamics of it. We then compute unconditional correlations based on average daily realized correlations and using feedforward neural network (FFNN) to assess how well the FFNN approximates realized correlations. We also forecast daily realized correlations of FTSE:DAX and S&P:Oil pairs using heterogeneous autoregressive model (HAR), autoregressive model of order p (AR(p)) and nonlinear autoregressive neural network (NARNET) and compare performance of these models.

A pesquisa tem por finalidade avaliar dois modelos econométricos de mudanças de preços, que podem ser utilizados em estratégias de arbitragem estatística, o probit ordenado e o de decomposição, estimando seus parâmetros em quatro pregões de mini contratos de dólar futuro negociados na bolsa de valores brasileira. O estudo da negociação em alta frequência com a utilização de dados de transação a transação revela informações relativas à microestrutura de mercado que o ferramental mais tradicional não é capaz de desvendar. Uma das razões é que modelos tradicionais trabalham com variações de preço como variáveis contínuas, enquanto que ao considerar as variações de preço uma variável contínua e não uma variável discreta, como nos modelos aqui avaliados. Este trabalho acrescenta à literatura sobre microestrutura de mercado ao aplicar os modelos estudados em um ativo distinto daqueles avaliados nos papers originais, voltados ao exame do mercado de ações. Esta pesquisa concluiu que os modelos probit ordenado e de decomposição podem ser utilizados para previsão de mini contratos de dólar futuro e que o modelo de decomposição apresenta parâmetros mais significantes. Também concluiu-se que, no modelo probit ordenado, as variáveis de volume e time duration não se apresentaram relevantes na determinação do preço desse contrato e que a quantidade de defasagens utilizadas nos parâmetros estimados pode variar dentre os pregões. / The research aims to evaluate two econometric models of price change, which can be used in strategies of statistical arbitrage, the ordered probit model and the decomposition model, estimating its parameters in four trading sessions of mini US dollar futures contracts traded on the Brazilian Stock Exchange. The study of high frequency trading with the use of trade-by-trade price movements reveals information related to the market microstructure that the more traditional econometric tools are not able to solve when considering the price changes as a continuous variable and not a discrete one, like in the models evaluated here. This work adds to the literature on market microstructure by applying the models studied in an asset different from those evaluated in the original papers, aimed at examining the stock market. This research concluded that the ordered probit and decomposition models can be used to predict mini US dollar futures price changes and that the decomposition model presents more significant parameters. It was also concluded that, in the ordered probit model, the volume and time duration variables were not relevant in determining the price of this contract and that the number of lags used to estimate parameters can vary among the trading sessions.

Submitted by Jadi Castro (jadiana.castro@ucb.br) on 2017-02-21T18:01:09Z No. of bitstreams: 1 AdaoVoneTeixeiradeAssuncaoDissertacao2016.pdf: 1069424 bytes, checksum: 2cec9cf848a40c34902559e8d8f0c95c (MD5) / Approved for entry into archive by Kelson Anthony de Menezes (kelson@ucb.br) on 2017-02-21T18:02:23Z (GMT) No. of bitstreams: 1 AdaoVoneTeixeiradeAssuncaoDissertacao2016.pdf: 1069424 bytes, checksum: 2cec9cf848a40c34902559e8d8f0c95c (MD5) / Made available in DSpace on 2017-02-21T18:02:24Z (GMT). No. of bitstreams: 1 AdaoVoneTeixeiradeAssuncaoDissertacao2016.pdf: 1069424 bytes, checksum: 2cec9cf848a40c34902559e8d8f0c95c (MD5) Previous issue date: 2016-03-31 / Aplicamos o Modelo Autoregressivo de Dura????o Condicional (ACD) Mercado de Futuros de Taxa Interbanc??ria Brasileira. A amostra foi constru??da com base em contratos M??s antes da expira????o para replicar a curva de obriga????es de um m??s eo per??odo estudado Vai de julho de 2013 a setembro de 2015. Utilizamos M??xima Verossimilhan??a Estimativa baseada nas distribui????es de probabilidade mais populares na literatura ACD: Exponencial, gama e Weibull e verificou-se que a estimativa baseada na A distribui????o exponencial foi a melhor op????o para modelar os dados. / We applied the basic Autoregressive Conditional Duration Model (ACD) to the Brazilian Interbank Rate Futures Market. The sample was built using contracts in the month prior to expiration to replicate a one month bond curve and the period studied goes from july of 2013 to september of 2015. We used Maximum Likelihood Estimation based on the most popular probability distributions in the ACD literature: exponential, gamma and Weibull and we found that the estimation based on the exponential distributional was the best option to model the data.

Os Sistemas de Distribuição de Energia Elétrica (SDEE) estão constantemente expostos à ocorrência de faltas, o que torna de primordial importância para as concessionárias que estas sejam localizadas com rapidez e precisão. Com isso, a degradação da confiabilidade do sistema e as perdas econômicas são minimizadas. Com este intuito, diversas pesquisas vêm sendo conduzidas nas últimas décadas tendo em vista o desenvolvimento de métodos computacionais para Localização de Faltas (LF) em SDEE. Embora as técnicas disponíveis atualmente sejam capazes de estimar a distância das faltas com relativa exatidão, algumas características intrínsecas aos SDEE ainda impõem limitações à LF em alimentadores radiais. Em geral, o aspecto econômico requer o uso de dados provenientes de um único terminal de medição. Ainda, a quantidade significativa de ramais laterais tipicamente presentes nos SDEE faz com que o problema das múltiplas estimativas da LF seja considerado como a principal limitação à efetividade das técnicas existentes na atualidade. Neste contexto, este trabalho apresenta uma metodologia baseada na análise dos transitórios de alta frequência gerados pelas faltas, a qual é capaz de fornecer uma estimativa única para a LF em SDEE ramificados a partir de medições somente no terminal local. O ramal em falta e a distância da falta em relação ao terminal de medição são determinados através da comparação entre as frequências características identificadas no espectro do transitório, e as frequências teóricas calculadas para os possíveis caminhos de propagação. Uma das principais contribuições deste trabalho consiste na formulação de um modelo detalhado das linhas de distribuição desequilibradas. A formulação proposta é baseada na modificação nas equações de Carson, considerando a dependência da frequência e a inclusão dos efeitos pelicular e da corrente de retorno pela terra para altas frequências. Como resultado, esta abordagem permite uma maior exatidão na determinação dos parâmetros modais que descrevem a propagação de transitórios em SDEE desequilibrados, eliminando as aproximações adotadas pela maioria das técnicas propostas na literatura atual. A técnica proposta foi avaliada considerando simulações de faltas nos alimentadores IEEE 13 e 34 barras através do ATP/EMTP. Os resultados apresentados incluem diversos cenários de faltas, bem como a comparação com um método de LF para SDEE considerado estado da arte atualmente. / Electric power distribution systems (EPDS) are continuously exposed to faults, therefore fast and accurate fault location is of paramount importance for utilities. Thus, degradation of system reliability and economic losses are minimized. In this sense, several studies have been conducted in the last decades aiming to the development of computational methods for Fault Localization (FL) in EPDS. Although the currently available techniques are able to estimate fault distance with relative accuracy, some intrinsic characteristics of EPDS still impose limitations to FL in radial feeders. In general, the economic aspect requires use of data from one-terminal measurements. Also, typical EPDS have a large number of branches, which makes the problem of multiple FL estimates the main limitation to the effectiveness of the existing techniques. In this context, this work presents a methodology based on the analysis of the high frequency transient generated by faults, which is able to provide a unique FL estimate in branched EPDS by using only one-terminal measurements. The faulted branch and the fault distance from the measurement terminal are determined by correlating the characteristic frequencies identified in the transient spectrum and theoretical frequencies calculated for the possible propagation paths. One of the main contributions of this work is the formulation of a detailed model of unbalanced distribution lines. The proposed formulation is based on the modification of Carson’s equations, considering frequency dependence and inclusion of skin effects and the ground current return at high frequencies. As a result, this approach allows a greater accuracy in determining the modal parameters that describe the transients’ propagation in unbalanced EPDS, thus eliminating the approximations adopted by most of the techniques proposed in the current literature. The proposed technique was evaluated considering fault simulations in the IEEE 13 and 34 nodes feeders through the ATP/EMTP. Results presented include several fault scenarios as well as the comparison with a FL method for SDEE currently considered as the state of the art.

The second most common cause of cancer deaths in the developed world is bowel cancer. Improving the ability to detect and classify lesions as early as possible, allows treatment earlier. The work presented in this thesis is structured around the following detailed aims:Development of high frequency, broadband µUS (micro-ultrasound) imaging transducers through optimization of ultra-thinning processes for lithium niobate (LNO) and fabrication of novel ‘mass-spring’ matching layers using carefully controlled vacuum deposition is demonstrated. The effectiveness of this technique was quantified by applying multiple matching layers to 3 mm diameter 45 MHz LNO µUS transducers using carefully controlled vacuum deposition. The bandwidth of single mass-spring layer µUS transducer was measured to be 46% with an insertion loss of 21 dB. The bandwidth and insertion loss of a multiple matching layer µUS transducer was measured to be 59% and 18 dB respectively. The values were compared with an unmatched transducer which had a bandwidth and insertion loss of 28% and 34 dB respectively. All the experimentally measured values were in agreement with unidimensional acoustic model predictions. µUS tools that can detect and measure microscopic changes in precancerous tissue using a mouse small bowel model with an oncogenic mutation was developed. µUS transducer was used to test the hypothesis that the intestinal tissue morphology of WT (wild type) and ApcMin/+ (adenomatous polyposis coli) diverges with progressing age intervals (60, 90 and 120 days) of mice. A high frequency ultrasound scanning system was designed and the experiments were performed ex vivo using a focused 45 MHz, f-# = 2.85, µUS transducer. The data collected by scanning was used to compute the backscatter coefficients (BSC) and acoustic impedance (Z) of WT and ApcMin/+ mice. The 2D and 3D ultrasound images showed that µUS detects polyps < 500 µm in the scan plane. The measured values of BSC and Z showed differences between normal and precancerous tissue. The differences detected in precancerous murine intestine and human tissue using µUS were correlated with high resolution 3D optical imaging. This novel approach may provide a powerful adjunct to screening endoscopy for improved identification and monitoring, allowing earlier treatment of otherwise undetectable lesions.

Commodities futures trading went through unparalleled structural transformation during the first decade of the 2000s, which ultimately resulted in long lasting impacts on the volume and open interest levels as well as on the access to these markets and inclusion of new participants. Benefiting from the new sets of high frequency data made available due to these transformations, this dissertation is composed of three papers that investigate different market microstructure aspects of the commodities futures markets at BM&F-Bovespa. The first paper analyzes the modelling and forecasting of realized volatility in the corn and live cattle markets. For this purpose, the heterogeneous autoregressive model (HAR-RV) proposed by Corsi (2009) was used, as well as its extensions adapted to include jump components (Andersen et al., 2007) and leverage components (Corsi and Reno, 2012). Using measurements to compare both analysis, results show that modelling in-sample realized volatility is best performed if jumps and leverage components are included in the model. Out-of-sample forecasts results for the live cattle market show that there was no statistically significant difference between the models. For the corn markets, difference in the models\' forecast performance was found at the daily horizon only. The second paper delves into the relationship between volatility, volume and bid-ask spread in the corn and live cattle markets. Considering that these are emerging agricultural markets, concentration measures were also included. A three-equation structural model was used to capture the relationship between volatility, volume and bid-ask spread and the estimation was performed using the IV-GMM approach. Findings show that bid-ask spread levels are higher for live cattle markets than it is for corn markets. In addition, bid-ask spread is negatively related to volume and positively related to volatility. The significance and magnitude of the responses depend on the level of liquidity in each market. Further, results point out that concentration impacts corn and live cattle differently. The third paper examines the dynamic relationship between dealers activity and market structure in the live cattle inter-dealer market at BM&F-Bovespa. First, a descriptive analysis of the live cattle inter-dealer market structure is carried out and then follows an investigation of the dynamic of dealers\' activity and its determinants. Results indicate that the live cattle inter-dealer market is not competitive and that dealers\' activity is positively related to market concentration, quoted bid-ask spread, number of active dealers and the dealer\'s traded quantity. / Negociações nos mercados futuros de commodities passaram por transformações estruturais significativas durante a primeira década dos anos 2000, resultando em uma elevação dos níveis de volume e open interest, e também em uma maior facilidade de acesso a esses mercados e inclusão de novos participantes. Beneficiando-se da divulgação de dados de alta frequência possibilitada por estas transformações, esta tese, composta por três artigos, tem por objetivo investigar diferentes aspectos da microestrutura dos mercados de commodities da BM&F-Bovespa. O primeiro artigo analisa a modelagem e previsão de volatilidade realizada nos mercados futuros de milho e boi gordo. Para este fim, utilizou-se o modelo heterogêneo auto regressivo proposto por Corsi (2009), bem como suas extensões adaptadas para a inclusão dos componentes de saltos (jumps) (Andersen et al., 2007) e alavancagem (Corsi e Reno, 2012). Utilizando diferentes métricas de comparação, os resultados encontrados mostram que os modelos que incluem os componentes de saltos e os de alavancagem tem melhor desempenho que os demais em análises in-sample (modelagem). Por outro lado, a análise das previsões out-of-sample mostra que, para o mercado de boi gordo, não há diferença entre os modelos empregados, enquanto que para o mercado de milho verificou-se uma diferenciação preditiva no horizonte diário, porém para os horizontes semanal e mensal, os quatro modelos tiveram performance indistinta. O segundo artigo explora a relação entre volatilidade, volume e bid-ask spread nos mercados de milho e boi gordo. Levando em conta que se trata de mercados emergentes, métricas de concentração de mercado foram incluídas na análise. Para capturar a relação entre volatilidade, volume e bid-ask spread, um modelo estrutural de três equações simultâneas foi utilizado e a estimação foi feita através do modelo GMM com variáveis instrumentais. Os resultados indicam que os níveis de bid-ask spread encontrados para o mercado de boi gordo são maiores que os encontrados para o mercado de milho. Além disso, o bid-ask spread é negativamente relacionado ao volume e positivamente relacionado à volatilidade. Entretanto, a intensidade e magnitude da relação entre as variáveis depende dos níveis de liquidez dos mercados analisados. A concentração impacta o mercado de milho e boi gordo de forma diferente. O terceiro artigo investiga a dinâmica da relação entre a atividade dos dealers e estrutura do mercado de boi gordo na BM&F-Bovespa. Primeiramente, faz-se uma análise descritiva deste mercado e posteriormente estuda-se o comportamento dos dealers e seus determinantes. Os resultados indicam que os dealers no mercado de boi gordo não operam em uma estrutura competitiva e que a atividade destes é positivamente relacionada à concentração de mercado, ao bid-ask spread, ao número de dealers ativos e à quantidade de contratos transacionada pelos dealers.