Broadband Minimum Variance Beamforming for Ultrasound Imaging
Holfort, Iben Kraglund; Gran, Fredrik; Jensen, Jørgen Arendt
2009-01-01
A minimum variance (MV) approach for near-field beamforming of broadband data is proposed. The approach is implemented in the frequency domain, and it provides a set of adapted, complex apodization weights for each frequency subband. The performance of the proposed MV beamformer is tested on...
A Broadband Beamformer Using Controllable Constraints and Minimum Variance
Karimian-Azari, Sam; Benesty, Jacob; Jensen, Jesper Rindom; Christensen, Mads Græsbøll
The minimum variance distortionless response (MVDR) and the linearly constrained minimum variance (LCMV) beamformers are two optimal approaches in the sense of noise reduction. The LCMV beamformer can also reject interferers using linear constraints at the expense of reducing the degree of freedom...
Minimum variance geographic sampling
Terrell, G. R. (Principal Investigator)
1980-01-01
Resource inventories require samples with geographical scatter, sometimes not as widely spaced as would be hoped. A simple model of correlation over distances is used to create a minimum variance unbiased estimate population means. The fitting procedure is illustrated from data used to estimate Missouri corn acreage.
Minimum Variance Hedging and Stock Index Market Efficiency
Carol Alexander; Andreza Barbosa
2006-01-01
This empirical study examines the impact of both advanced electronic trading platforms and index exchange traded funds (ETFs) on the minimum variance hedging of stock indices with futures. Our findings show that minimum variance hedging may provide an out-of-sample hedging performance that is superior to that of the one-one futures hedge, but only in markets without active trading of ETFs and advanced development of electronic communications networks. However there is no evidence to suggest t...
Grossman, M.; Norton, H W
1981-01-01
An approximate minimum-variance estimate of heritability (h2) is proposed, using the sire and dam components of variance from a hierarchical analysis of variance. The minimum sampling variance is derived for unbalanced data. Optimum structures for the estimation of h2 are given for the balanced case. The degree to which ĥ2 is more precise than the equally weighted estimate ĥ2S+D is a function of the size and structure of the sample used. However, computer simulation reveals that ĥ2 has less d...
Identifiability, stratification and minimum variance estimation of causal effects.
Tong, Xingwei; Zheng, Zhongguo; Geng, Zhi
2005-10-15
The weakest sufficient condition for the identifiability of causal effects is the weakly ignorable treatment assignment, which implies that potential responses are independent of treatment assignment in each fine subpopulation stratified by a covariate. In this paper, we expand the independence that holds in fine subpopulations to the case that the independence may also hold in several coarse subpopulations, each of which consists of several fine subpopulations and may have overlaps with other coarse subpopulations. We first show that the identifiability of causal effects occurs if and only if the coarse subpopulations partition the whole population. We then propose a principle, called minimum variance principle, which says that the estimator possessing the minimum variance is preferred, in dealing with the stratification and the estimation of the causal effects. The simulation results with the detail programming and a practical example demonstrate that it is a feasible and reasonable way to achieve our goals. PMID:16149123
Recursive identification of time-varying systems using minimum variance
Tian, Y.; M. Wahl; Vasseur, C.
2003-01-01
This paper presents a new on-line identification method based on minimum variance using a sliding data window in order to improve robustness against noise and effective tracking ability. This method is based on a local linearization model between the sliding data window bounds and on an incremental procedure. The corresponding algorithm is applied to a non-linear fermentation process. The results illustrate the performances of this method in comparison with other existent techniques.
Analysis and application of minimum variance discrete linear system identification
Kotob, S.; Kaufman, H.
1977-01-01
An on-line minimum variance (MV) parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise (AMN). The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean-square convergent and mean-square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
Analysis and application of minimum variance discrete time system identification
Kotob, S.; Kaufman, H.
1976-01-01
An on-line minimum variance parameter identifier was developed which embodies both accuracy and computational efficiency. The new formulation resulted in a linear estimation problem with both additive and multiplicative noise. The resulting filter is shown to utilize both the covariance of the parameter vector itself and the covariance of the error in identification. It is proven that the identification filter is mean square covergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
Minimum variance brain source localization for short data sequences.
Ravan, Maryam; Reilly, James P; Hasey, Gary
2014-02-01
In the electroencephalogram (EEG) or magnetoencephalogram (MEG) context, brain source localization methods that rely on estimating second-order statistics often fail when the number of samples of the recorded data sequences is small in comparison to the number of electrodes. This condition is particularly relevant when measuring evoked potentials. Due to the correlated background EEG/MEG signal, an adaptive approach to localization is desirable. Previous work has addressed these issues by reducing the adaptive degrees of freedom (DoFs). This reduction results in decreased resolution and accuracy of the estimated source configuration. This paper develops and tests a new multistage adaptive processing technique based on the minimum variance beamformer for brain source localization that has been previously used in the radar statistical signal processing context. This processing, referred to as the fast fully adaptive (FFA) approach, can significantly reduce the required sample support, while still preserving all available DoFs. To demonstrate the performance of the FFA approach in the limited data scenario, simulation and experimental results are compared with two previous beamforming approaches; i.e., the fully adaptive minimum variance beamforming method and the beamspace beamforming method. Both simulation and experimental results demonstrate that the FFA method can localize all types of brain activity more accurately than the other approaches with limited data. PMID:24108457
Interdependence of NAFTA capital markets: A minimum variance portfolio approach
López-Herrera Francisco
2014-01-01
Full Text Available We estimate the long-run relationships among NAFTA capital market returns and then calculate the weights of a “time-varying minimum variance portfolio” that includes the Canadian, Mexican, and USA capital markets between March 2007 and March 2009, a period of intense turbulence in international markets. Our results suggest that the behavior of NAFTA market investors is not consistent with that of a theoretical “risk-averse” agent during periods of high uncertainty and may be either considered as irrational or attributed to a possible “home country bias”. This finding represents valuable information for portfolio managers and contributes to a better understanding of the nature of the markets in which they invest. It also has practical implications in the design of international portfolio investment policies.
Minimum variance linear unbiased estimators of loss and inventory
The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs
A comparison between temporal and subband minimum variance adaptive beamforming
Diamantis, Konstantinos; Voxen, Iben Holfort; Greenaway, Alan H.;
2014-01-01
and subband approaches. From a cyst phantom and for 128 emissions, the contrast level is calculated at -54 dB and -63 dB respectively at the same depth, with the initial shape of the cyst being preserved in contrast to conventional beamforming. The difference between the two adaptive beamformers is......This paper compares the performance between temporal and subband Minimum Variance (MV) beamformers for medical ultrasound imaging. Both adaptive methods provide an optimized set of apodization weights but are implemented in the time and frequency domains respectively. Their performance is evaluated...... with simulated synthetic aperture data obtained from Field II and is quantified by the Full-Width-Half-Maximum (FWHM), the Peak-Side-Lobe level (PSL) and the contrast level. From a point phantom, a full sequence of 128 emissions with one transducer element transmitting and all 128 elements receiving...
WU Wentao; PU Jie; LU Yi
2012-01-01
In medical ultrasound imaging field, in order to obtain high resolution and correct the phase errors induced by the velocity in-homogeneity of the tissue, a high-resolution medical ultrasound imaging method combining minimum variance beamforming and general coherence factor was presented. First, the data from the elements is delayed for focusing; then the multi-channel data is used for minimum variance beamforming; at the same time, the data is transformed from array space to beam space to calculate the general coherence factor; in the end, the general coherence factor is used to weight the results of minimum variance beamforming. The medical images are gotten by the imaging system. Experiments based on point object and anechoic cyst object are used to verify the proposed method. The results show the proposed method in the aspects of resolution, contrast and robustness is better than minimum variance beamforming and conventional beamforming.
A Novel Minimum Output Variance Estimator for Carrier Frequency Offset in OFDM Systems
无
2007-01-01
In orthogonal frequency-division multiplexing (OFDM) systems, the carrier frequency offset (CFO)destroys the orthogonality among subcarriers which degrades system performance. Various CFO estimation methods have been developed to compensate for the CFO at the receiver. This paper describes a novel minimum output variance method for OFDM systems with CFO in additive white Gaussian noise channels.This method utilizes the phase and the amplitude of the received signal and reduces the mean square error of the CFO by about 3 dB compared with the original minimum output variance method.
Minimum variance control of organic Rankine cycle based waste heat recovery
Highlights: • The self-tuning generalized minimum variance control is applied for a waste heat recovery process with organic Rankine cycle. • The design procedure of generalized minimum variance controller is presented. • Simulation tests show the tracking ability and the disturbance rejecting performance of this controller. - Abstract: In this paper, an online self-tuning generalized minimum variance (GMV) controller is proposed for a 100 KW waste heat recovery system with organic Rankine cycle (ORC). The ORC process model is formulated by the controlled autoregressive moving average (CARMA) model whose parameters are identified using the recursive least squares (RLS) algorithm with forgetting factor. The generalized minimum variance algorithm is applied to regulate ORC based waste heat recovery system. The contributions of this work are twofold: (1) the proposed control strategy is formulated under the data-driven framework, which does not need the precise mathematic model; (2) this proposed method is applied to handle tracking set-point variations and process disturbances by improved minimum objective GMV function. The performance of GMV controller is compared with the PID controller. The simulation results show that the proposed strategy can achieve satisfactory set-point tracking and disturbance rejection performance
SIMULATION STUDY OF GENERALIZED MINIMUM VARIANCE CONTROL FOR AN EXTRACTION TURBINE
Shi Xiaoping
2003-01-01
In an extraction turbine, pressure of the extracted steam and rotate speed of the rotor are two important controlled quantities. The traditional linear state feedback control method is not perfect enough to control the two quantities accurately because of existence of nonlinearity and coupling. A generalized minimum variance control method is studied for an extraction turbine. Firstly, a nonlinear mathematical model of the control system about the two quantities is transformed into a linear system with two white noises. Secondly, a generalized minimum variance control law is applied to the system.A comparative simulation is done. The simulation results indicate that precision and dynamic quality of the regulating system under the new control law are both better than those under the state feedback control law.
Juan ZHAO; Yunmin ZHU
2009-01-01
The optimally weighted least squares estimate and the linear minimum variance estimate are two of the most popular estimation methods for a linear model. In this paper, the authors make a comprehensive discussion about the relationship between the two estimates. Firstly, the authors consider the classical linear model in which the coefficient matrix of the linear model is deterministic,and the necessary and sufficient condition for equivalence of the two estimates is derived. Moreover,under certain conditions on variance matrix invertibility, the two estimates can be identical provided that they use the same a priori information of the parameter being estimated. Secondly, the authors consider the linear model with random coefficient matrix which is called the extended linear model;under certain conditions on variance matrix invertibility, it is proved that the former outperforms the latter when using the same a priori information of the parameter.
A linear test for the global minimum variance portfolio for small sample and singular covariance
Bodnar, Taras; Mazur, Stepan; Podgorski, Krzysztof
2015-01-01
Bodnar and Schmid (2008) derived the distribution of the global minimum variance portfolio weights and obtained the distribution of the test statistics for the general linear hypothesis. Their results are obtained in the case when the number of observations n is bigger or equal than the size of portfolio k. In the present paper, we extend the result by analyzing the portfolio weights in a small sample case of n < k, with the singular covariance matrix. The results are illustrated using ...
Kotob, S.; Kaufman, H.
1976-01-01
An on-line minimum variance parameter identifier is developed which embodies both accuracy and computational efficiency. The formulation results in a linear estimation problem with both additive and multiplicative noise. The resulting filter which utilizes both the covariance of the parameter vector itself and the covariance of the error in identification is proven to be mean square convergent and mean square consistent. The MV parameter identification scheme is then used to construct a stable state and parameter estimation algorithm.
Manfredo, Mark R.; Sanders, Dwight R.
2003-01-01
An empirical methodology is developed for statistically testing the hedging effectiveness among competing futures contracts. The presented methodology is based on the encompassing principle, widely used in the forecasting literature, and applied here to minimum variance hedging regressions. Intuitively, the test is based on an alternative futures contract's ability to reduce residual basis risk by offering either diversification or a smaller absolute level of basis risk than a preferred futur...
Monochromaticity of orientation maps in v1 implies minimum variance for hypercolumn size.
Afgoustidis, Alexandre
2015-01-01
In the primary visual cortex of many mammals, the processing of sensory information involves recognizing stimuli orientations. The repartition of preferred orientations of neurons in some areas is remarkable: a repetitive, non-periodic, layout. This repetitive pattern is understood to be fundamental for basic non-local aspects of vision, like the perception of contours, but important questions remain about its development and function. We focus here on Gaussian Random Fields, which provide a good description of the initial stage of orientation map development and, in spite of shortcomings we will recall, a computable framework for discussing general principles underlying the geometry of mature maps. We discuss the relationship between the notion of column spacing and the structure of correlation spectra; we prove formulas for the mean value and variance of column spacing, and we use numerical analysis of exact analytic formulae to study the variance. Referring to studies by Wolf, Geisel, Kaschube, Schnabel, and coworkers, we also show that spectral thinness is not an essential ingredient to obtain a pinwheel density of π, whereas it appears as a signature of Euclidean symmetry. The minimum variance property associated to thin spectra could be useful for information processing, provide optimal modularity for V1 hypercolumns, and be a first step toward a mathematical definition of hypercolumns. A measurement of this property in real maps is in principle possible, and comparison with the results in our paper could help establish the role of our minimum variance hypothesis in the development process. PMID:25859421
A further analysis for the minimum-variance deconvolution filter performance
Chi, Chong-Yung
1987-01-01
Chi and Mendel (1984) analyzed the performance of minimum-variance deconvolution (MVD). In this correspondence, a further analysis of the performance of the MVD filter is presented. It is shown that the MVD filter performs like an inverse filter and a whitening filter as SNR goes to infinity, and like a matched filter as SNR goes to zero. The estimation error of the MVD filter is colored noise, but it becomes white when SNR goes to zero. This analysis also conects the error power-spectral density of the MVD filter with the spectrum of the causal-prediction error filter.
Avoiding Self Nulling by Using Linear Constraint Minimum Variance Beamforming in Smart Antenna
Balaem Salem
2013-04-01
Full Text Available The beam forming technique is important in smart antenna systems to enhance the data rates, null steering and coverage. This study presents two methods of beamformeing algorithm; Minimum Variance Distortion less Response (MVDR and Linear Constraint Minimum Variance (LCMV. MVDR and LCMV techniques form radiation beams based on the received weight vector of the desired signal. The LCMV technique is found to be efficient than the MVDR in self-null even if the interference signal is closer from the desired signal. Simulation has been carried out to validate these two techniques. The four elements of the linear array smart antenna are used in our simulation program with the operation frequency around 2.3 GHz, noise power 0.5dB and the spacing between elements is 0.5&lambda. The result of the simulation reveals that both the modes are capable of providing high output power; however they need the direction of all the incoming sources, which is practically difficult to obtain. Nevertheless the MVDR beam forming minimizes the multi-path fading problem, by adding the multi-path signal, which increases the strength of the desired signal and nullifies the interference.
Minimum variance imaging based on correlation analysis of Lamb wave signals.
Hua, Jiadong; Lin, Jing; Zeng, Liang; Luo, Zhi
2016-08-01
In Lamb wave imaging, MVDR (minimum variance distortionless response) is a promising approach for the detection and monitoring of large areas with sparse transducer network. Previous studies in MVDR use signal amplitude as the input damage feature, and the imaging performance is closely related to the evaluation accuracy of the scattering characteristic. However, scattering characteristic is highly dependent on damage parameters (e.g. type, orientation and size), which are unknown beforehand. The evaluation error can degrade imaging performance severely. In this study, a more reliable damage feature, LSCC (local signal correlation coefficient), is established to replace signal amplitude. In comparison with signal amplitude, one attractive feature of LSCC is its independence of damage parameters. Therefore, LSCC model in the transducer network could be accurately evaluated, the imaging performance is improved subsequently. Both theoretical analysis and experimental investigation are given to validate the effectiveness of the LSCC-based MVDR algorithm in improving imaging performance. PMID:27155349
Sparse Array Imaging of Change-Detected Ultrasonic Signals by Minimum Variance Processing
Michaels, J. E.; Hall, J. S.; Hickman, G.; Krolik, J.
2009-03-01
Spatially distributed arrays of permanently attached ultrasonic sensors are being considered for structural health monitoring systems. Most algorithms for analyzing the received signals are based upon change detection whereby baselines from the undamaged structure are subtracted from current signals of interest, and the residual signals are analyzed. In particular, delay-and-sum algorithms applied to the residual signals have been shown to be effective for imaging damage in plate-like structures that support propagation of guided waves. Here we consider minimum variance processing of the residual signals, which is an adaptive beamforming method in common use for processing of radar signals where the weights are adjusted at each pixel location prior to summation based upon actual and expected signal amplitudes. Experimental results from a sparse sensor array show that this processing method can provide a significantly improved signal-to-noise ratio by suppressing unwanted sidelobes in the image.
Robust Hotelling T2 control chart using reweighted minimum vector variance estimators
Ali, Hazlina; Yahaya, Sharipah Soaad Syed; Omar, Zurni
2014-12-01
Hotelling T2 control chart is employed to monitor the stability of a multivariate process in Phase I and II. Traditional Hotelling T2 control chart using classical estimators in Phase I, however, suffers from masking and swamping effects and thus jeorpadizes its performance. To alleviate this problem, robust location and scale estimators are recommended instead. In this paper, a new Hotelling T2 control chart based on highly robust and efficient estimators of location and scatter estimators, known as reweighted minimum vector variance estimators, is proposed. Numerical results show that the new chart is not only capable of detecting outliers but it can also control the alarm rates better than the existing charts.
Shin, Junseob; Huang, Lianjie
2016-04-01
Minimum variance beamforming (MVBF) is an adaptive beamforming technique, which aims to improve the lateral resolution by computing and applying signal-dependent apodization rather than predetermined apodization as typically done in conventional delay-and-sum (DAS) beamforming. Although studies have shown that the improvement in lateral resolution associated with MVBF is significant, the axial resolution remains unaffected. In this work, we combine MVBF and spiking deconvolution to improve both lateral and axial resolutions in synthetic aperture ultrasound imaging. We implement our new method and evaluate its performance using experimental datasets from a tissue-mimicking phantom. Our results show that our new method yields improved axial and lateral resolutions as well as image contrast.
Darzi, Soodabeh; Tiong, Sieh Kiong; Tariqul Islam, Mohammad; Rezai Soleymanpour, Hassan; Kibria, Salehin
2016-01-01
An experience oriented-convergence improved gravitational search algorithm (ECGSA) based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α), is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents' positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR) beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness. PMID:27399904
Soodabeh Darzi
Full Text Available An experience oriented-convergence improved gravitational search algorithm (ECGSA based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α, is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents' positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness.
Darzi, Soodabeh; Tiong, Sieh Kiong; Tariqul Islam, Mohammad; Rezai Soleymanpour, Hassan; Kibria, Salehin
2016-01-01
An experience oriented-convergence improved gravitational search algorithm (ECGSA) based on two new modifications, searching through the best experiments and using of a dynamic gravitational damping coefficient (α), is introduced in this paper. ECGSA saves its best fitness function evaluations and uses those as the agents’ positions in searching process. In this way, the optimal found trajectories are retained and the search starts from these trajectories, which allow the algorithm to avoid the local optimums. Also, the agents can move faster in search space to obtain better exploration during the first stage of the searching process and they can converge rapidly to the optimal solution at the final stage of the search process by means of the proposed dynamic gravitational damping coefficient. The performance of ECGSA has been evaluated by applying it to eight standard benchmark functions along with six complicated composite test functions. It is also applied to adaptive beamforming problem as a practical issue to improve the weight vectors computed by minimum variance distortionless response (MVDR) beamforming technique. The results of implementation of the proposed algorithm are compared with some well-known heuristic methods and verified the proposed method in both reaching to optimal solutions and robustness. PMID:27399904
This paper derives an unbiased minimum variance estimator (UMVE) of a matrix exponential function of a normal wean. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. The last section will present numerical results on a simple example. (authors)
Hsiang-Tai Lee; Jonathan Yoder
2005-01-01
This paper develops a new bivariate Markov regime switching BEKK-GARCH (RS-BEKK-GARCH) model. The model is a state-dependent bivariate BEKK- GARCH model, and an extension of Gray’s univariate generalized regime- switching (GRS) model to the bivariate case. To solve the path- dependency problem inherent in the bivariate regime switching BEKK-GARCH model, we propose a recombining method for the covariance term in the conditional variance-covariance matrix. The model is applied to estimate time-...
Minimum output variance control for FSN models: Continuous-time case
Shi Guojun
2000-01-01
Full Text Available In this paper we consider the Finite Signal-to-Noise ratio model for linear stochastic systems. It is assumed that the intensity of noise corrupting a signal is proportional to the variance of the signal. Hence, the signal-to-noise ratio of each sensor and actuator is finite – as opposed to the infinite signal-to-noise ratio assumed in LQG theory. Computational errors in the controller implementation are treated similarly. The objective is to design a state feedback control law such that the closed loop system is mean square asymptotically stable and the output variance is minimized. The main result is a controller which achieves its maximal accuracy with finite control gains – as opposed to the infinite controls required to achieve maximal accuracy in LQG controllers. Necessary and sufficient conditions for optimality are derived. An optimal control law which involves the positive definite solution of a Riccati-like equation is derived. An algorithm for solving the Riccati-like equation is given and its convergence is guaranteed if a solution exists.
Mohammad Ali Barati
2016-04-01
Full Text Available Multi-period models of portfolio selection have been developed in the literature with respect to certain assumptions. In this study, for the first time, the portfolio selection problem has been modeled based on mean-semi variance with transaction cost and minimum transaction lots considering functional constraints and fuzzy parameters. Functional constraints such as transaction cost and minimum transaction lots were included. In addition, the returns on assets parameters were considered as trapezoidal fuzzy numbers. An efficient genetic algorithm (GA was designed, results were analyzed using numerical instances and sensitivity analysis were executed. In the numerical study, the problem was solved based on the presence or absence of each mode of constraints including transaction costs and minimum transaction lots. In addition, with the use of sensitivity analysis, the results of the model were presented with the variations of minimum expected rate of programming periods.
Darzi, Soodabeh; Kiong, Tiong Sieh; Islam, Mohammad Tariqul; Ismail, Mahamod; Kibria, Salehin; Salem, Balasem
2014-01-01
Linear constraint minimum variance (LCMV) is one of the adaptive beamforming techniques that is commonly applied to cancel interfering signals and steer or produce a strong beam to the desired signal through its computed weight vectors. However, weights computed by LCMV usually are not able to form the radiation beam towards the target user precisely and not good enough to reduce the interference by placing null at the interference sources. It is difficult to improve and optimize the LCMV beamforming technique through conventional empirical approach. To provide a solution to this problem, artificial intelligence (AI) technique is explored in order to enhance the LCMV beamforming ability. In this paper, particle swarm optimization (PSO), dynamic mutated artificial immune system (DM-AIS), and gravitational search algorithm (GSA) are incorporated into the existing LCMV technique in order to improve the weights of LCMV. The simulation result demonstrates that received signal to interference and noise ratio (SINR) of target user can be significantly improved by the integration of PSO, DM-AIS, and GSA in LCMV through the suppression of interference in undesired direction. Furthermore, the proposed GSA can be applied as a more effective technique in LCMV beamforming optimization as compared to the PSO technique. The algorithms were implemented using Matlab program. PMID:25147859
李昌磊; 赵众
2011-01-01
The performance assessment of model predictive controllers has been attracting wide attention. The benchmark design and constrained processing are essential issues. A moving horizon generalized minimum variance performance assessment approach which can process constraints is derived in this paper, based on a moving horizon minimum variance performance assessment approach and the generalized minimum variance control principle. The performance assessment approach can account for hard constraints on process variables, and, unlike the moving horizon minimum variance performance assessment approach, it can also account for soft constraints on manipulated variables. Simulations based on the Wood-Berry distillation column model show that the performance assessment approach derived in this paper is of greater practical utility than the moving horizon minimum variance approach for a model predictive controller, and the validity of the approach is demonstrated.%基于滚动时域最小方差性能评价方法和广义最小方差控制原理,提出了可处理约束问题的滚动时域广义最小方差性能评价方法.该性能评价方法既可考虑过程变量的硬约束,同时相对于滚动时域最小方差性能评价方法,又可考虑操纵变量的软约束.基于Wood-Berry精馏塔模型的仿真实例证明了该性能评价方法较滚动时域最小方差性能评价方法具有更高的实际意义,并验证了这种性能评价方法的有效性.
W. D. Gonzalez
2011-05-01
Full Text Available Minima in geomagnetic activity (MGA at Earth at the ends of SC23 and SC22 have been identified. The two MGAs (called MGA23 and MGA22, respectively were present in 2009 and 1997, delayed from the sunspot number minima in 2008 and 1996 by ~1/2–1 years. Part of the solar and interplanetary causes of the MGAs were exceptionally low solar (and thus low interplanetary magnetic fields. Another important factor in MGA23 was the disappearance of equatorial and low latitude coronal holes and the appearance of midlatitude coronal holes. The location of the holes relative to the ecliptic plane led to low solar wind speeds and low IMF (Bz variances (σBz2 and normalized variances (σBz2/B02 at Earth, with concomitant reduced solar wind-magnetospheric energy coupling. One result was the lowest ap indices in the history of ap recording. The results presented here are used to comment on the possible solar and interplanetary causes of the low geomagnetic activity that occurred during the Maunder Minimum.
Tsurutani, B. T.; Echer, E.; Gonzalez, W. D.
2011-05-01
Minima in geomagnetic activity (MGA) at Earth at the ends of SC23 and SC22 have been identified. The two MGAs (called MGA23 and MGA22, respectively) were present in 2009 and 1997, delayed from the sunspot number minima in 2008 and 1996 by ~1/2-1 years. Part of the solar and interplanetary causes of the MGAs were exceptionally low solar (and thus low interplanetary) magnetic fields. Another important factor in MGA23 was the disappearance of equatorial and low latitude coronal holes and the appearance of midlatitude coronal holes. The location of the holes relative to the ecliptic plane led to low solar wind speeds and low IMF (Bz) variances (σBz2) and normalized variances (σBz2/B02) at Earth, with concomitant reduced solar wind-magnetospheric energy coupling. One result was the lowest ap indices in the history of ap recording. The results presented here are used to comment on the possible solar and interplanetary causes of the low geomagnetic activity that occurred during the Maunder Minimum.
Peter Carr; Liuren Wu
2004-01-01
We propose a direct and robust method for quantifying the variance risk premium on financial assets. We theoretically and numerically show that the risk-neutral expected value of the return variance, also known as the variance swap rate, is well approximated by the value of a particular portfolio of options. Ignoring the small approximation error, the difference between the realized variance and this synthetic variance swap rate quantifies the variance risk premium. Using a large options data...
Portfolio optimization with mean-variance model
Hoe, Lam Weng; Siew, Lam Weng
2016-06-01
Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.
Ian Martin
2011-01-01
The large asset price jumps that took place during 2008 and 2009 disrupted volatility derivatives markets and caused the single-name variance swap market to dry up completely. This paper defines and analyzes a simple variance swap, a relative of the variance swap that in several respects has more desirable properties. First, simple variance swaps are robust: they can be easily priced and hedged even if prices can jump. Second, simple variance swaps supply a more accurate measure of market-imp...
Variance bounding Markov chains
Roberts, Gareth O.; Jeffrey S. Rosenthal
2008-01-01
We introduce a new property of Markov chains, called variance bounding. We prove that, for reversible chains at least, variance bounding is weaker than, but closely related to, geometric ergodicity. Furthermore, variance bounding is equivalent to the existence of usual central limit theorems for all L2 functionals. Also, variance bounding (unlike geometric ergodicity) is preserved under the Peskun order. We close with some applications to Metropolis–Hastings algorithms.
Mira Antonietta; Tenconi Paolo; Bressanini Dario
2003-01-01
We propose a general purpose variance reduction technique for MCMC estimators. The idea is obtained by combining standard variance reduction principles known for regular Monte Carlo simulations (Ripley, 1987) and the Zero-Variance principle introduced in the physics literature (Assaraf and Caffarel, 1999). The potential of the new idea is illustrated with some toy examples and an application to Bayesian estimation
MCNP variance reduction overview
The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code
Larose, Robert; De Maagd, Kurt; Chew, Han Ei; Tsai, Hsin-yi Sandy; Steinfield, Charles; Wildman, Steven S; Bauer, Johannes M.
2012-01-01
Efforts to promote sustainable broadband Internet adoption urge new attention to the classic diffusion of innovations paradigm. For this study, innovation attributes were reconceptualized following Social Cognitive Theory (SCT). In a sample of inner-city residents, the model accounted for 36% of the variance in intentions to adopt broadband technology and services, primarily from the SCT variables of expected outcomes and self-efficacy. Prior habitual use of the Internet was also a predictor....
Simultaneous optimal estimates of fixed effects and variance components in the mixed model
WU; Mixia; WANG; Songgui
2004-01-01
For a general linear mixed model with two variance components, a set of simple conditions is obtained, under which, (i) the least squares estimate of the fixed effects and the analysis of variance (ANOVA) estimates of variance components are proved to be uniformly minimum variance unbiased estimates simultaneously; (ii) the exact confidence intervals of the fixed effects and uniformly optimal unbiased tests on variance components are given; (iii) the exact probability expression of ANOVA estimates of variance components taking negative value is obtained.
Adoption of Broadband Services
Falch, Morten
2008-01-01
Broadband is seen as a key infrastructure for developing the information society. For this reason many Governments are actively engaged in stimulating investments in broadband infrastructures and use of broadband services. This chapter compares a wide range of broadband strategies in the most...... successful markets for broadband. This is done through analysis of national policies in three European countries-Denmark, Sweden, and Germany-and the U.S., Japan, and South Korea. We concluded that successful implementation of broadband depends on the kind of policy measures to be taken at the national level...
Estimation of measurement variances
The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented
Chabuda, Krzysztof; Leroux, Ian; Demkowicz-Dobrzanski, Rafal
2016-01-01
In atomic clocks, the frequency of a local oscillator is stabilized based on the feedback signal obtained by periodically interrogating an atomic reference system. The instability of the clock is characterized by the Allan variance, a measure widely used to describe the noise of frequency standards. We provide an explicit method to find the ultimate bound on the Allan variance of an atomic clock in the most general scenario where N atoms are prepared in an arbitrarily entangled state and arbi...
Janáček, Jiří
Jena : Friedrich-Schiller-Universität, 2007. s. 23-23. [Workshop on Stochastic Geometry, Stereology and Image Analysis /14./. 23.09.2007-28.09.2007, Neudietendorf] R&D Projects: GA AV ČR(CZ) IAA100110502 Institutional research plan: CEZ:AV0Z50110509 Keywords : spr2 * stereology * volume * variance Subject RIV: EA - Cell Biology
Conversations across Meaning Variance
Cordero, Alberto
2013-01-01
Progressive interpretations of scientific theories have long been denounced as naive, because of the inescapability of meaning variance. The charge reportedly applies to recent realist moves that focus on theory-parts rather than whole theories. This paper considers the question of what "theory-parts" of epistemic significance (if any) relevantly…
Braun, W. John
2012-01-01
The Analysis of Variance is often taught in introductory statistics courses, but it is not clear that students really understand the method. This is because the derivation of the test statistic and p-value requires a relatively sophisticated mathematical background which may not be well-remembered or understood. Thus, the essential concept behind…
Diagnosis of Bearing System using Minimum Variance Cepstrum
Various bearings are commonly used in rotating machines. The noise and vibration signals that can be obtained from the machines often convey the information of faults and these locations. Monitoring conditions for bearings have received considerable attention for many years, because the majority of problems in rotating machines are caused by faulty bearings. Thus failure alarm for the bearing system is often based on the detection of the onset of localized faults. Many methods are available for detecting faults in the bearing system. The majority of these methods assume that faults in bearings produce impulses. Impulse events can be attributed to bearing faults in the system. McFadden and Smith used the bandpass filter to filter the noise signal and then obtained the envelope by using the envelope detector. D. Ho and R. B Randall also tried envelope spectrum to detect faults in the bearing system, but it is very difficult to find resonant frequency in the noisy environments. S. -K. Lee and P. R. White used improved ANC (adaptive noise cancellation) to find faults. The basic idea of this technique is to remove the noise from the measured vibration signal, but they are not able to show the theoretical foundation of the proposed algorithms. Y.-H. Kim et al. used a moving window. This algorithm is quite powerful in the early detection of faults in a ball bearing system, but it is difficult to decide initial time and step size of the moving window. The early fault signal that is caused by microscopic cracks is commonly embedded in noise. Therefore, the success of detecting fault signal is completely determined by a method's ability to distinguish signal and noise. In 1969, Capon coined maximum likelihood (ML) spectra which estimate a mixed spectrum consisting of line spectrum, corresponding to a deterministic random process, plus arbitrary unknown continuous spectrum. The unique feature of these spectra is that it can detect sinusoidal signal from noise. Our idea essentially comes from this method. In this paper, a technique, which can detect impulse embedded in noise, is introduced. The theory of this technique is derived and the improved ability to detect the faults in a ball bearing system is demonstrated theoretically as well as experimentally
Spectral Ambiguity of Allan Variance
Greenhall, C. A.
1996-01-01
We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.
Local variances in biomonitoring
The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)
Ambiguity Aversion and Variance Premium
Jianjun Miao; Bin Wei; Hao Zhou
2012-01-01
This paper offers an ambiguity-based interpretation of variance premium - the differ- ence between risk-neutral and objective expectations of market return variance - as a com- pounding effect of both belief distortion and variance differential regarding the uncertain economic regimes. Our approach endogenously generates variance premium without impos- ing exogenous stochastic volatility or jumps in consumption process. Such a framework can reasonably match the mean variance premium as well a...
Multivariate variance ratio statistics
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun
2014-01-01
We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and scalar functions thereof under the null hypothesis that returns are unpredictable after a constant mean adjustment (i.e., under the Efficient Market Hypothesis). We do not impose the no leverage assumption of Lo and MacKinlay (1988) but our asymptotic standard errors are relatively simple and in particular do not require the selection of a band- width parameter. We extend the...
Biclustering with heterogeneous variance.
Chen, Guanhua; Sullivan, Patrick F; Kosorok, Michael R
2013-07-23
In cancer research, as in all of medicine, it is important to classify patients into etiologically and therapeutically relevant subtypes to improve diagnosis and treatment. One way to do this is to use clustering methods to find subgroups of homogeneous individuals based on genetic profiles together with heuristic clinical analysis. A notable drawback of existing clustering methods is that they ignore the possibility that the variance of gene expression profile measurements can be heterogeneous across subgroups, and methods that do not consider heterogeneity of variance can lead to inaccurate subgroup prediction. Research has shown that hypervariability is a common feature among cancer subtypes. In this paper, we present a statistical approach that can capture both mean and variance structure in genetic data. We demonstrate the strength of our method in both synthetic data and in two cancer data sets. In particular, our method confirms the hypervariability of methylation level in cancer patients, and it detects clearer subgroup patterns in lung cancer data. PMID:23836637
Local variances in biomonitoring
The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)
Broadband Telecommunications Benchmarking Study
2004-01-01
This report assesses Ireland's competitiveness relative to 21 countries, with particular focus on the broadband telecommunications requirements of the enterprise sector. The report outlines strengths and weaknesses that currently exist and progress that has already been made. It also makes a series of recommendations to further promote the development of the broadband market in Ireland.
Buchanan, Bruce
2003-01-01
"Broadband," the term for a variety of high-speed Internet options, opens up many opportunities for online classroom learning. Challenges for school districts include keeping the network running, training teachers, and paying for it. A sidebar lists broadband resources. (MLF)
Spectral variance of aeroacoustic data
Rao, K. V.; Preisser, J. S.
1981-01-01
An asymptotic technique for estimating the variance of power spectra is applied to aircraft flyover noise data. The results are compared with directly estimated variances and they are in reasonable agreement. The basic time series need not be Gaussian for asymptotic theory to apply. The asymptotic variance formulae can be useful tools both in the design and analysis phase of experiments of this type.
Introduction to variance estimation
Wolter, Kirk M
2007-01-01
We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...
Oni, Oluwasola
2007-01-01
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University. Because the benefits of broadband for businesses have been widely publicized, the UK government has tried to ensure that there is a wide and fast take-up of the technology. Initial figures showed that broadband adoption by SMEs was particularly slow and there has been little research on the use of broadband by businesses, particularly SMEs. An in-depth study into the roles and activities of t...
Saedi, Mehdi; Wolk, Jared
2012-01-01
This paper compares a standard GARCH model with a Constant Elasticity of Variance GARCH model across three major currency pairs and the S&P 500 index. We discuss the advantages and disadvantages of using a more sophisticated model designed to estimate the variance of variance instead of assuming it to be a linear function of the conditional variance. The current stochastic volatility and GARCH analogues rest upon this linear assumption. We are able to confirm through empirical estimation ...
Mesoscale Gravity Wave Variances from AMSU-A Radiances
Wu, Dong L.
2004-01-01
A variance analysis technique is developed here to extract gravity wave (GW) induced temperature fluctuations from NOAA AMSU-A (Advanced Microwave Sounding Unit-A) radiance measurements. By carefully removing the instrument/measurement noise, the algorithm can produce reliable GW variances with the minimum detectable value as small as 0.1 K2. Preliminary analyses with AMSU-A data show GW variance maps in the stratosphere have very similar distributions to those found with the UARS MLS (Upper Atmosphere Research Satellite Microwave Limb Sounder). However, the AMSU-A offers better horizontal and temporal resolution for observing regional GW variability, such as activity over sub-Antarctic islands.
One-way analysis of variance with unequal variances.
Rice, W R; Gaines, S. D.
1989-01-01
We have designed a statistical test that eliminates the assumption of equal group variances from one-way analysis of variance. This test is preferable to the standard technique of trial-and-error transformation and can be shown to be an extension of the Behrens-Fisher T test to the case of three or more means. We suggest that this procedure be used in most applications where the one-way analysis of variance has traditionally been applied to biological data.
Modelling volatility by variance decomposition
Amado, Cristina; Teräsvirta, Timo
2011-01-01
In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the conditional and unconditional variances where the transition between regimes over time is smooth. The main focus is on the multiplicative decomposition that decomposes the variance into an unconditional and...
Budget variance analysis using RVUs.
Berlin, M F; Budzynski, M R
1998-01-01
This article details the use of the variance analysis as management tool to evaluate the financial health of the practice. A common financial tool for administrators has been a simple calculation measuring the difference between actual financials vs. budget financials. Standard cost accounting provides a methodology known as variance analysis to better understand the actual vs. budgeted financial streams. The standard variance analysis has been modified by applying relative value units (RVUs) as standards for the practice. PMID:10387247
Volatility investing with variance swaps
Härdle, Wolfgang Karl; Silyakova, Elena
2010-01-01
Traditionally volatility is viewed as a measure of variability, or risk, of an underlying asset. However recently investors began to look at volatility from a different angle. It happened due to emergence of a market for new derivative instruments - variance swaps. In this paper first we introduse the general idea of the volatility trading using variance swaps. Then we describe valuation and hedging methodology for vanilla variance swaps as well as for the 3-rd generation volatility derivativ...
Fixed effects analysis of variance
Fisher, Lloyd; Birnbaum, Z W; Lukacs, E
1978-01-01
Fixed Effects Analysis of Variance covers the mathematical theory of the fixed effects analysis of variance. The book discusses the theoretical ideas and some applications of the analysis of variance. The text then describes topics such as the t-test; two-sample t-test; the k-sample comparison of means (one-way analysis of variance); the balanced two-way factorial design without interaction; estimation and factorial designs; and the Latin square. Confidence sets, simultaneous confidence intervals, and multiple comparisons; orthogonal and nonorthologonal designs; and multiple regression analysi
Localization of aerial broadband noise by pinnipeds
Holt, Marla M.; Schusterman, Ronald J.; Southall, Brandon L.; Kastak, David
2004-05-01
Although many pinnipeds (seals, sea lions, and walruses) emit broadband calls on land as part of their communication system, few studies have addressed these animals' ability to localize aerial broadband sounds. In this study, the aerial sound localization acuities of a female northern elephant seal (Mirounga angustirostris), a male harbor seal (Phoca vitulina), and a female California sea lion (Zalophus californianus) were measured in the horizontal plane. The stimulus was broadband white noise that was band pass filtered between 1.2 and 15 kHz. Testing was conducted in a hemi-anechoic chamber using a left/right forced choice procedure to measure the minimum audible angle (MAA) for each subject. MAAs were defined as half the angular separation of two sound sources bisected by a subject's midline that corresponded to 75% correct discrimination. MAAs were 4.7°, 3.6°, and 4.2° for the northern elephant seal, harbor seal, and California sea lion, respectively. These results demonstrate that individuals of these pinniped species have sound localization abilities comparable to the domestic cat and rhesus macaque. The acuity differences between our subjects were small and not predicted by head size. These results likely reflect the relatively acute general abilities of pinnipeds to localize aerial broadband signals.
Directional variance analysis of annual rings
Kumpulainen, P.; Marjanen, K.
2010-07-01
The wood quality measurement methods are of increasing importance in the wood industry. The goal is to produce more high quality products with higher marketing value than is produced today. One of the key factors for increasing the market value is to provide better measurements for increased information to support the decisions made later in the product chain. Strength and stiffness are important properties of the wood. They are related to mean annual ring width and its deviation. These indicators can be estimated from images taken from the log ends by two-dimensional power spectrum analysis. The spectrum analysis has been used successfully for images of pine. However, the annual rings in birch, for example are less distinguishable and the basic spectrum analysis method does not give reliable results. A novel method for local log end variance analysis based on Radon-transform is proposed. The directions and the positions of the annual rings can be estimated from local minimum and maximum variance estimates. Applying the spectrum analysis on the maximum local variance estimate instead of the original image produces more reliable estimate of the annual ring width. The proposed method is not limited to log end analysis only. It is usable in other two-dimensional random signal and texture analysis tasks.
Variance Adjusted Actor Critic Algorithms
Tamar, Aviv; Mannor, Shie
2013-01-01
We present an actor-critic framework for MDPs where the objective is the variance-adjusted expected return. Our critic uses linear function approximation, and we extend the concept of compatible features to the variance-adjusted setting. We present an episodic actor-critic algorithm and show that it converges almost surely to a locally optimal point of the objective function.
Direct UV-written broadband directional broadband planar waveguide couplers
Olivero, Massimo; Svalgaard, Mikael
2005-01-01
We report the fabrication of broadband directional couplers by direct UV-writing. The fabrication process is shown to be beneficial, robust and flexible. The components are compact and show superior performance in terms of loss and broadband operation.......We report the fabrication of broadband directional couplers by direct UV-writing. The fabrication process is shown to be beneficial, robust and flexible. The components are compact and show superior performance in terms of loss and broadband operation....
Kuchar, Anton; Peterka, J.; Hrstka, J.; Hankiewiczová, H.
-, August (2006), s. 274-278. ISSN 1106-2975. [FITCE Congress /45./. Athens, 30.08.2006-02.09.2006] Grant ostatní: BReATH Consortium EU(XE) EC FP6 1ST Programme Institutional research plan: CEZ:AV0Z20670512 Keywords : telecommunication networks * Internet * broadband networks Subject RIV: JA - Electronics ; Optoelectronics, Electrical Engineering
Modelling volatility by variance decomposition
Amado, Cristina; Teräsvirta, Timo
In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the...... conditional and unconditional variances where the transition between regimes over time is smooth. The main focus is on the multiplicative decomposition that decomposes the variance into an unconditional and conditional component. A modelling strategy for the time-varying GARCH model based on the...... multiplicative decomposition of the variance is developed. It is heavily dependent on Lagrange multiplier type misspecification tests. Finite-sample properties of the strategy and tests are examined by simulation. An empirical application to daily stock returns and another one to daily exchange rate returns...
Variance approximation under balanced sampling
Deville, Jean-Claude; Tillé, Yves
2016-01-01
A balanced sampling design has the interesting property that Horvitz–Thompson estimators of totals for a set of balancing variables are equal to the totals we want to estimate, therefore the variance of Horvitz–Thompson estimators of variables of interest are reduced in function of their correlations with the balancing variables. Since it is hard to derive an analytic expression for the joint inclusion probabilities, we derive a general approximation of variance based on a residual technique....
Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market
Zhiguang Wang; Scott W. Fausti; Qasmi, Bashir A.
2010-01-01
We propose a fear index for corn using the variance swap rate synthesized from out-of-the-money call and put options as a measure of implied variance. Previous studies estimate implied variance based on Black (1976) model or forecast variance using the GARCH models. Our implied variance approach, based on variance swap rate, is model independent. We compute the daily 60-day variance risk premiums based on the difference between the realized variance and implied variance for the period from 19...
Metasurface Broadband Solar Absorber
Azad, Abul K.; Kort-Kamp, Wilton J. M.; Milan Sykora; Nina R. Weisse-Bernstein; Luk, Ting S.; Antoinette J. Taylor; Dalvit, Diego A. R.; Hou-Tong Chen
2016-01-01
We demonstrate a broadband, polarization independent, omnidirectional absorber based on a metallic metasurface architecture, which accomplishes greater than 90% absorptance in the visible and near-infrared range of the solar spectrum, and exhibits low emissivity at mid- and far-infrared wavelengths. The complex unit cell of the metasurface solar absorber consists of eight pairs of gold nano-resonators that are separated from a gold ground plane by a thin silicon dioxide spacer. Our experiment...
Broadband terahertz spectroscopy
Wenhui Fan
2011-01-01
1.Introduction Spanning the frequency range between the infrared (IR) radiation and microwaves,terahertz (THz) waves are,also known as T-rays,T-lux,or simply called THz,assigned to cover the electromagnetic spectrum typically from 100 GHz (1011 Hz) to 10 THz (1013 Hz),namely,from 3 mm to 30 μm in wavelength,although slightly different definitions have been quoted by different authors.For a very long time,THz region is an almost unexplored field due to its rather unique location in the electromagnetic spectrum.Well-known techniques in optical or microwave region can not be directly employed in the THz range because optical wavelengths are too short and microwave wavelengths are too long compared to THz wavelengths.%An overview of the major techniques to generate and detect THz radiation so far, especially the major approaches to generate and detect coherent ultra-short THz pulses using ultra-short pulsed laser, has been presented. And also, this paper, in particularly, focuses on broadband THz spectroscopy and addresses on a number of issues relevant to generation and detection of broadband pulsed THz radiation as well as broadband time-domain THz spectroscopy (THz-TDS) with the help of ultra-short pulsed laser. The time-domain waveforms of coherent ultra-short THz pulses from photoconductive antenna excited by femtosecond laser with different pulse durations and their corresponding Fourier-transformed spectra have been obtained via the numerical simulation of ultrafast dynamics between femtosecond laser pulse and photoconductive material. The origins of fringes modulated on the top of broadband amplitude spectrum, which is measured by electric-optic detector based on thin nonlinear crystal and extracted by fast Fourier transformation, have been analyzed and the major solutions to get rid of these fringes are discussed.
Broadband Radio Service (BRS) and Educational Broadband Service (EBS) Transmitters
Department of Homeland Security — The Broadband Radio Service (BRS), formerly known as the Multipoint Distribution Service (MDS)/Multichannel Multipoint Distribution Service (MMDS), is a commercial...
Explaining the Variance of Price Dividend Ratios
Cochrane, John H.
1989-01-01
This paper presents a bound on the variance of the price-dividend ratio and a decomposition of the variance of the price-dividend ratio into components that reflect variation in expected future discount rates and variation in expected future dividend growth. Unobserved discount rates needed to make the variance bound and variance decomposition hold are characterized, and the variance bound and variance decomposition are tested for several discount rate models, including the consumption based ...
Analysis of Variance: Variably Complex
Drummond, Gordon B.; Vowler, Sarah L.
2012-01-01
These authors have previously described how to use the "t" test to compare two groups. In this article, they describe the use of a different test, analysis of variance (ANOVA) to compare more than two groups. ANOVA is a test of group differences: do at least two of the means differ from each other? ANOVA assumes (1) normal distribution of…
Statistical dispersion relation for spatially broadband fields.
Shan, Mingguang; Nastasa, Viorel; Popescu, Gabriel
2016-06-01
The dispersion relation is fundamental to a physical phenomenon that develops in both space and time. This equation connects the spatial and temporal frequencies involved in the dynamic process through the material constants. Electromagnetic plane waves propagating in homogeneous media are bound by simple dispersion relation, which sets the magnitude of the spatial frequency, k, as being proportional to the temporal frequency, ω, with the proportionality constant dependent on the refractive index, n, and the speed of light in vacuum, c. Here we show that, for spatially broadband fields, an analog dispersion relation can be derived, except in this case the k-vector variance is connected with the temporal frequency through the statistics of the refractive index fluctuations in the medium. We discuss how this relationship can be used to retrieve information about refractive index distributions in biological tissues. This result is particularly significant in measurements of angular light scattering and quantitative phase imaging of biological structures. PMID:27244396
Broadband frequency conversion
Sanders, Nicolai; Jensen, Ole Bjarlin; Tidemand-Lichtenberg, Peter;
We present a simple, passive and static setup for broadband frequency conversion. By using simple optical components like lenses, mirrors and gratings, we obtain the spectral angular dispersion to match the second harmonic generation phasematching angles in a nonlinear BiBO crystal. We are able to...... frequency double a single-frequency diode laser, tunable in the 1020-1090 nm range, with almost equal efficiency for all wavelengths. In the experimental setup, the width of the phasematch was increased with a factor of 50. The method can easily be extended to other wavelength ranges and nonlinear crystals...
2010-01-01
... 13 Business Credit and Assistance 1 2010-01-01 2010-01-01 false Variances. 307.22 Section 307.22....22 Variances. EDA may approve variances to the requirements contained in this subpart, provided such variances: (a) Are consistent with the goals of the Economic Adjustment Assistance program and with an...
2010-07-01
... 29 Labor 7 2010-07-01 2010-07-01 false Variances. 1920.2 Section 1920.2 Labor Regulations Relating...' COMPENSATION ACT § 1920.2 Variances. (a) Variances from standards in parts 1915 through 1918 of this chapter may be granted in the same circumstances in which variances may be granted under sections 6(b)...
10 CFR 851.31 - Variance process.
2010-01-01
... 10 Energy 4 2010-01-01 2010-01-01 false Variance process. 851.31 Section 851.31 Energy DEPARTMENT OF ENERGY WORKER SAFETY AND HEALTH PROGRAM Variances § 851.31 Variance process. (a) Application. Contractors desiring a variance from a safety and health standard, or portion thereof, may submit a...
2010-07-01
... 40 Protection of Environment 5 2010-07-01 2010-07-01 false Variance. 59.106 Section 59.106... Compound Emission Standards for Automobile Refinish Coatings § 59.106 Variance. (a) Any regulated entity... control may apply in writing to the Administrator for a temporary variance. The variance application...
2010-07-01
... 40 Protection of Environment 5 2010-07-01 2010-07-01 false Variances. 59.206 Section 59.206... Compound Emission Standards for Consumer Products § 59.206 Variances. (a) Any regulated entity who cannot... control may apply in writing to the Administrator for a variance. The variance application shall...
Broadband pendulum energy harvester
Liang, Changwei; Wu, You; Zuo, Lei
2016-09-01
A novel electromagnetic pendulum energy harvester with mechanical motion rectifier (MMR) is proposed and investigated in this paper. MMR is a mechanism which rectifies the bidirectional swing motion of the pendulum into unidirectional rotation of the generator by using two one-way clutches in the gear system. In this paper, two prototypes of pendulum energy harvester with MMR and without MMR are designed and fabricated. The dynamic model of the proposed MMR pendulum energy harvester is established by considering the engagement and disengagement of the one way clutches. The simulation results show that the proposed MMR pendulum energy harvester has a larger output power at high frequencies comparing with non-MMR pendulum energy harvester which benefits from the disengagement of one-way clutch during pendulum vibration. Moreover, the proposed MMR pendulum energy harvester is broadband compare with non-MMR pendulum energy harvester, especially when the equivalent inertia is large. An experiment is also conducted to compare the energy harvesting performance of these two prototypes. A flywheel is attached at the end of the generator to make the disengagement more significant. The experiment results also verify that MMR pendulum energy harvester is broadband and has a larger output power at high frequency over the non-MMR pendulum energy harvester.
Broadband terahertz fiber directional coupler
Nielsen, Kristian; Rasmussen, Henrik K.; Jepsen, Peter Uhd; Bang, Ole
2010-01-01
We present the design of a short broadband fiber directional coupler for terahertz (THz) radiation and demonstrate a 3 dB coupler with a bandwidth of 0:6 THz centered at 1:4 THz. The broadband coupling is achieved by mechanically downdoping the cores of a dual-core photonic crystal fiber by...
Variance decomposition in stochastic simulators
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models
Variance based OFDM frame synchronization
Z. Fedra
2012-04-01
Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.
Variance decomposition in stochastic simulators
Le Maître, O. P.
2015-06-28
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance decomposition in stochastic simulators
Le Maître, O. P.; Knio, O. M.; Moraes, A.
2015-06-01
This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.
Variance Risk Premiums in Foreign Exchange Markets
Ammann, Manuel; Buesser, Ralf
2013-01-01
Based on the theory of static replication of variance swaps we assess the sign and magnitude of variance risk premiums in foreign exchange markets. We find significantly negative risk premiums when realized variance is computed from intraday data with low frequency. As a likely consequence of microstructure effects however, the evidence is ambiguous when realized variance is based on high-frequency data. Common to all estimates, variance risk premiums are highly time-varying and inversely rel...
An alternative analysis of variance
Longford, Nicholas T.
2008-01-01
The one-way analysis of variance is a staple of elementary statistics courses. The hypothesis test of homogeneity of the means encourages the use of the selected-model based estimators which are usually assessed without any regard for the uncertainty about the outcome of the test. We expose the weaknesses of such estimators when the uncertainty is taken into account, as it should be, and propose synthetic estimators as an alternative.
Yang Li; Pirvu, Traian A
2011-01-01
This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.
Estimating the Modified Allan Variance
Greenhall, Charles
1995-01-01
The third-difference approach to modified Allan variance (MVAR) leads to a tractable formula for a measure of MVAR estimator confidence, the equivalent degrees of freedom (edf), in the presence of power-law phase noise. The effect of estimation stride on edf is tabulated. A simple approximation for edf is given, and its errors are tabulated. A theorem allowing conservative estimates of edf in the presence of compound noise processes is given.
Metasurface Broadband Solar Absorber
Azad, A K; Sykora, M; Weisse-Bernstein, N R; Luk, T S; Taylor, A J; Dalvit, D A R; Chen, H -T
2015-01-01
We demonstrate a broadband, polarization independent, omnidirectional absorber based on a metallic metasurface architecture, which accomplishes greater than 90% absorptance in the visible and near-infrared range of the solar spectrum, and exhibits low emissivity at mid- and far-infrared wavelengths. The complex unit cell of the metasurface solar absorber consists of eight pairs of gold nano-resonators that are separated from a gold ground plane by a thin silicon dioxide spacer. Our experimental measurements reveal high-performance absorption over a wide range of incidence angles for both s- and p-polarizations. We also investigate numerically the frequency-dependent field and current distributions to elucidate how the absorption occurs within the metasurface structure. Furthermore, we discuss the potential use of our metasurface absorber design in solar thermophotovoltaics by exploiting refractory plasmonic materials.
Metasurface Broadband Solar Absorber
Azad, Abul K.; Kort-Kamp, Wilton J. M.; Sykora, Milan; Weisse-Bernstein, Nina R.; Luk, Ting S.; Taylor, Antoinette J.; Dalvit, Diego A. R.; Chen, Hou-Tong
2016-02-01
We demonstrate a broadband, polarization independent, wide-angle absorber based on a metallic metasurface architecture, which accomplishes greater than 90% absorptance in the visible and near-infrared range of the solar spectrum, and exhibits low absorptivity (emissivity) at mid- and far-infrared wavelengths. The complex unit cell of the metasurface solar absorber consists of eight pairs of gold nano-resonators that are separated from a gold ground plane by a thin silicon dioxide spacer. Our experimental measurements reveal high-performance absorption over a wide range of incidence angles for both s- and p-polarizations. We also investigate numerically the frequency-dependent field and current distributions to elucidate how the absorption occurs within the metasurface structure.
Metamaterial broadband angular selectivity
Shen, Yichen; Ye, Dexin; Wang, Li; Celanovic, Ivan; Ran, Lixin; Joannopoulos, John D.; Soljačić, Marin
2014-09-01
We demonstrate how broadband angular selectivity can be achieved with stacks of one-dimensionally periodic photonic crystals, each consisting of alternating isotropic layers and effective anisotropic layers, where each effective anisotropic layer is constructed from a multilayered metamaterial. We show that by simply changing the structure of the metamaterials, the selective angle can be tuned to a broad range of angles; and, by increasing the number of stacks, the angular transmission window can be made as narrow as desired. As a proof of principle, we realize the idea experimentally in the microwave regime. The angular selectivity and tunability we report here can have various applications such as in directional control of electromagnetic emitters and detectors.
Metamaterial Broadband Angular Selectivity
Shen, Yichen; Wang, Zhiyu; Wang, Li; Celanovic, Ivan; Ran, Lixin; Joannopoulos, John D; Soljacic, Marin
2014-01-01
We demonstrate how broadband angular selectivity can be achieved with stacks of one-dimensionally periodic photonic crystals, each consisting of alternating isotropic layers and effective anisotropic layers, where each effective anisotropic layer is constructed from a multilayered metamaterial. We show that by simply changing the structure of the metamaterials, the selective angle can be tuned to a broad range of angles; and, by increasing the number of stacks, the angular transmission window can be made as narrow as desired. As a proof of principle, we realize the idea experimentally in the microwave regime. The angular selectivity and tunability we report here can have various applications such as in directional control of electromagnetic emitters and detectors.
The Variance of Solar Wind Magnetic Fluctuations: Solutions and Further Puzzles
Roberts, D. A.; Goldstein, M. L.
2006-01-01
We study the dependence of the variance directions of the magnetic field in the solar wind as a function of scale, radial distance, and Alfvenicity. The study resolves the question of why different studies have arrived at widely differing values for the maximum to minimum power (approximately equal to 3:1 up to approximately equal to 20:1). This is due to the decreasing anisotropy with increasing time interval chosen for the variance, and is a direct result of the "spherical polarization" of the waves which follows from the near constancy of |B|. The reason for the magnitude preserving evolution is still unresolved. Moreover, while the long-known tendency for the minimum variance to lie along the mean field also follows from this view (as shown by Barnes many years ago), there is no theory for why the minimum variance follows the field direction as the Parker angle changes. We show that this turning is quite generally true in Alfvenic regions over a wide range of heliocentric distances. The fact that nonAlfvenic regions, while still showing strong power anisotropies, tend to have a much broader range of angles between the minimum variance and the mean field makes it unlikely that the cause of the variance turning is to be found in a turbulence mechanism. There are no obvious alternative mechanisms, leaving us with another intriguing puzzle.
Variance optimal stopping for geometric Levy processes
Gad, Kamille Sofie Tågholt; Pedersen, Jesper Lund
2015-01-01
The main result of this paper is the solution to the optimal stopping problem of maximizing the variance of a geometric Lévy process. We call this problem the variance problem. We show that, for some geometric Lévy processes, we achieve higher variances by allowing randomized stopping. Furthermore......, for some geometric Lévy processes, the problem has a solution only if randomized stopping is allowed. When randomized stopping is allowed, we give a solution to the variance problem. We identify the Lévy processes for which the allowance of randomized stopping times increases the maximum variance....... When it does, we also solve the variance problem without randomized stopping....
Broadband and ultra-broadband modular half-wave plates
Dimova, Emiliya; Huang, Wei; Popkirov, George; Rangelov, Andon; Kyoseva, Elica
2016-05-01
We experimentally demonstrate broadband and ultra-broadband spectral bandwidth modular half-wave plates. Both modular devices comprise an array of rotated single half-wave plates (HWPs), whereby for broadband and ultra-broadband performance we use standard and commercial achromatic HWPs, respectively. The bandwidth of the modular HWPs depends on the number N of individual HWPs used and in this paper we experimentally investigate this for N = { 3 , 5 , 7 , 9 }. The elements in the arrays are rotated at specific angles with respect to their fast-polarization axes, independent of the nature of the birefringent material. We find the rotation angles using an analogy to the technique of composite pulses, which is widely used for control in nuclear magnetic resonance.
Neutrino mass without cosmic variance
LoVerde, Marilena
2016-01-01
Measuring the absolute scale of the neutrino masses is one of the most exciting opportunities available with near-term cosmological datasets. Two quantities that are sensitive to neutrino mass, scale-dependent halo bias $b(k)$ and the linear growth parameter $f(k)$ inferred from redshift-space distortions, can be measured without cosmic variance. Unlike the amplitude of the matter power spectrum, which always has a finite error, the error on $b(k)$ and $f(k)$ continues to decrease as the number density of tracers increases. This paper presents forecasts for statistics of galaxy and lensing fields that are sensitive to neutrino mass via $b(k)$ and $f(k)$. The constraints on neutrino mass from the auto- and cross-power spectra of spectroscopic and photometric galaxy samples are weakened by scale-dependent bias unless a very high density of tracers is available. In the high density limit, using multiple tracers allows cosmic-variance to be beaten and the forecasted errors on neutrino mass shrink dramatically. In...
Variance analysis. Part I, Extending flexible budget variance analysis to acuity.
Finkler, S A
1991-01-01
The author reviews the concepts of flexible budget variance analysis, including the price, quantity, and volume variances generated by that technique. He also introduces the concept of acuity variance and provides direction on how such a variance measure can be calculated. Part II in this two-part series on variance analysis will look at how personal computers can be useful in the variance analysis process. PMID:1870002
Broadband Advanced Spectral System Project
National Aeronautics and Space Administration — NovaSol proposes to develop an advanced hyperspectral imaging system for earth science missions named BRASS (Broadband Advanced Spectral System). BRASS combines...
Mean-variance relation : a sentimental affair
Ascenso, Rui
2015-01-01
This work documents the role investor sentiment plays on the market’s mean-variance tradeoff. We find that, during high-sentiment periods, investor sentiment undermines an otherwise positive mean-variance tradeoff. In low-sentiment periods, the common understanding holds that investors should obtain a compensation for bearing variance risk. These findings are robust to different stock return indices, variances estimates and sentiment measures. We also provide international evidence for five o...
Variance risk premia in energy commodities
Trolle, Anders; Eduardo S. Schwartz
2010-01-01
This paper investigates variance risk premia in energy commodities, particularly crude oil and natural gas, using a robust model-independent approach. Over a period of 11 years, we find that the average variance risk premia are significantly negative for both energy commodities. However, it is difficult to explain the level and variation in energy variance risk premia with systematic or commodity specific factors. The return profile of a natural gas variance swap resembles that of a call opti...
Natural Exponential Families with Quadratic Variance Functions
Morris, Carl N.
1982-01-01
The normal, Poisson, gamma, binomial, and negative binomial distributions are univariate natural exponential families with quadratic variance functions (the variance is at most a quadratic function of the mean). Only one other such family exists. Much theory is unified for these six natural exponential families by appeal to their quadratic variance property, including infinite divisibility, cumulants, orthogonal polynomials, large deviations, and limits in distribution.
2010-04-01
... 21 Food and Drugs 8 2010-04-01 2010-04-01 false Variances. 1010.4 Section 1010.4 Food and Drugs... PERFORMANCE STANDARDS FOR ELECTRONIC PRODUCTS: GENERAL General Provisions § 1010.4 Variances. (a) Criteria for variances. (1) Upon application by a manufacturer (including an assembler), the Director, Center for...
40 CFR 142.41 - Variance request.
2010-07-01
... 40 Protection of Environment 22 2010-07-01 2010-07-01 false Variance request. 142.41 Section 142...) NATIONAL PRIMARY DRINKING WATER REGULATIONS IMPLEMENTATION Variances Issued by the Administrator Under Section 1415(a) of the Act § 142.41 Variance request. A supplier of water may request the granting of...
2010-04-01
... 20 Employees' Benefits 3 2010-04-01 2010-04-01 false Variances. 654.402 Section 654.402 Employees... EMPLOYMENT SERVICE SYSTEM Housing for Agricultural Workers Purpose and Applicability § 654.402 Variances. (a) An employer may apply for a permanent, structural variance from a specific standard(s) in...
40 CFR 52.2183 - Variance provision.
2010-07-01
... 40 Protection of Environment 4 2010-07-01 2010-07-01 false Variance provision. 52.2183 Section 52...) APPROVAL AND PROMULGATION OF IMPLEMENTATION PLANS (CONTINUED) South Dakota § 52.2183 Variance provision. The revisions to the variance provisions in Chapter 74:26:01:31.01 of the South Dakota Air...
Heterogeneous broadband network
Dittmann, Lars
1995-11-01
Although the vision for the future Integrated Broadband Communication Network (IBCN) is an all optical network, it is certain that for a long period to come, the network will remain very heterogeneous, with a mixture of different physical media (fiber, coax and twisted pair), transmission systems (PDH, SDH, ADSL) and transport protocols (TCP/IP, AAL/ATM, frame relay). In the current work towards the IBCN, the ATM concept is considered the generic network protocol for both public and private network, with the ability to use different underlying transmission protocols and, through adaptation protocols, provide the appropriate services (old as well as new) to the customer. One of the major difficulties of heterogeneous network is the restriction that is usually given by the lowest common denominator, e.g. in terms of single channel capacity. A possible way to overcome these limitations is by extending the ATM concept with a multilink capability, that allows us to use separate resources as one common. The improved flexibility obtained by this protocol extension further allows a real time optimization of network and call configuration, without any impact on the quality of service seen from the user. This paper describes an example of an ATM based multilink protocol that has been experimentally implemented within the RACE project 'STRATOSPHERIC'. The paper outlines the complexity of introducing an extra network functionality compared with the added value, such as an improved ability to recover an error due to a malfunctioning network component.
Broadband transmission EPR spectroscopy.
Wilfred R Hagen
Full Text Available EPR spectroscopy employs a resonator operating at a single microwave frequency and phase-sensitive detection using modulation of the magnetic field. The X-band spectrometer is the general standard with a frequency in the 9-10 GHz range. Most (biomolecular EPR spectra are determined by a combination of the frequency-dependent electronic Zeeman interaction and a number of frequency-independent interactions, notably, electron spin - nuclear spin interactions and electron spin - electron spin interactions, and unambiguous analysis requires data collection at different frequencies. Extant and long-standing practice is to use a different spectrometer for each frequency. We explore the alternative of replacing the narrow-band source plus single-mode resonator with a continuously tunable microwave source plus a non-resonant coaxial transmission cell in an unmodulated external field. Our source is an arbitrary wave digital signal generator producing an amplitude-modulated sinusoidal microwave in combination with a broadband amplifier for 0.8-2.7 GHz. Theory is developed for coaxial transmission with EPR detection as a function of cell dimensions and materials. We explore examples of a doublet system, a high-spin system, and an integer-spin system. Long, straigth, helical, and helico-toroidal cells are developed and tested with dilute aqueous solutions of spin label hydroxy-tempo. A detection limit of circa 5 µM HO-tempo in water at 800 MHz is obtained for the present setup, and possibilities for future improvement are discussed.
Broadband accelerator control network
A broadband data communications network has been implemented at BNL for control of the Alternating Gradient Synchrotron (AG) proton accelerator, using commercial CATV hardware, dual coaxial cables as the communications medium, and spanning 2.0 km. A 4 MHz bandwidth Digital Control channel using CSMA-CA protocol is provided for digital data transmission, with 8 access nodes available over the length of the RELWAY. Each node consists of an rf modem and a microprocessor-based store-and-forward message handler which interfaces the RELWAY to a branch line implemented in GPIB. A gateway to the RELWAY control channel for the (preexisting) AGS Computerized Accelerator Operating system has been constructed using an LSI-11/23 microprocessor as a device in a GPIB branch line. A multilayer communications protocol has been defined for the Digital Control Channel, based on the ISO Open Systems Interconnect layered model, and a RELWAY Device Language defined as the required universal language for device control on this channel
Mean-variance Hedging for Pricing European-type Contingent Claims with Transaction Costs
Dao Bai LIU
2003-01-01
In this paper, a European-type contingent claim pricing problem with transaction costs isconsidered by a mean-variance hedging argument. The investor has to pay transaction costs which areproportional to the amount of stock transacted. The writer's hedging object is to minimize the hedgingrisk, defined as the variance of hedging error at expiration, with a proper expected excess return level.At first, we consider the mean-variance hedging problem: for initial hedging wealth f, maximizing theexcess expected return under the minimum hedging risk level V0. On the other hand, we consider amean-variance portfolio problem, which is to maximize the expected return with initial wealth 0 underthe same risk level V0. The minimum initial hedging wealth f, which can offset the difference of themaximum expected return of these two problems, is the writer's price.
Gravity interpretation of dipping faults using the variance analysis method
A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)
Broadband Rotational Spectroscopy
Pate, Brooks
2014-06-01
The past decade has seen several major technology advances in electronics operating at microwave frequencies making it possible to develop a new generation of spectrometers for molecular rotational spectroscopy. High-speed digital electronics, both arbitrary waveform generators and digitizers, continue on a Moore's Law-like development cycle that started around 1993 with device bandwidth doubling about every 36 months. These enabling technologies were the key to designing chirped-pulse Fourier transform microwave (CP-FTMW) spectrometers which offer significant sensitivity enhancements for broadband spectrum acquisition in molecular rotational spectroscopy. A special feature of the chirped-pulse spectrometer design is that it is easily implemented at low frequency (below 8 GHz) where Balle-Flygare type spectrometers with Fabry-Perot cavity designs become technologically challenging due to the mirror size requirements. The capabilities of CP-FTMW spectrometers for studies of molecular structure will be illustrated by the collaborative research effort we have been a part of to determine the structures of water clusters - a project which has identified clusters up to the pentadecamer. A second technology trend that impacts molecular rotational spectroscopy is the development of high power, solid state sources in the mm-wave/THz regions. Results from the field of mm-wave chirped-pulse Fourier transform spectroscopy will be described with an emphasis on new problems in chemical dynamics and analytical chemistry that these methods can tackle. The third (and potentially most important) technological trend is the reduction of microwave components to chip level using monolithic microwave integrated circuits (MMIC) - a technology driven by an enormous mass market in communications. Some recent advances in rotational spectrometer designs that incorporate low-cost components will be highlighted. The challenge to the high-resolution spectroscopy community - as posed by Frank De
Driving demand for broadband networks and services
Katz, Raul L
2014-01-01
This book examines the reasons why various groups around the world choose not to adopt broadband services and evaluates strategies to stimulate the demand that will lead to increased broadband use. It introduces readers to the benefits of higher adoption rates while examining the progress that developed and emerging countries have made in stimulating broadband demand. By relying on concepts such as a supply and demand gap, broadband price elasticity, and demand promotion, this book explains differences between the fixed and mobile broadband demand gap, introducing the notions of substitution and complementarity between both platforms. Building on these concepts, ‘Driving Demand for Broadband Networks and Services’ offers a set of best practices and recommendations aimed at promoting broadband demand. The broadband demand gap is defined as individuals and households that could buy a broadband subscription because they live in areas served by telecommunications carriers but do not do so because of either ...
Strategies for Complex Mixture Analysis in Broadband Microwave Spectroscopy.
Steber, Amanda L.; Neill, Justin L.; Muckle, Matthew T.; Pate, Brooks H.; Plusquellic, D. F.; Lattanzi, V.; Spezzano, S.; McCarthy, M. C.
2010-06-01
Broadband microwave spectra often contain overlapping spectra from a large number of species in the sample mixture, whether in the study of conformational isomers, molecular complexes, reaction products from reactive molecular sources (e.g., electrical discharge), or analysis of chemical mixtures. In these experiments, the identification of individual spectra in the full spectrum through pattern recognition becomes difficult when there is a high density of transitions. Strategies for extracting individual spectra from broadband measurements are discussed. Two approaches for microwave-microwave double resonance spectroscopy have been evaluated. One uses a transition-by-transition screening in a narrowband cavity spectrometer to identify an unknown spectrum and has a time advantage from the increased sensitivity of cavity spectroscopy. The second double-resonance approach uses a broadband spectral editing approach that gives a multiplex advantage in the detection. Both of these experimental techniques are combined with computer-aided assignment algorithms to make the spectral assignment in a minimum of double-resonance observations. The performance of spectral analysis solely using computer-aided assignment is also evaluated. The potential for fully automated spectral decomposition of the broadband spectrum of a complex mixture will be described.
The stability of spectroscopic instruments: A unified Allan variance computation scheme
Ossenkopf, Volker
2007-01-01
The Allan variance is a standard technique to characterise the stability of spectroscopic instruments used in astronomical observations. The period for switching between source and reference measurement is often derived from the Allan minimum time. We propose a new approach for the computation of the Allan variance of spectrometer data combining the advantages of the two existing methods into a unified scheme. Using the Allan variance spectrum we derive the optimum strategy for symmetric observing schemes minimising the total uncertainty of the data resulting from radiometric and drift noise. The unified Allan variance computation scheme is designed to trace total-power and spectroscopic fluctuations within the same framework. The method includes an explicit error estimate both for the individual Allan variance spectra and for the derived stability time. A new definition of the instrument stability time allows to characterise the instrument even in the case of a fluctuation spectrum shallower than 1/f, as mea...
The Correct Kriging Variance Estimated by Bootstrapping
den Hertog, D.; Kleijnen, J.P.C.; Siem, A.Y.D.
2004-01-01
The classic Kriging variance formula is widely used in geostatistics and in the design and analysis of computer experiments.This paper proves that this formula is wrong.Furthermore, it shows that the formula underestimates the Kriging variance in expectation.The paper develops parametric bootstrapping to estimate the Kriging variance.The new method is tested on several artificial examples and a real-life case study.These results demonstrate that the classic formula underestimates the true Kri...
A Hilbert Space Approach to Variance Reduction
Szechtman, Roberto
2006-01-01
Elsevier Handbooks in Operations Research and Management Science: Simulation, pp 259-289. In this chapter we explain variance reduction techniques from the Hilbert space standpoint, in the terminating simulation context. We use projection ideas to explain how variance is reduced, and to link different variance reduction techniques. Our focus is on the methods of control variates, conditional Monte Carlo, weighted Monte Carlo, stratification, and Latin hypercube sampling.
Variance Swaps and Intertemporal Asset Pricing
Nieto, Belén; Novales Cinca, Alfonso; Rubio, Gonzalo
2011-01-01
This paper proposes an ICAPM in which the risk premium embedded in variance swaps is the factor mimicking portfolio for hedging exposure to changes in future investment conditions. Recent empirical evidence shows that the fears by investors to deviations from Normality in the distribution of returns are able to explain time-varying financial and macroeconomic risks in addition to being a determinant of the variance risk premium. Moreover, variance swaps hedges unfavorable changes in the stoch...
Variance Effects in Cyclic Production Systems
Debashish Sarkar; Willard I. Zangwill
1991-01-01
Utilizing a cyclic queue system, this paper investigates the effect of variance on a multi-item production facility. The variance of setup time, service rate and arrival rate is shown to have a powerful and sometimes paradoxical influence. Reduction in setup time, for example, is usually presumed to reduce inventory. We demonstrate that inventory can blow up if setup time is cut. Another paradoxical effect of variance is on processing rate. Speeding up the processing rate should reduce the ma...
Generalized analysis of molecular variance.
Caroline M Nievergelt
2007-04-01
Full Text Available Many studies in the fields of genetic epidemiology and applied population genetics are predicated on, or require, an assessment of the genetic background diversity of the individuals chosen for study. A number of strategies have been developed for assessing genetic background diversity. These strategies typically focus on genotype data collected on the individuals in the study, based on a panel of DNA markers. However, many of these strategies are either rooted in cluster analysis techniques, and hence suffer from problems inherent to the assignment of the biological and statistical meaning to resulting clusters, or have formulations that do not permit easy and intuitive extensions. We describe a very general approach to the problem of assessing genetic background diversity that extends the analysis of molecular variance (AMOVA strategy introduced by Excoffier and colleagues some time ago. As in the original AMOVA strategy, the proposed approach, termed generalized AMOVA (GAMOVA, requires a genetic similarity matrix constructed from the allelic profiles of individuals under study and/or allele frequency summaries of the populations from which the individuals have been sampled. The proposed strategy can be used to either estimate the fraction of genetic variation explained by grouping factors such as country of origin, race, or ethnicity, or to quantify the strength of the relationship of the observed genetic background variation to quantitative measures collected on the subjects, such as blood pressure levels or anthropometric measures. Since the formulation of our test statistic is rooted in multivariate linear models, sets of variables can be related to genetic background in multiple regression-like contexts. GAMOVA can also be used to complement graphical representations of genetic diversity such as tree diagrams (dendrograms or heatmaps. We examine features, advantages, and power of the proposed procedure and showcase its flexibility by
Observations involving broadband impedance modelling
Berg, J.S. [Stanford Linear Accelerator Center, Menlo Park, CA (United States)
1996-08-01
Results for single- and multi-bunch instabilities can be significantly affected by the precise model that is used for the broadband impedance. This paper discusses three aspects of broadband impedance modelling. The first is an observation of the effect that a seemingly minor change in an impedance model has on the single-bunch mode coupling threshold. The second is a successful attempt to construct a model for the high-frequency tails of an r.f. cavity. The last is a discussion of requirements for the mathematical form of an impedance which follow from the general properties of impedances. (author)
Broadband perfect polarization conversion metasurfaces
We propose a broadband perfect polarization conversion metasurface composed of copper sheet-backed asymmetric double spilt ring resonator (DSRR). The broadband perfect polarization convertibility results from metallic ground and multiple plasmon resonances of the DSRR. Physics of plasmon resonances are governed by the electric and magnetic resonances. Both the simulation and measured results show that the polarization conversion ratio (PCR) is higher than 99% for both x- and y-polarized normally incident EM waves and the fractional bandwidth is about 34.5%. The metasurface possesses the merits of high PCR and broad bandwidth, and thus has great application values in novel polarization-control devices. (paper)
William J. Carrington; Bruce C. Fallick
1999-01-01
This paper investigates the extent to which people spend careers on minimum wage jobs. We find that a small but non-trivial number of NLSY respondents spend 25%, 50%, or even 75% of the first ten years of their career on minimum or near-minimum wage jobs. Workers with these minimum wage careers tend to be drawn from groups such as women, blacks, and the less-educated that are generally overrepresented in the low-wage population. The results indicate that lifetime incomes of some workers may b...
The Skill Complementarity of Broadband Internet
Akerman, Anders; Gaarder, Ingvil; Mogstad, Magne
2013-01-01
Does adoption of broadband internet in firms enhance labor productivity and increase wages? And is this technological change skill biased or factor neutral? We exploit rich Norwegian data with firm-level information on value added, factor inputs and broadband adoption to answer these questions. We estimate production functions where firms can change their technology by adopting broadband internet. A public program with limited funding rolled out broadband access points, and provides plausibly...
Broadband Internet's Value for Rural America
Stenberg, Peter L.; Morehart, Mitchell J.; Vogel, Stephen J.; Cromartie, John; Breneman, Vincent E.; Brown, Dennis M.
2009-01-01
As broadband—or high-speed—Internet use has spread, Internet applications requiring high transmission speeds have become an integral part of the “Information Economy,” raising concerns about those who lack broadband access. This report analyzes (1) rural broadband use by consumers, the community-at-large, and businesses; (2) rural broadband availability; and (3) broadband’s social and economic effects on rural areas. It also summarizes results from an ERS-sponsored workshop on rural broadband...
Achieving universal access to broadband
Falch, Morten; Henten, Anders
2009-01-01
The paper discusses appropriate policy measures for achieving universal access to broadband services in Europe. Access can be delivered by means of many different technology solutions described in the paper. This means a greater degree of competition and affects the kind of policy measures to be...
Analysis of variance for model output
Jansen, M.J.W.
1999-01-01
A scalar model output Y is assumed to depend deterministically on a set of stochastically independent input vectors of different dimensions. The composition of the variance of Y is considered; variance components of particular relevance for uncertainty analysis are identified. Several analysis of va
On testing variance components in ANOVA models
Hartung, Joachim; Knapp, Guido
2000-01-01
In this paper we derive asymptotic x 2 - tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the properties of the asymptotic tests in small sample sizes.
2010-01-01
... such an action) DOE shall document the emergency actions in accordance with NEPA procedures at 10 CFR... 10 Energy 4 2010-01-01 2010-01-01 false Variances. 1022.16 Section 1022.16 Energy DEPARTMENT OF... Procedures for Floodplain and Wetland Reviews § 1022.16 Variances. (a) Emergency actions. DOE may...
2010-01-01
... Procedures § 1021.343 Variances. (a) Emergency actions. DOE may take an action without observing all provisions of this part or the CEQ Regulations, in accordance with 40 CFR 1506.11, in emergency situations... 10 Energy 4 2010-01-01 2010-01-01 false Variances. 1021.343 Section 1021.343 Energy DEPARTMENT...
2010-04-01
... 18 Conservation of Power and Water Resources 2 2010-04-01 2010-04-01 false Variances. 1304.408 Section 1304.408 Conservation of Power and Water Resources TENNESSEE VALLEY AUTHORITY APPROVAL OF... § 1304.408 Variances. The Vice President or the designee thereof is authorized, following...
Nonlinear Epigenetic Variance: Review and Simulations
Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…
Nonlinear epigenetic variance: review and simulations
K.J. Kan; A. Ploeger; M.E.J. Raijmakers; C.V. Dolan; H.L.J. van der Maas
2010-01-01
We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addit
Influence of Family Structure on Variance Decomposition
Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter
Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained...... genetic variance. However, in Holstein cattle, a group of genes that explained close to none of the genetic variance could also have a high likelihood ratio. This is still a good separation of signal and noise, but instead of capturing the genetic signal in the marker set being tested, we are instead...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...
Portfolio optimization using median-variance approach
Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli
2013-04-01
Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.
The term structure of variance swap rates and optimal variance swap investments
Egloff, Daniel; Leippold, Markus; Liuren WU
2010-01-01
This paper performs specification analysis on the term structure of variance swap rates on the S&P 500 index and studies the optimal investment decision on the variance swaps and the stock index. The analysis identifies two stochastic variance risk factors, which govern the short and long end of the variance swap term structure variation, respectively. The highly negative estimate for the market price of variance risk makes it optimal for an investor to take short positions in a short-term va...
Boeri, Tito
2009-01-01
The process leading to the setting of the minimum wage so far has been fairly overlooked by economists. This paper suggests that this is a serious limitation as the setting regime contributes to explain cross-country variation in the fine-tuning of the minimum wage, hence in the way in which the trade-off between reducing poverty among working people and shutting down low productivity jobs is addressed. There are two common ways of setting national minimum wages: they are either government le...
Prices and Asymptotics for Discrete Variance Swaps
Carole Bernard; Zhenyu Cui
2013-01-01
We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions (improving Broadie and Jain (2008a) in the case of the Heston model). We give conditions on parameters under which the fair strike of a discrete variance swap is higher or lower than that of the continuous variance swap. The interest rate and the correlation b...
On Normal Variance-Mean Mixtures
Yu, Yaming
2011-01-01
Normal variance-mean mixtures encompass a large family of useful distributions such as the generalized hyperbolic distribution, which itself includes the Student t, Laplace, hyperbolic, normal inverse Gaussian, and variance gamma distributions as special cases. We study shape properties of normal variance-mean mixtures, in both the univariate and multivariate cases, and determine conditions for unimodality and log-concavity of the density functions. This leads to a short proof of the unimodality of all generalized hyperbolic densities. We also interpret such results in practical terms and discuss discrete analogues.
Broadband SHF Direction-Finder
S. Radionov
2008-06-01
Full Text Available The original design of the compact broadband direction-finder is presented in this paper. The cylindrical monopole antenna serves as a primary source of the reflector- type antenna. "Zero-amplitude" technique is used for bearing the SHF sources. The model experiments with the proposed direction-finder prototype in the frequency band 6 GHz - 11 GHz have been carried out.
Broadband Loaded Cylindrical Monopole Antenna
Boucher, Solene; Sharaiha, Ala; Potier, Patrick
2013-01-01
Ahstract-A broadband printed monopole antenna based on the variation of the conductivity along its length is proposed .. The result indicates that a non-monotonous repartition provides interesting performances in terms of impedance bandwidth but also concerning antenna gain. The achievement of the method is demonstrated through its application, using the carbon fibers to perform this conductivity variation. Monopole antenna presents a large impedance bandwidth of 123% with an interesting gain...
Sound localization of aerial broadband noise in pinnipeds
Holt, Marla M.; Schusterman, Ronald J.; Kastak, David; Southall, Brandon L.
2003-04-01
Pinnipeds (seals, sea lions, and walruses) emit broadband calls on land as part of their communication system in order to coordinate their reproductive activities. How well do they localize these types of signals? In this study, the aerial sound localization acuities of a harbor seal (Phoca vitulina), a California sea lion (Zalophus californianus), and a northern elephant seal (Mirounga angustirostris) were measured in the horizontal plane with a broadband white noise stimulus. Testing was conducted in a hemi-anechoic chamber using a left/right forced choice procedure to measure the minimum audible angle (MAA) for each subject. MAAs were defined as half the angular separation of two sound sources relative to a subject's midline that corresponded to 75% correct discrimination. MAAs were 3.6, 4.2, and 4.7 deg for the harbor seal, California sea lion, and northern elephant seal, respectively. These results demonstrate that these pinniped species had sound localization abilities comparable to the domestic cat and rhesus macaques. The acuity differences between our subjects were small, were not predicted by head size, and therefore likely reflect the relatively acute abilities of other pinniped species to localize aerial broadband signals.
Grammatical and lexical variance in English
Quirk, Randolph
2014-01-01
Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.
A Mean variance analysis of arbitrage portfolios
Fang, Shuhong
2007-03-01
Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.
Monochromaticity of Orientation Maps in V1 Implies Minimum Variance for Hypercolumn Size
Afgoustidis, Alexandre
2015-01-01
In the primary visual cortex of many mammals, the processing of sensory information involves recognizing stimuli orientations. The repartition of preferred orientations of neurons in some areas is remarkable: a repetitive, non-periodic, layout. This repetitive pattern is understood to be fundamental for basic non-local aspects of vision, like the perception of contours, but important questions remain about its development and function. We focus here on Gaussian Random Fields, which provide a ...
Spatio-angular Minimum-variance Tomographic Controller for Multi-Object Adaptive Optics systems
Correia, Carlos M; Veran, Jean-Pierre; Andersen, David; Lardiere, Olivier; Bradley, Colin
2015-01-01
Multi-object astronomical adaptive-optics (MOAO) is now a mature wide-field observation mode to enlarge the adaptive-optics-corrected field in a few specific locations over tens of arc-minutes. The work-scope provided by open-loop tomography and pupil conjugation is amenable to a spatio-angular Linear-Quadratic Gaussian (SA-LQG) formulation aiming to provide enhanced correction across the field with improved performance over static reconstruction methods and less stringent computational complexity scaling laws. Starting from our previous work [1], we use stochastic time-progression models coupled to approximate sparse measurement operators to outline a suitable SA-LQG formulation capable of delivering near optimal correction. Under the spatio-angular framework the wave-fronts are never explicitly estimated in the volume,providing considerable computational savings on 10m-class telescopes and beyond. We find that for Raven, a 10m-class MOAO system with two science channels, the SA-LQG improves the limiting mag...
A phantom study on temporal and subband Minimum Variance adaptive beamforming
Diamantis, Konstantinos; Voxen, Iben Holfort; Greenaway, Alan H.;
2014-01-01
from conventional Delay-and-Sum (DAS) beamformer. FWHM measured at the depth of 46.6 mm, is 0.02 mm (0.09λ) for both adaptive methods while the corresponding values for Hanning and Boxcar weights are 0.64 and 0.44 mm respectively. Between the MV beamformers a -2 dB difference in PSL is noticed in favor...
Analysis of the Proposed Ghana Broadband Strategy
Williams, Idongesit; Botwe, Yvonne
This project studied the Ghana Broadband Strategy with the aim of evaluating the recommendations in the strategy side by side the broadband development in Ghana. The researchers conducted interviews both officially and unofficially with ICT stakeholders, made observations, studied Government...... intervention policies recommended in the Ghana broadband policy is used to evaluate the broadband market to find out whether the strategy consolidates with the Strengths and opportunities of the market and whether it corrects the anomalies that necessitate the weaknesses and threats to the market....... The strategy did address some threats and weaknesses of the broadband market. It also consolidated on some strengths and opportunities of the broadband market. The researchers also discovered that a market can actually grow without a policy. But a market will grow faster if a well implemented policy is guiding...
42 CFR 456.522 - Content of request for variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Content of request for variance. 456.522 Section..., and Variances for Hospitals and Mental Hospitals Ur Plan: Remote Facility Variances from Time Requirements § 456.522 Content of request for variance. The agency's request for a variance must include—...
Principles of broadband switching and networking
Liew, Soung C
2010-01-01
An authoritative introduction to the roles of switching and transmission in broadband integrated services networks Principles of Broadband Switching and Networking explains the design and analysis of switch architectures suitable for broadband integrated services networks, emphasizing packet-switched interconnection networks with distributed routing algorithms. The text examines the mathematical properties of these networks, rather than specific implementation technologies. Although the pedagogical explanations in this book are in the context of switches, many of the fundamenta
The economic impact of broadband deployment in Kentucky
David Shideler; Narine Badasyan; Laura Taylor
2007-01-01
Significant resources are being invested by government and the private sector in broadband infrastructure to increase broadband deployment and use. With a unique dataset of broadband availability (sorted by county), the authors assess whether broadband infrastructure has affected the industrial competitiveness of Kentucky counties. Their results suggest that broadband availability increases employment growth in some industries but not others.
Minimum Probability Flow Learning
Sohl-Dickstein, Jascha; DeWeese, Michael R
2009-01-01
Learning in probabilistic models is often severely hampered by the general intractability of the normalization factor and its derivatives. Here we propose a new learning technique that obviates the need to compute an intractable normalization factor or sample from the equilibrium distribution of the model. This is achieved by establishing dynamics that would transform the observed data distribution into the model distribution, and then setting as the objective the minimization of the initial flow of probability away from the data distribution. Score matching, minimum velocity learning, and certain forms of contrastive divergence are shown to be special cases of this learning technique. We demonstrate the application of minimum probability flow learning to parameter estimation in Ising models, deep belief networks, multivariate Gaussian distributions and a continuous model with a highly general energy function defined as a power series. In the Ising model case, minimum probability flow learning outperforms cur...
Andalón, Mabel; Pagés, Carmen
2008-01-01
This paper examines the performance of minimum wage legislation in Kenya, both in terms of its coverage and enforcement as well as in terms of their implications for wages and employment. Our findings based on the 1998/99 labor force data – the last labor force survey available – indicate that minimum wages, which, in principle, apply to all salaried employees, were better enforced and had stronger effects in the non-agricultural industry than in the agricultural one. More specifically, our r...
Inhomogeneity-induced variance of cosmological parameters
Wiegand, Alexander
2011-01-01
Modern cosmology relies on the assumption of large-scale isotropy and homogeneity of the Universe. However, locally the Universe is inhomogeneous and anisotropic. So, how can local measurements (at the 100 Mpc scale) be used to determine global cosmological parameters (defined at the 10 Gpc scale)? We use Buchert's averaging formalism and determine a set of locally averaged cosmological parameters in the context of the flat Lambda cold dark matter model. We calculate their ensemble means (i.e. their global values) and variances (i.e. their cosmic variances). We apply our results to typical survey geometries and focus on the study of the effects of local fluctuations of the curvature parameter. By this means we show, that in the linear regime cosmological backreaction and averaging can be reformulated as the issue of cosmic variance. The cosmic variance is found largest for the curvature parameter and discuss some of its consequences. We further propose to use the observed variance of cosmological parameters t...
Broadband b: scaling law of P-wave broadband radiated energy
Wu, Zhongliang; Kim, So G.; Gao, Yuan
1995-01-01
We analyzed the NEIC broadband radiated energy catalogue and found that the scaling law of earthquake energy deduced from Gutenegberg-Richter’s law is not valid in a quantitative sense. The analysis of broadband radiated energy, however, also shows a scaling law, which may be represented by a broadband b value.
Color variance in PDF-based production workflow environments
Riordan, Michael
2006-02-01
Based on the production practices of a representative sampling of graphic arts professionals, a series of tests were conducted to determine the potential color variance incurred during specific production-based PDF workflows. The impact of key production variables--including the use of ICC profiles, methods and settings used for PDF distillation, and printer/RIP color management handling for PDF rendering--were examined for RGB, CMYK and select spot colors to determine the potential magnitude of color variation under normal production conditions. The results of the study, quantified via paired comparison and delta E, showed that, while color variance could be kept to a minimum using very specific workflow configurations, significant color variation was incurred in many of the common workflow configurations representative of the production environments observed from the sample population. Further, even compliance to PDF-X1a and PDF-X3 specifications allowed for unwanted variation depending on specific production activities that preceded or followed the creation of the PDF-X file.
Understanding broadband over power line
Held, Gilbert
2006-01-01
Understanding Broadband over Power Line explores all aspects of the emerging technology that enables electric utilities to provide support for high-speed data communications via their power infrastructure. This book examines the two methods used to connect consumers and businesses to the Internet through the utility infrastructure: the existing electrical wiring of a home or office; and a wireless local area network (WLAN) access point.Written in a practical style that can be understood by network engineers and non-technologists alike, this volume offers tutorials on electric utility infrastru
Broadband tuning of optomechanical cavities
Wiederhecker, Gustavo S.; Manipatruni, Sasikanth; Lee, Sunwoo; Lipson, Michal
2011-01-01
We demonstrate broadband tuning of an optomechanical microcavity optical resonance by exploring the large optomechanical coupling of a double-wheel microcavity and its uniquely low mechanical stiffness. Using a pump laser with only 13 mW at telecom wavelengths we show tuning of the silicon nitride microcavity resonances over 32 nm. This corresponds to a tuning power efficiency of only 400 $\\mu$W/nm. By choosing a relatively low optical Q resonance ($\\approx$18,000) we prevent the cavity from reaching the regime of regenerative optomechanical oscillations. The static mechanical displacement induced by optical gradient forces is estimated to be as large as 60 nm.
Broadband Tuning of Optomechanical Cavities
Wiederhecker, Gustavo S.; Manipatruni, Sasikanth; Lee, Sunwoo; Lipson, Michal
2010-01-01
We demonstrate broadband tuning of an optomechanical microcavity optical resonance by exploring the large optomechanical coupling of a double-wheel microcavity and its uniquely low mechanical stiffness. Using a pump laser with only 13 mW at telecom wavelengths we show tuning of the silicon nitride microcavity resonances over 32 nm. This corresponds to a tuning power efficiency of only 400 $\\mu$W/nm. By choosing a relatively low optical Q resonance ($\\approx$18,000) we prevent the cavity from ...
Broadband Tuning of Optomechanical Cavities
Wiederhecker, Gustavo S; Lee, Sunwoo; Lipson, Michal
2010-01-01
We demonstrate broadband tuning of an optomechanical microcavity optical resonance by exploring the large optomechanical coupling of a double-wheel microcavity and its uniquely low mechanical stiffness. Using a pump laser with only 13 mW at telecom wavelengths we show tuning of the silicon nitride microcavity resonances over 32 nm. This corresponds to a tuning power efficiency of only 400 $\\mu$W/nm. By choosing a relatively low optical Q resonance ($\\approx$18,000) we prevent the cavity from reaching the regime of regenerative optomechanical oscillations. The static mechanical displacement induced by optical gradient forces is estimated to be as large as 60 nm.
Achieving Universal Access to Broadband
Morten FALCH
2009-01-01
Full Text Available The paper discusses appropriate policy measures for achieving universal access to broadband services in Europe. Access can be delivered by means of many different technology solutions described in the paper. This means a greater degree of competition and affects the kind of policy measures to be applied. The paper concludes that other policy measure than the classical universal service obligation are in play, and discusses various policy measures taking the Lisbon process as a point of departure. Available policy measures listed in the paper include, universal service obligation, harmonization, demand stimulation, public support for extending the infrastructure, public private partnerships (PPP, and others.
Statistical evaluation of two triggering systems: an application of conditional variance
Previous results related to measurement variances in neutron coincidence counting (NCC) indicate a disagreement between theory and experiment. In NCC, each detected neutron opens two coincidence gates and counts the number of neutrons that arrive within the allotted time period of the first neutron. Similarly, previous results for studying the alarm rate of a broadband radio-frequency collection system (to detect the radio-frequency emitted from nuclear explosions or lightning for example) are shown to lead to poor approximations for some parameter ranges. In a typical example of this type of system, the master trigger could alarm if five or more of eight sub-bands alarm within a specified time window beginning from an alarm from one or more sub-bands. We describe a simple but powerful statistical result involving conditional variance that corrects the previous results in both applications, and we demonstrate the adequacy of the results using real and simulated NCC data and simulated broadband radio-frequency data
Genomic prediction of breeding values using previously estimated SNP variances
Calus, M.P.L.; Schrooten, C.; Veerkamp, R.F.
2014-01-01
Background Genomic prediction requires estimation of variances of effects of single nucleotide polymorphisms (SNPs), which is computationally demanding, and uses these variances for prediction. We have developed models with separate estimation of SNP variances, which can be applied infrequently, and
Estimating quadratic variation using realized variance
Barndorff-Nielsen, Ole Eiler; Shephard, N.
2002-01-01
This paper looks at some recent work on estimating quadratic variation using realized variance (RV) - that is, sums of M squared returns. This econometrics has been motivated by the advent of the common availability of high-frequency financial return data. When the underlying process is a...... rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....
Fox, P.B.
2005-07-11
This report provides minimum critical values for various 30-cm water-reflected uranium and plutonium oxide and nitrate aqueous mixtures as calculated by the SCALE CSAS1X sequence using the 238-group ENDF/B-V neutron cross-section library. The minimum values were determined through parametric searches in one-dimensional geometry. The calculations have been performed to obtain the minimum values: critical volume and mass for spheres, critical radius for cylinders, critical thickness for slabs, and minimum critical concentration (infinite geometry) for the following homogeneous mixtures: (1) UO{sub 2}-H{sub 2}O for 3, 4, 5, 20, and 100 wt % {sup 235}U; (2) UNH for 3, 4, 5, 20, and 100 wt % {sup 235}U; (3) PuO{sub 2}-H{sub 2}O for 100/0/0, 95/5/0, 90/5/5, 80/10/10, and 71/17/11/1 wt % of {sup 239}Pu/{sup 240}Pu/{sup 241}Pu(/{sup 242}Pu); and (4) PuNH for 100/0/0, 95/5/0, 90/5/5, 80/10/10, and 71/17/11/1 wt % of {sup 239}Pu/{sup 240}Pu/{sup 241}Pu(/{sup 242}Pu). All bounding surfaces were fully reflected by 30 cm of H{sub 2}O.
Mitu, Narcis Eduard
2009-01-01
This article seeks to debate from a critical perspective the opportunity and legality of introducing the minimum tax system introduced in Romania by the Emergency Ordinance on the budget rectification for the year 2009 and the regulation of some financial and fiscal measures.
Integrating Variances into an Analytical Database
Sanchez, Carlos
2010-01-01
For this project, I enrolled in numerous SATERN courses that taught the basics of database programming. These include: Basic Access 2007 Forms, Introduction to Database Systems, Overview of Database Design, and others. My main job was to create an analytical database that can handle many stored forms and make it easy to interpret and organize. Additionally, I helped improve an existing database and populate it with information. These databases were designed to be used with data from Safety Variances and DCR forms. The research consisted of analyzing the database and comparing the data to find out which entries were repeated the most. If an entry happened to be repeated several times in the database, that would mean that the rule or requirement targeted by that variance has been bypassed many times already and so the requirement may not really be needed, but rather should be changed to allow the variance's conditions permanently. This project did not only restrict itself to the design and development of the database system, but also worked on exporting the data from the database to a different format (e.g. Excel or Word) so it could be analyzed in a simpler fashion. Thanks to the change in format, the data was organized in a spreadsheet that made it possible to sort the data by categories or types and helped speed up searches. Once my work with the database was done, the records of variances could be arranged so that they were displayed in numerical order, or one could search for a specific document targeted by the variances and restrict the search to only include variances that modified a specific requirement. A great part that contributed to my learning was SATERN, NASA's resource for education. Thanks to the SATERN online courses I took over the summer, I was able to learn many new things about computers and databases and also go more in depth into topics I already knew about.
Inhomogeneity-induced variance of cosmological parameters
Wiegand, A.; Schwarz, D. J.
2012-02-01
Context. Modern cosmology relies on the assumption of large-scale isotropy and homogeneity of the Universe. However, locally the Universe is inhomogeneous and anisotropic. This raises the question of how local measurements (at the ~102 Mpc scale) can be used to determine the global cosmological parameters (defined at the ~104 Mpc scale)? Aims: We connect the questions of cosmological backreaction, cosmic averaging and the estimation of cosmological parameters and show how they relate to the problem of cosmic variance. Methods: We used Buchert's averaging formalism and determined a set of locally averaged cosmological parameters in the context of the flat Λ cold dark matter model. We calculated their ensemble means (i.e. their global value) and variances (i.e. their cosmic variance). We applied our results to typical survey geometries and focused on the study of the effects of local fluctuations of the curvature parameter. Results: We show that in the context of standard cosmology at large scales (larger than the homogeneity scale and in the linear regime), the question of cosmological backreaction and averaging can be reformulated as the question of cosmic variance. The cosmic variance is found to be highest in the curvature parameter. We propose to use the observed variance of cosmological parameters to measure the growth factor. Conclusions: Cosmological backreaction and averaging are real effects that have been measured already for a long time, e.g. by the fluctuations of the matter density contrast averaged over spheres of a certain radius. Backreaction and averaging effects from scales in the linear regime, as considered in this work, are shown to be important for the precise measurement of cosmological parameters.
Decomposition of variance for spatial Cox processes
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
2013-01-01
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with...... additive or log linear random intensity functions. We moreover consider a new and flexible class of pair correlation function models given in terms of normal variance mixture covariance functions. The proposed methodology is applied to point pattern data sets of locations of tropical rain forest trees....
Variance Reduction Using Nonreversible Langevin Samplers
Duncan, A. B.; Lelièvre, T.; Pavliotis, G. A.
2016-05-01
A standard approach to computing expectations with respect to a given target measure is to introduce an overdamped Langevin equation which is reversible with respect to the target distribution, and to approximate the expectation by a time-averaging estimator. As has been noted in recent papers [30, 37, 61, 72], introducing an appropriately chosen nonreversible component to the dynamics is beneficial, both in terms of reducing the asymptotic variance and of speeding up convergence to the target distribution. In this paper we present a detailed study of the dependence of the asymptotic variance on the deviation from reversibility. Our theoretical findings are supported by numerical simulations.
Broadband Wireline Provider Service Summary; BBRI_wirelineSum12
University of Rhode Island Geospatial Extension Program — This dataset represents the availability of broadband Internet access in Rhode Island via all wireline technologies assessed by Broadband Rhode Island. Broadband...
A Simple Algorithm for Approximating Confidence on the Modified Allan Variance and the Time Variance
Weiss, Marc A.; Greenhall, Charles A.
1996-01-01
An approximating algorithm for computing equvalent degrees of freedom of the Modified Allan Variance and its square root, the Modified Allan Deviation (MVAR and MDEV), and the Time Variance and Time Deviation (TVAR and TDEV) is presented, along with an algorithm for approximating the inverse chi-square distribution.
Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander;
2013-01-01
variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...
78 FR 32165 - Broadband Over Power Lines
2013-05-29
... has potential applications for broadband and Smart Grid uses--while protecting incumbent radio... providing for Access BPL technology--which has potential applications for broadband and Smart Grid uses... study on In-House BPL in our consideration of Access BPL interference potential. However, that...
76 FR 71892 - Broadband Over Power Lines
2011-11-21
... BPL technology that has potential applications for broadband and Smart Grid while protecting incumbent... providing for Access BPL technology that has potential applications for broadband and Smart Grid while... used by manufacturers of HomePlug In-House BPL equipment, it is more stringent than is necessary...
Broadband antenna arrays using planar horns
Braude, V. B.; Sukhovetskaya, S. B.
1997-01-01
Broadband antennas are vitally important for various applications ranging from TV broadcasting to carrier-free ground-probing radars. We propose a microwave broadband antenna array (BAA), which may be realised using microstrip planar horns — flared end-fire radiating slot lines, known as Vivaldi-type antennas.
Customer Churn Prediction for Broadband Internet Services
Huang, B. Q.; Kechadi, M.-T.; Buckley, B.
Although churn prediction has been an area of research in the voice branch of telecommunications services, more focused studies on the huge growth area of Broadband Internet services are limited. Therefore, this paper presents a new set of features for broadband Internet customer churn prediction, based on Henley segments, the broadband usage, dial types, the spend of dial-up, line-information, bill and payment information, account information. Then the four prediction techniques (Logistic Regressions, Decision Trees, Multilayer Perceptron Neural Networks and Support Vector Machines) are applied in customer churn, based on the new features. Finally, the evaluation of new features and a comparative analysis of the predictors are made for broadband customer churn prediction. The experimental results show that the new features with these four modelling techniques are efficient for customer churn prediction in the broadband service field.
Formative Use of Intuitive Analysis of Variance
Trumpower, David L.
2013-01-01
Students' informal inferential reasoning (IIR) is often inconsistent with the normative logic underlying formal statistical methods such as Analysis of Variance (ANOVA), even after instruction. In two experiments reported here, student's IIR was assessed using an intuitive ANOVA task at the beginning and end of a statistics course. In…
Multivariate Analysis of Variance Using Spatial Ranks
KYUNGMEE CHOI; JOHN MARDEN
2002-01-01
The authors consider multivariate analysis of variance procedures based on the multivariate spatial ranks. Two models are considered: the location-family model and the fully nonparametric model. Procedures for testing main and interaction effects are given for the 2 × 2 layout.
Realized Variance and Market Microstructure Noise
Hansen, Peter R.; Lunde, Asger
2006-01-01
We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel-b...
Strengthened Chernoff-type variance bounds
Afendras, G.; Papadatos, N.
2014-01-01
Let $X$ be an absolutely continuous random variable from the integrated Pearson family and assume that $X$ has finite moments of any order. Using some properties of the associated orthonormal polynomial system, we provide a class of strengthened Chernoff-type variance bounds.
The Variance of Language in Different Contexts
申一宁
2012-01-01
language can be quite different (here referring to the meaning) in different contexts. And there are 3 categories of context: the culture, the situation and the cotext. In this article, we will analysis the variance of language in each of the 3 aspects. This article is written for the purpose of making people understand the meaning of a language under specific better.
Decomposition of variance for spatial Cox processes
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introducea general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with additive...
Markov bridges, bisection and variance reduction
Asmussen, Søren; Hobolth, Asger
this paper we firstly consider the problem of generating sample paths from a continuous-time Markov chain conditioned on the endpoints using a new algorithm based on the idea of bisection. Secondly we study the potential of the bisection algorithm for variance reduction. In particular, examples are...
Decomposition of variance for spatial Cox processes
Jalilian, Abdollah; Guan, Yongtao; Waagepetersen, Rasmus
Spatial Cox point processes is a natural framework for quantifying the various sources of variation governing the spatial distribution of rain forest trees. We introduce a general criterion for variance decomposition for spatial Cox processes and apply it to specific Cox process models with...
LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION
杨瑛
2004-01-01
This paper considers local median estimation in fixed design regression problems. The proposed method is employed to estimate the median function and the variance function of a heteroscedastic regression model. Strong convergence rates of the proposed estimators are obtained. Simulation results are given to show the performance of the proposed methods.
ROBUST ESTIMATION OF VARIANCE COMPONENTS MODEL
无
1999-01-01
Classical least squares estimation consists of minimizing the sum of the squared residuals of observation. Many authors have produced more robust versions of this estimation by replacing the square by something else, such as the absolute value. These approaches have been generalized, and their robust estimations and influence functions of variance components have been presented. The results may have wide practical and theoretical value.
Expected Stock Returns and Variance Risk Premia
Bollerslev, Tim; Tauchen, George; Zhou, Hao
Motivated by the implications from a stylized self-contained general equilibrium model incorporating the effects of time-varying economic uncertainty, we show that the difference between implied and realized variation, or the variance risk premium, is able to explain a non-trivial fraction of the...
Expected Stock Returns and Variance Risk Premia
Bollerslev, Tim; Zhou, Hao
We find that the difference between implied and realized variation, or the variance risk premium, is able to explain more than fifteen percent of the ex-post time series variation in quarterly excess returns on the market portfolio over the 1990 to 2005 sample period, with high (low) premia predi...
Lorenz Dominance and the Variance of Logarithms.
Ok, Efe A.; Foster, James
1997-01-01
The variance of logarithms is a widely used inequality measure which is well known to disagree with the Lorenz criterion. Up to now, the extent and likelihood of this inconsistency were thought to be vanishingly small. We find that this view is mistaken : the extent of the disgreement can be extremely large; the likelihood is far from negligible.
Variance Component Testing in Multilevel Models
Berkhof, J.; Snijders, T.A.B.
2001-01-01
Available variance component tests are reviewed and three new score tests are presented In the first score test, the asymptotic normal distribution of the test statistic is used as a reference distribution. In the other two score tests, a Satterthwaite approximation is used for the null distribution
Linear transformations of variance/covariance matrices
Parois, P.J.A.; Lutz, M.
2011-01-01
Many applications in crystallography require the use of linear transformations on parameters and their standard uncertainties. While the transformation of the parameters is textbook knowledge, the transformation of the standard uncertainties is more complicated and needs the full variance/covariance
Bias and variance in continuous EDA
Teytaud, Fabien; Teytaud, Olivier
2009-01-01
Estimation of Distribution Algorithms are based on statistical estimates. We show that when combining classical tools from statistics, namely bias/variance decomposition, reweighting and quasi-randomization, we can strongly improve the convergence rate. All modiﬁcations are easy, compliant with most algorithms, and experimentally very eﬃcient in particular in the parallel case (large oﬀsprings).
Minimum quality standards and exports
Birg, Laura; Voßwinkel, Jan S.
2015-01-01
This paper studies the interaction of a minimum quality standard and exports in a vertical product differentiation model when firms sell global products. If exante quality of foreign firms is lower (higher) than the quality of exporting firms, a mild minimum quality standard in the home market hinders (supports) exports. The minimum quality standard increases quality in both markets. A welfare maximizing minimum quality standard is always lower under trade than under autarky. A Minimum qualit...
DILEMATIKA PENETAPAN UPAH MINIMUM
. Pitaya
2015-02-01
Full Text Available In the effort of creating appropiate wage for employees, it is necessary to determine the wages by considering the increase of poverty without ignoring the increase of productivity, the progressivity of companies and the growth of economic. The new minimum wages in the provincial level and the regoinal/municipality level have been implemented per 1st January in Indonesia since 2001. The determination of minimum wage for provinvial level should be done 30 days before 1st January, whereas the determination of minimumwage for regional/municipality level should be done 40 days before 1st January. Moreover,there is an article which governs thet the minimumwage will be revised annually. By considering the time of determination and the time of revision above,it can be predicted that before and after the determination date will be crucial time. This is because the controversy among parties in industrial relationships will arise. The determination of minimum wage will always become a dilemmatic step which has to be done by the Government. Through this policy, on one side the government attempts to attract many investors, however, on the other side the government also has to protect the employees in order to have the appropiate wage in accordance with the standard of living.
Broadband cloaking for flexural waves
Zareei, Ahmad
2016-01-01
The governing equation for elastic waves in flexural plates is not form invariant, and hence designing a cloak for such waves faces a major challenge. Here, we present the design of a perfect broadband cloak for flexural waves through the use of a nonlinear transformation, and by matching term-by-term the original and transformed equations. For a readily achievable flexural cloak in a physical setting, we further present an approximate adoption of our perfect cloak under more restrictive physical constraints. Through direct simulation of the governing equations, we show that this cloak, as well, maintains a consistently high cloaking efficiency over a broad range of frequencies. The methodology developed here may be used for steering waves and designing cloaks in other physical systems with non form-invariant governing equations.
Interpreting Flux from Broadband Photometry
Brown, Peter J; Roming, Peter W A; Siegel, Michael
2016-01-01
We discuss the transformation of observed photometry into flux for the creation of spectral energy distributions and the computation of bolometric luminosities. We do this in the context of supernova studies, particularly as observed with the Swift spacecraft, but the concepts and techniques should be applicable to many other types of sources and wavelength regimes. Traditional methods of converting observed magnitudes to flux densities are not very accurate when applied to UV photometry. Common methods for extinction and the integration of pseudo-bolometric fluxes can also lead to inaccurate results. The sources of inaccuracy, though, also apply to other wavelengths. Because of the complicated nature of translating broad-band photometry into monochromatic flux densities, comparison between observed photometry and a spectroscopic model is best done by comparing in the natural units of the observations. We recommend that integrated flux measurements be made using a spectrum or spectral energy distribution whic...
AIRTV: Broadband Direct to Aircraft
Sorbello, R.; Stone, R.; Bennett, S. B.; Bertenyi, E.
2002-01-01
Airlines have been continuously upgrading their wide-body, long-haul aircraft with IFE (in-flight entertainment) systems that can support from 12 to 24 channels of video entertainment as well as provide the infrastructure to enable in-seat delivery of email and internet services. This is a direct consequence of increased passenger demands for improved in-flight services along with the expectations that broadband delivery systems capable of providing live entertainment (news, sports, financial information, etc.) and high speed data delivery will soon be available. The recent events of Sept. 11 have slowed the airline's upgrade of their IFE systems, but have also highlighted the compelling need for broadband aeronautical delivery systems to include operational and safety information. Despite the impact of these events, it is estimated that by 2005 more than 3000 long haul aircraft (servicing approximately 1 billion passengers annually) will be fully equipped with modern IFE systems. Current aircraft data delivery systems, which use either Inmarsat or NATS, are lacking in bandwidth and consequently are unsuitable to satisfy passenger demands for broadband email/internet services or the airlines' burgeoning data requirements. Present live video delivery services are limited to regional coverage and are not readily expandable to global or multiregional service. Faced with a compelling market demand for high data transport to aircraft, AirTV has been developing a broadband delivery system that will meet both passengers' and airlines' needs. AirTV is a global content delivery system designed to provide a range of video programming and data services to commercial airlines. When AirTV is operational in 2004, it will provide a broadband connection directly to the aircraft, delivering live video entertainment, internet/email service and essential operational and safety data. The system has been designed to provide seamless global service to all airline routes except for those
AIRTV: Broadband Direct to Aircraft
Sorbello, R.; Stone, R.; Bennett, S. B.; Bertenyi, E.
2002-01-01
Airlines have been continuously upgrading their wide-body, long-haul aircraft with IFE (in-flight entertainment) systems that can support from 12 to 24 channels of video entertainment as well as provide the infrastructure to enable in-seat delivery of email and internet services. This is a direct consequence of increased passenger demands for improved in-flight services along with the expectations that broadband delivery systems capable of providing live entertainment (news, sports, financial information, etc.) and high speed data delivery will soon be available. The recent events of Sept. 11 have slowed the airline's upgrade of their IFE systems, but have also highlighted the compelling need for broadband aeronautical delivery systems to include operational and safety information. Despite the impact of these events, it is estimated that by 2005 more than 3000 long haul aircraft (servicing approximately 1 billion passengers annually) will be fully equipped with modern IFE systems. Current aircraft data delivery systems, which use either Inmarsat or NATS, are lacking in bandwidth and consequently are unsuitable to satisfy passenger demands for broadband email/internet services or the airlines' burgeoning data requirements. Present live video delivery services are limited to regional coverage and are not readily expandable to global or multiregional service. Faced with a compelling market demand for high data transport to aircraft, AirTV has been developing a broadband delivery system that will meet both passengers' and airlines' needs. AirTV is a global content delivery system designed to provide a range of video programming and data services to commercial airlines. When AirTV is operational in 2004, it will provide a broadband connection directly to the aircraft, delivering live video entertainment, internet/email service and essential operational and safety data. The system has been designed to provide seamless global service to all airline routes except for those
10 CFR 851.32 - Action on variance requests.
2010-01-01
... 10 Energy 4 2010-01-01 2010-01-01 false Action on variance requests. 851.32 Section 851.32 Energy DEPARTMENT OF ENERGY WORKER SAFETY AND HEALTH PROGRAM Variances § 851.32 Action on variance requests. (a... approval of a variance application, the Chief Health, Safety and Security Officer must forward to the...
2010-07-01
... 41 Public Contracts and Property Management 1 2010-07-01 2010-07-01 true Variances. 50-204.1a... and Application § 50-204.1a Variances. (a) Variances from standards in this part may be granted in the same circumstances in which variances may be granted under sections 6(b)(6)(A) or 6(d) of the...
A Critical Note on the Forecast Error Variance Decomposition
Seymen, Atilim
2008-01-01
The paper questions the reasonability of using forecast error variance decompositions for assessing the role of different structural shocks in business cycle fluctuations. It is shown that the forecast error variance decomposition is related to a dubious definition of the business cycle. A historical variance decomposition approach is proposed to overcome the problems related to the forecast error variance decomposition.
42 CFR 456.525 - Request for renewal of variance.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Request for renewal of variance. 456.525 Section..., and Variances for Hospitals and Mental Hospitals Ur Plan: Remote Facility Variances from Time Requirements § 456.525 Request for renewal of variance. (a) The agency must submit a request for renewal of...
42 CFR 456.521 - Conditions for granting variance requests.
2010-10-01
... 42 Public Health 4 2010-10-01 2010-10-01 false Conditions for granting variance requests. 456.521..., and Variances for Hospitals and Mental Hospitals Ur Plan: Remote Facility Variances from Time Requirements § 456.521 Conditions for granting variance requests. (a) Except as described under paragraph...
Carpal ligamentous disruptions and negative ulnar variance
Negative ulnar variance is a condition in which the ulna is relatively shorter than the radius at the carpus. It was found in 21% of 203 normal wrists. We have observed an increased incidence (49%) of this anomaly in patients with carpal ligamentous instabilities (dorsiflexion instability, palmar flexion instability, scapholunate dissociation with rotary luxation of the scaphoid, and lunate and perilunate dislocations). While the reasons for this association have yet to be adequately delineated, the presence of a negative ulnar variant may serve as an impartial clue to the presence of ligamentous instability. Many carpal instabilities present with subtle radiographic findings requiring careful evaluation of radiographs. Patients with negative ulnar variance and histories suggestive of ligamentous instability should undergo careful radiologic evaluation to assure early diagnosis of carpal disruption. (orig.)
Analysis of variance of microarray data.
Ayroles, Julien F; Gibson, Greg
2006-01-01
Analysis of variance (ANOVA) is an approach used to identify differentially expressed genes in complex experimental designs. It is based on testing for the significance of the magnitude of effect of two or more treatments taking into account the variance within and between treatment classes. ANOVA is a highly flexible analytical approach that allows investigators to simultaneously assess the contributions of multiple factors to gene expression variation, including technical (dye, batch) effects and biological (sex, genotype, drug, time) ones, as well as interactions between factors. This chapter provides an overview of the theory of linear mixture modeling and the sequence of steps involved in fitting gene-specific models and discusses essential features of experimental design. Commercial and open-source software for performing ANOVA is widely available. PMID:16939792
Applications of non-parametric statistics and analysis of variance on sample variances
Myers, R. H.
1981-01-01
Nonparametric methods that are available for NASA-type applications are discussed. An attempt will be made here to survey what can be used, to attempt recommendations as to when each would be applicable, and to compare the methods, when possible, with the usual normal-theory procedures that are avavilable for the Gaussion analog. It is important here to point out the hypotheses that are being tested, the assumptions that are being made, and limitations of the nonparametric procedures. The appropriateness of doing analysis of variance on sample variances are also discussed and studied. This procedure is followed in several NASA simulation projects. On the surface this would appear to be reasonably sound procedure. However, difficulties involved center around the normality problem and the basic homogeneous variance assumption that is mase in usual analysis of variance problems. These difficulties discussed and guidelines given for using the methods.
Uses and abuses of analysis of variance.
Evans, S. J.
1983-01-01
Analysis of variance is a term often quoted to explain the analysis of data in experiments and clinical trials. The relevance of its methodology to clinical trials is shown and an explanation of the principles of the technique is given. The assumptions necessary are examined and the problems caused by their violation are discussed. The dangers of misuse are given with some suggestions for alternative approaches.
Fundamentals of exploratory analysis of variance
Hoaglin, David C; Tukey, John W
2009-01-01
The analysis of variance is presented as an exploratory component of data analysis, while retaining the customary least squares fitting methods. Balanced data layouts are used to reveal key ideas and techniques for exploration. The approach emphasizes both the individual observations and the separate parts that the analysis produces. Most chapters include exercises and the appendices give selected percentage points of the Gaussian, t, F chi-squared and studentized range distributions.
Mean variance optimality in Markov decision chains
Sladký, Karel; Sitař, Milan
Hradec Králové : Gadeamus, 2005 - (Skalská, H.), s. 350-357 ISBN 978-80-7041-535-1. [Mathematical Methods in Economics 2005 /23./. Hradec Králové (CZ), 14.09.2005-16.09.2005] R&D Projects: GA ČR GA402/05/0115 Institutional research plan: CEZ:AV0Z10750506 Keywords : Markov reward processes * expectation and variance of cumulative rewards Subject RIV: BB - Applied Statistics, Operational Research
High-dimensional regression with unknown variance
Giraud, Christophe; Verzelen, Nicolas
2011-01-01
We review recent results for high-dimensional sparse linear regression in the practical case of unknown variance. Different sparsity settings are covered, including coordinate-sparsity, group-sparsity and variation-sparsity. The emphasize is put on non-asymptotic analyses and feasible procedures. In addition, a small numerical study compares the practical performance of three schemes for tuning the Lasso esti- mator and some references are collected for some more general models, including multivariate regression and nonparametric regression.
The Theory of Variances in Equilibrium Reconstruction
Zakharov, Leonid E.; Lewandowski, Jerome; Foley, Elizabeth L.; Levinton, Fred M.; Yuh, Howard Y.; Drozdov, Vladimir; McDonald, Darren
2008-01-14
The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature.
Systems Engineering Programmatic Estimation Using Technology Variance
Mog, Robert A.
2000-01-01
Unique and innovative system programmatic estimation is conducted using the variance of the packaged technologies. Covariance analysis is performed oil the subsystems and components comprising the system of interest. Technological "returns" and "variation" parameters, are estimated. These parameters are combined with the model error to arrive at a measure of system development stability. The resulting estimates provide valuable information concerning the potential cost growth of the system under development.
The Theory of Variances in Equilibrium Reconstruction
The theory of variances of equilibrium reconstruction is presented. It complements existing practices with information regarding what kind of plasma profiles can be reconstructed, how accurately, and what remains beyond the abilities of diagnostic systems. The σ-curves, introduced by the present theory, give a quantitative assessment of quality of effectiveness of diagnostic systems in constraining equilibrium reconstructions. The theory also suggests a method for aligning the accuracy of measurements of different physical nature
Minimum wage noncompliance and the sub-minimum wage rate
Joachim Rosenmüller
2004-01-01
The present note examines the effect of minimum wage noncompliance on the sub-minimum wage rate in a competitive labor market. The note shows that noncompliance shifts leftward the demand curve of labor and shifts rightward the supply curve of labor, unambiguously leading to a fall in the equilibrium sub-minimum wage rate. Two implications follow: first, contrary to a major result in the minimum wage literature, noncompliance must not necessarily reduce employment (as compared to the pre-law ...
Discussion on variance reduction technique for shielding
Maekawa, Fujio [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment
1998-03-01
As the task of the engineering design activity of the international thermonuclear fusion experimental reactor (ITER), on 316 type stainless steel (SS316) and the compound system of SS316 and water, the shielding experiment using the D-T neutron source of FNS in Japan Atomic Energy Research Institute has been carried out. However, in these analyses, enormous working time and computing time were required for determining the Weight Window parameter. Limitation or complication was felt when the variance reduction by Weight Window method of MCNP code was carried out. For the purpose of avoiding this difficulty, investigation was performed on the effectiveness of the variance reduction by cell importance method. The conditions of calculation in all cases are shown. As the results, the distribution of fractional standard deviation (FSD) related to neutrons and gamma-ray flux in the direction of shield depth is reported. There is the optimal importance change, and when importance was increased at the same rate as that of the attenuation of neutron or gamma-ray flux, the optimal variance reduction can be done. (K.I.)
The Parabolic variance (PVAR), a wavelet variance based on least-square fit
Vernotte, F; Bourgeois, P -Y; Rubiola, E
2015-01-01
The Allan variance (AVAR) is one option among the wavelet variances. However a milestone in the analysis of frequency fluctuations and in the long-term stability of clocks, and certainly the most widely used one, AVAR is not suitable when fast noise processes show up, chiefly because of the poor rejection of white phase noise. The modified Allan variance (MVAR) features high resolution in the presence of white PM noise, but it is poorer for slow phenomena because the wavelet spans over 50% longer time. This article introduces the Parabolic Variance (PVAR), a wavelet variance similar to the Allan variance, based on the Linear Regression (LR) of phase data. The PVAR relates to the Omega frequency counter, which is the topics of a companion article [the reference to the article, or to the ArXiv manuscript, will be provided later]. The PVAR wavelet spans over 2 tau, the same of the AVAR wavelet. After setting the theoretical framework, we analyze the degrees of freedom and the detection of weak noise processes in...
The impact of broadband in schools: Summary report
Underwood, Jean; Ault, Alison; Banyard, Phil; Bird, Karen; Dillon, Gayle; Hayes, Mary; Selwood, Ian; Somekh, Bridget; Twining, Peter
2005-01-01
Summary of the report, which reviews evidence for the impact of broadband in English schools, exploring; variations in provision in level of broadband connectivity. Links between the level of broadband activity and nationally accessible performance data; aspects of broadband connectivity and the school environment that contribute to better outcomes for pupils and teachers; academic and motivational benefits associated with educational uses of this technology.
47 CFR 27.1305 - Shared wireless broadband network.
2010-10-01
... 47 Telecommunication 2 2010-10-01 2010-10-01 false Shared wireless broadband network. 27.1305... broadband network. The Shared Wireless Broadband Network developed by the 700 MHz Public/Private Partnership must be designed to meet requirements associated with a nationwide, public safety broadband network....
47 CFR 90.1405 - Shared wireless broadband network.
2010-10-01
... 47 Telecommunication 5 2010-10-01 2010-10-01 false Shared wireless broadband network. 90.1405... broadband network. The Shared Wireless Broadband Network developed by the 700 MHz Public/Private Partnership must be designed to meet requirements associated with a nationwide, public safety broadband network....
Broadband-antireflective hybrid nanopillar array for photovoltaic application
Subwavelength structures such as nanopillars, nanoholes, and nanodomes have recently attracted considerable attention as antireflective structures for solar cells. Recent studies on the optical property of nanopillar array revealed that the reflection minimum is related to the diameter, the pitch, and the height of nanopillars. Here, we investigate the “hybrid” nanopillar array, which is composed of different diameters of nanopillars. Finite differential time domain simulations revealed that the photogeneration in a hybrid nanopillar array is spatially heterogeneous: carriers are generated mainly in the narrower pillars for short-wavelength incident light and in the thicker pillars for long-wavelength light, respectively. Hybrid silicon nanopillar arrays fabricated by using electron beam lithography and dry etching show excellent broadband antireflection property. Hybrid nanopillar array is thus highly promising for next-generation antireflection for photovoltaic applications
Broadband Adoption And Use In America
Federal Communications Commission — On February 23, 2010, the FCC published the results of its first Broadband Consumer Survey. This national survey of 5,005 adult Americans focused on non-adopters...
75 FR 6627 - Broadband Technology Opportunities Program
2010-02-10
..., Washington, DC 20230; Help Desk e-mail: BroadbandUSA@usda.gov , Help Desk telephone: 1-877-508- 8364.../ . SUPPLEMENTARY INFORMATION: On January 22, 2010, NTIA published a Notice of Funds Availability (NOFA) (75 FR...
Broadband V-band angular transition
Shcherbyna, Olga A.; Yashchyshyn, Yevhen
2016-01-01
A model of broadband V-band transition from a rectangular air-filled waveguide to substrate integrated waveguide has been proposed. Theoretical principles used for constructing the model of transition are also presented.
Nanophotonic Design for Broadband Light Management
Kosten, Emily; Callahan, Dennis; Horowitz, Kelsey; Pala, Ragip; Atwater, Harry
2014-10-13
We describe nanophotonic design approaches for broadband light management including i) crossed-trapezoidal Si structures ii) Si photonic crystal superlattices, and iii) tapered and inhomogeneous diameter III-V/Si nanowire arrays.
Wireless Broadband Access and Accounting Schemes
无
2003-01-01
In this paper, we propose two wireless broadband access and accounting schemes. In both schemes, the accounting system adopts RADIUS protocol, but the access system adopts SSH and SSL protocols respectively.
Minimum Wages and Training Revisited
1998-01-01
Theory predicts that minimum wages will reduce employer-provided on-the-job training designed to improve workers' skills on the current job, but may increase the amount of training that workers obtain to qualify for a job. We estimate the effects of minimum wages on the amount of both types of training received by young workers by exploiting cross-state variation in minimum wage increases. The evidence provides considerable support for the hypothesis that higher minimum wages reduce training ...
Household Demand for Broadband Internet Service
Gregory Rosston; Scott Savage; Donald Waldman
2010-01-01
As part of the Federal Communications Commission (“FCC”) National Broadband Report to Congress, we have been asked to conduct a survey to help determine consumer valuations of different aspects of broadband Internet service. Our empirical results show that reliability and speed are important characteristics of Internet service. The representative household is willing to pay about $20 per month for more reliable service and $45-48 for an increase in speed. Willingness-to-pay for speed increase...
Rural Broadband At A Glance, 2009 Edition
Stenberg, Peter L.; Low, Sarah A
2009-01-01
Three-quarters of U.S. residents used the Internet to access information, education, and services in 2007. Broadband Internet access is becoming essential for both businesses and households; many compare its evolution to other technologies now considered common necessities—such as cars, electricity, televisions, microwave ovens, and cell phones. Although rural residents enjoy widespread access to the Internet, they are less likely to have high-speed, or broadband, Internet access than their u...
Is European Broadband Ready for Smart Grid?
Balachandran, Kartheepan; Pedersen, Jens Myrup
2014-01-01
In this short paper we compare the communication requirements for three Smart Grid scenarios with the availability of broadband and mobile communication networks in Europe. We show that only in the most demanding case - where data is collected and transmitted every second - a standard GSM....../GPRS connection is not enough. Whereas in the less demanding scenarios it is almost all of the European households that can be covered by a standard broadband technology for use with Smart Grid....
Evaluation of arctic broadband surface radiation measurements
Matsui, N.; C. N. Long; J. Augustine; Halliwell, D.; T. Uttal; Longenecker, D.; O. Nievergall; Wendell, J.; Albee, R.
2011-01-01
The Arctic is a challenging environment for making in-situ radiation measurements. A standard suite of radiation sensors is typically designed to measure the total, direct and diffuse components of incoming and outgoing broadband shortwave (SW) and broadband thermal infrared, or longwave (LW) radiation. Enhancements can include various sensors for measuring irradiance in various narrower bandwidths. Many solar radiation/thermal infrared flux sensors utilize protective glass domes and some are...
Broadband circularly polarized antennas for UHF SATCOM
Tekin, İbrahim; Tekin, Ibrahim; Manzhura, Oksana; Niver, Edip
2011-01-01
Novel circularly polarized (CP) antenna configurations derived from Moxon type antenna (bent dipole element over a ground plane) for broadband VHF SATCOM applications. A sequence of topologies starting from a single vertical element to two vertical elements of the Moxon arms, then widened strip arm elements were studied. Further, arms were widened to bow tie structures with bents at 900.for achieving broadband operation. Bow tie elements were further split and optimized at a certain angle to...
Broadband direct RF digitization receivers
Jamin, Olivier
2014-01-01
This book discusses the trade-offs involved in designing direct RF digitization receivers for the radio frequency and digital signal processing domains. A system-level framework is developed, quantifying the relevant impairments of the signal processing chain, through a comprehensive system-level analysis. Special focus is given to noise analysis (thermal noise, quantization noise, saturation noise, signal-dependent noise), broadband non-linear distortion analysis, including the impact of the sampling strategy (low-pass, band-pass), analysis of time-interleaved ADC channel mismatches, sampling clock purity and digital channel selection. The system-level framework described is applied to the design of a cable multi-channel RF direct digitization receiver. An optimum RF signal conditioning, and some algorithms (automatic gain control loop, RF front-end amplitude equalization control loop) are used to relax the requirements of a 2.7GHz 11-bit ADC. A two-chip implementation is presented, using BiCMOS and 65nm...
Ultra-broadband photonic internet
Romaniuk, Ryszard S.
2011-06-01
In this paper, there is presented a review of our today's understanding of the ultimately broadband photonic Internet. A simple calculation is presented showing the estimate of the throughput of the core photonic network branches. Optoelectronic components, circuits, systems and signals, together with analogous electronic entities and common software layers, are building blocks of the contemporary Internet. Participation of photonics in development of the physical layer in the future Internet will probably increase. The photonics leads now to a better usage of the available bandwidth (increase of the spectral efficiency measured in Bit/s/Hz), increase in the transmission rate (from Gbps, via Tbps up to probably Pbps), increase in the transmission distance without signal regeneration (in distortion compensated active optical cables), increase in energy/power efficiency measured in W/Gbps, etc. Photonics may lead, in the future, to fully transparent optical networks and, thus, to essential increase in bandwidth and network reliability. It is expected that photonics (with biochemistry, electronics and mechatronics) may build psychological and physiological interface for humans to the future global network. The following optical signal multiplexing methods were considered, which are possible without O/E/O conversion: TDM-OTDM, FDM-CO-OFDM, OCDM-OCDMA, WDM-DWDM.
Jalali, Shirin
2011-01-01
The fast growing field of compressed sensing is founded on the fact that if a signal is 'simple' and has some 'structure', then it can be reconstructed accurately with far fewer samples than its ambient dimension. Many different plausible structures have been explored in this field, ranging from sparsity to low-rankness and to finite rate of innovation. However, there are important abstract questions that are yet to be answered. For instance, what are the general abstract meanings of 'structure' and 'simplicity'? Do there exist universal algorithms for recovering such simple structured objects from fewer samples than their ambient dimension? In this paper, we aim to address these two questions. Using algorithmic information theory tools such as Kolmogorov complexity, we provide a unified method of describing 'simplicity' and 'structure'. We then explore the performance of an algorithm motivated by Ocam's Razor (called MCP for minimum complexity pursuit) and show that it requires $O(k\\log n)$ number of samples...
Further results on variances of local stereological estimators
Pawlas, Zbynek; Jensen, Eva B. Vedel
2006-01-01
In the present paper the statistical properties of local stereological estimators of particle volume are studied. It is shown that the variance of the estimators can be decomposed into the variance due to the local stereological estimation procedure and the variance due to the variability in the...... particle population. It turns out that these two variance components can be estimated separately, from sectional data. We present further results on the variances that can be used to determine the variance by numerical integration for particular choices of particle shapes....
Visual SLAM Using Variance Grid Maps
Howard, Andrew B.; Marks, Tim K.
2011-01-01
An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance