No description available.

The aim of this thesis is to study water saturation models available in the literature and to apply a proper one to a real field case. Archie equation is the most well-known water saturation model. However, it is formulated on some assumptions and is applicable to only clean sands. Archie equation cannot be used for shaly formation. There are many shaly water saturation models that account for shale effect for water saturation estimation. In this study, 3 wells, namely Well-01, Well-02 and Well-03 are studied. These wells lie in a fractured carbonate reservoir located in Southeastern part of Turkey. From well log recordings, the production formation is seen almost clean. In other words, the shale amount of the formation is so small that it can be neglected. Thus, to calculate the water saturation in those wells, the well-known Archie water saturation equation is used. Since the formation is fractured carbonate, the cementation factor (m ) and saturation exponent (n ) of conventional value of 2 each cannot be used for the water saturation calculation. Instead, these parameters are obtained from generalized crossplot of log-derived porosity and resistivity technique. Finally, each well is divided into zones using porosity data. Zonation is conducted based on statistical method, ANOVA (analysis of variance). Well-01 and Well-02 are both divided into two zones. On the other hand, the statistical method was initially divided Well-03 into three zones. However, Well-03 is better described as a whole zone, depending on the geological analysis and engineering judgment. After the zonation, the zones are correlated from well to well. The water saturations in significantly correlated zones are examined. Also, using the same statistical method, the water saturation zones are identified. However, these zones do not coincide with the porosity zones. This difference is attributed to pore size distribution and wettability which affect saturation distribution.

No description available.

abstract: Approximately 1% of the world population suffers from epilepsy. Continuous long-term electroencephalographic (EEG) monitoring is the gold-standard for recording epileptic seizures and assisting in the diagnosis and treatment of patients with epilepsy. However, this process still requires that seizures are visually detected and marked by experienced and trained electroencephalographers. The motivation for the development of an automated seizure detection algorithm in this research was to assist physicians in such a laborious, time consuming and expensive task. Seizures in the EEG vary in duration (seconds to minutes), morphology and severity (clinical to subclinical, occurrence rate) within the same patient and across patients. The task of seizure detection is also made difficult due to the presence of movement and other recording artifacts. An early approach towards the development of automated seizure detection algorithms utilizing both EEG changes and clinical manifestations resulted to a sensitivity of 70-80% and 1 false detection per hour. Approaches based on artificial neural networks have improved the detection performance at the cost of algorithm's training. Measures of nonlinear dynamics, such as Lyapunov exponents, have been applied successfully to seizure prediction. Within the framework of this MS research, a seizure detection algorithm based on measures of linear and nonlinear dynamics, i.e., the adaptive short-term maximum Lyapunov exponent (ASTLmax) and the adaptive Teager energy (ATE) was developed and tested. The algorithm was tested on long-term (0.5-11.7 days) continuous EEG recordings from five patients (3 with intracranial and 2 with scalp EEG) and a total of 56 seizures, producing a mean sensitivity of 93% and mean specificity of 0.048 false positives per hour. The developed seizure detection algorithm is data-adaptive, training-free and patient-independent. It is expected that this algorithm will assist physicians in reducing the time spent on detecting seizures, lead to faster and more accurate diagnosis, better evaluation of treatment, and possibly to better treatments if it is incorporated on-line and real-time with advanced neuromodulation therapies for epilepsy. / Dissertation/Thesis / M.S. Electrical Engineering 2012

As an extension of the geometric Brownian motion, a geometric fractional Brownian motion (GFBM) is considered as a stock-price model. The modeled GFBM is compared with empirical Chinese stock prices. Comparisons are performed by considering logarithmic-return densities, autocovariance functions, spectral densities and trajectories. Since logarithmic-return densities of GFBM stock prices are Gaussian and empirical stock logarithmic-returns typically are far from Gaussian, a GFBM model may not be the most suitable stock price model.

Made available in DSpace on 2014-06-11T19:25:31Z (GMT). No. of bitstreams: 0 Previous issue date: 2004-12-20Bitstream added on 2014-06-13T19:32:42Z : No. of bitstreams: 1 favaretto_ab_me_rcla.pdf: 1219340 bytes, checksum: 8add91d75469d4bb5abdc17d48f9449e (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Os sinais analisados são séries temporais de precipitações pluviométricas ou simplesmente denominadas chuvas, que sofrem influências de outras variáveis atmosféricas, como a temperatura, pressão, vento, relevo, posição geográfica, sazonalidade, dentre outras, constituindo um sistema complexo. Estas séries temporais de chuvas, foram obtidas de 48 postos de coleta de dados, com medidas diária, em (mm), de quantidade de chuva, pertencentes a 38 municípios, localizados nas 9 regiões climáticas do Estado de São Paulo, proposto por Monteiro (1973). Os valores do expoente de Hurst, destas séries temporais, foram estimados com o método conhecido como análise R/S, o método utilizando a transformada de Fourier e o método utilizando a transformada de wavelets. A análise R/S e o método utilizando a transformada de Fourier apresentaram resultados equivalentes, mostrando coerência e grande importância na análise de sistemas complexos, objeto deste estudo. O método utilizando a transformada de wavelets, forneceu alguns resultados coerentes, uma grande parte, com resultados superestimados e uma pequena parte, com resultados subestimados, em relação aos outros dois métodos, mostrando-se inadequado para esta análise. / We analyze temporal series associated to pluvial precipitations, best known as rain, The latter depends on temperature, pressure, landscape, location and season, among many other atmospheric variables, thus qualifying as a complex system. These rain's temporal series were obtained from 48 data collection posts, with daily rain measurements (in mm), associated to 38 counties within the nine climatic regions of the State of São Paulo. The values of the time series Hurst exponent, were computed by three methods namely: the R/S analysis method, a Fourier transform and the wavelet transform method. The first two yield coherent results, showing both the consistency and relevance of these methods when applied to complex systems, the main goal of this work. The wavelet method yielded higher and lower values for the Hurst exponent, thus probing the limitations of this method.

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).

Submitted by Fabio Sobreira Campos da Costa (fabio.sobreira@ufpe.br) on 2017-02-15T12:52:08Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Dissertação - Ricardo Batista.pdf: 10061311 bytes, checksum: ce7d296a73fc33cb8f4605b5e94a9cfb (MD5) / Made available in DSpace on 2017-02-15T12:52:08Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Dissertação - Ricardo Batista.pdf: 10061311 bytes, checksum: ce7d296a73fc33cb8f4605b5e94a9cfb (MD5) Previous issue date: 2015-03-02 / CNPq / Centros de periodicidade e caos (CPCs) s˜ao pontos que podem aparecer quando projetamos certo expoente de Lyapunov λ em um plano de parˆametros de um sistema dinˆamico dissipativo. Espirais de solu¸c˜oes peri´odicas (λ < 0) e ca´oticas (λ > 0) circulam alternadamente um CPC, como aquele no ter¸co inferior direito na figura da folha de rosto. Nesta disserta¸c˜ao foi desenvolvido inicialmente um programa para o c´alculo num´erico do espectro de Lyapunov de um sistema dinˆamico tridimensional (3D) gen´erico. Em seguida, CPCs foram procurados e achados nas solu¸c˜oes das equa¸c˜oes de R¨ossler, que possuem trˆes parˆametros, a, b, e c. Em particular, para b = bc = 0.17872, o CPC foi encontrado no plano a×c com coordenadas a = ac = 0.17694 e c = cc = 10.5706. Fixando a = ac e tomando c como um parˆametro de controle no intervalo 3 < c < cc, uma sequˆencia de dobramentos de per´ıodo seguida por uma sequˆencia de janelas de adi¸c˜ao de per´ıodo dentro da regi˜ao ca´otica. Ajustes por fun¸c˜oes simples de mapas de retorno de m´aximos locais em uma das vari´aveis dinˆamicas do sistema de R¨ossler permitiram a elabora¸c˜ao de um mapa discreto unidimensional Mr(x) no intervalo unit´ario, o qual faz a m´ımica sin´optica da dinˆamica do fluxo. A raz˜ao de convergˆencia para a sequˆencia de adi¸c˜ao de per´ıodo foi estimada dos ciclos superest´aveis do mapa como um valor pouco acima de 1.7, em bom acordo com o que se obt´em do sistema de R¨ossler. Uma f´ormula para a medida invariante foi obtida de um ajuste para a distribui¸c˜ao das iteradas em regime erg´odico. O correspondente expoente de Lyapunov, 0.597, est´a em bom acordo com 0.588, valor obtido da m´edia discreta de ln|Mr(xi)|. / Aperiodicityhub(PH)isthecommoncenterofperiodic(λ < 0)andchaotic(λ > 0) spirals which show up when a characteristic Lyapunov exponent λ of a dissipative dynamical system is projected onto a planar subset of its parameter space. The color plate in a previous page of this document shows one such PH in the lower right third. In this work Lyapunov spectra of three-dimensional dynamical systems were numericallycalculatedwithastandardalgorithmwhichreliesonrepeatedapplication of the Gram-Schmidt orghonormalization procedure on certain vectors in the phase space. PHs were then searched and found in the R¨ossler system, which has three parameters, namely, a,b, and c. In particular, for b = bh = 0.17872, a PH was found in the ca-plane with coordinates a = ah = 0.17694 and c = ch = 10.5706. By fixing a = ah and taking c as a control parameter in the interval 3 < c < ch, a complete sequence , i.e., a period-doubling sequence followed by a sequence of period-adding windows within the chaotic region, was observed. Fits to tens of return maps for local maxima in one of the dynamical variables allowed the construction of a oneparameter one-dimensional discrete map in the unit interval that synoptically mimics the dynamics of the flow. The convergence ratio for the period-adding sequence was estimated from the superstable cycles as 1.7, in good agreement with the value obtained from the R¨ossler system. At full ergodicity, a formula for the invariant measurewasobtainedfromafittothedistributionoftheiterates. Fromthatformula, we estimated a Lyapunov exponent of 0.597, which is in reasonable agreement with 0.588, the value obtained straightforwardly from the discrete iterates of the map.

Orientador: Lee Luan Ling / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação / Made available in DSpace on 2018-08-06T02:50:26Z (GMT). No. of bitstreams: 1 Jorge_Christian_M.pdf: 1384136 bytes, checksum: 21169a9d54dc981f5cfe38cdbaf733e5 (MD5) Previous issue date: 2006 / Resumo: Nas redes de comunicações, a atual integração de vários tipos de serviços, cada qual com características estatísticas e requisitos de qualidade de serviço distintos, traz consigo a necessidade de esquemas eficientes de gerenciamento e controle de congestionamento do tráfego presente. Em pequenas escalas de tempo, os esquemas atuais podem ter sua eficiência reduzida devido à alta irregularidade do tráfego. Desta forma, neste presente trabalho, tendo como base à disciplina de escalonamento Generalized Processor Sharing (GPS), propõe-se um esquema de escalonamento de fluxos de dados que utiliza o expoente de Hölder pontual para caracterização local de cada fluxo. Para isso, propõe-se conjuntamente um estimador dinâmico destes expoentes e um preditor. Os expoentes de Hölder pontuais são estimados dinamicamente por meio do decaimento dos coeficientes wavelets em janelas de tempo. O preditor proposto possui características adaptativas e baseia-se no filtro de Kalman e no filtro de Mínimos Médios Quadrados Normalizado (Normalized Least-Mean-Square - NLMS). As avaliações realizadas mostram que este esquema de escalonamento contribui para o controle dinâmico preventivo no sentido de se obter uma menor perda de dados e um melhor uso da taxa de transmissão do enlace, em comparação com o GPS convencional / Abstract: Today network traffic is composed of many services with different statistical characteristics and quality of service requirements. This integration needs efficient traffic congestion control and management schemes. Dynamic and preventive schemes usually anticipate traffic conditions by means of a prediction process. Nevertheless, at fine-grained time scales, traffic exhibits strong irregularities and more complex scaling law that make this prediction process a non-trivial task. In this work we model network traffic flows as multifractal processes and introduce the pointwise Hölder exponent as an indicator of the local regularity degree. Also we propose a new traffic flow scheduling scheme based on the Generalized Processor Sharing (GPS) discipline that incorporate the pointwise Hölder exponent to locally characterize each data flow. For this end we explicitly present both dynamic pointwise Hölder exponent estimation and prediction mechanisms. The pointwise Hölder estimation is carried out dynamically based on the decay of the wavelet coefficients in the selected time windows. The proposed predictor is adaptive and implemented with both Kalman and Normalized Least Mean Squares (NLMS) filters. Experimental evaluations have validated the proposed scheduling scheme, resulting in low data loss rate and a better sharing of the network resources in comparison with the usual GPS scheme / Mestrado / Telecomunicações e Telemática / Mestre em Engenharia Elétrica

Orientador: Marcelo da Silva Montenegro / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-23T11:08:01Z (GMT). No. of bitstreams: 1 Abreu_RafaeldosReis_D.pdf: 1052192 bytes, checksum: 6fe840dfe507b4cc6c5ad9f908da486a (MD5) Previous issue date: 2013 / Resumo: Neste trabalho, tratamos de resultados de existência de soluções ground state para algumas classes de problemas elípticos sobre espaços euclidianos ou sobre domínios exteriores. Nos casos em que consideramos um domínio exterior, consideramos a condição de fronteira de Dirichlet ou de Neumann. O fato de se considerar domínios não limitados naturalmente implica em algumas dificuldades como, por exemplo, a falta de compacidade. Quando isso ocorre, em geral, a condição Palais-Smale não é válida. Para contornar esta e outras dificuldades, usamos o Teorema do Passo da Montanha sem condição Palais-Smale, Lema de Lions e Teorema de Vitali. Em nosso estudo, utilizamos métodos variacionais explorando diversas técnicas para a obtenção de pontos críticos de funcionais associados a cada problema. Pontos críticos não nulos de cada funcional são soluções de seu respectivo problema / Abstract: In this work, we deal with existence of ground state solutions for some classes of elliptic problems on Euclidean spaces or on exterior domains. In cases where we consider an exterior domain, we consider the Dirichlet boundary condition or the Neumann boundary condition. Elliptic problems involving unbounded domains naturally have some difficulties, por example, the lack of compactness. When it occurs, in general, the Palais-Smale condition is not valid. To overcome this difficulty and others, we use the Mountain Pass Theorem without Palais-Smale condition, results due to Lions and the Vitali's Theorem. In our study, we use variational methods exploring techniques to obtain critical points of functionals related to each problem. Nonzero critical points of each functional are solutions of its respective problem / Doutorado / Matematica / Doutor em Matemática