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Réalisé en cotutelle avec l'Université Joseph Fourier École Doctorale Ingénierie pour la Santé,la Cognition et l'Environnement (France) / Les progrès en anesthésie et en réanimation ont pour objectifs la réduction de la durée de surveillance et l'amélioration de la qualité de la récupération. Pour le cas particulier de l'assistance respiratoire, la capacité de surveiller et d'optimiser l'adaptation entre le patient et sa machine d'assistance est déterminante pour la qualité et la conduite des soins. Ce travail de thèse concerne dans sa première partie la mise en place et la validation d'un outil instrumental permettant de caractériser un comportement respiratoire par l'étude cycle à cycle du délai d'activation inspiratoire entre les muscles des voies aériennes supérieures et de la cage thoracique. Cet outil doit prendre en compte les contraintes imposées par le milieu clinique telle qu'une mesure non-invasive des muscles respiratoires. Il repose sur une mesure électromyographique (EMG) de surface des muscles respiratoires. La mesure cycle à cycle et par voie de surface du délai d'activation est un véritable challenge dans un environnement clinique qui est fortement perturbé. La démarche choisie ici est double avec en parallèle : i) La mise en place d'un outil de détection d'évènements menée sous supervision. ii) La définition d'un protocole original sur sujets sains prenant en compte les contraintes cliniques et permettant de valider l'outil et de constituer une base de connaissances pour envisager l'automatisation des procédés dans un travail futur. D'un point de vue physiologique, l'influence de la fréquence respiratoire sur le délai d'activation de l'inspiration n'a pas été étudiée à ce jour. Ce délai a donc été mesuré en condition de normocapnie à différentes fréquences respiratoires imposées par un stimulus sonore. Une étude statistique montre que l'instrument permet de distinguer deux situations physiologiques du protocole expérimental, ce qui en dé- montre la sensibilité. La deuxième partie de ce travail de thèse s'inscrit dans le cadre d'une optimisation des méthodes de détection de singularités d'intérêt. La solution choisie ici se base sur l'intensité structurelle qui calcule la "densité" de maxima d'ondelettes à différentes échelles et permet une localisation des singularités d'un signal bruité. Une formulation de cet outil qui utilise la transformée de Berkner est proposée. Celle-ci permet le chaînage des maxima d'ondelette afin de positionner précisément les amers du signal. Le filtrage de l'artefact ECG dans l'EMG diaphragmatique sans signal de référence est proposé comme exemple d'application. / Better care in an anaesthesia and critical care could be achieved by reducing monitoring duration and improving the quality of recovery. For the particular case of respiratory assistance, the capacity to track and optimize patient-ventilator synchrony is essential to quality care. As a first step, this thesis adresses the development and validation of an instrument which characterizes respiratory behavior by studying the time lag between onset of upper airway muscles and rib cage muscles, cycle by cycle during respiration. This tool must take into account the constraints imposed by the clinical environment ; measuring respiratory muscles by surface electromyographic measurements (EMG). Measurement of the onset time lag, cycle by cycle and non invasively, is a true challenge in a critical care clinical environment. Here the approach is two-fold : i) The development of a tool for events detection. ii) The definition of an original protocol on healthy subjects. The tool development constitutes a knowledge bases to eventually develop automation of the processes in future work. From a physiological point of view, the influence of respiratory rate on the EMG onset time lag during inspiration has not been studied. Thus we measured this time lag in normocapnia at various respiratory rates imposed by a sound stimulus. Statistically, the instrumental tool can distinguish two physiological situations in this experimental protocol, which confirms its sensitivity. The second step of this thesis is part of an optimization of events detection methods with singularities of interest. The chosen solution is based on structural intensity which computes the "density" of the locations of the modulus maxima of a wavelet representation along various scales in order to identify singularities of an unknown signal. An improvement is proposed by applying Berkner transform which allows maxima linkage to insure accurate localization of landmarks. An application to cancel ECG interference in diaphragmatic EMG without a reference signal is also proposed.

Em ambientes costeiros, a variabilidade da biomassa de fitoplâncton é dirigida por forçantes físicas locais que apresentam distintas escalas temporais em ocorrência, intensidade e durabilidade. No canal de São Sebastião, ambiente advectivo, parte-se do pressuposto de que qualquer adição da biomassa de fitoplâncton não se deve ao crescimento local, mas ao transporte de células fitoplanctônicas movidas pelas correntes guiadas a ventos e marés. Dessa maneira, o objetivo central deste trabalho é analisar a variabilidade em alta frequência das variações da biomassa fitoplanctônica e investigar suas relações temporais com a intensidade e direção dos ventos e a amplitude das marés. Em média, o acúmulo de clorofila é estável no tempo, com curtos episódios de lento aumento e diminuições bruscas da biomassa fitoplanctônica, sendo os valores encontrados relativamente baixos, característicos de ambientes oligomesotróficos. Análises espectrais da série temporal da concentração de clorofila-a e da altura da maré revelaram alta correlação entre as duas séries durante as marés de sizígia, com periodicidades de aproximadamente 12 e 24 horas. Em relação à direção e intensidade do vento, o espectro cruzado de ondaletas apresentou áreas de forte correlação com a clorofila-a e periodicidades dominantes de três dias. Além disso, observou-se que ventos vindos do quadrante norte/nordeste carregam águas com maiores concentrações de materiais particulados ou detritos. / In coastal environments, the dynamics of phytoplankton biomass is driven by local physical forcings that have different time scales in occurrence, intensity and durability. For being an advective environment, it is normally assumed that any positive change in phytoplankton biomass in the São Sebastião Channel is not due to local growth, but to the transport of phytoplankton cells moved by currents associated with winds and tides. Thus, the main objective of this project is to analyze the variability in high-frequency variations of the phytoplankton biomass and investigate their temporal relationships with intensity and direction of winds and high tides. On average, the chlorophyll accumulation is stable over time, with short episodes of slow rise and sudden decreases of phytoplankton biomass and relatively low values, characteristic of oligo-mesotrophic environments. Spectral analysis of the time series of chlorophyll a concentration and tide height showed a high correlation between the two series during the spring tides, and dominant periodicities of about 12 to 24 hours. Regarding direction and intensity of the wind, the cross wavelet spectrum presented strong correlation areas with chlorophyll a and dominant periodicities of 3 days. In addition, it was observed that winds from the north/northeast quadrant carry water with higher concentrations of particulate matter or debris.

O presente trabalho tem como objetivo investigar a presença de diferentes escalas de tempo nos modelos matemáticos que descrevem a dinâmica dos sistemas elétricos de potência (SEPs), em particular a existência de duas escalas de tempo distintas: lenta e rápida, e explorá-las no estudo de estabilidade transitória destes sistemas através da utilização de métodos diretos (funções energia). Em particular, o método do Ponto de Equilíbrio Instável de Controle (CUEP) para modelos com duas escalas de tempo será estudado e aplicado na análise de estabilidade transitória de SEPs. As bases teóricas para a análise de estabilidade transitória, de sistemas com duas escalas de tempo, serão apresentadas, assim como funções energia e novos algoritmos numéricos para o cálculo do CUEP nestes sistemas, a fim de evidenciar as melhorias e possíveis limitações deste novo método CUEP em duas escalas de tempo quando comparado ao método CUEP tradicional. Explorando as escalas de tempo lenta e rápida na análise de estabilidade transitória, espera-se que novos algoritmos numéricos mais robustos para o cálculo do CUEP sejam obtidos, assim como a diminuição do conservadorismo dos resultados. / The main objective of this work is to investigate the existence of several time-scales in the mathematical models of electric power systems, in particular the existence of two-time scales: slow and fast, and exploit these features in the direct transient stability assessment. In particular, the Controlling Unstable Equilibrium Point (CUEP) method is studied for two-time scale models of power systems and applied to transient stability analysis. In order to accomplish this aim, a sound theoretical basis for two-time scale transient stability analysis of electric power system models will be provided, as well as energy functions and new numerical algorithms for proper two-time scale CUEP calculations, with the purpose of investigating improvements and possible limitations of this method when compared with the traditional CUEP method. Exploiting the two-time scale features of power system models, it is intended to obtain new robust numerical algorithms for transient stability analysis, as well as to diminish the conservativeness of the results.

This thesis aims to provide new insights into the importance of decomposing aggregate time series data using the Maximum Overlap Discrete Wavelet Transform. In particular, the analysis throughout this thesis involves decomposing aggregate financial time series data at hand into approximation (low-frequency) and detail (high-frequency) components. Following this, information and hidden relations can be extracted for different investment horizons, as matched with the detail components. The first study examines the ability of different GARCH models to forecast stock return volatility in eight international stock markets. The results demonstrate that de-noising the returns improves the accuracy of volatility forecasts regardless of the statistical test employed. After de-noising, the asymmetric GARCH approach tends to be preferred, although that result is not universal. Furthermore, wavelet de-noising is found to be more important at the key 99% Value-at-Risk level compared to the 95% level. The second study examines the impact of fourteen macroeconomic news announcements on the stock and bond return dynamic correlation in the U.S. from the day of the announcement up to sixteen days afterwards. Results conducted over the full sample offer very little evidence that macroeconomic news announcements affect the stock-bond return dynamic correlation. However, after controlling for the financial crisis of 2007-2008 several announcements become significant both on the announcement day and afterwards. Furthermore, the study observes that news released early in the day, i.e. before 12 pm, and in the first half of the month, exhibit a slower effect on the dynamic correlation than those released later in the month or later in the day. While several announcements exhibit significance in the 2008 crisis period, only CPI and Housing Starts show significant and consistent effects on the correlation outside the 2001, 2008 and 2011 crises periods. The final study investigates whether recent returns and the time-scaled return can predict the subsequent trading in ten stock markets. The study finds little evidence that recent returns do predict the subsequent trading, though this predictability is observed more over the long-run horizon. The study also finds a statistical relation between trading and return over the long-time investment horizons of [8-16] and [16-32] day periods. Yet, this relation is mostly a negative one, only being positive for developing countries. It also tends to be economically stronger during bull-periods.

O presente trabalho tem como objetivo investigar a presença de diferentes escalas de tempo nos modelos matemáticos que descrevem a dinâmica dos sistemas elétricos de potência (SEPs), em particular a existência de duas escalas de tempo distintas: lenta e rápida, e explorá-las no estudo de estabilidade transitória destes sistemas através da utilização de métodos diretos (funções energia). Em particular, o método do Ponto de Equilíbrio Instável de Controle (CUEP) para modelos com duas escalas de tempo será estudado e aplicado na análise de estabilidade transitória de SEPs. As bases teóricas para a análise de estabilidade transitória, de sistemas com duas escalas de tempo, serão apresentadas, assim como funções energia e novos algoritmos numéricos para o cálculo do CUEP nestes sistemas, a fim de evidenciar as melhorias e possíveis limitações deste novo método CUEP em duas escalas de tempo quando comparado ao método CUEP tradicional. Explorando as escalas de tempo lenta e rápida na análise de estabilidade transitória, espera-se que novos algoritmos numéricos mais robustos para o cálculo do CUEP sejam obtidos, assim como a diminuição do conservadorismo dos resultados. / The main objective of this work is to investigate the existence of several time-scales in the mathematical models of electric power systems, in particular the existence of two-time scales: slow and fast, and exploit these features in the direct transient stability assessment. In particular, the Controlling Unstable Equilibrium Point (CUEP) method is studied for two-time scale models of power systems and applied to transient stability analysis. In order to accomplish this aim, a sound theoretical basis for two-time scale transient stability analysis of electric power system models will be provided, as well as energy functions and new numerical algorithms for proper two-time scale CUEP calculations, with the purpose of investigating improvements and possible limitations of this method when compared with the traditional CUEP method. Exploiting the two-time scale features of power system models, it is intended to obtain new robust numerical algorithms for transient stability analysis, as well as to diminish the conservativeness of the results.

Em ambientes costeiros, a variabilidade da biomassa de fitoplâncton é dirigida por forçantes físicas locais que apresentam distintas escalas temporais em ocorrência, intensidade e durabilidade. No canal de São Sebastião, ambiente advectivo, parte-se do pressuposto de que qualquer adição da biomassa de fitoplâncton não se deve ao crescimento local, mas ao transporte de células fitoplanctônicas movidas pelas correntes guiadas a ventos e marés. Dessa maneira, o objetivo central deste trabalho é analisar a variabilidade em alta frequência das variações da biomassa fitoplanctônica e investigar suas relações temporais com a intensidade e direção dos ventos e a amplitude das marés. Em média, o acúmulo de clorofila é estável no tempo, com curtos episódios de lento aumento e diminuições bruscas da biomassa fitoplanctônica, sendo os valores encontrados relativamente baixos, característicos de ambientes oligomesotróficos. Análises espectrais da série temporal da concentração de clorofila-a e da altura da maré revelaram alta correlação entre as duas séries durante as marés de sizígia, com periodicidades de aproximadamente 12 e 24 horas. Em relação à direção e intensidade do vento, o espectro cruzado de ondaletas apresentou áreas de forte correlação com a clorofila-a e periodicidades dominantes de três dias. Além disso, observou-se que ventos vindos do quadrante norte/nordeste carregam águas com maiores concentrações de materiais particulados ou detritos. / In coastal environments, the dynamics of phytoplankton biomass is driven by local physical forcings that have different time scales in occurrence, intensity and durability. For being an advective environment, it is normally assumed that any positive change in phytoplankton biomass in the São Sebastião Channel is not due to local growth, but to the transport of phytoplankton cells moved by currents associated with winds and tides. Thus, the main objective of this project is to analyze the variability in high-frequency variations of the phytoplankton biomass and investigate their temporal relationships with intensity and direction of winds and high tides. On average, the chlorophyll accumulation is stable over time, with short episodes of slow rise and sudden decreases of phytoplankton biomass and relatively low values, characteristic of oligo-mesotrophic environments. Spectral analysis of the time series of chlorophyll a concentration and tide height showed a high correlation between the two series during the spring tides, and dominant periodicities of about 12 to 24 hours. Regarding direction and intensity of the wind, the cross wavelet spectrum presented strong correlation areas with chlorophyll a and dominant periodicities of 3 days. In addition, it was observed that winds from the north/northeast quadrant carry water with higher concentrations of particulate matter or debris.

Aquesta tesi avalua l'existència de diferencies per gènere en la relació entre discapacitat i mortalitat, i aspectes metodològics en l'anàlisi de supervivènciad'estudis de gent gran. Es van utilitzar les dades provinents d'una cohort de 1.315 subjectes amb edats superiors o iguals a 65 anys que van ser seguits durant un periode de 8 anys. La discapacitat es va mesurar mitjançant la capacitat que declarava l'individu per dur a terme activitats de la vida diària bàsiques. La discapacitat va evolucionar al llarg del temps empitjorant amb l'edat, però una proporció no menyspreable va ser capaç de recuperar-se. Es van observar diferències per gènere en l'evolució de la discapacitat: les dones tenien més dificultats en recuperar la seva capacitat funcional un cop esdevenien discapacitades. La força de l'associació entre la discapacitat i la mortalitat disminuia a edats avançades. Es van trobar diferencies per sexe: les dones depenents mostraven un risc de morir més alt que el homes depenents. Polítiques de salut dirigides a dones discapacitades haurien de ser implementades degut a la proporció més elevada de dones discapacitades, la probabilitat menor que tenen de recuperar la capacitat funcional, i el risc de morir més elevat que presenten comparat amb homes dicapacitats. / This thesis evaluates the existence of gender differences in the relationship between disability and mortality, as well as methodological aspects of the survival analysis for elderly studies. Data from a cohort of 1,315 subjects aged 65 years and older followed-up 8 years was used. Disability was assessed by self-reported difficulty to perform basic activities of daily living. Disability evolved over time worsening with age, but a non-negligible proportion was able to recover. There were gender differences in the evolution of disability: women were less able to regain functional capacity once they become disabled. The strength of the association between disability and mortality decreased in the older ages. But differences by gender were found: dependent elderly women showed a higher risk of dying compared to dependent men. Health policies focusing on disabled women should be implemented, due to the higher proportion of disabled women, the lower probability of regaining functional capacity, and their higher risk of dying compared to disabled men.