Borko D Stošic

• Federal Rural University of Pernambuco

In this work, we introduce a modification of the relative entropy method in order to perform geographically explicit quantification of the rainy season across the Brazilian Northeast (NE). We apply this novel approach to data from the ERA5-Land project for the period 1980 to 2022, with ~9 km spatial resolution, to obtain the strength of seasonality...

The main objective of this study was to analyse the spatial and temporal characteristics of drought in Serbia using the standardised precipitation index (SPI) and the standardised precipitation and evapotranspiration index (SPEI). The duration and severity of drought were determined, and the trend of the indices for different accumulation periods,...

A better understanding of climate change impact on dry/wet conditions is crucial for agricultural planning and the use of renewable energy, in terms of sustainable development and preservation of natural resources for future generations. The objective of this study was to investigate the impact of climate change on temporal fluctuations of dry/wet...

In this work we introduce a modification of the Relative Entropy method in order to perform geographically explicit quantification of the rainy season across the Brazilian Northeast (NE). We apply this novel approach to data from the ERA5-land project for the period 1980 to 2022, with ~9 km spatial resolution, to obtain the strength of seasonality,...

In this study the impact of climate change on drought conditions in Serbia is investigated trough the multifractal analysis of standardized precipitation evapotranspiration index (SPEI). The SPEI time series for accumulation time scale of 1, 3, 6 and 12 months were calculated using the high resolution meteorological gridded dataset E-OBS with a res...

In this work we analyse yearly standardized precipitation evapotranspiration index for accumulation timescale of 6 months (SPEI‐6) for August which has been identified as a strong proxy for corn production in Serbia. By applying recently proposed method generalized weighted permutation entropy (GWPE), which provides the information about predictabi...

In this work we address the question of the Multifractal detrended cross-correlation analysis method that has been subject to some controversies since its inception almost two decades ago. To this end we propose several new options to deal with negative cross-covariance among two time series, that may serve to construct a more robust view of the mu...

Rainfall seasonality in Serbia is examined trough the analysis of several indices: seasonality index (SI), individual seasonality index (SIi)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69p...

O agronegócio é uma relevante atividade econômica no Brasil, representando 26,6% do PIB em 2020. A fruticultura é um setor em destaque, contribuindo para o mercado interno e externo e gerando milhões de empregos diretos. A produção total de frutas in natura em 2020 superou 44 milhões de toneladas, posicionando o Brasil como o terceiro maior produto...

The conversion of native forest into agricultural land, which is common in many parts of the world, poses important questions regarding soil degradation, demanding further efforts to better understand the effect of land use change on soil functions. With the advent of 3D computed tomography techniques and computing power, new methods are becoming a...

We investigate multifractal properties of daily means of air temperature over the territory of Serbia, by using Multifractal detrended fluctuation analysis. Temperature anomalies in two periods 1961–1990 and 1991–2020 are calculated from the E-OBSv26.0e gridded dataset with 0.10° (~12 km) resolution, totaling 1278 daily temperature series for each...

Using multifractal analysis, we investigated in this study hydrological alterations in São Francisco River basin, Brazil, caused by the construction of a cascade of dams and reservoirs. We applied Multifractal Detrended Fluctuation Analysis (MFDFA) to daily streamflow time series recorded during 1929–2016 at locations upstream and downstream of cas...

The main objective of this paper is to analyze the rainfall regimes of Pernambuco, a northeastern Brazilian state, based on the seasonality indices (the individual, \({SI}_{i}\), and the general, \(\overline{SI}\)) and the replicability index, \(RI\). These indices were derived from monthly rainfall data, recorded between 1953 and 2012, at 125 weat...

In this paper we apply the Multiple Data Envelopment Analysis (MDEA) approach to evaluate efficiency of 90 settlements within the Brazilian agrarian reform. Previous study of these data using standard DEA approach yielded only modest discrimination among the DMUs, where roughly half were found efficient, reflecting the curse of dimensionality probl...

We investigated the influence of the construction of cascade dams and reservoirs on the predictability and complexity of the streamflow of the São Francisco River, Brazil, by using complexity entropy causality plane (CECP) in its standard and weighted form. We analyzed daily streamflow time series recorded in three fluviometric stations: São Franci...

In this work, we analyze the regularity of monthly rainfall temporal series during the period 1953 to 2012, recorded at 133 gauging stations in the state of Pernambuco, northeastern Brazil. We use sample entropy method (SampEn), which is suitable for short and noisy data and recently attracted the attention of hydrologists as promising for rainfall...

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods: Permutation entropy and Weighted permutation entropy. The method introduces a scaling parameter to discern the disorder...

This work maps deep neural networks to classical Ising spin models, allowing them to be described using statistical thermodynamics. The density of states shows that structures emerge in the weights after they have been trained -- well-trained networks span a much wider range of realizable energies compared to poorly trained ones. These structures p...

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods: Permutation entropy, and Weighted permutation entropy. The method introduces a scaling parameter to discern the disorder...

In this work, we compare three distinct schemes for detrended fluctuation analysis (DFA) of three-dimensional (3D) [Formula: see text] data sets: (i) an [Formula: see text] set of one-dimensional (1D) DFA runs for each vertical line of length [Formula: see text], (ii) a set of [Formula: see text] two-dimensional (2D) DFA runs for each of the [Formu...

In this work, we analyze the complexity of monthly rainfall temporal series recorded from 1962 to 2012, at 133 gauge stations in the state of Pernambuco, northeastern Brazil. To this end, we employ the modified multiscale entropy method (MMSE), which is well suited for short time series, to analyze the rainfall regularity across a wide range of tem...

Nas últimas décadas o comércio de frutas no Brasil cresceu expressivamente atendendo ao mercado interno e externo. Dentre as principais frutas produzidas e comercializadas, destaca-se a manga, a fruta mais exportada pelo Brasil. Neste trabalho foram analisadas as séries temporais de retornos e de volatilidade de preços semanais de duas variedades d...

In this paper we propose three distinct points for improving scale sensitive DFA based multiple linear regression inference: the scale dependent standardized Regression Coefficients βˆstdDFAs as a measure of dependent variables relative importance, scale dependent effect size f2(s), and Intersection-Union hypothesis test, which can handle the compo...

Distance metric learning has attracted a lot of interest for solving machine learning and pattern recognition problems over the last decades. In this work we present a simple approach based on concepts from statistical physics to learn optimal distance metric for a given problem. We formulate the task as a typical statistical physics problem: dista...

A evolução do mercado agrícola brasileiro alterou o processo de produção, exportação e consumo de commodities alimentares. Com isso, novos estudos acerca da relação entre o mercado de alimentos e outros mercados foram desenvolvidos, buscando explicar a ligação entre os preços de commodities agrícolas e não agrícolas. Visando contribuir para esse es...

The use of wind energy has been growing worldwide continuously over the last years due to global efforts to combat climate change. The modern turbines are becoming ever more cost effective and are gaining features that aim to reduce further the impact on the environment, such as reducing noise or increasing the height. In this context, the current...

High frequency data from the city of Petrolina, Northeast Brazil, are used to find the wind speed projection series at different angles, which are then analyzed by using several statistical tools: detrended fluctuation analysis (DFA), multifractal detrended fluctuation analysis (MFDFA) and Fisher–Shannon analysis (FSA). It is found that α, the DFA...

In this work we analyze predictability and complexity of monthly rainfall temporal series recorded from 1950 to 2012, at 133 gauging stations in Pernambuco state, northeastern Brazil. To this end we use the complexity entropy causality plane (CECP) and Fisher Shannon plane (FS) formed by information quantifiers permutation entropy, permutation stat...

The use of wind energy has been growing worldwide continuously over the last years due to global efforts to combat climate change. The modern turbines are becoming ever more cost effective, and are gaining features that aim to reduce further the impact on the environment, such as reducing noise or increasing the height. In this context, the current...

A produção, exportação e consumo doméstico de carne de frango no Brasil crescem constantemente, apresentando para esse produto variações de preço que comprometem o orçamento da população. O preço dessa commodity depende, principalmente, do custo da ração, que inclui o milho e a soja como fonte de energia e proteína, respectivamente. Estudar a dinâm...

The objective of this study was to develop a software based on image processing and computer vision techniques for monitoring the feeding/collective behavior of broilers (Cobb) and validate it based on the results obtained from the visual analysis of an expert. The visual analysis was performed based on the observation and quantification of behavio...

Durante a última década, houve vários períodos consecutivos de aumento e queda dos preços das commodities. A formação de preços nos mercados agrícolas é o resultado de muitos fatores, como preços do petróleo, taxas de câmbio, demanda de biocombustíveis, especulação nos mercados futuros de commodities, políticas agressivas de estocagem dos países, r...

A precipitação no Nordeste do Brasil (NE) é caracterizada por apresentar alta variabilidade temporal e espacial. No entanto, a disponibilidade de dados de precipitação ainda é limitada nesta região, por vários motivos. O Acesso a dados de precipitação fornece informações úteis para melhor entender a distribuição da chuva e apoiar gerenciamento do e...

Wind turbines operate almost uninterruptedly, and their operation is often subject to harsh environments, as well as complex and dynamic loads. Fourier analysis, a standard diagnostic technique, presents some limitations regarding the use of non-stationary, non-periodic, noisy data, which is precisely the case with wind turbine data. Due to these l...

We analyze trend and persistence in Standardized Precipitation Index (SPI) time series derived from monthly rainfall data at 133 gauging stations in Pernambuco state, Brazil, using a suite of complementary methods to address the spatially explicit tendencies, and persistence. SPI was calculated for 1-, 3-, 6-, and 12-month time scales from 1950 to...

We analyze predictability of selected Brazilian agricultural commodity prices (cotton, sugar, coffee, soybean and cattle) during the period 1997–2018 which encompasses the periods of agricultural commodities prices spikes between 2007 and 2011. We use information theory based methods entropy-complexity plane (HC) and entropy –Fisher information pla...

We applied the informational approach of the Fisher‐Shannon method to study the time series of Standardized Precipitation Index (SPI) derived from monthly rainfall data at 133 gauging stations in Northeast (NE) Brazil. The climate in the study region ranges from tropical humid in the coastal area Zona de Mata to tropical semiarid inland Sertão, pas...

In this paper, we investigate the efficiency of gold market through time evolution of multifractal spectrum parameters (position of maximum, width and asymmetry), by applying multifractal detrended fluctuation analysis in sliding windows of 4, 10 and 20 years. We find that geopolitical and economic events can decrease market efficiency by inducing...

As queimadas são processos complexos que podem ter causas naturais ou serem resultado da interferência humana. O efeito do fogo em um ecossistema varia de acordo com sua sensibilidade, mas a recorrência do fogo pode afetar o equilibrio ambiental e a saúde humana. Buscando reduzir os efeitos negativos das queimadas, faz-se necessário monitorar sua o...

Analysis of daily streamflow variability in space and time is important for water resources planning, development, and management. The natural variability of streamflow is being complicated by anthropogenic influences and climate change, which may introduce additional complexity into the phenomenological records. To address this question for daily...

In this work, lacunarity analysis is performed on soil pores segmented by the pure voxel extraction method from soil tomography images. The conversion of forest to sugarcane plantation was found to result in higher sugarcane soil pore lacunarity than that of native forest soil, while the porosity was found to be lower. More precisely, this study sh...

In this work, lacunarity analysis is performed on soil pores segmented by the pure voxel extraction method from soil tomography images. The conversion of forest to sugarcane plantation was found to result in higher sugarcane soil pore lacunarity than that of native forest soil, while the porosity was found to be lower. More precisely, this study sh...

In order to address the overall properties of the Brazilian agricultural commodity market and the intricate effects of political and economic instabilities, in this work we provide a comprehensive study of the multifractal properties of the Brazilian commodities using multifractal detrended fluctuation analysis (MFDFA). We focus on the daily price...

In this paper, we aim to provide optimal parameters for micro-computed tomography scans of fish otoliths. We tested fifteen different combinations to sagittae. The images were scaled to Hounsfield units, and segmented in two distinct volumes-of-interest (external and internal). The strategy we applied, for identifying optimum scan settings for otol...

Nos últimos anos a produção de etanol tem crescido no mundo inteiro, o que também ocorreu no Brasil, segundo maior produtor mundial de etanol, o produto brasileiro é classificado como biocombustível e derivado da cana de açúcar, que também é matéria prima do açúcar. Além disso, estudos destacam a influência do valor de combustíveis no preço de alim...

Please cite this article as: D.T. Mihailovi´cMihailovi´c, E. Nikoli´cNikoli´c-Ðori´cÐori´c, I. Arseni´cArseni´c et al., Analysis of daily streamflow complexity by Kolmogorov measures and Lyapunov exponent, Physica A (2019), https://doi. Highlights:  Daily streamflow complexity is analyzed using Kolmogorov complexity measures  Highest complexity d...

In the quest for a best approach to estimate the spatial distribution of monthly precipitation for the state of Pernambuco, Brazil, this work tests different versions (choices of parameters and functions) of seven interpolation methods, totaling 26 distinct interpolation schemes. The performance of each method in estimating monthly precipitation wa...

Analysis of daily streamflow variability in space and time is important for water resources planning, development, and management. The natural variability of streamflow is being complicated by anthropogenic influences and climate change, which may introduce additional complexity into streamflow records. To address the complexity in streamflow, dail...

The purpose of this paper was to choose an appropriate information dissimilarity measure for hierarchical clustering of daily streamflow discharge data, from twelve gauging stations on the Brazos River in Texas (USA), for the period 1989–2016. For that purpose, we selected and compared the average-linkage clustering hierarchical algorithm based on...

This study analyzed the behavior of daily rainfall in the State of Paraíba using the data from five meteorological stations distributed across the mesoregions of this state. We used the three-state Markov Chain model, in which states are defined as dry, wet and rainy. We calculated transition probabilities among states, probabilities of equilibrium...

This paper investigates the performance of the 12 entropy-based features for the monitoring and detection of bearing faults. These entropy measures were proposed both in time, frequency and time-frequency domain. Probability mass function (PMF) was extracted from the time waveforms using four different methods: (i) via power spectral density, (ii)...

Analysis of daily streamflow variability in space and time is important for water resources planning, development, and management. The natural variability of streamflow is being complicated by anthropogenic influences and climate change, which may introduce additional complexity into the phenomenological records. To address this question for daily...

Here we report a study of the temporal variation in daily rainfall recorded at meteorological stations in the state of Pernambuco, Brazil using the method of lacunarity to evaluate dry spell distribution. Results indicate coastal region rainfall has lower lacunarity and shows a more homogeneous behaviour with respect to dry spell duration. In the s...

Here we report a study of the temporal variation in daily rainfall recorded at meteorological stations in the state of Pernambuco, Brazil using the method of lacunarity to evaluate dry spell distribution. Results indicate coastal region rainfall has lower lacunarity and shows a more homogeneous behaviour with respect to dry spell duration. In the s...

We investigate intrinsic correlations between Brazilian energy (ethanol) and food market (sugar) by applying recently introduced method Detrended partial cross correlation analysis (DPCCA) on returns and volatility series of sugar, ethanol and crude oil prices. The results show that intrinsic cross-correlations between ethanol and sugar are positiv...

This paper is concerned with the persistence of a single species population in a habitat represented by a finite rooted tree with a lethal boundary and whose interior is a Cayley tree. This Cayley tree is a habitat outside which the organisms cannot live. The population is assumed to be governed by an irreducible cooperative system of differential...

The aim of this study was to evaluate the statistical properties of a daily rainfall time series recorded in Piracicaba river basin, state of Sao Paulo, Brazil in the period 1917-2016. We apply Multifractal Detrended Fluctuation Analysis (MF-DFA) on deseasonalized data and calculate generalized scaling exponents, h(q). We find that h(q) is a decrea...

We present the results of applying detrended fluctuation analysis (DFA) to study correlations in mountain stream temperatures over a 9-year period for impacted and unimpacted conditions. Permutation entropy and complexity are also computed for stream temperature time series at various locations characterized by varying degrees of human impact, and...

In this contribution, we perform detrended fluctuation analysis on eye movement data obtained using an eye tracker with different experimentation subjects performing a set of distinct cognitive tasks. We define three different paradigms: spotting differences among two similar pictures, answering questions in a multiple choice questionnaire, and per...

We study the daily discharge data of Brazos River in Texas, USA, from 1900 to 2017, in terms of concepts drawn from the non-extensive statistics recently introduced by Tsallis. We find that the Brazos River discharge indeed follows non-extensive statistics regarding equilibrium, relaxation and sensitivity. Besides being the first such finding of a...

We study auto-correlations and cross-correlations of IBovespa index and its constituent companies. We use Detrended Fluctuation Analysis (DFA) to quantify auto-correlations and Detrended Cross-Correlation Analysis (DCCA) to quantify cross-correlations in absolute returns of daily closing prices of IBovespa and the individual companies. We find pers...

Purpose: An adequate understanding of bone structural properties is critical for predicting fragility conditions caused by diseases such as osteoporosis, and in gauging the success of fracture prevention treatments. In this work we aim to develop multi-resolution image analysis techniques to extrapolate high-resolution images predictive power to i...

Using joint permutation entropy we address the issue of minimizing the cost of monitoring, while minimizing redundancy of the information content, of daily streamflow data recorded during the period 1989–2016 at twelve gauging stations on Brazos River, Texas, USA. While the conventional entropy measures take into account only the probability of occ...

In this work, a simple computational scheme with the pragmatic purpose of augmenting the efficiency of river discharge measurements is proposed. Observing the functional form of the velocity profile versus depth, applying polynomial regression for each vertical, and finally interpolating between the verticals, the authors develop a continuous appro...

Objectives The goal of this study is to contribute to a better quantitative description of the early stages of osseointegration, by application of fractal, multifractal, and lacunarity analysis. Materials and methods Fractal, multifractal, and lacunarity analysis are performed on scanning electron microscopy (SEM) images of titanium implants that w...

In this paper we investigated the influence of the construction of Sobradinho dam on daily streamflow of Sao Francisco river, Brazil, using permutation entropy method. We analyzed a long daily streamflow time series recorded during the period 1929-2010 encompassing the construction of Sobradinho dam between 1973 and 1979. We found that the original...

Ginzburg-Landau theory is one of the most powerful phenomenological theories in physics, with particular predictive value in superconductivity. The formalism solves coupled nonlinear differential equations for both the electronic and magnetic responsiveness of a given superconductor to external electromagnetic excitations. With order parameter vary...

We investigate multifractal properties of commodity time series using multifractal detrended fluctuation analysis (MF-DFA). We find that agricultural and energy-related commodities exhibit very similar behavior, while the multifractal behavior of daily and monthly commodity series is rather different. Daily series demonstrate overall uncorrelated b...

Artificial neural networks (ANNs) are widely used in applications with complex decision boundaries. A large number of activation functions have been proposed in the literature to achieve better representations of the observed data. However, only a few works employ Tsallis statistics, which has successfully been applied to various other fields. This...

In this study, the process of osseointegration on titanium implant surfaces with different physicochemical treatments subjected to a simulated corporal fluid submersion was evaluated using the concept of fractal dimension. It was found that different treatments led to rather different calcium phosphate crystal growth patterns, with fractal dimensio...

In this work we study the long-term correlations in the satellite daily number of hot pixels recorded in the Brazilian Amazon during the period 1999-2012. While the highest peak in daily hot pixel frequencies occurred in 2007, coincident with a severe drought, for other intense droughts such as that occurred in 2005 (one-in-a-hundred year event for...

We analyze correlations and cross-correlations in wind speed and solar radiation temporal series recorded at the Island Fernando de Noronha in northeastern Brazil, using Detrended fluctuation analysis (DFA) and Detrended cross-correlation analysis (DCCA). We find that both processes exhibit persistent long-term power law correlations as well as per...

We analyze the combined effect of three ingredients of an aggregation model: surface tension, particle flow and particle source - representing typical characteristics of many aggregation growth processes in nature. Through extensive numerical experiments and for different underlying lattice structures we demonstrate that the location of incoming pa...

O regime de chuvas sobre o Nordeste do Brasil é bastante complexo, sendo considerado sazonal, além de sofrer fortes influências dos fenômenos El Niño, La Niña e outros sistemas meteorológicos, como o dipolo, atuantes sobre as bacias do oceano Atlântico Tropical. Neste trabalho foi aplicada a técnica matemática-computacional de interpolação do Kerne...

The rainfall over Northeast Brazil is quite complex and is considered seasonal, besides suffering strong influences of El Nino, La Nina and other weather systems such as dipole, acting on the ocean basins Tropical Atlantic. In this study the mathematical-computational interpolation technique Kernel Smoothing was applied to rainfall data collected o...

Calculating density of states of the Ising model in an external magnetic field remains a long standing challenge for a wide range of statistical physics topics, in particular for complex systems with frustration, long range interactions and/or complex geometry, many of which are still not well understood. In this work some recent results are discus...

We examine statistical properties of a daily hot pixel time series recorded in Brazil during the period 1998-2006, using Multifractal Detrended Fluctuation Analysis (MF-DFA). We find that generalized scaling exponent h(q) is a decreasing function of q, indicating multifractal behavior of hot pixel dynamics. We also calculate multifractal spectra f(...

Suspended sediment and bedload discharges in sand-bed rivers shape semi-arid landscapes and impact sediment delivery from these landscapes, but are still incompletely understood. Suspended sediment and bedload fluxes of the intermittent Exu River, Brazil, were sampled by direct measurements. The highest suspended sediment concentration observed was...

It is shown in this work how the Wang-Landau algorithm can be parallelized through the concept of the micromagnetic ensemble, when the Hamiltonian contains both spin interaction and the external field terms, and thus energy-magnetization plane is used for characterizing the density of states. Within this framework random walk is performed on mutual...

This paper analyzes the transient dynamics of one dimensional flocks, platoons, i.e., a finite collection of identical vehicles moving on the line, with a single leader with independent motion. We show for a class of platoon control laws that if the information flow is asymmetric then a motion change of the leader will cause system transients with...

We study temporal correlations in daily hot pixel time series detected in Brazil in the period 1998–2007, using detrended fluctuation analysis (DFA). We find that power law correlations decay following two distinct scaling regimes with exponents a 1 0.8 and a 2 1.3, with a crossover point at approximately 45 days. These results agree with previous...

We study the statistical properties of hourly wind speed time series detected at four weather stations in the state of Pernambuco, Brazil, in the period 2008–2009. We find that the average and maximum hourly wind speeds deviate from a mutual linear relationship, and that they may be well explained individually by a Weibull distribution, however, wi...

We describe here a novel full-differential Monte Carlo (MC) event-by-event simulation, for modelling electron and positron histories in liquid and gaseous water, with impact energies ranging from the water excitation threshold (7.4 eV) to 10 keV. This new track-structure code is named EPOTRAN, an acronym for Electron and POsitron TRANsport in water...

The beta Weibull distribution was first introduced by Famoye et al. (2005) and studied by these authors and Lee et al. (2007). However, they do not give explicit expressions for the moments. In this article, we derive explicit closed form expressions for the moments of this distribution, which generalize results available in the literature for some...