Neste trabalho é apresentado um novo método de medição de descargas parciais, através de transformadores de corrente de alta frequência, instalados no condutor de aterramento dos equipamentos do sistema elétrico de potência e acoplados a um osciloscópio. Esse novo método de medição tem como grande ganho o fato dos equipamentos não precisarem ser retirados de operação para realização de medição. Pelo fato das transmissoras serem remuneradas pela disponibilidade das funções transmissão, o diagnóstico dos equipamentos em serviço faz com que os custos sejam reduzidos. Foi realizado um levantamento teórico onde foi definida a curva característica esperada como resposta do transformador de corrente a um sinal impulsivo. Foram levantadas curvas características, em laboratório, através de oscilogramas no domínio do tempo, das assinaturas de descargas parciais em equipamentos com isolação a óleo e a gás SF6, de modo a validar o sinal esperado na fundamentação teórica. Essas assinaturas foram utilizadas em medições em campo, que comprovaram a viabilidade da fundamentação teórica e das assinaturas obtidas em laboratório. Adicionalmente foram levantados fatores que podem influenciar nas medições e mostrados sinais que possuam características diferentes daquelas das descargas parciais, de modo a diferencia-los. / This work presents a new method of measuring partial discharges, through high frequency current transformers, installed in the equipment grounding conductor of the electrical power system and coupled to an oscilloscope. This new measurement method has as great gain, the fact that the equipment doesnt need to be removed from service to perform measurement. Because of the transmission being remunerated by the availability of the transmission functions, diagnosis of equipment in service makes the costs been reduced. A theoretical survey where the characteristic curve expected response from the current transformer to an impulsive signal was set has been done. Characteristic curves were raised in the laboratory through oscillograms in the time domain, of signatures of partial discharges in equipment with SF6 gas and oil isolation, in order to validate expected signal discharges in the theoretical foundation. These signatures were used in field measurements, which proved the feasibility of the theoretical foundation and signatures obtained in the laboratory. Further factors were raised that may influence the measurements and shown signs that have different characteristics from those of partial discharges in order to differentiate them.

A negociação algorítmica oferece algoritmos que tomam decisões de compra e/ou venda com base em parâmetros pré-determinados, oscilações de preços no mercado, dados históricos etc. Uma vantagem oferecida por ela é a possibilidade de atuação rápida no mercado, possivelmente aproveitando as melhores ofertas disponíveis. A Bovespa disponibiliza dados referentes à troca de mensagens entre as partes que constituem o mercado nanceiro. A partir dessas mensagens, geralmente é possível fazer a construção do livro de ofertas, que contém informações referentes às ofertas de compra e venda disponíveis em dado instante e também sobre negociações que foram concretizadas. Esses dados são disponibilizados em diferentes formatos. Os dados de futuros utilizados neste trabalho, por exemplo, seguem o formato padrão do protocolo FIX, que dene cada mensagem como uma coleção de pares de chave/valor. Um outro formato de dados próprio da Bovespa é utilizado para a disponibilização de dados de ações. Neste trabalho faz-se a construção do livro de ofertas a partir dos dados de futuros, com a proposta de uma estrutura de dados eciente para a manipulação de mensagens no formato do protocolo FIX. Também discute-se sobre a possibilidade de construção do livro de ofertas a partir dos dados de ações. Finalmente, um algoritmo de predição de valores baseado em técnicas de mineração de dados como agrupamento é proposto e analisado quanto à sua aplicabilidade. / Algorithmic trading offers algorithms that make buy/sell decisions based on predetermined parameters, market price fluctuations, historical data and so on. One advantage it offers is the possibility of quickly operating on the market, possibly taking advantage of the best buy/sell offers currently available. Bovespa provides data regarding message exchange between the constituent parts of the financial market. From these messages, it is usually possible to extract the offerbook, which contains information regarding buy/sell offers available at a given moment in time. This data is provided in different formats. The future data used in this work, for example, is according to the Fix protocol format, which defines each message as a collection of key/value pairs. Another data format proprietary from Bovespa is used to provide stock data. In this work the construction of the offerbook is made from the future data and the proposal of an efficient data structure for dealing with messages in Fix format is made. It is also discussed the possibility of constructing the offerbook from the stock data. Finally, a predicting values algorithm based on data mining techniques such as clustering is proposed and its applicability is analysed.

We consider Sequential Monte Carlo Approximate Bayesian Computation (SMC ABC) as a method of calibration for the use of agent based models in market micro-structure. To date, there are no successful calibrations of agent based models to high frequency trading data. Here we test whether a more sophisticated calibration technique, SMC ABC, will achieve this feat on one of the leading agent based models in high frequency trading literature (the Preis-Golke-Paul-Schneider Agent Based Model (Preis et al., 2006)). We find that, although SMC ABC's naive approach of updating distributions can successfully calibrate simple toy models, such as autoregressive moving average models, it fails to calibrate this agent based model for high frequency trading. This may be for two key reasons, either the parameters of the model are not uniquely identifiable given the model output or the SMC ABC rejection mechanism results in information loss rendering parameters unidentifiable given insucient summary statistics.

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This Master’s thesis deals with investigation of high-frequency oscillations in intracranial electroencephalography in patients with pharmacoresistant epilepsy. It describes individual types of oscillations with respect to their frequency definition, examines their physiological differences and occurrence. In addition to conventional high-frequency oscillations (up to about 600 Hz), it also focuses on oscillations with a frequency component above 1kHz. According to recent studies, these oscillations could have higherspecificity for the determination of pathological tissue in the epileptic brain. The data for this work was obtained by manual labeling and categorization of approximately 1500 sections of the stereoencephalographic record signals of patients undergoing surgical removal of the epileptic foci and subsequently monitored for success in the operation. Differences between individual groups of oscillations and resected or unresected tissues are investigated in this work by methods using calculations of entropy signals or cross frequency coupling. The most significant results were achieved for the classification group (FR + vFR) vs. uFR, methods frequency-amplitude coupling and sample entropy 1. When categorizing according to information about channel resection, the Shannon entropy is the most successful classification parameter.

The master's thesis' objective is to study basics of high-frequency trading, especially trading at foreign exchange market. Project deals with foreign exchange data preprocessing, fundamentals of market data collecting, data storing and cleaning are discussed. Doing decisions based on poor quality data can lead into fatal consequences in money business therefore data cleaning is necessary. The thesis describes adaptive data cleaning algorithm which is able to adapt current market conditions. According to design a modular plug-in application for data collecting, storing and following cleaning has been implemented.

No description available.

This semestral thesis deals with visualization of intracranial EEG. In the first part, theoretical basics of EEG is mentioned. After that, image registration, as a needed tool for visualization is described followed by research of methods of visualization of high frequency oscilations from intracranial EEG. Finally, method for visualization of high frequency oscilations from EEG in real MRI patient scans is designed and implemented.

The diploma thesis deals with the mathematical modeling of high-frequency pressure pulsations in water turbines. Pulsations are caused by the interaction between stator a rotor blades. These high-frequency pressure pulsations then cause high cycle fatigue of the head cover, spiral casing, runner and distributor. The mathematical model is solved by transfer matrix method. Data are processed in F-A char and MS Excel programs. Final results are demonstrated by frequency amplitude characteristics and by pressure mode shapes, where comparison of the mathematical model with the measurement is shown.

BACKGROUND: The aim of this study was to evaluate distortion product otoacoustic emissions (DPOAEs) and extended high-frequency (EHF) thresholds in a control group and in patients with normal hearing sensitivity in the conventional frequency range and reporting unilateral tinnitus. MATERIAL/METHODS: Seventy patients were enrolled in the study: 47 patients with tinnitus in the left ear (Group 1) and 23 patients with tinnitus in the right ear (Group 2). The control group included 60 otologically normal subjects with no history of pathological tinnitus. Pure-tone thresholds were measured at all standard frequencies from 0.25 to 8 kHz, and at 10, 12.5, 14, and 16 kHz. The DPOAEs were measured in the frequency range from approximately 0.5 to 9 kHz using the primary tones presented at 65/55 dB SPL. RESULTS: The left ears of patients in Group 1 had higher median hearing thresholds than those in the control subjects at all 4 EHFs, and lower mean DPOAE levels than those in the controls for almost all primary frequencies, but significantly lower only in the 2-kHz region. Median hearing thresholds in the right ears of patients in Group 2 were higher than those in the right ears of the control subjects in the EHF range at 12.5, 14, and 16 kHz. The mean DPOAE levels in the right ears were lower in patients from Group 2 than those in the controls for the majority of primary frequencies, but only reached statistical significance in the 8-kHz region. CONCLUSIONS: Hearing thresholds in tinnitus ears with normal hearing sensitivity in the conventional range were higher in the EHF region than those in non-tinnitus control subjects, implying that cochlear damage in the basal region may result in the perception of tinnitus. In general, DPOAE levels in tinnitus ears were lower than those in ears of non-tinnitus subjects, suggesting that subclinical cochlear impairment in limited areas, which can be revealed by DPOAEs but not by conventional audiometry, may exist in tinnitus ears. For patients with tinnitus, DPOAE measures combined with behavioral EHF hearing thresholds may provide additional clinical information about the status of the peripheral hearing.