The Highveld region of South Africa contributes substantially to the aerosol loading over southern Africa because of its importance as an industrial, mining and farming base. Aerosols affect climate by absorbing or reflecting incoming solar radiation, and by affecting cloud microphysics, cloud albedo and precipitation. The physical and optical properties of industrial/urban aerosols over the Highveld region of South Africa were analysed during a 32-day winter sampling period (21 May to 21 June) in 2002; a 32-day summer sampling period (21 October to 21 November) in 2002, and a second 32-day winter sampling period (19 May to 19 June) in 2003. Synoptic circulation systems were examined in as far as they affect the horizontal transport of aerosols over the Highveld region. Measurements of aerosol optical thickness (AOT) from the ground to the top of the atmosphere and aerosol size distribution characteristics over the Highveld region were taken using hand-held hazemeters and a CIMEL sun photometer. The AOT observed over the region during the winter 2002 and 2003 sampling periods and during the summer 2002 sampling period indicated high turbidity. In the 2002 winter sampling period, the AOT530nm ranged between 0.05 to 0.7 with an average of 0.14. In the 2002 summer sampling period, the AOT530nm ranged between 0.05 to 0.6, with an average of 0.24. In the 2003 winter sampling period, the AOT500nm ranged between 0.06 to 0.6, with an average of 0.21. The Ångström exponent value had a wide range, 0.8 to 2.4 in the 2002 winter and summer sampling periods and also in the 2003 winter sampling period, indicating that a range of particle sizes was present over the Highveld region. The Ångström exponent values obtained were derived from the influences of Aeolian dust, coarse-mode industrial particles and, to a small extent, fine-mode biomassburning aerosols. Case studies, based on trajectory analysis and meteorology of the sampling area, were made of the aerosols emanating from the township sites during each of the three sampling periods to observe the build-up and dispersion of aerosols at that time.

MSc., Faculty of Science, University of the Witwatersrand, 2011 / Atmospheric aerosols have direct and indirect impacts on the earth’s radiation budget and the radiative forcing on the climate system. A large uncertainty exists regarding aerosols and the effect they have on the earth’s radiation budget and global change. The distribution, concentration and types of aerosols are therefore of great importance regarding global warming and climate change. The purpose of this study is to present the atmospheric aerosol characteristics found over the South Atlantic, Southern Ocean and Antarctic continent as well as identify their origin. The aerosol optical properties over the South Atlantic and Southern Ocean region is analysed during the South African National Antarctic Expedition 2007/2008 (SANAE 47) take over cruise on board the M/V S.A. Agulhas. Very low aerosol optical thickness (AOT) values were obtained for the Antarctic Coastal region with a mean AOT500nm of 0.03 and a mean Angstrom exponent of 1.78. The South Atlantic region showed a mean AOT500nm of 0.06 and a mean Angstrom exponent of 0.72. AOT values for the South African coastal region had a mean AOT500nm of 0.07 and a mean Angstrom exponent of 0.76. Data comparisons confirm that the data acquired during the study are consistent with previous research from the study region. Comparisons were made between the dataset and the MODIS satellite aerosol product. A discrepancy was shown to exist between the MODIS aerosol product and the acquired dataset using the Microtops II Sunphotometer. Both MODIS TERRA and AQUA overestimate AOT at 550nm.

Nesta dissertação estudamos de um ponto de vista probabilístico, o comportamento assintótico de sistemas dinâmicos. Um exemplo simples de formular e profundo é o estudo de produto aleatório de matrizes (FURSTENBERG; KESTEN, 1960). Utilizaremos como ferramenta o estudo dos cociclos lineares, posteriormente mediante o Teorema de Furstenberg-Kesten definiremos o expoente de Lyapunov do cociclo, em seguida enunciamos e provamos o Teorema Ergódico Multiplicativo de Oseledets o qual nos permite entender o comportamento das órbitas típicas para um cociclo dado F : M x R2 → M x R2. O Teorema de Fusrtenberg-Kesten fornece informações sobre o crescimento das matrizes An(x), enquanto o Teorema de Oseledets descreve o comportamento assintótico dos vetores An(x).v. Finalmente provamos o teorema principal desta dissertação, o Teorema de Furstenberg o qual diz que na maioria dos casos o maior expoente de Lyapunov é positivo (FURSTENBERG, 1963). / In this thesis we study from a probabilistic point of view, the asymptotic behavior of dynamic systems, a deep and simple example is the random product of matrices (FURSTENBERG; KESTEN, 1960). We will use as a tool, the study of linear cocycles, later using the Furstenberg- Kesten Theorem we will define the Lyapunov exponent of the cocycle, then we enunciate and prove the Multiplicative Ergodic Theorem of Oseledets which allow us to understand the behavior of the typical orbits for a given cocycle F : M x R2 → M x R2. The Fusrtenberg- Kesten theorem provides information on the growth of the matrices A(x), while the theorems of Oseledets describe the asymptotic behavior of the vectors An(x).v. Finally we prove our main theorem, Furstenbergs Theorem which states that in most cases the greatest exponent of Lyapunov is positive (FURSTENBERG, 1963).

Os níveis de poluição do ar, tanto mundialmente, como no Brasil, principalmente em grandes metrópoles como São Paulo, dentre outras capitais e cidades brasileiras são altos e acima do que se é esperado para uma boa qualidade do ar. Uma das cidades brasileiras que ficou conhecida nacionalmente e até mundialmente pelos altos níveis de Poluentes foi Cubatão. Localizada no estado de São Paulo, a 57 km da capital do estado, Cubatão ainda tem altos níveis de Poluentes, entre eles o Material Particulado, o qual é um dos mais presentes. Dentre as classificações do material particulado estão as partículas inaláveis (MP10) e partículas inaláveis finas (MP2,5), estes são assim classificados de acordo com seus diâmetros aerodinâmicos. Tendo em vista os fatos citados acima, este trabalho propõe caracterizar as propriedades ópticas das partículas inaláveis na cidade de Cubatão - SP. Para tal foram utilizados dados de concentração das partículas inaláveis da Companhia Ambiental do Estado de São Paulo - CETESB e as informações a respeito de perfil espacial foram observadas pela técnica de sensoriamento remoto - Light Detection and Ranging - LIDAR por meio de campanhas realizadas em agosto de 2016. Também foram analisados dados de Aerosol Optical Depth - AOD extraídos da plataforma - Goddard Interactive Online Visualization And Analysis Infrastructure - GIOVANNI, a qual contém informações de satélites, que foram usadas para indicar o tamanho das partículas detectadas na região de Cubatão. Do mesmo modo verificou-se os dados do Expoente de Ångström que são distribuídos pela plataforma GIOVANNI. / The levels of air pollution, both globally and in Brazil, especially in large metropolises such as São Paulo, among other Brazilian cities and capitals are high and above what is expected for good air quality. One of the Brazilian cities that was known nationally and even worldwide by the high levels of Pollutants was Cubatão. This city is located in the state of São Paulo, 57 km from the state capital. Cubatão still has high levels of Pollutants, among them the Particulate Material, which is one of the most present. Among the classifications of the particulate material are inhalable particles (PM10) and fine inhalable particles (PM2.5), these are thus classified according to their aerodynamic diameters. In view of the facts mentioned above, this paper proposes to characterize the optical properties of inhalable particles in the city of Cubatão - SP. For this purpose, the inhalable particulate concentration data of the Environmental Company of the State of São Paulo - CETESB were used and the information regarding the spatial profile was observed by the remote sensing technique - Light Detection and Ranging - LIDAR through campaigns carried out in August, Aerosol Optical Depth - AOD data from the Goddard Interactive Online Visualization And Analysis Infrastructure (GIOVANNI) platform, which contains information from satellites, were used to indicate the size of the particles detected in the Cubatão region. In the same way the data of the Ångström exponent, distributed by GIOVANNI platform was verified.

Nesta dissertação estudamos de um ponto de vista probabilístico, o comportamento assintótico de sistemas dinâmicos. Um exemplo simples de formular e profundo é o estudo de produto aleatório de matrizes (FURSTENBERG; KESTEN, 1960). Utilizaremos como ferramenta o estudo dos cociclos lineares, posteriormente mediante o Teorema de Furstenberg-Kesten definiremos o expoente de Lyapunov do cociclo, em seguida enunciamos e provamos o Teorema Ergódico Multiplicativo de Oseledets o qual nos permite entender o comportamento das órbitas típicas para um cociclo dado F : M x R2 → M x R2. O Teorema de Fusrtenberg-Kesten fornece informações sobre o crescimento das matrizes An(x), enquanto o Teorema de Oseledets descreve o comportamento assintótico dos vetores An(x).v. Finalmente provamos o teorema principal desta dissertação, o Teorema de Furstenberg o qual diz que na maioria dos casos o maior expoente de Lyapunov é positivo (FURSTENBERG, 1963). / In this thesis we study from a probabilistic point of view, the asymptotic behavior of dynamic systems, a deep and simple example is the random product of matrices (FURSTENBERG; KESTEN, 1960). We will use as a tool, the study of linear cocycles, later using the Furstenberg- Kesten Theorem we will define the Lyapunov exponent of the cocycle, then we enunciate and prove the Multiplicative Ergodic Theorem of Oseledets which allow us to understand the behavior of the typical orbits for a given cocycle F : M x R2 → M x R2. The Fusrtenberg- Kesten theorem provides information on the growth of the matrices A(x), while the theorems of Oseledets describe the asymptotic behavior of the vectors An(x).v. Finally we prove our main theorem, Furstenbergs Theorem which states that in most cases the greatest exponent of Lyapunov is positive (FURSTENBERG, 1963).

Made available in DSpace on 2017-07-21T19:25:49Z (GMT). No. of bitstreams: 1 joao frederico Monteiro.pdf: 4579056 bytes, checksum: fa083a32b5c935e6fb6513dea178d562 (MD5) Previous issue date: 2015-09-22 / Fundação Araucária de Apoio ao Desenvolvimento Científico e Tecnológico do Paraná / In this work we analyzed the superconductor-normal transition of the composites [YBa2Cu3O7-]1-y-[PrBa2Cu3O7-]y with 0<y<0,1, {[YBa2Cu3O7-]0,95-[PrBa2Cu3O7-]0,05}1-x-{Ag}x with 0<x<0,2 and [GdBa2Cu3O7-]0,95-[PrBa2Cu3O7-]0,05. All samples were prepared for solid state reaction method. The X-ray analysis demonstrated that the diffraction patterns are identical to that to YBa2Cu3O7-superconductor. The electrical resistivity measurements as a function of temperature demonstrated that praseodymium causes two major effects: splitting in 1 and 2 of the pairing transition and increasing of separation between them mainly affecting the peak in 2. The analysis of thermodynamic fluctuations have enabled critical and Gaussians exponents demonstrating that transitions at 1 and 2 are genuinely superconducting and not only the effect of granularity of the samples. However, the doping 20% of Ag in the composite [YBa2Cu3O7-0,95-[PrBa2Cu3O7-0,05 quenched the second transition, indicating that its appearance should be possibly related to a third phase given by Y1-yPryBa2Cu3O7- in nanometric scale in the region intergrain. Magnetic measurements confirm the temperature values for the superconductor-normal transitions obtained by electrical resistivity measurements. Furthermore, it was found that the praseodymium increases electric current density. The composite [GdBa2Cu3O7-]0,95-[PrBa2Cu3O7-]0,05 presented double transition differently of sample Gd1-yPryBa2Cu3O7- reported in other studies, showing that the preparation of samples in the form of composite may exhibit different properties. / Nesta tese analisamos a transição normal-supercondutora dos compósitos [YBa2Cu3O7-]1-y-[PrBa2Cu3O7-]y com 0<y<0,1, {[YBa2Cu3O7-]0,95-[PrBa2Cu3O7-]0,05}1-x-{Ag}x com 0<x<0,2 e [GdBa2Cu3O7-]0,95-[PrBa2Cu3O7-]0,05. Todas as amostras foram preparadas por reação de estado sólido. As análises de raios X mostraram que todos os compósitos formaram a estrutura cristalina ortorrômbica semelhante ao do YBa2Cu3O7- supercondutor. As medidas de resistividade elétrica em função da temperatura mostraram que o praseodímio causa dois efeitos principais: desdobramento em 1 e 2 da transição normal-supercondutora e alargamento da transição afetando principalmente o pico em 2. As análises das flutuações termodinâmicas permitiram obter expoentes críticos e gaussianos demonstrando que as transições ocorridas em 1 e 2 são genuinamente supercondutoras e não apenas um efeito de granularidade das amostras. Entretanto, a dopagem de 20% de prata no compósito [YBa2Cu3O7-]0,95-[PrBa2Cu3O7-]0,05 eliminou a segunda transição, indicando que seu surgimento deve estar relacionado possivelmente à uma terceira fase composta por Y1-yPryBa2Cu3O7- em escala nanométrica na região intergrão. Medidas magnéticas confirmaram os valores de temperatura para as transições normal-supercondutora obtida pelas medidas de resistividade elétrica. Além disso, verificou-se que o praseodímio aumenta a densidade de corrente elétrica. O compósito [GdBa2Cu3O7-]0,95-[PrBa2Cu3O7-]0,05 apresentou dupla transição diferentemente da amostra Gd1-yPryBa2Cu3O7- relatada em outros trabalhos, mostrando que a preparação das amostras na forma de compósito pode apresentar propriedades diferentes.

Made available in DSpace on 2015-04-22T22:07:32Z (GMT). No. of bitstreams: 1 Edilson de Carvalho.pdf: 3411203 bytes, checksum: 3680ef9a40a81ca8cea6def9615ac55d (MD5) Previous issue date: 2012-12-10 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / In this work we analyzed, on the multifractal perspective, the rainfall records from sixteen meteorological stations located in Brazil, especially in the Amazônia, in the towns of Altamira, Araguatins, Cáceres, Corumba, Cruzeiro do Sul, Guaíra, Ibotirama, Manaus, Oriximiná, Piranhas, Porto Velho, Santa Terezinha de Goiás, Santarém, São Paulo de Olivença, Tucuruí and Xambioá. As well the the records of the sea surface temperature anomalies-SSTA for seven regions located in the Atlantic and Pacific oceans, named North Atlantic, South Atlantic and Tropical Atlantic, in the Atlantic ocean, and Nino 1 + 2, Nino 3, Nino 4 and Nino 3:4, in the Pacific ocean. Using the MF-DFA methodology with the addition of the step zero, we calculated the multifractal spectra of the time series related to the rainfall and SSTA records. Also we obtained the correlation between the rainfall and the SSTA data, finding a weak correlation between these series. Based on the Multiplicative Multinomial d-Process, we simulated the zeros in the rainfall series, using the parameters obtained through the polynomial adjustments on the multifractal spectra. Keywords: Time series; rainfall; Multifractality; Hurst exponent / Analisamos neste trabalho, sobre a perspectiva multifractal, os registros de chuva de dezesseis estações meteorológicas localizadas no Brasil e em especial na Amazônia, situadas nas cidades de Altamira, Araguatins, Cáceres, Corumba, Cruzeiro do Sul, Guaíra, Ibotirama, Manaus, Oriximiná, Piranhas, Porto Velho, Santa Terezinha de Goiás, Santarém, São Paulo de Olivença, Tucuruí e Xambioá. Examinamos também, registros de anomalias de temperatura na superfície do mar (SSTA) relativos a sete regiões localizadas no oceanos Atlântico e Pacífico denominadas de Atlântico Norte, Atlântico Sul e Atlântico Tropical no oceano Atlântico e as regiões Nino 1 + 2, Nino 3, Nino 4 e Nino 3:4. Calculamos os espectros multifractais das séries temporais estudadas, referentes aos dados de chuva e de SSTA, utilizando a metodologia MF-DFA com inclusão do passo zero. Medimos os coeficientes de correlação entre os dados de chuva em relação aos dados de SSTA, encontrando uma fraca correlação entre as séries. Com base no d-Processo Multiplicativo Multinomial simulamos zeros em séries de chuva por meio de parâmetros obtidos através de ajustes polinomiais dos espectros multifractais

A necessidade de antecipar e identificar variações de acontecimentos apontam para uma nova direção nos mercados de bolsa de valores e vem de encontro às análises das oscilações de preços de ativos financeiros. Esta necessidade leva a argumentar sobre novas alternativas na predição de séries temporais financeiras utilizando métodos de aprendizado de máquinas e vários modelos têm sido desenvolvidos para efetuar a análise e a previsão de dados de ativos financeiros. Este trabalho tem por objetivo propor o desenvolvimento de um modelo de previsão adaptativo baseado em um sistema SVR-wavelet híbrido, que integra modelos de wavelets e Support Vector Regression (SVR) na previsão de séries financeiras. O método consiste na utilização da Transformada de Wavelet Discreta (DWT) a fim de decompor dados de séries de ativos financeiros que são utilizados como variáveis de entrada do SVR com o objetivo de prever dados futuros de ativos financeiros. O modelo proposto é aplicado a um conjunto de ativos financeiros do tipo Foreign Exchange Market (FOREX), Mercado Global de Câmbio, obtidos a partir de uma base de conhecimento público. As séries são ajustadas gerando-se novas predições das séries originais, que são comparadas com outros modelos tradicionais tais como o modelo Autorregressivo Integrado de Médias Móveis (ARIMA), o modelo Autorregressivo Fracionário Integrado de Médias Móveis (ARFIMA), o modelo Autorregressivo Condicional com Heterocedasticidade Generalizado (GARCH) e o modelo SVR tradicional com Kernel. Além disso, realizam-se testes de normalidade e de raiz unitária para distribuição não linear, tal como testes de correlação, para constatar que as séries temporais FOREX são adequadas para a comprovação do modelo híbrido SVR-wavelet e posterior comparação com modelos tradicionais. Verifica-se também a aderência ao Expoente de Hurst por meio da estatística de Reescalonamento (R/S). / The necessity to anticipate and identify changes in events points to a new direction in the stock exchange market and reaches the analysis of the oscillations of prices of financial assets. This necessity leads to an argument about new alternatives in the prediction of financial time series using machine learning methods. Several models have been developed to perform the analysis and prediction of financial asset data. This thesis aims to propose the development of SVR-wavelet model, an adaptive and hybrid prediction model, which integrates wavelet models and Support Vector Regression (SVR), for prediction of Financial Time Series, particularly Foreign Exchange Market (FOREX), obtained from a public knowledge base. The method consists of using the Discrete Wavelets Transform (DWT) to decompose data from FOREX time series, that are used as SVR input variables to predict new data. The series are adjusted by generating new predictions of the original series, which are compared with other traditional models such as the Autoregressive Integrated Moving Average model (ARIMA), the Autoregressive Fractionally Integrated Moving Average model (ARFIMA), the Generalized Autoregressive Conditional Heteroskedasticity model (GARCH) and the traditional SVR model with Kernel. In addition, normality and unit root tests for non-linear distribution, and correlation tests, are performed to verify that the FOREX time series are adequate for the verification of SVR-wavelet hybrid model and comparison with traditional models. There is also the adherence to the Hurst Exponent through the statistical Rescaled Range (R/S).

Traditional models of financial asset yields are based on a number of simplifying assumptions. Among these are the primary assumptions that changes in asset yields are independent, and that the distribution of these yields is approximately normal. The development of financial asset pricing models has also incorporated these assumptions. A general feature of the pricing models is that the relationship between the model variables is fundamentally linear. Recent empirical research has however identified the possibility for these relations to be non-linear. The empirical research focused primarily on methodological issues relating to the application of the classical rescaled adjusted range. Some of the major issues investigated were: the use of overlapping versus contiguous subseries lengths in the calculation of the statistic's Hurst exponent; the asymptotic distribution of the Hurst exponent for Gaussian time-series and long-term dependent fBm's; matters pertaining to the estimation of the expected rescaled adjusted range. Empirical research in this thesis also considered alternate applications of rescaled range analysis, other than modelling non-linear long-term dependence. Issues relating to the use of the technique for estimating long-term dependent ARFIMA processes, and some implications of long-term dependence for financial time-series have both been investigated. Overall, the general shape of the asymptotic distribution of the Hurst exponent has been shown to be invariant to the level of dependence in the underlying series. While the rescaled adjusted range is a biased indicator of the level of long-term dependence in simulated time-series, it was found that the bias could be efficiently modelled. For real time-series containing structured short-term dependence, the bias was shown to be inconsistent with the simulated results. / Doctor of Philosophy (PhD)

<p>The numerical path integration method for solving stochastic differential equations is extended to solve systems up to six spatial dimensions, angular variables, and highly nonlinear systems - including systems that results in discontinuities in the response probability density function of the system. Novel methods to stabilize the numerical method and increase computation speed are presented and discussed. This includes the use of the fast Fourier transform (FFT) and some new spline interpolation methods. Some sufficient criteria for the path integration theory to be applicable is also presented. The development of complex numerical code is made possible through automatic code generation by scripting. The resulting code is applied to chaotic dynamical systems by adding a Gaussian noise term to the deterministic equation. Various methods and approximations to compute the largest Lyapunov exponent of these systems are presented and illustrated, and the results are compared. Finally, it is shown that the location and size of the additive noise term affects the results, and it is shown that additive noise for specific systems could make a non-chaotic system chaotic, and a chaotic system non-chaotic.</p>