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Sample records for broadband minimum variance

  1. Broadband Minimum Variance Beamforming for Ultrasound Imaging

    DEFF Research Database (Denmark)

    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...

  2. A Broadband Beamformer Using Controllable Constraints and Minimum Variance

    DEFF Research Database (Denmark)

    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...

  3. Minimum variance geographic sampling

    Science.gov (United States)

    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.

  4. Minimum Variance Hedging and Stock Index Market Efficiency

    OpenAIRE

    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...

  5. An Approximation of the Minimum-Variance Estimator of Heritability Based on Variance Component Analysis

    OpenAIRE

    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...

  6. Identifiability, stratification and minimum variance estimation of causal effects.

    Science.gov (United States)

    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

  7. Recursive identification of time-varying systems using minimum variance

    OpenAIRE

    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.

  8. Analysis and application of minimum variance discrete linear system identification

    Science.gov (United States)

    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.

  9. Analysis and application of minimum variance discrete time system identification

    Science.gov (United States)

    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.

  10. Minimum variance brain source localization for short data sequences.

    Science.gov (United States)

    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

  11. Interdependence of NAFTA capital markets: A minimum variance portfolio approach

    Directory of Open Access Journals (Sweden)

    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.

  12. Minimum variance linear unbiased estimators of loss and inventory

    International Nuclear Information System (INIS)

    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

  13. A comparison between temporal and subband minimum variance adaptive beamforming

    DEFF Research Database (Denmark)

    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...

  14. Medical ultrasound imaging method combining minimum variance beamforming and general coherence factor

    Institute of Scientific and Technical Information of China (English)

    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.

  15. A Novel Minimum Output Variance Estimator for Carrier Frequency Offset in OFDM Systems

    Institute of Scientific and Technical Information of China (English)

    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.

  16. Minimum variance control of organic Rankine cycle based waste heat recovery

    International Nuclear Information System (INIS)

    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

  17. SIMULATION STUDY OF GENERALIZED MINIMUM VARIANCE CONTROL FOR AN EXTRACTION TURBINE

    Institute of Scientific and Technical Information of China (English)

    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.

  18. NEW RESULTS ABOUT THE RELATIONSHIP BETWEEN OPTIMALLY WEIGHTED LEAST SQUARES ESTIMATE AND LINEAR MINIMUM VARIANCE ESTIMATE

    Institute of Scientific and Technical Information of China (English)

    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.

  19. A linear test for the global minimum variance portfolio for small sample and singular covariance

    OpenAIRE

    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 ...

  20. Analysis and application of minimum variance discrete time system identification. [for adaptive control system design

    Science.gov (United States)

    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.

  1. MINIMUM VARIANCE HEDGING AND THE ENCOMPASSING PRINCIPLE: ASSESSING THE EFFECTIVENESS OF FUTURES HEDGES

    OpenAIRE

    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...

  2. Monochromaticity of orientation maps in v1 implies minimum variance for hypercolumn size.

    Science.gov (United States)

    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

  3. A further analysis for the minimum-variance deconvolution filter performance

    Science.gov (United States)

    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.

  4. Avoiding Self Nulling by Using Linear Constraint Minimum Variance Beamforming in Smart Antenna

    Directory of Open Access Journals (Sweden)

    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.

  5. Minimum variance imaging based on correlation analysis of Lamb wave signals.

    Science.gov (United States)

    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

  6. Sparse Array Imaging of Change-Detected Ultrasonic Signals by Minimum Variance Processing

    Science.gov (United States)

    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.

  7. Robust Hotelling T2 control chart using reweighted minimum vector variance estimators

    Science.gov (United States)

    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.

  8. High-resolution synthetic aperture ultrasound imaging with minimum variance beamforming and spiking deconvolution

    Science.gov (United States)

    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.

  9. An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum.

    Science.gov (United States)

    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

  10. An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum.

    Directory of Open Access Journals (Sweden)

    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.

  11. An Experience Oriented-Convergence Improved Gravitational Search Algorithm for Minimum Variance Distortionless Response Beamforming Optimum

    Science.gov (United States)

    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

  12. Unbiased minimum variance estimator of a matrix exponential function. Application to Boltzmann/Bateman coupled equations solving

    International Nuclear Information System (INIS)

    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)

  13. A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios

    OpenAIRE

    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-...

  14. Minimum output variance control for FSN models: Continuous-time case

    Directory of Open Access Journals (Sweden)

    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.

  15. Multi-period fuzzy mean-semi variance portfolio selection problem with transaction cost and minimum transaction lots using genetic algorithm

    Directory of Open Access Journals (Sweden)

    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.

  16. Null steering of adaptive beamforming using linear constraint minimum variance assisted by particle swarm optimization, dynamic mutated artificial immune system, and gravitational search algorithm.

    Science.gov (United States)

    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

  17. 模型预测控制器的广义最小方差性能评价%Performance assessment of a model predictive controller based on generalized minimum variance

    Institute of Scientific and Technical Information of China (English)

    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.

  18. The solar and interplanetary causes of the recent minimum in geomagnetic activity (MGA23: a combination of midlatitude small coronal holes, low IMF BZ variances, low solar wind speeds and low solar magnetic fields

    Directory of Open Access Journals (Sweden)

    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.

  19. The solar and interplanetary causes of the recent minimum in geomagnetic activity (MGA23): a combination of midlatitude small coronal holes, low IMF BZ variances, low solar wind speeds and low solar magnetic fields

    Science.gov (United States)

    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.

  20. Variance Risk Premia

    OpenAIRE

    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...

  1. Portfolio optimization with mean-variance model

    Science.gov (United States)

    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.

  2. Simple Variance Swaps

    OpenAIRE

    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...

  3. Variance bounding Markov chains

    OpenAIRE

    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.

  4. Variance reduction in MCMC

    OpenAIRE

    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

  5. MCNP variance reduction overview

    International Nuclear Information System (INIS)

    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

  6. Measuring sustainable broadband adoption: An innovative approach to understanding broadband adoption and use

    OpenAIRE

    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....

  7. Simultaneous optimal estimates of fixed effects and variance components in the mixed model

    Institute of Scientific and Technical Information of China (English)

    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.

  8. Adoption of Broadband Services

    DEFF Research Database (Denmark)

    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...

  9. Estimation of measurement variances

    International Nuclear Information System (INIS)

    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

  10. The Quantum Allan Variance

    OpenAIRE

    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...

  11. Variance of volume estimators

    Czech Academy of Sciences Publication Activity Database

    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

  12. Conversations across Meaning Variance

    Science.gov (United States)

    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…

  13. Naive Analysis of Variance

    Science.gov (United States)

    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…

  14. Diagnosis of Bearing System using Minimum Variance Cepstrum

    International Nuclear Information System (INIS)

    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

  15. Spectral Ambiguity of Allan Variance

    Science.gov (United States)

    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.

  16. Local variances in biomonitoring

    International Nuclear Information System (INIS)

    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)

  17. Ambiguity Aversion and Variance Premium

    OpenAIRE

    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...

  18. Multivariate variance ratio statistics

    OpenAIRE

    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...

  19. Biclustering with heterogeneous variance.

    Science.gov (United States)

    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

  20. Local variances in biomonitoring

    International Nuclear Information System (INIS)

    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)

  1. Broadband Telecommunications Benchmarking Study

    OpenAIRE

    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.

  2. The Broadband Buzz.

    Science.gov (United States)

    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)

  3. Spectral variance of aeroacoustic data

    Science.gov (United States)

    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.

  4. Introduction to variance estimation

    CERN Document Server

    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...

  5. Broadband adoption by SMES

    OpenAIRE

    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...

  6. Modeling the Variance of Variance Through a Constant Elasticity of Variance Generalized Autoregressive Conditional Heteroskedasticity Model

    OpenAIRE

    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 ...

  7. Mesoscale Gravity Wave Variances from AMSU-A Radiances

    Science.gov (United States)

    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.

  8. One-way analysis of variance with unequal variances.

    OpenAIRE

    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.

  9. Modelling volatility by variance decomposition

    OpenAIRE

    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...

  10. Budget variance analysis using RVUs.

    Science.gov (United States)

    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

  11. Volatility investing with variance swaps

    OpenAIRE

    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...

  12. Fixed effects analysis of variance

    CERN Document Server

    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

  13. Localization of aerial broadband noise by pinnipeds

    Science.gov (United States)

    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.

  14. Directional variance analysis of annual rings

    Science.gov (United States)

    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.

  15. Variance Adjusted Actor Critic Algorithms

    OpenAIRE

    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.

  16. Direct UV-written broadband directional broadband planar waveguide couplers

    DEFF Research Database (Denmark)

    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....

  17. Czech way to broadband

    Czech Academy of Sciences Publication Activity Database

    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

  18. Modelling volatility by variance decomposition

    DEFF Research Database (Denmark)

    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...

  19. Variance approximation under balanced sampling

    OpenAIRE

    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....

  20. Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market

    OpenAIRE

    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...

  1. Metasurface Broadband Solar Absorber

    OpenAIRE

    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...

  2. Broadband terahertz spectroscopy

    Institute of Scientific and Technical Information of China (English)

    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.

  3. Broadband Radio Service (BRS) and Educational Broadband Service (EBS) Transmitters

    Data.gov (United States)

    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...

  4. Explaining the Variance of Price Dividend Ratios

    OpenAIRE

    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 ...

  5. Analysis of Variance: Variably Complex

    Science.gov (United States)

    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…

  6. Statistical dispersion relation for spatially broadband fields.

    Science.gov (United States)

    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

  7. Broadband frequency conversion

    DEFF Research Database (Denmark)

    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...

  8. 13 CFR 307.22 - Variances.

    Science.gov (United States)

    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...

  9. 29 CFR 1920.2 - Variances.

    Science.gov (United States)

    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. 10 CFR 851.31 - Variance process.

    Science.gov (United States)

    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...

  11. 40 CFR 59.106 - Variance.

    Science.gov (United States)

    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...

  12. 40 CFR 59.206 - Variances.

    Science.gov (United States)

    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...

  13. Broadband pendulum energy harvester

    Science.gov (United States)

    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.

  14. Broadband terahertz fiber directional coupler

    DEFF Research Database (Denmark)

    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...

  15. Variance decomposition in stochastic simulators

    International Nuclear Information System (INIS)

    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

  16. Variance based OFDM frame synchronization

    Directory of Open Access Journals (Sweden)

    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.

  17. Variance decomposition in stochastic simulators

    KAUST Repository

    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.

  18. Variance decomposition in stochastic simulators

    Science.gov (United States)

    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.

  19. Variance Risk Premiums in Foreign Exchange Markets

    OpenAIRE

    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...

  20. An alternative analysis of variance

    OpenAIRE

    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.

  1. On Mean-Variance Analysis

    OpenAIRE

    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.

  2. Estimating the Modified Allan Variance

    Science.gov (United States)

    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.

  3. Metasurface Broadband Solar Absorber

    CERN Document Server

    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.

  4. Metasurface Broadband Solar Absorber

    Science.gov (United States)

    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.

  5. Metamaterial broadband angular selectivity

    Science.gov (United States)

    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.

  6. Metamaterial Broadband Angular Selectivity

    CERN Document Server

    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.

  7. The Variance of Solar Wind Magnetic Fluctuations: Solutions and Further Puzzles

    Science.gov (United States)

    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.

  8. Variance optimal stopping for geometric Levy processes

    DEFF Research Database (Denmark)

    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....

  9. Broadband and ultra-broadband modular half-wave plates

    Science.gov (United States)

    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.

  10. Neutrino mass without cosmic variance

    CERN Document Server

    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...

  11. Variance analysis. Part I, Extending flexible budget variance analysis to acuity.

    Science.gov (United States)

    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

  12. Broadband Advanced Spectral System Project

    Data.gov (United States)

    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...

  13. Mean-variance relation : a sentimental affair

    OpenAIRE

    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...

  14. Variance risk premia in energy commodities

    OpenAIRE

    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...

  15. Natural Exponential Families with Quadratic Variance Functions

    OpenAIRE

    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.

  16. 21 CFR 1010.4 - Variances.

    Science.gov (United States)

    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...

  17. 40 CFR 142.41 - Variance request.

    Science.gov (United States)

    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...

  18. 20 CFR 654.402 - Variances.

    Science.gov (United States)

    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...

  19. 40 CFR 52.2183 - Variance provision.

    Science.gov (United States)

    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...

  20. Heterogeneous broadband network

    Science.gov (United States)

    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.

  1. Broadband transmission EPR spectroscopy.

    Directory of Open Access Journals (Sweden)

    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.

  2. Broadband accelerator control network

    International Nuclear Information System (INIS)

    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

  3. Mean-variance Hedging for Pricing European-type Contingent Claims with Transaction Costs

    Institute of Scientific and Technical Information of China (English)

    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.

  4. Gravity interpretation of dipping faults using the variance analysis method

    International Nuclear Information System (INIS)

    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)

  5. Broadband Rotational Spectroscopy

    Science.gov (United States)

    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

  6. Driving demand for broadband networks and services

    CERN Document Server

    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 ...

  7. Strategies for Complex Mixture Analysis in Broadband Microwave Spectroscopy.

    Science.gov (United States)

    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.

  8. The stability of spectroscopic instruments: A unified Allan variance computation scheme

    CERN Document Server

    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...

  9. The Correct Kriging Variance Estimated by Bootstrapping

    OpenAIRE

    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...

  10. A Hilbert Space Approach to Variance Reduction

    OpenAIRE

    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.

  11. Variance Swaps and Intertemporal Asset Pricing

    OpenAIRE

    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...

  12. Variance Effects in Cyclic Production Systems

    OpenAIRE

    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...

  13. Generalized analysis of molecular variance.

    Directory of Open Access Journals (Sweden)

    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

  14. Observations involving broadband impedance modelling

    Energy Technology Data Exchange (ETDEWEB)

    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)

  15. Broadband perfect polarization conversion metasurfaces

    International Nuclear Information System (INIS)

    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)

  16. Minimum wage careers?

    OpenAIRE

    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...

  17. The Skill Complementarity of Broadband Internet

    OpenAIRE

    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...

  18. Broadband Internet's Value for Rural America

    OpenAIRE

    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...

  19. Achieving universal access to broadband

    DEFF Research Database (Denmark)

    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...

  20. Analysis of variance for model output

    NARCIS (Netherlands)

    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

  1. On testing variance components in ANOVA models

    OpenAIRE

    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.

  2. 10 CFR 1022.16 - Variances.

    Science.gov (United States)

    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...

  3. 10 CFR 1021.343 - Variances.

    Science.gov (United States)

    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...

  4. 18 CFR 1304.408 - Variances.

    Science.gov (United States)

    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...

  5. Nonlinear Epigenetic Variance: Review and Simulations

    Science.gov (United States)

    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…

  6. Nonlinear epigenetic variance: review and simulations

    NARCIS (Netherlands)

    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

  7. Influence of Family Structure on Variance Decomposition

    DEFF Research Database (Denmark)

    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...

  8. Portfolio optimization using median-variance approach

    Science.gov (United States)

    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.

  9. The term structure of variance swap rates and optimal variance swap investments

    OpenAIRE

    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...

  10. Setting the minimum wage

    OpenAIRE

    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...

  11. Prices and Asymptotics for Discrete Variance Swaps

    OpenAIRE

    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...

  12. On Normal Variance-Mean Mixtures

    CERN Document Server

    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.

  13. Broadband SHF Direction-Finder

    Directory of Open Access Journals (Sweden)

    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.

  14. Broadband Loaded Cylindrical Monopole Antenna

    OpenAIRE

    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...

  15. Sound localization of aerial broadband noise in pinnipeds

    Science.gov (United States)

    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.

  16. Grammatical and lexical variance in English

    CERN Document Server

    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.

  17. A Mean variance analysis of arbitrage portfolios

    Science.gov (United States)

    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.

  18. Monochromaticity of Orientation Maps in V1 Implies Minimum Variance for Hypercolumn Size

    OpenAIRE

    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 ...

  19. Spatio-angular Minimum-variance Tomographic Controller for Multi-Object Adaptive Optics systems

    CERN Document Server

    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...

  20. A phantom study on temporal and subband Minimum Variance adaptive beamforming

    DEFF Research Database (Denmark)

    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...

  1. Analysis of the Proposed Ghana Broadband Strategy

    DEFF Research Database (Denmark)

    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...

  2. 42 CFR 456.522 - Content of request for variance.

    Science.gov (United States)

    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—...

  3. Principles of broadband switching and networking

    CERN Document Server

    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

  4. The economic impact of broadband deployment in Kentucky

    OpenAIRE

    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.

  5. Minimum Probability Flow Learning

    CERN Document Server

    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...

  6. Minimum wages in Kenya

    OpenAIRE

    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...

  7. Inhomogeneity-induced variance of cosmological parameters

    CERN Document Server

    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...

  8. Broadband b: scaling law of P-wave broadband radiated energy

    OpenAIRE

    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.

  9. Color variance in PDF-based production workflow environments

    Science.gov (United States)

    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.

  10. Understanding broadband over power line

    CERN Document Server

    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

  11. Broadband tuning of optomechanical cavities

    Science.gov (United States)

    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.

  12. Broadband Tuning of Optomechanical Cavities

    OpenAIRE

    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 ...

  13. Broadband Tuning of Optomechanical Cavities

    CERN Document Server

    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.

  14. Achieving Universal Access to Broadband

    Directory of Open Access Journals (Sweden)

    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.

  15. Statistical evaluation of two triggering systems: an application of conditional variance

    International Nuclear Information System (INIS)

    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

  16. Genomic prediction of breeding values using previously estimated SNP variances

    NARCIS (Netherlands)

    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

  17. Estimating quadratic variation using realized variance

    DEFF Research Database (Denmark)

    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....

  18. Minimum Critical Values Study

    Energy Technology Data Exchange (ETDEWEB)

    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.

  19. ARGUMENTS AGAINST MINIMUM TAX

    OpenAIRE

    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.

  20. Integrating Variances into an Analytical Database

    Science.gov (United States)

    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.

  1. Inhomogeneity-induced variance of cosmological parameters

    Science.gov (United States)

    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.

  2. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    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....

  3. Variance Reduction Using Nonreversible Langevin Samplers

    Science.gov (United States)

    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.

  4. Broadband Wireline Provider Service Summary; BBRI_wirelineSum12

    Data.gov (United States)

    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...

  5. A Simple Algorithm for Approximating Confidence on the Modified Allan Variance and the Time Variance

    Science.gov (United States)

    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.

  6. Simulation study on heterogeneous variance adjustment for observations with different measurement error variance

    DEFF Research Database (Denmark)

    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...

  7. 78 FR 32165 - Broadband Over Power Lines

    Science.gov (United States)

    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...

  8. 76 FR 71892 - Broadband Over Power Lines

    Science.gov (United States)

    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...

  9. Broadband antenna arrays using planar horns

    OpenAIRE

    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.

  10. Customer Churn Prediction for Broadband Internet Services

    Science.gov (United States)

    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.

  11. Formative Use of Intuitive Analysis of Variance

    Science.gov (United States)

    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…

  12. Multivariate Analysis of Variance Using Spatial Ranks

    OpenAIRE

    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.

  13. Realized Variance and Market Microstructure Noise

    DEFF Research Database (Denmark)

    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...

  14. Strengthened Chernoff-type variance bounds

    OpenAIRE

    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.

  15. The Variance of Language in Different Contexts

    Institute of Scientific and Technical Information of China (English)

    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.

  16. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    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...

  17. Markov bridges, bisection and variance reduction

    DEFF Research Database (Denmark)

    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...

  18. Decomposition of variance for spatial Cox processes

    DEFF Research Database (Denmark)

    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...

  19. LOCAL MEDIAN ESTIMATION OF VARIANCE FUNCTION

    Institute of Scientific and Technical Information of China (English)

    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.

  20. ROBUST ESTIMATION OF VARIANCE COMPONENTS MODEL

    Institute of Scientific and Technical Information of China (English)

    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.

  1. Expected Stock Returns and Variance Risk Premia

    DEFF Research Database (Denmark)

    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...

  2. Expected Stock Returns and Variance Risk Premia

    DEFF Research Database (Denmark)

    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...

  3. Lorenz Dominance and the Variance of Logarithms.

    OpenAIRE

    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.

  4. Variance Component Testing in Multilevel Models

    NARCIS (Netherlands)

    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

  5. Linear transformations of variance/covariance matrices

    NARCIS (Netherlands)

    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

  6. Bias and variance in continuous EDA

    OpenAIRE

    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).

  7. Minimum quality standards and exports

    OpenAIRE

    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...

  8. DILEMATIKA PENETAPAN UPAH MINIMUM

    Directory of Open Access Journals (Sweden)

    . 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.

  9. Broadband cloaking for flexural waves

    CERN Document Server

    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.

  10. Interpreting Flux from Broadband Photometry

    CERN Document Server

    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...

  11. AIRTV: Broadband Direct to Aircraft

    Science.gov (United States)

    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

  12. AIRTV: Broadband Direct to Aircraft

    Science.gov (United States)

    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

  13. 10 CFR 851.32 - Action on variance requests.

    Science.gov (United States)

    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...

  14. 41 CFR 50-204.1a - Variances.

    Science.gov (United States)

    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...

  15. A Critical Note on the Forecast Error Variance Decomposition

    OpenAIRE

    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.

  16. 42 CFR 456.525 - Request for renewal of variance.

    Science.gov (United States)

    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...

  17. 42 CFR 456.521 - Conditions for granting variance requests.

    Science.gov (United States)

    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...

  18. Carpal ligamentous disruptions and negative ulnar variance

    International Nuclear Information System (INIS)

    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.)

  19. Analysis of variance of microarray data.

    Science.gov (United States)

    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

  20. Applications of non-parametric statistics and analysis of variance on sample variances

    Science.gov (United States)

    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.

  1. Uses and abuses of analysis of variance.

    OpenAIRE

    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.

  2. Fundamentals of exploratory analysis of variance

    CERN Document Server

    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.

  3. Mean variance optimality in Markov decision chains

    Czech Academy of Sciences Publication Activity Database

    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

  4. High-dimensional regression with unknown variance

    CERN Document Server

    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.

  5. The Theory of Variances in Equilibrium Reconstruction

    Energy Technology Data Exchange (ETDEWEB)

    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.

  6. Systems Engineering Programmatic Estimation Using Technology Variance

    Science.gov (United States)

    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.

  7. The Theory of Variances in Equilibrium Reconstruction

    International Nuclear Information System (INIS)

    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

  8. Minimum wage noncompliance and the sub-minimum wage rate

    OpenAIRE

    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 ...

  9. Discussion on variance reduction technique for shielding

    Energy Technology Data Exchange (ETDEWEB)

    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.)

  10. The Parabolic variance (PVAR), a wavelet variance based on least-square fit

    CERN Document Server

    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...

  11. The impact of broadband in schools: Summary report

    OpenAIRE

    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.

  12. 47 CFR 27.1305 - Shared wireless broadband network.

    Science.gov (United States)

    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....

  13. 47 CFR 90.1405 - Shared wireless broadband network.

    Science.gov (United States)

    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....

  14. Broadband-antireflective hybrid nanopillar array for photovoltaic application

    International Nuclear Information System (INIS)

    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

  15. Broadband Adoption And Use In America

    Data.gov (United States)

    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...

  16. 75 FR 6627 - Broadband Technology Opportunities Program

    Science.gov (United States)

    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...

  17. Broadband V-band angular transition

    OpenAIRE

    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.

  18. Nanophotonic Design for Broadband Light Management

    Energy Technology Data Exchange (ETDEWEB)

    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.

  19. Wireless Broadband Access and Accounting Schemes

    Institute of Scientific and Technical Information of China (English)

    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.

  20. Minimum Wages and Training Revisited

    OpenAIRE

    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 ...

  1. Household Demand for Broadband Internet Service

    OpenAIRE

    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...

  2. Rural Broadband At A Glance, 2009 Edition

    OpenAIRE

    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...

  3. Is European Broadband Ready for Smart Grid?

    DEFF Research Database (Denmark)

    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....

  4. Evaluation of arctic broadband surface radiation measurements

    OpenAIRE

    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...

  5. Broadband circularly polarized antennas for UHF SATCOM

    OpenAIRE

    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...

  6. Broadband direct RF digitization receivers

    CERN Document Server

    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...

  7. Ultra-broadband photonic internet

    Science.gov (United States)

    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.

  8. Minimum Complexity Pursuit

    CERN Document Server

    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...

  9. Further results on variances of local stereological estimators

    DEFF Research Database (Denmark)

    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....

  10. Visual SLAM Using Variance Grid Maps

    Science.gov (United States)

    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

  11. A relation between information entropy and variance

    CERN Document Server

    Pandey, Biswajit

    2016-01-01

    We obtain an analytic relation between the information entropy and the variance of a distribution in the regime of small fluctuations. We use a set of Monte Carlo simulations of different homogeneous and inhomogeneous distributions to verify the relation and also test it in a set of cosmological N-body simulations. We find that the relation is in excellent agreement with the simulations and is independent of number density and the nature of the distributions. The relation would help us to relate entropy to other conventional measures and widen its scope.

  12. The value of travel time variance

    OpenAIRE

    Fosgerau, Mogens; Engelson, Leonid

    2010-01-01

    This paper considers the value of travel time variability under scheduling preferences that are de�fined in terms of linearly time-varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can free...

  13. A Mean-variance Problem in the Constant Elasticity of Variance (CEV) Mo del

    Institute of Scientific and Technical Information of China (English)

    Hou Ying-li; Liu Guo-xin; Jiang Chun-lan

    2015-01-01

    In this paper, we focus on a constant elasticity of variance (CEV) model and want to find its optimal strategies for a mean-variance problem under two con-strained controls: reinsurance/new business and investment (no-shorting). First, a Lagrange multiplier is introduced to simplify the mean-variance problem and the corresponding Hamilton-Jacobi-Bellman (HJB) equation is established. Via a power transformation technique and variable change method, the optimal strategies with the Lagrange multiplier are obtained. Final, based on the Lagrange duality theorem, the optimal strategies and optimal value for the original problem (i.e., the efficient strategies and efficient frontier) are derived explicitly.

  14. Dimension reduction based on weighted variance estimate

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    In this paper, we propose a new estimate for dimension reduction, called the weighted variance estimate (WVE), which includes Sliced Average Variance Estimate (SAVE) as a special case. Bootstrap method is used to select the best estimate from the WVE and to estimate the structure dimension. And this selected best estimate usually performs better than the existing methods such as Sliced Inverse Regression (SIR), SAVE, etc. Many methods such as SIR, SAVE, etc. usually put the same weight on each observation to estimate central subspace (CS). By introducing a weight function, WVE puts different weights on different observations according to distance of observations from CS. The weight function makes WVE have very good performance in general and complicated situations, for example, the distribution of regressor deviating severely from elliptical distribution which is the base of many methods, such as SIR, etc. And compared with many existing methods, WVE is insensitive to the distribution of the regressor. The consistency of the WVE is established. Simulations to compare the performances of WVE with other existing methods confirm the advantage of WVE.

  15. Estimators for variance components in structured stair nesting models

    Science.gov (United States)

    Monteiro, Sandra; Fonseca, Miguel; Carvalho, Francisco

    2016-06-01

    The purpose of this paper is to present the estimation of the components of variance in structured stair nesting models. The relationship between the canonical variance components and the original ones, will be very important in obtaining that estimators.

  16. The Importance of Variance Analysis for Costs Control in Organizations

    OpenAIRE

    Okoh, L. O.; Uzoka, P.

    2012-01-01

    This review aimed at examining the importance of variance analysis for cost control in organizations. The study x-rayed the concept of variance analysis, types, sources, objectives and its significance. The study reported that variance analysis has significant influence in evaluating individual performance in organizations, assignment of responsibilities to individuals and assisting management to rely on the principle of management by exception and recommended among others, variances analysis...

  17. Realized range-based estimation of integrated variance

    DEFF Research Database (Denmark)

    Christensen, Kim; Podolskij, Mark

    We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with realized range-based variance - a statistic that replaces every squared return of realized variance with a normalized squared range. If the entire sample path of the process is available...... variance. Our findings suggest that the empirical path of quadratic variation is also estimated better with the realized range-based variance....

  18. Inheritance beyond plain heritability : variance controlling genes in Arabidopsis thaliana

    OpenAIRE

    Xia Shen; Mats Pettersson; Lars Rönnegård; Örjan Carlborg

    2012-01-01

    Author Summary The most well-studied effects of genes are those leading to different phenotypic means for alternative genotypes. A less well-explored type of genetic control is that resulting in a heterogeneity in variance between genotypes. Here, we reanalyze a publicly available Arabidopsis thaliana GWAS dataset to detect genetic effects on the variance heterogeneity, and our results indicate that the environmental variance is under extensive genetic control by a large number of variance-co...

  19. Capturing Option Anomalies with a Variance-Dependent Pricing Kernel

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Heston, Steven; Jacobs, Kris

    2013-01-01

    We develop a GARCH option model with a new pricing kernel allowing for a variance premium. While the pricing kernel is monotonic in the stock return and in variance, its projection onto the stock return is nonmonotonic. A negative variance premium makes it U shaped. We present new semiparametric...... implied volatility puzzle, the overreaction of long-term options to changes in short-term variance, and the fat tails of the risk-neutral return distribution relative to the physical distribution....

  20. The VIX, the Variance Premium and Stock Market Volatility

    OpenAIRE

    Bekaert, Geert; Hoerova, Marie

    2013-01-01

    We decompose the squared VIX index, derived from US S&P500; options prices, into the conditional variance of stock returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce an accurate measure of the conditional variance. We then examine the predictive power of the VIX and its two components for stock market returns, economic activity and financial instability. The variance premium predicts stock returns while the conditional ...

  1. Volatility forecasting when the noise variance Is time-varying

    OpenAIRE

    Chaker, Selma; Meddahi, Nour

    2013-01-01

    This paper explores the volatility forecasting implications of a model in which the friction in high-frequency prices is related to the true underlying volatility. The contribution of this paper is to propose a framework under which the realized variance may improve volatility forecasting if the noise variance is related to the true return volatility. The realized variance is defined as the sum of the squared intraday returns. When based on high-frequency returns, the realized variance would ...

  2. 40 CFR 142.43 - Disposition of a variance request.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 22 2010-07-01 2010-07-01 false Disposition of a variance request. 142... PROGRAMS (CONTINUED) NATIONAL PRIMARY DRINKING WATER REGULATIONS IMPLEMENTATION Variances Issued by the Administrator Under Section 1415(a) of the Act § 142.43 Disposition of a variance request. (a) If...

  3. Semiparametric bounds of mean and variance for exotic options

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    Finding semiparametric bounds for option prices is a widely studied pricing technique.We obtain closed-form semiparametric bounds of the mean and variance for the pay-off of two exotic(Collar and Gap) call options given mean and variance information on the underlying asset price.Mathematically,we extended domination technique by quadratic functions to bound mean and variances.

  4. 40 CFR 52.1390 - Missoula variance provision.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 4 2010-07-01 2010-07-01 false Missoula variance provision. 52.1390... (CONTINUED) APPROVAL AND PROMULGATION OF IMPLEMENTATION PLANS (CONTINUED) Montana § 52.1390 Missoula variance provision. The Missoula City-County Air Pollution Control Program's Chapter X, Variances, which was...

  5. Semiparametric bounds of mean and variance for exotic options

    Institute of Scientific and Technical Information of China (English)

    LIU GuoQing; LI V.Wenbo

    2009-01-01

    Finding semiparametric bounds for option prices is a widely studied pricing technique. We obtain closed-form semiparametric bounds of the mean and variance for the pay-off of two exotic (Collar and Gap) call options given mean and variance information on the underlying asset price. Mathematically, we extended domination technique by quadratic functions to bound mean and variances.

  6. 40 CFR 142.42 - Consideration of a variance request.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 22 2010-07-01 2010-07-01 false Consideration of a variance request... PROGRAMS (CONTINUED) NATIONAL PRIMARY DRINKING WATER REGULATIONS IMPLEMENTATION Variances Issued by the Administrator Under Section 1415(a) of the Act § 142.42 Consideration of a variance request. (a)...

  7. 40 CFR 142.40 - Requirements for a variance.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 22 2010-07-01 2010-07-01 false Requirements for a variance. 142.40... (CONTINUED) NATIONAL PRIMARY DRINKING WATER REGULATIONS IMPLEMENTATION Variances Issued by the Administrator Under Section 1415(a) of the Act § 142.40 Requirements for a variance. (a) The Administrator may...

  8. 31 CFR 10.67 - Proof; variance; amendment of pleadings.

    Science.gov (United States)

    2010-07-01

    ... 31 Money and Finance: Treasury 1 2010-07-01 2010-07-01 false Proof; variance; amendment of... BEFORE THE INTERNAL REVENUE SERVICE Rules Applicable to Disciplinary Proceedings § 10.67 Proof; variance; amendment of pleadings. In the case of a variance between the allegations in pleadings and the...

  9. 20 CFR 901.40 - Proof; variance; amendment of pleadings.

    Science.gov (United States)

    2010-04-01

    ... 20 Employees' Benefits 3 2010-04-01 2010-04-01 false Proof; variance; amendment of pleadings. 901... Suspension or Termination of Enrollment § 901.40 Proof; variance; amendment of pleadings. In the case of a variance between the allegations in a pleading and the evidence adduced in support of the pleading,...

  10. Variance gamma process simulation and it's parameters estimation

    OpenAIRE

    Kuzmina, A. V.

    2010-01-01

    Variance gamma process is a three parameter process. Variance gamma process is simulated as a gamma time-change Brownian motion and as a difference of two independent gamma processes. Estimations of simulated variance gamma process parameters are presented in this paper.

  11. The Effect of Selection on the Phenotypic Variance

    OpenAIRE

    Shnol, E.E.; Kondrashov, A S

    1993-01-01

    We consider the within-generation changes of phenotypic variance caused by selection w(x) which acts on a quantitative trait x. If before selection the trait has Gaussian distribution, its variance decreases if the second derivative of the logarithm of w(x) is negative for all x, while if it is positive for all x, the variance increases.

  12. 40 CFR 59.509 - Can I get a variance?

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 5 2010-07-01 2010-07-01 false Can I get a variance? 59.509 Section 59... Volatile Organic Compound Emission Standards for Aerosol Coatings § 59.509 Can I get a variance? (a) Any... its reasonable control may apply in writing to the Administrator for a temporary variance....

  13. 31 CFR 8.59 - Proof; variance; amendment of pleadings.

    Science.gov (United States)

    2010-07-01

    ... 31 Money and Finance: Treasury 1 2010-07-01 2010-07-01 false Proof; variance; amendment of... BEFORE THE BUREAU OF ALCOHOL, TOBACCO AND FIREARMS Disciplinary Proceedings § 8.59 Proof; variance; amendment of pleadings. In the case of a variance between the allegations in a pleading, the...

  14. The Parabolic Variance (PVAR): A Wavelet Variance Based on the Least-Square Fit.

    Science.gov (United States)

    Vernotte, Francois; Lenczner, Michel; Bourgeois, Pierre-Yves; Rubiola, Enrico

    2016-04-01

    This paper introduces the parabolic variance (PVAR), a wavelet variance similar to the Allan variance (AVAR), based on the linear regression (LR) of phase data. The companion article arXiv:1506.05009 [physics.ins-det] details the Ω frequency counter, which implements the LR estimate. The PVAR combines the advantages of AVAR and modified AVAR (MVAR). PVAR is good for long-term analysis because the wavelet spans over 2τ, the same as the AVAR wavelet, and good for short-term analysis because the response to white and flicker PM is 1/τ(3) and 1/τ(2), the same as the MVAR. After setting the theoretical framework, we study the degrees of freedom and the confidence interval for the most common noise types. Then, we focus on the detection of a weak noise process at the transition-or corner-where a faster process rolls off. This new perspective raises the question of which variance detects the weak process with the shortest data record. Our simulations show that PVAR is a fortunate tradeoff. PVAR is superior to MVAR in all cases, exhibits the best ability to divide between fast noise phenomena (up to flicker FM), and is almost as good as AVAR for the detection of random walk and drift. PMID:26571523

  15. The variance of the adjusted Rand index.

    Science.gov (United States)

    Steinley, Douglas; Brusco, Michael J; Hubert, Lawrence

    2016-06-01

    For 30 years, the adjusted Rand index has been the preferred method for comparing 2 partitions (e.g., clusterings) of a set of observations. Although the index is widely used, little is known about its variability. Herein, the variance of the adjusted Rand index (Hubert & Arabie, 1985) is provided and its properties are explored. It is shown that a normal approximation is appropriate across a wide range of sample sizes and varying numbers of clusters. Further, it is shown that confidence intervals based on the normal distribution have desirable levels of coverage and accuracy. Finally, the first power analysis evaluating the ability to detect differences between 2, different adjusted Rand indices is provided. (PsycINFO Database Record PMID:26881693

  16. The value of travel time variance

    DEFF Research Database (Denmark)

    Fosgerau, Mogens; Engelson, Leonid

    2011-01-01

    This paper considers the value of travel time variability under scheduling preferences that are defined in terms of linearly time varying utility rates associated with being at the origin and at the destination. The main result is a simple expression for the value of travel time variability that...... does not depend on the shape of the travel time distribution. The related measure of travel time variability is the variance of travel time. These conclusions apply equally to travellers who can freely choose departure time and to travellers who use a scheduled service with fixed headway. Depending on...... parameters, travellers may be risk averse or risk seeking and the value of travel time may increase or decrease in the mean travel time....

  17. Power Estimation in Multivariate Analysis of Variance

    Directory of Open Access Journals (Sweden)

    Jean François Allaire

    2007-09-01

    Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.

  18. Variance-based interaction index measuring heteroscedasticity

    Science.gov (United States)

    Ito, Keiichi; Couckuyt, Ivo; Poles, Silvia; Dhaene, Tom

    2016-06-01

    This work is motivated by the need to deal with models with high-dimensional input spaces of real variables. One way to tackle high-dimensional problems is to identify interaction or non-interaction among input parameters. We propose a new variance-based sensitivity interaction index that can detect and quantify interactions among the input variables of mathematical functions and computer simulations. The computation is very similar to first-order sensitivity indices by Sobol'. The proposed interaction index can quantify the relative importance of input variables in interaction. Furthermore, detection of non-interaction for screening can be done with as low as 4 n + 2 function evaluations, where n is the number of input variables. Using the interaction indices based on heteroscedasticity, the original function may be decomposed into a set of lower dimensional functions which may then be analyzed separately.

  19. Confidence Intervals for the Between Group Variance in the Unbalanced One-Way Random Effects Model of Analysis of Variance

    OpenAIRE

    Hartung, Joachim; Knapp, Guido

    2000-01-01

    A confidence interval for the between group variance is proposed which is deduced from Wald’s exact confidence interval for the ratio of the two variance components in the one-way random effects model and the exact confidence interval for the error variance resp. an unbiased estimator of the error variance. In a simulation study the confidence coefficients for these two intervals are compared with the confidence coefficients of two other commonly used confidence intervals. There, the confiden...

  20. Broadband antireflection coatings for multifunctional avionic displays

    Science.gov (United States)

    Kumari, Neelam; Kumar, Mukesh; Rao, P. K.; Karar, Vinod; Sharma, Amit Lochan

    2015-06-01

    Broadband Multilayer Antireflection (AR) coatings markedly improve the transmission efficiency of any optical component such as lens, prism, beam-splitter, beam combiner or a window. By reducing surface reflections over a wide wavelength range, broadband antireflection coatings improve transmission and enhance contrast which is desired in avionic displays. The broadband antireflection coating consisting of MgF2, ZrO2 and Al2O3 were designed to cover the whole visible spectrum and fabricated on optical grade glass substrate. The optical characterization of these coatings indicates reduction of the reflection to 2.28% as compared to 8.5 % at 545 nm (i.e. design wavelength of most avionic displays) for bare substrate making them useful in optical displays for avionic applications.

  1. Broadband absorption engineering of hyperbolic metafilm patterns

    Science.gov (United States)

    Ji, Dengxin; Song, Haomin; Zeng, Xie; Hu, Haifeng; Liu, Kai; Zhang, Nan; Gan, Qiaoqiang

    2014-03-01

    Perfect absorbers are important optical/thermal components required by a variety of applications, including photon/thermal-harvesting, thermal energy recycling, and vacuum heat liberation. While there is great interest in achieving highly absorptive materials exhibiting large broadband absorption using optically thick, micro-structured materials, it is still challenging to realize ultra-compact subwavelength absorber for on-chip optical/thermal energy applications. Here we report the experimental realization of an on-chip broadband super absorber structure based on hyperbolic metamaterial waveguide taper array with strong and tunable absorption profile from near-infrared to mid-infrared spectral region. The ability to efficiently produce broadband, highly confined and localized optical fields on a chip is expected to create new regimes of optical/thermal physics, which holds promise for impacting a broad range of energy technologies ranging from photovoltaics, to thin-film thermal absorbers/emitters, to optical-chemical energy harvesting.

  2. Participation in the broadband society in Denmark

    DEFF Research Database (Denmark)

    Falch, Morten; Henten, Anders; Skouby, Knud Erik

    2009-01-01

    The purpose of the paper is to provide an empirical overview of broadband developments in Denmark. The overview includes sections on coverage and penetration, connection speeds, retail prices, competition, interconnection prices, and residential access to Internet. The documentation shows...... passed the threshold set by the EU with respect to the relevance of initiating a discussion on the implementation of a universal service obligation on broadband. As documented in the paper, there are groups among primarily the elderly and the unemployed who do not have Internet access. Their own...... that Denmark is doing well in most international comparisons, but retail prices are still relatively high and connection speeds are lower than the best performing countries. In terms of households, approximately three quarters have broadband access. Denmark - and a number of other countries as well - has thus...

  3. Broadband Multilayered Array Antenna with EBG Reflector

    Directory of Open Access Journals (Sweden)

    P. Chen

    2013-01-01

    Full Text Available Most broadband microstrip antennae are implemented in the form of slot structure or laminate structure. The impedance bandwidth is broadened, but meanwhile, the sidelobe of the directivity pattern and backlobe level are enlarged. A broadband stacked slot coupling microstrip antenna array with EBG structure reflector is proposed. Test results indicate that the proposed reflector structure can effectively improve the directivity pattern of stacked antenna and aperture coupled antenna, promote the front-to-back ratio, and reduce the thickness of the antenna. Therefore, it is more suitable to be applied as an airborne antenna.

  4. 75 FR 6151 - Minimum Capital

    Science.gov (United States)

    2010-02-08

    ... Cease and Desist Order, as amended. See 74 FR 5597 (January 30, 2009). As a result, the definition of... AGENCY 12 CFR Part 1225 RIN 2590-AA01 Minimum Capital AGENCY: Federal Housing Finance Agency. ACTION... Soundness Act that provides for a temporary increase in the minimum capital level for entities regulated...

  5. Socio Technical Impact of Broadband Services in Baluchistan

    OpenAIRE

    Saira Ahthasham; Aftab Ahmed Shaikh; Muhammad Iqbal; Ahtsham Sajid; Amir Shahzad

    2012-01-01

    Broadband infrastructure is a key component of knowledge economy. Broadband service both on fixed and mobile networks are becoming an indicator of the knowledge economy. Globally it is viewed    that countries with developed broadband infrastructures are working more efficiently and effectively towards social and economic growth. To achieve worldwide broadband connectivity level Government of Pakistan and industry must play a combine role for the betterment and improvement of the said industr...

  6. MMSE-based algorithm for joint signal detection, channel and noise variance estimation for OFDM systems

    CERN Document Server

    Savaux, Vincent

    2014-01-01

    This book presents an algorithm for the detection of an orthogonal frequency division multiplexing (OFDM) signal in a cognitive radio context by means of a joint and iterative channel and noise estimation technique. Based on the minimum mean square criterion, it performs an accurate detection of a user in a frequency band, by achieving a quasi-optimal channel and noise variance estimation if the signal is present, and by estimating the noise level in the band if the signal is absent. Organized into three chapters, the first chapter provides the background against which the system model is pr

  7. The 2009 All-Time Minimum in AP was not during "solar Sunspot Minimum": why Not?

    Science.gov (United States)

    Tsurutani, B.; Echer, E.; Gonzalez, W. D.

    2012-12-01

    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.

  8. Regional sensitivity analysis using revised mean and variance ratio functions

    International Nuclear Information System (INIS)

    The variance ratio function, derived from the contribution to sample variance (CSV) plot, is a regional sensitivity index for studying how much the output deviates from the original mean of model output when the distribution range of one input is reduced and to measure the contribution of different distribution ranges of each input to the variance of model output. In this paper, the revised mean and variance ratio functions are developed for quantifying the actual change of the model output mean and variance, respectively, when one reduces the range of one input. The connection between the revised variance ratio function and the original one is derived and discussed. It is shown that compared with the classical variance ratio function, the revised one is more suitable to the evaluation of model output variance due to reduced ranges of model inputs. A Monte Carlo procedure, which needs only a set of samples for implementing it, is developed for efficiently computing the revised mean and variance ratio functions. The revised mean and variance ratio functions are compared with the classical ones by using the Ishigami function. At last, they are applied to a planar 10-bar structure

  9. Cyclostationary analysis with logarithmic variance stabilisation

    Science.gov (United States)

    Borghesani, Pietro; Shahriar, Md Rifat

    2016-03-01

    Second order cyclostationary (CS2) components in vibration or acoustic emission signals are typical symptoms of a wide variety of faults in rotating and alternating mechanical systems. The square envelope spectrum (SES), obtained via Hilbert transform of the original signal, is at the basis of the most common indicators used for detection of CS2 components. It has been shown that the SES is equivalent to an autocorrelation of the signal's discrete Fourier transform, and that CS2 components are a cause of high correlations in the frequency domain of the signal, thus resulting in peaks in the SES. Statistical tests have been proposed to determine if peaks in the SES are likely to belong to a normal variability in the signal or if they are proper symptoms of CS2 components. Despite the need for automated fault recognition and the theoretical soundness of these tests, this approach to machine diagnostics has been mostly neglected in industrial applications. In fact, in a series of experimental applications, even with proper pre-whitening steps, it has been found that healthy machines might produce high spectral correlations and therefore result in a highly biased SES distribution which might cause a series of false positives. In this paper a new envelope spectrum is defined, with the theoretical intent of rendering the hypothesis test variance-free. This newly proposed indicator will prove unbiased in case of multiple CS2 sources of spectral correlation, thus reducing the risk of false alarms.

  10. 75 FR 29516 - Broadband Researchers' Data Workshop

    Science.gov (United States)

    2010-05-26

    ... a public meeting concerning the nature of data related to broadband Internet access and use that the..., ``Innovation in the Economy: Drive Economic Growth and Solve National Problems by Deploying a 21st Century...) to provide up-to-date information on the extent of the Nation's Internet adoption and the...

  11. Fibre laser based broadband THz imaging systems

    DEFF Research Database (Denmark)

    Eichhorn, Finn

    State-of-the-art optical fiber technology can contribute towards complex multi-element broadband terahertz imaging systems. Classical table-top terahertz imaging systems are generally limited to a single emitter/receiver pair, which constrains their imaging capability to tedious raster scanning i...

  12. BROADBAND TRAVELLING WAVE SEMICONDUCTOR OPTICAL AMPLIFIER

    DEFF Research Database (Denmark)

    2010-01-01

    Broadband travelling wave semiconductor optical amplifier (100, 200, 300, 400, 800) for amplification of light, wherein the amplifier (100, 200, 300, 400, 800) comprises a waveguide region (101, 201, 301, 401, 801) for providing confinement of the light in transverse directions and adapted for...

  13. EMERGING BROADBAND WIRELESS TECHNOLOGIES: WIFI AND WIMAX

    Directory of Open Access Journals (Sweden)

    Rama K. Raju

    2012-07-01

    Full Text Available Now-a-days there is high demand for broadband mobile services. Traditional high-speed broadband solutions depend on wired technologies namely digital subscriber line (DSL. Wifi and Wimax are useful in providing any type of connectivity such as the fixed or portable or nomadic connectivity without the requirement of LoS (Line of Sight of the base station. Mobile Broadband Wireless Network (MBWN is a flexible and economical solution for remote areas where wired technology and also terminal mobility cannot be provided. The IEEE Wi-Fi and Wi-Max/802.16 are the most promising technologies for broadband wireless metropolitan area networks (WMANs and these are capable of providing high throughput even on long distances with varied QoS. These technologies ensure a wireless network that enables high speed Internet access to residential, small and medium business customers, as well as Internet access for WiFi hot spots and cellular base stations. These offer support to both point-to-multipoint (P2MP and multipoint-to-multipoint (mesh nodes and offers high speed data (voice, video service to the customers. In this paper, we study the issues related to, benefits and deployment of these technologies.

  14. Adjustable, Broadband, Selective Excitation with Uniform Phase

    Science.gov (United States)

    Cano, Kristin E.; Smith, Mari A.; Shaka, A. J.

    2002-03-01

    An advance in the problem of achieving broadband, selective, and uniform-phase excitation in NMR spectroscopy of liquids is outlined. Broadband means that, neglecting relaxation, any frequency bandwidth may be excited even when the available radiofrequency (RF) field strength is strictly limited. Selective means that sharp transition edges can be created between pure-phase excitation and no excitation at all. Uniform phase means that, neglecting spin-spin coupling, all resonance lines have nearly the same phase. Conventional uniform-phase excitation pulses (e.g., E-BURP), mostly based on amplitude modulation of the RF field, are not broadband: they have an achievable bandwidth that is strictly limited by the peak power available. Other compensated pulses based on adiabatic half-passage, like BIR-4, are not selective. By contrast, inversion pulses based on adiabatic fast passage can be broadband (and selective) in the sense above. The advance outlined is a way to reformulate these frequency modulated (FM) pulses for excitation, rather than just inversion.

  15. Broadband optical isolator in fibre optics

    OpenAIRE

    Berent, Michal; Rangelov, Andon A.; Vitanov, Nikolay V.

    2013-01-01

    We propose a broadband optical diode, which is composed of one achromatic reciprocal quarter-wave plate and one non-reciprocal quarter-wave plate, both placed between two crossed polarizers. The presented design of achromatic wave plates relies on an adiabatic evolution of the Stokes vector, thus, the scheme is robust and efficient. The possible simple implementation using fiber optics is suggested.

  16. 77 FR 36903 - Accelerating Broadband Infrastructure Deployment

    Science.gov (United States)

    2012-06-20

    ... Infrastructure Development Through More Efficient and Effective Permitting and Environmental Review). (b) The..., Washington, June 14, 2012. [FR Doc. 2012-15183 Filed 6-19-12; 8:45 am] Billing code 3295-F2-P ... Documents#0;#0; ] Executive Order 13616 of June 14, 2012 Accelerating Broadband Infrastructure Deployment...

  17. Investment in broadband infrastructure under local deregulation: Evidence from the UK broadband market

    OpenAIRE

    Fabritz, Nadine; Falck, Oliver

    2013-01-01

    This paper investigates telecommunication operator investment in broadband infrastructure after local deregulation of the wholesale broadband access market. Using a panel dataset covering all 5,598 exchange areas in the United Kingdom, we exploit regional differences in deregulation following a 2008 reform. Controlling for initial conditions, first-difference estimates show that local deregulation increases local investment in infrastructure by both the incumbent and competitors.

  18. The broadband debate: A documentary research on the broadband policy in Australia

    OpenAIRE

    Li, Grace

    2011-01-01

    Against a current trend of investing in the next generation networks (NGNs) by using public funds, the Australian government has recently initiated a so-called National Broadband Networks (NBN) project to invest up to AUD$36 billion tax payer's money on building a national wide fibre broadband network aiming to cover 93 per cent Australian by 2020. As being the most costly infrastructure-building project in Australian history, the NBN project will use a public-private-partnership as the instr...

  19. Venus ionopause during solar minimum

    Science.gov (United States)

    Mahajan, K. K.; Mayr, H. G.

    1989-01-01

    Pioneer Venus ion composition measurements are used to study the Venus ionosphere during solar minimum. It is suggested that the topside electron density profile at Venus during solar minimum has two distinct regimes. One beween 140 and 180 km is dominated by O2(+) ions which are in photochemical equilibrium. The other regime is above 180 km and is dominated by O(+) ions which are disturbed by the solar wind induced plasma transport. For Pioneer Venus, Mariner 10, and Venera 9 and 10 data, it is found that Venus exhibits a photodynamical type of ionopause during solar minimum.

  20. Estimating the encounter rate variance in distance sampling

    Science.gov (United States)

    Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.

    2009-01-01

    The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.

  1. Common, Specific, and Error Variance Components of Factor Models

    OpenAIRE

    Raffalovich, Lawrence E.; George W. Bohrnstedt

    1987-01-01

    In the classic factor-analysis model, the total variance of an item is decomposed into common, specific, and random error components. Since with cross-sectional data it is not possible to estimate the specific variance component, specific and random error variance are summed to the item's uniqueness. This procedure imposes a downward bias to item reliability estimates, however, and results in correlated item uniqueness in longitudinal models. In this article, we describe a method for estimati...

  2. ELLIPTICAL SYMMETRY, EXPECTED UTILITY, AND MEAN-VARIANCE ANALYSIS

    OpenAIRE

    Carl H. NELSON; Ndjeunga, Jupiter

    1997-01-01

    Mean-variance analysis in the form of risk programming has a long, productive history in agricultural economics research. And risk programming continues to be used despite well known theoretical results that choices based on mean-variance analysis are not consistent with choices based on expected utility maximization. This paper demonstrates that the multivariate distribution of returns used in risk programming must be elliptically symmetric in order for mean-variance analysis to be consisten...

  3. On spectral methods for variance based sensitivity analysis

    OpenAIRE

    Alexanderian, Alen

    2013-01-01

    Consider a mathematical model with a finite number of random parameters. Variance based sensitivity analysis provides a framework to characterize the contribution of the individual parameters to the total variance of the model response. We consider the spectral methods for variance based sensitivity analysis which utilize representations of square integrable random variables in a generalized polynomial chaos basis. Taking a measure theoretic point of view, we provide a rigorous and at the sam...

  4. Visualization Method for Finding Critical Care Factors in Variance Analysis

    OpenAIRE

    YUI, Shuntaro; BITO, Yoshitaka; OBARA, Kiyohiro; KAMIYAMA, Takuya; SETO, Kumiko; Ban, Hideyuki; HASHIZUME, Akihide; HAGA, Masashi; Oka, Yuji

    2006-01-01

    We present a novel visualization method for finding care factors in variance analysis. The analysis has two stages: first stage enables users to extract a significant variance, and second stage enables users to find out a critical care factors of the variance. The analysis has been validated by using synthetically created inpatient care processes. It was found that the method is efficient in improving clinical pathways.

  5. Estimation of the Conditional Variance in Paired Experiments

    OpenAIRE

    Abadie, Alberto; Guido W. IMBENS

    2008-01-01

    In paired randomized experiments units are grouped in pairs, often based on covariate information, with random assignment within the pairs. Average treatment effects are then estimated by averaging the within-pair differences in outcomes. Typically the variance of the average treatment effect estimator is estimated using the sample variance of the within-pair differences. However, conditional on the covariates the variance of the average treatment effect estimator may be substantially smaller...

  6. Variance analysis. Part II, The use of computers.

    Science.gov (United States)

    Finkler, S A

    1991-09-01

    This is the second in a two-part series on variance analysis. In the first article (JONA, July/August 1991), the author discussed flexible budgeting, including the calculation of price, quantity, volume, and acuity variances. In this second article, the author focuses on the use of computers by nurse managers to aid in the process of calculating, understanding, and justifying variances. PMID:1919788

  7. Discrete and continuous time dynamic mean-variance analysis

    OpenAIRE

    Reiss, Ariane

    1999-01-01

    Contrary to static mean-variance analysis, very few papers have dealt with dynamic mean-variance analysis. Here, the mean-variance efficient self-financing portfolio strategy is derived for n risky assets in discrete and continuous time. In the discrete setting, the resulting portfolio is mean-variance efficient in a dynamic sense. It is shown that the optimal strategy for n risky assets may be dominated if the expected terminal wealth is constrained to exactly attain a certain goal instead o...

  8. Network Structure and Biased Variance Estimation in Respondent Driven Sampling

    Science.gov (United States)

    Verdery, Ashton M.; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J.

    2015-01-01

    This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network. PMID:26679927

  9. Broadband passive optical network media access control protocols

    Science.gov (United States)

    Quayle, Alan

    1996-11-01

    Most telecommunication operators are currently deciding on how to respond to customers' needs stimulated by the synergy between compression coding of multimedia and the emergence of broadband digital networks. This paper describes a range of broadband access architectures under consideration in the full services access network initiative. All architectures have a common requirement for a broadband ATM PON. A common broadband PON applicable to many operators increases the world-wide market for the product. With greater production volumes manufacturers' costs reduce because of the experience curve effect making broadband access systems economic.

  10. Management of broadband technology and innovation policy, deployment, and use

    CERN Document Server

    Choudrie, Jyoti

    2013-01-01

    When one considers broadband, the Internet immediately springs to mind. However, broadband is impacting society in many ways. For instance, broadband networks can be used to deliver healthcare or community related services to individuals who don't have computers, have distance as an issue to contend with, or don't use the internet. Broadband can support better management of scarce energy resources with the advent of smart grids, enables improved teleworking capacity and opens up a world of new entertainment possibilities. Yet scholarly examinations of broadband technology have so far examin

  11. Safe Minimum Internal Temperature Chart

    Science.gov (United States)

    ... JSR 286) Actions ${title} Loading... Safe Minimum Internal Temperature Chart Safe steps in food handling, cooking, and ... from other foods. Cook —Cook to the right temperature. Chill —Refrigerate food promptly. Cook all food to ...

  12. Minimum wage in economic context

    OpenAIRE

    Kratochvíl, Martin

    2014-01-01

    The thesis analyzes how minimum wage influences unemployment in the Czech Republic. Firstly, the economic theory is researched and the conclusion is that the Czech labour market is very similar to a monopsony market due to the low mobility of the workforce and the low rate of immigration. Another result is that the level of wages in developed economies does not depend on the productivity of the workforce anymore, so minimum wage laws have psychological impacts rather than economical. The foll...

  13. Estimation of Variance Components in the Mixed-Effects Models: A Comparison Between Analysis of Variance and Spectral Decomposition

    OpenAIRE

    Wu, Mi-Xia; Yu, Kai-Fun; Liu, Ai-Yi

    2009-01-01

    The mixed-effects models with two variance components are often used to analyze longitudinal data. For these models, we compare two approaches to estimating the variance components, the analysis of variance approach and the spectral decomposition approach. We establish a necessary and sufficient condition for the two approaches to yield identical estimates, and some sufficient conditions for the superiority of one approach over the other, under the mean squared error criterion. Applications o...

  14. Energy efficient evolution of mobile broadband networks

    Energy Technology Data Exchange (ETDEWEB)

    Micallef, G.

    2013-04-15

    existing macro base station sites together with the deployment of outdoor or indoor small cells (heterogeneous network) provide the best compromise between performance and power consumption. Focusing on one of the case studies, it is noted that the upgrade of both HSPA and LTE network layers results in the power consumption of the network increasing by a factor of 4. When coupled with the growth in capacity introduced by the various upgrades (x50), the efficiency of the network is still greatly improved. Over the evolution period, the stated increase in power consumption does not consider improvement in base station equipment. By considering a number of different equipment versions, the evolution study is further extended to also include the impact of replacing old equipment. Results show that an aggressive replacement strategy and the upgrade of sites to remote radio head can restrain the increase in power consumption of the network to just 17%. In addition to upgrading equipment, mobile network operators can further reduce power consumption by enabling a number of power saving features. These features often exploit redundancies within the network and/or the variation in traffic over a daily period. An example of such feature is sleep mode, which allows for base station sites to be systematically powered down during hours with low network traffic. While dependent on the traffic profile, within an urban area sleep mode can reduce the daily energy consumption of the network by around 20%. In addition to the different variances of sleep mode, the potential savings of other features are also described. Selecting a power efficient network capacity evolution path, replacing old and less efficient equipment, and enabling power saving features, can all considerably reduce the power consumption of future mobile broadband networks. Studies and recommendations presented within this thesis demonstrate that it is realistic for mobile network operators to boost network capacity by a

  15. Broadband Eclipse Spectra of Exoplanets are Featureless

    CERN Document Server

    Hansen, C J; Cowan, N B

    2014-01-01

    Spectral retrieval methods leverage features in emission spectra to constrain the atmospheric composition and structure of transiting exoplanets. Most of the observed emission spectra consist of broadband photometric observations at a small number of wavelengths. We compare the Bayesian Information Criterion (BIC) of blackbody fits and spectral retrieval fits for all planets with eclipse measurements in multiple thermal wavebands, typically hot Jupiters with 2-4 observations. If the published error bars are taken at face value, then eight planets are significantly better fit by a spectral model than by a blackbody. In this under-constrained regime, however, photometric uncertainties directly impact one's ability to constrain atmospheric properties. By considering the handful of planets for which eclipse measurements have been repeated and/or reanalyzed, we obtain an empirical estimate of systematic uncertainties for broadband eclipse depths obtained with the Spitzer Space Telescope: sigma_sys = 5E-4. When thi...

  16. Random Lasers for Broadband Directional Emission

    CERN Document Server

    Schönhuber, Sebastian; Hisch, Thomas; Deutsch, Christoph; Krall, Michael; Detz, Hermann; Strasser, Gottfried; Rotter, Stefan; Unterrainer, Karl

    2016-01-01

    Broadband coherent light sources are becoming increasingly important for sensing and spectroscopic applications, especially in the mid-infrared and terahertz (THz) spectral regions, where the unique absorption characteristics of a whole host of molecules are located. The desire to miniaturize such light emitters has recently lead to spectacular advances with compact on-chip lasers that cover both of these spectral regions. The long wavelength and the small size of the sources result in a strongly diverging laser beam that is difficult to focus on the target that one aims to perform spectroscopy with. Here, we introduce an unconventional solution to this vexing problem relying on a random laser to produce coherent broadband THz radiation as well as an almost diffraction limited far-field emission profile. Our random lasers do not require any fine-tuning and thus constitute a promising example of practical device applications for random lasing.

  17. A Broadband Dipolar Resonance in THz Metamaterials

    CERN Document Server

    Sangala, Bagvanth Reddy; Gopal, Achanta Venu; Prabhu, S S

    2014-01-01

    We demonstrate a THz metamaterial with broadband dipole resonance originating due to the hybridization of LC resonances. The structure optimized by finite element method simulations is fabricated by electron beam lithography and characterized by terahertz time-domain spectroscopy. Numerically, we found that when two LC metamaterial resonators are brought together, an electric dipole resonance arises in addition to the LC resonances. We observed a strong dependence of the width of these resonances on the separation between the resonators. This dependence can be explained based on series and parallel RLC circuit analogies. The broadband dipole resonance appears when both the resonators are fused together. The metamaterial has a stopband with FWHM of 0.47 THz centered at 1.12 THz. The experimentally measured band features are in reasonable agreement with the simulated ones. The experimental power extinction ratio of THz in the stopbands is found to be 15 dB.

  18. An ultra-broadband multilayered graphene absorber

    KAUST Repository

    Amin, Muhammad

    2013-01-01

    An ultra-broadband multilayered graphene absorber operating at terahertz (THz) frequencies is proposed. The absorber design makes use of three mechanisms: (i) The graphene layers are asymmetrically patterned to support higher order surface plasmon modes that destructively interfere with the dipolar mode and generate electromagnetically induced absorption. (ii) The patterned graphene layers biased at different gate voltages backedup with dielectric substrates are stacked on top of each other. The resulting absorber is polarization dependent but has an ultra-broadband of operation. (iii) Graphene\\'s damping factor is increased by lowering its electron mobility to 1000cm 2=Vs. Indeed, numerical experiments demonstrate that with only three layers, bandwidth of 90% absorption can be extended upto 7THz, which is drastically larger than only few THz of bandwidth that can be achieved with existing metallic/graphene absorbers. © 2013 Optical Society of America.

  19. Techno-Economics of Residential Broadband Deployment

    DEFF Research Database (Denmark)

    Sigurdsson, Halldor Matthias

    2007-01-01

    of the proper broadband deployment strategy is depending on a complexed set of parameters, and there is a demand for precise techno-economic cost models estimating financial feasibility. The existing cost models do not consider the dynamic developments in the market caused by competition. The Ph...... economic and telecom regulation theory. Based upon this a techno-economic cost model is made that simulates capital expenses and services. As a special element of the model game theory is used to simulate the interaction between competitive infrastructures. The work has a specific focus on the Danish......PhD-projektet har titlen ”Techno-Economics of residential broadband deployment” (”Tekno-økonomisk analyse af bredbåndsforbindelser til private husstande”). Det omhandler den aktuelle markedssituation for bredbåndstjenester, hvor elselskaberne udfordrer de traditionelle teleselskaber ved massiv...

  20. Ultra-Broadband Coherent Supercontinuum Frequency Comb

    CERN Document Server

    Ruehl, Axel; Cossel, Kevin C; Chen, Lisheng; McKay, Hugh; Thomas, Brian; Benko, Craig; Dong, Liang; Dudley, John M; Fermann, Martin E; Hartl, Ingmar; Ye, Jun

    2011-01-01

    We present detailed studies of the coherence properties of an ultra-broadband super-continuum, enabled by a new approach involving continuous wave laser sources to independently probe both the amplitude and phase noise quadratures across the entire spectrum. The continuum coherently spans more than 1.5 octaves, supporting Hz-level comparison of ultrastable lasers at 698 nm and 1.54 {\\mu}m. We present the first numerical simulation of the accumulated comb coherence in the limit of many pulses, in contrast to the single-pulse level, with systematic experimental verification. The experiment and numerical simulations reveal the presence of quantum-seeded broadband amplitude noise without phase coherence degradation, including the discovery of a dependence of the super-continuum coherence on the fiber fractional Raman gain.

  1. Broad-band acoustic hyperbolic metamaterial

    CERN Document Server

    Shen, Chen; Sui, Ni; Wang, Wenqi; Cummer, Steven A; Jing, Yun

    2015-01-01

    Acoustic metamaterials (AMMs) are engineered materials, made from subwavelength structures, that exhibit useful or unusual constitutive properties. There has been intense research interest in AMMs since its first realization in 2000 by Liu et al. A number of functionalities and applications have been proposed and achieved using AMMs. Hyperbolic metamaterials are one of the most important types of metamaterials due to their extreme anisotropy and numerous possible applications, including negative refraction, backward waves, spatial filtering, and subwavelength imaging. Although the importance of acoustic hyperbolic metamaterials (AHMMs) as a tool for achieving full control of acoustic waves is substantial, the realization of a broad-band and truly hyperbolic AMM has not been reported so far. Here, we demonstrate the design and experimental characterization of a broadband AHMM that operates between 1.0 kHz and 2.5 kHz.

  2. Broadband single-molecule excitation spectroscopy

    Science.gov (United States)

    Piatkowski, Lukasz; Gellings, Esther; van Hulst, Niek F.

    2016-01-01

    Over the past 25 years, single-molecule spectroscopy has developed into a widely used tool in multiple disciplines of science. The diversity of routinely recorded emission spectra does underpin the strength of the single-molecule approach in resolving the heterogeneity and dynamics, otherwise hidden in the ensemble. In early cryogenic studies single molecules were identified by their distinct excitation spectra, yet measuring excitation spectra at room temperature remains challenging. Here we present a broadband Fourier approach that allows rapid recording of excitation spectra of individual molecules under ambient conditions and that is robust against blinking and bleaching. Applying the method we show that the excitation spectra of individual molecules exhibit an extreme distribution of solvatochromic shifts and distinct spectral shapes. Importantly, we demonstrate that the sensitivity and speed of the broadband technique is comparable to that of emission spectroscopy putting both techniques side-by-side in single-molecule spectroscopy.

  3. Inverse Doppler Effects in Broadband Acoustic Metamaterials.

    Science.gov (United States)

    Zhai, S L; Zhao, X P; Liu, S; Shen, F L; Li, L L; Luo, C R

    2016-01-01

    The Doppler effect refers to the change in frequency of a wave source as a consequence of the relative motion between the source and an observer. Veselago theoretically predicted that materials with negative refractions can induce inverse Doppler effects. With the development of metamaterials, inverse Doppler effects have been extensively investigated. However, the ideal material parameters prescribed by these metamaterial design approaches are complex and also challenging to obtain experimentally. Here, we demonstrated a method of designing and experimentally characterising arbitrary broadband acoustic metamaterials. These omni-directional, double-negative, acoustic metamaterials are constructed with 'flute-like' acoustic meta-cluster sets with seven double meta-molecules; these metamaterials also overcome the limitations of broadband negative bulk modulus and mass density to provide a region of negative refraction and inverse Doppler effects. It was also shown that inverse Doppler effects can be detected in a flute, which has been popular for thousands of years in Asia and Europe. PMID:27578317

  4. The EarthCARE broadband radiometer detectors

    Science.gov (United States)

    Proulx, Christian; Williamson, Fraser; Allard, Martin; Baldenberger, Georges; Gay, David; Garcia-Blanco, Sonia; Côté, Patrice; Martin, Louis; Larouche, Carl; Ilias, Samir; Pope, Tim; Caldwell, Martin; Ward, Kim; Delderfield, John

    2009-08-01

    The Broadband Radiometer (BBR) is an instrument being developed for the ESA EarthCARE satellite. The BBR instrument objective is to provide top-of-atmosphere (TOA) radiance measurements in two spectral channels, and over three along-track directions. The instrument has three fixed telescopes (one for each view) each containing a broadband detector. Each detector consists of an uncooled 30-pixel linear focal plane array (FPA) coated with gold black in order to ensure uniform spectral responsivity from 0.2 μm to 50 μm. The FPA is hybridized with a readout integrated circuit (ROIC) and a proximity electronics circuit-card assembly (CCA) packaged in an aluminum base plate with cover. This paper provides a technical description of the detector design and operation. Performance data at the FPA pixel level as well as unit-level test results on early prototypes of the detectors are also presented.

  5. Integrated broadband bowtie antenna on transparent substrate

    CERN Document Server

    Zhang, Xingyu; Subbaraman, Harish; Zhan, Qiwen; Pan, Zeyu; Chung, Chi-jui; Yan, Hai; Chen, Ray T

    2015-01-01

    The bowtie antenna is a topic of growing interest in recent years. In this paper, we design, fabricate, and characterize a modified gold bowtie antenna integrated on a transparent glass substrate. We numerically investigate the antenna characteristics, specifically its resonant frequency and enhancement factor. We simulate the dependence of resonance frequency on bowtie geometry, and verify the simulation results through experimental investigation, by fabricating different sets of bowtie antennas on glass substrates utilizing CMOS compatible processes and measuring their resonance frequencies. Our designed bowtie antenna provides a strong broadband electric field enhancement in its feed gap. The far-field radiation pattern of the bowtie antenna is measured, and it shows dipole-like characteristics with large beam width. Such a broadband antenna will be useful for a myriad of applications, ranging from wireless communications to electromagnetic wave detection.

  6. Broadband Visible Light Induced NO Formation

    Science.gov (United States)

    Lubart, Rachel; Eichler, Maor; Friedmann, Harry; Savion, N.; Breitbart, Haim; Ankri, Rinat

    2009-06-01

    Nitric oxide formation is a potential mechanism for photobiomodulation because it is synthesized in cells by nitric oxide synthase (NOS), which contains both flavin and heme, and thus absorbs visible light. The purpose of this work was to study broadband visible light induced NO formation in various cells. Cardiac, endothelial, sperm cells and RAW 264.7 macrophages were illuminated with broadband visible light, 40-130 mW/cm2, 2.4-39 J/cm2, and nitric oxide production was quantified by using the Griess reagent. The results showed that visible light illumination increased NO concentration both in sperm and endothelial cells, but not in cardiac cells. Activation of RAW 264.7 macrophages was very small. It thus appears that NO is involved in photobiomodulation, though different light parameters and illumination protocols are needed to induce NO in various cells.

  7. Broadband Visible Light Induced NO Formation

    International Nuclear Information System (INIS)

    Nitric oxide formation is a potential mechanism for photobiomodulation because it is synthesized in cells by nitric oxide synthase (NOS), which contains both flavin and heme, and thus absorbs visible light. The purpose of this work was to study broadband visible light induced NO formation in various cells. Cardiac, endothelial, sperm cells and RAW 264.7 macrophages were illuminated with broadband visible light, 40-130 mW/cm2, 2.4-39 J/cm2, and nitric oxide production was quantified by using the Griess reagent. The results showed that visible light illumination increased NO concentration both in sperm and endothelial cells, but not in cardiac cells. Activation of RAW 264.7 macrophages was very small. It thus appears that NO is involved in photobiomodulation, though different light parameters and illumination protocols are needed to induce NO in various cells.

  8. Time variance effects and measurement error indications for MLS measurements

    DEFF Research Database (Denmark)

    Liu, Jiyuan

    1999-01-01

    Mathematical characteristics of Maximum-Length-Sequences are discussed, and effects of measuring on slightly time-varying systems with the MLS method are examined with computer simulations with MATLAB. A new coherence measure is suggested for the indication of time-variance effects. The results...... of the simulations show that the proposed MLS coherence can give an indication of time-variance effects....

  9. Productive Failure in Learning the Concept of Variance

    Science.gov (United States)

    Kapur, Manu

    2012-01-01

    In a study with ninth-grade mathematics students on learning the concept of variance, students experienced either direct instruction (DI) or productive failure (PF), wherein they were first asked to generate a quantitative index for variance without any guidance before receiving DI on the concept. Whereas DI students relied only on the canonical…

  10. 75 FR 22424 - Avalotis Corp.; Grant of a Permanent Variance

    Science.gov (United States)

    2010-04-28

    ...), and 74 FR 41742 (August 18, 2009)).\\1\\ \\1\\ Zurn Industries, Inc. received two permanent variances from OSHA. The first variance, granted on May 14, 1985 (50 FR 20145), addressed the boatswain's-chair... proposed alternatives (see 38 FR 8545 (April 3, 1973), 44 FR 51352 (August 31, 1979), 50 FR 20145 (May...

  11. Sublinear variance for directed last-passage percolation

    OpenAIRE

    Graham, B. T.

    2009-01-01

    A range of first-passage percolation type models are believed to demonstrate the related properties of sublinear variance and superdiffusivity. We show that directed last-passage percolation with Gaussian vertex weights has a sublinear variance property. We also consider other vertex weight distributions. Corresponding results are obtained for the ground state of the `directed polymers in a random environment' model.

  12. 29 CFR 1904.38 - Variances from the recordkeeping rule.

    Science.gov (United States)

    2010-07-01

    ... process your variance petition. (i) The Assistant Secretary will offer your employees and their authorized... the facts or conduct that may warrant revocation of your variance; and (ii) Provide you, your employees, and authorized employee representatives with an opportunity to participate in the...

  13. Determining Sample Sizes for Precise Contrast Analysis with Heterogeneous Variances

    Science.gov (United States)

    Jan, Show-Li; Shieh, Gwowen

    2014-01-01

    The analysis of variance (ANOVA) is one of the most frequently used statistical analyses in practical applications. Accordingly, the single and multiple comparison procedures are frequently applied to assess the differences among mean effects. However, the underlying assumption of homogeneous variances may not always be tenable. This study…

  14. Household Demand for Broadband Internet in 2010

    OpenAIRE

    Rosston Gregory L.; Savage Scott J; Waldman Donald M.

    2010-01-01

    This paper uses data from a nationwide survey administered during late 2009 and early 2010 to estimate a random utility model of household preferences for broadband Internet service. Reliability and speed are important service characteristics: the representative household is willing to pay $20 per month for more reliable service; $45 for an improvement in speed from slow to fast; and $48 for an improvement in speed from slow to very fast. A representative household would be willing to pay $79...

  15. Broadband phase-preserved optical elevator

    OpenAIRE

    Luo, Yuan; Han, Tiancheng; Zhang, Baile; Qiu, Cheng-Wei; Barbastathis, George

    2011-01-01

    Phase-preserved optical elevator is an optical device to lift up an entire plane virtually without distortion in light path or phase. Using transformation optics, we have predicted and observed the realization of such a broadband phase-preserved optical elevator, made of a natural homogeneous birefringent crystal without resorting to absorptive and narrowband metamaterials involving time-consuming nano-fabrication. In our demonstration, the optical elevator is designed to lift a sheet upwards...

  16. Broadband Waveguide QED System on a Chip

    OpenAIRE

    Quan, Qimin; Bulu, Irfan; Loncar, Marko

    2009-01-01

    We demonstrate that a slot waveguide provides a broadband loss-free platform suitable for applications in quantum optics. We find that strong coupling between light quanta and a single quantum emitter placed in the waveguide slot can be achieved with efficiency higher than 96% and Purcell factor (spontaneous emission factor) larger than 200. The proposed system is a promising platform for quantum information processing and can be used to realize an efficient single photon source and optically...

  17. Broadband high efficiency active integrated antenna

    OpenAIRE

    Qin, Yi

    2007-01-01

    Active integrated antenna (MA) is a very popular topic of research during recent decades. This is mostly due to its advantages, such as compact size, multiple functions and low cost, etc. The MA system can be regarded as an active microwave circuit which the output or input port is free space instead of a conventional 50-ohm interface. The major drawbacks of the conventional MA include narrow bandwidth, low efficiency, etc. An experimental investigation on broadband slot-coupled antenna is ca...

  18. Circularly Polarized Broadband RFID Microstrip Tag Antenna

    OpenAIRE

    B. Rajini; G. V. Subrahmanyam

    2014-01-01

    In recent years, the application of radio frequency identification (RFID) operating in the ultra-high frequency (UHF) band (860-960MHz) are expanding exponentially, due to the advantages such as long reading distance, high data transfer rate, and small tag size. So the design of a CP tag antenna with broadband characteristic is presently one of the most challenging topics. This project presents a square patch passive RFID tag antenna designed for UHF band. To a...

  19. A Broadband Dipolar Resonance in THz Metamaterials

    OpenAIRE

    Sangala, Bagvanth Reddy; Surdi, Harshad; Gopal, Achanta Venu; Prabhu, S. S.

    2014-01-01

    We demonstrate a THz metamaterial with broadband dipole resonance originating due to the hybridization of LC resonances. The structure optimized by finite element method simulations is fabricated by electron beam lithography and characterized by terahertz time-domain spectroscopy. Numerically, we found that when two LC metamaterial resonators are brought together, an electric dipole resonance arises in addition to the LC resonances. We observed a strong dependence of the width of these resona...

  20. Mobility Extension for Broadband Satellite Multimedia

    OpenAIRE

    Hu, Y.Fun; Pillai, Prashant; Berioli, Matteo

    2009-01-01

    This paper presents an extension for Broadband Satellite Multimedia (BSM) to support Mobility Management (MM). To support seamless handovers, mobility related entities are proposed in the Satellite Independent Access Function (SIAF) defined over the SI-SAP interface. This enables the mapping of the mobility related primitives between the higher layer and the satellite dependant lower layers via the Satellite Dependent Access Function (SDAF). The proposed MM architecture incorporates the Media...

  1. Telecommunication policies for broadband access networks

    OpenAIRE

    Pereira, João Paulo

    2009-01-01

    The "triple play" services required (Internet, telephone and TV services) lead to a great increase in bandwidth demand. However, the existing access networks are not able to support this increase, and the capacity to delivery broadband services remain as a challenge ("last mile problem"). The access network remains a bottleneck in terms of the bandwidth and service quality it affords the end user. Besides the bandwidth, other great challenge to access networks is the mobility and the user nee...

  2. Broadband Approximations for Doubly Curved Reflector Antenna

    OpenAIRE

    V. Schejbal; J. Pidanic

    2010-01-01

    The broadband approximations for shaped-beam doubly curved reflector antennas with primary feed (rectangular horn) producing uniform amplitude and phase aperture distribution are derived and analyzed. They are very valuable for electromagnetic compatibility analyses both from electromagnetic interference and susceptibility point of view, because specialized more accurate methods such as physical optics are only used by antenna designers. To allow quick EMC analyses, typical values, beamwidth ...

  3. Rural Broadband Internet Access Supply and Demand

    OpenAIRE

    Stenberg, Peter L.; Morehart, Mitchell J.

    2009-01-01

    Internet use has grown rapidly over the last 15 years and so has its integration into the rural economy. Connecting to the Internet via high-speed technology such as DSL lines, cable, satellite, and wireless networks increases bandwidth and makes the Internet much more useful to businesses, households, and governments. Rural households are almost as likely as urban households to use the Internet. Broadband Internet access in rural areas has been less prevalent than in much more densely popula...

  4. Switched Broadband Services For The Home

    Science.gov (United States)

    Sawyer, Don M.

    1990-01-01

    In considering the deployment of fiber optics to the residence, two critical questions arise: what are the leading services that could be offered to justify the required investment; and what is the nature of the business that would offer these services to the consumer ? This talk will address these two questions together with the related issue of how the "financial engine" of today's television distribution infrastructure - TV advertising - would be affected by an open access system based on fiber optics coupled with broadband switching. On the business side, the talk concludes that the potential for open ended capacity expansion, fair competition between service providers, and new interactive services inherent in an open access, switched broadband system are the critical items in differentiating it from existing video and TV distribution systems. On the question of broadband services, the talk will highlight several new opportunities together with some findings from recent market research conducted by BNR. The talk will show that there are variations on existing services plus many new services that could be offered and which have real consumer appeal. The postulated open access system discussed here is visualized as having ultimately 1,000 to 2,000 video channels available to the consumer. Although this may appear to hopelessly fragment the TV audience and destroy the current TV advertising infrastructure, the technology of open access, switched broadband will present many new advertising techniques, which have the potential to be far more effective than those available today. Some of these techniques will be described in this talk.

  5. Broadband Wireless Access in Disaster Emergency Response

    OpenAIRE

    Bai, Xin

    2006-01-01

    The “WLAN in Disaster Emergency Response” (WIDER) project has developed and implemented an emergency communication system. It provides network and communication services to relief organizations. In order to guarantee the stable and efficient connectivity with a high quality of service (QoS) for the end user, and to make the WIDER system more adaptive to the disaster area, the IEEE 802.16 specification based broadband wireless access solution is adopted. This thesis work aims at evaluating and...

  6. Broadband absorption engineering of hyperbolic metafilm patterns

    OpenAIRE

    Ji, Dengxin; Song, Haomin; Zeng, Xie; Hu, Haifeng; Liu, Kai; Zhang, Nan; Gan, Qiaoqiang

    2014-01-01

    Perfect absorbers are important optical/thermal components required by a variety of applications, including photon/thermal-harvesting, thermal energy recycling, and vacuum heat liberation. While there is great interest in achieving highly absorptive materials exhibiting large broadband absorption using optically thick, micro-structured materials, it is still challenging to realize ultra-compact subwavelength absorber for on-chip optical/thermal energy applications. Here we report the experime...

  7. Research on variance of subnets in network sampling

    Institute of Scientific and Technical Information of China (English)

    Qi Gao; Xiaoting Li; Feng Pan

    2014-01-01

    In the recent research of network sampling, some sam-pling concepts are misunderstood, and the variance of subnets is not taken into account. We propose the correct definition of the sample and sampling rate in network sampling, as wel as the formula for calculating the variance of subnets. Then, three commonly used sampling strategies are applied to databases of the connecting nearest-neighbor (CNN) model, random network and smal-world network to explore the variance in network sam-pling. As proved by the results, snowbal sampling obtains the most variance of subnets, but does wel in capturing the network struc-ture. The variance of networks sampled by the hub and random strategy are much smal er. The hub strategy performs wel in re-flecting the property of the whole network, while random sampling obtains more accurate results in evaluating clustering coefficient.

  8. Confidence Intervals of Variance Functions in Generalized Linear Model

    Institute of Scientific and Technical Information of China (English)

    Yong Zhou; Dao-ji Li

    2006-01-01

    In this paper we introduce an appealing nonparametric method for estimating variance and conditional variance functions in generalized linear models (GLMs), when designs are fixed points and random variables respectively. Bias-corrected confidence bands are proposed for the (conditional) variance by local linear smoothers. Nonparametric techniques are developed in deriving the bias-corrected confidence intervals of the (conditional) variance. The asymptotic distribution of the proposed estimator is established and show that the bias-corrected confidence bands asymptotically have the correct coverage properties. A small simulation is performed when unknown regression parameter is estimated by nonparametric quasi-likelihood. The results are also applicable to nonparametric autoregressive times series model with heteroscedastic conditional variance.

  9. Predicting the variance of a measurement with 1/f noise

    CERN Document Server

    Lenoir, Benjamin

    2013-01-01

    Measurement devices always add noise to the signal of interest and it is necessary to evaluate the variance of the results. This article focuses on stationary random processes whose Power Spectrum Density is a power law of frequency. For flicker noise, behaving as $1/f$ and which is present in many different phenomena, the usual way to compute the variance leads to infinite values. This article proposes an alternative definition of the variance which takes into account the fact that measurement devises need to be calibrated. This new variance, which depends on the calibration duration, the measurement duration and the duration between the calibration and the measurement, allows avoiding infinite values when computing the variance of a measurement.

  10. Design of broadband single polarized antenna

    Science.gov (United States)

    Shin, Phoo Kho; Aziz, Mohamad Zoinol Abidin Abd.; Ahmad, Badrul Hisham; Ramli, Mohamad Hafize Bin; Fauzi, Noor Azamiah Md; Malek, Mohd Fareq Abd

    2015-05-01

    In practical wireless communication application, bandwidth enhancement becomes one of the major design considerations. At the same time, circular polarized (CP) antenna received much attention for the applications of modern wireless communication system when compared to linear polarized (LP) antenna. This is because CP antenna can reduce the multipath effect. Hence, broadband antenna with operating frequency at 2.4GHz for WLAN application is proposed. The proposed antenna is done by using L-probe amendment with rectangular patch. The rectangular patch and copper ground plane is separated with 10mm air gap. This approach is used to enhance the bandwidth and the gain of the proposed antenna. The bandwidth of the designed antenna is more than 200MHz which meet broadband application. The return loss for the antenna is below -10dB to achieved 90% matching efficiency. The position of L-probe feed is altered in order to obtained different polarizations. The broadband antenna had been designed and simulated by using Computer Simulation Technology (CST) software. In this paper, the comparison for single polarized antenna with the design of non-inverted patch and inverted patch is discussed. The characteristics of the S-parameter, axial ratio, gain, surface current for each designed antenna are analyzed.

  11. Variance After-Effects Distort Risk Perception in Humans.

    Science.gov (United States)

    Payzan-LeNestour, Elise; Balleine, Bernard W; Berrada, Tony; Pearson, Joel

    2016-06-01

    In many contexts, decision-making requires an accurate representation of outcome variance-otherwise known as "risk" in economics. Conventional economic theory assumes this representation to be perfect, thereby focusing on risk preferences rather than risk perception per se [1-3] (but see [4]). However, humans often misrepresent their physical environment. Perhaps the most striking of such misrepresentations are the many well-known sensory after-effects, which most commonly involve visual properties, such as color, contrast, size, and motion. For example, viewing downward motion of a waterfall induces the anomalous biased experience of upward motion during subsequent viewing of static rocks to the side [5]. Given that after-effects are pervasive, occurring across a wide range of time horizons [6] and stimulus dimensions (including properties such as face perception [7, 8], gender [9], and numerosity [10]), and that some evidence exists that neurons show adaptation to variance in the sole visual feature of motion [11], we were interested in assessing whether after-effects distort variance perception in humans. We found that perceived variance is decreased after prolonged exposure to high variance and increased after exposure to low variance within a number of different visual representations of variance. We demonstrate these after-effects occur across very different visual representations of variance, suggesting that these effects are not sensory, but operate at a high (cognitive) level of information processing. These results suggest, therefore, that variance constitutes an independent cognitive property and that prolonged exposure to extreme variance distorts risk perception-a fundamental challenge for economic theory and practice. PMID:27161500

  12. Pricing Volatility Derivatives Under the Modified Constant Elasticity of Variance Model

    OpenAIRE

    Leunglung Chan; Eckhard Platen

    2015-01-01

    This paper studies volatility derivatives such as variance and volatility swaps, options on variance in the modified constant elasticity of variance model using the benchmark approach. The analytical expressions of pricing formulas for variance swaps are presented. In addition, the numerical solutions for variance swaps, volatility swaps and options on variance are demonstrated.

  13. Modeling variance structure of body shape traits of Lipizzan horses.

    Science.gov (United States)

    Kaps, M; Curik, I; Baban, M

    2010-09-01

    Heterogeneity of variance of growth traits over age is a common issue in estimating genetic parameters and is addressed in this study by selecting appropriate variance structure models for additive genetic and environmental variances. Modeling and partitioning those variances connected with analyzing small data sets were demonstrated on Lipizzan horses. The following traits were analyzed: withers height, chest girth, and cannon bone circumference. The measurements were taken at birth, and at approximately 6, 12, 24, and 36 mo of age of 660 Lipizzan horses born in Croatia between 1948 and 2000. The corresponding pedigree file consisted of 1,458 horses. Sex, age of dam, and stud-year-season interaction were considered fixed effects; additive genetic and permanent environment effects were defined as random. Linear adjustments of age at measuring were done within measuring groups. Maternal effects were included only for measurements taken at birth and at 6 mo. Additive genetic variance structures were modeled by using uniform structures or structures based on polynomial random regression. Environmental variance structures were modeled by using one of the following models: unstructured, exponential, Gaussian, or combinations of identity or diagonal with structures based on polynomial random regression. The parameters were estimated by using REML. Comparison and fits of the models were assessed by using Akaike and Bayesian information criteria, and by checking graphically the adequacy of the shape of the overall (phenotypic) and component (additive genetic and environmental) variance functions. The best overall fit was obtained from models with unstructured error variance. Compared with the model with uniform additive genetic variance, models with structures based on random regression only slightly improved overall fit. Exponential and Gaussian models were generally not suitable because they do not accommodate adequately heterogeneity of variance. Using the unstructured

  14. Minimum Q Electrically Small Antennas

    DEFF Research Database (Denmark)

    Kim, O. S.

    2012-01-01

    Theoretically, the minimum radiation quality factor Q of an isolated resonance can be achieved in a spherical electrically small antenna by combining TM1m and TE1m spherical modes, provided that the stored energy in the antenna spherical volume is totally suppressed. Using closed-form expressions...... results for a multiarm spherical helix antenna confirm the theoretical predictions. For example, a 4-arm spherical helix antenna with a magnetic-coated perfectly electrically conducting core (ka=0.254) exhibits the Q of 0.66 times the Chu lower bound, or 1.25 times the minimum Q....

  15. Unbiased Minimum-Variance Filter for State and Fault Estimation of Linear Time-Varying Systems with Unknown Disturbances

    OpenAIRE

    Moncef Gossa; José Ragot; Karim Khémiri; Fayçal Ben Hmida

    2010-01-01

    This paper presents a new recursive filter to joint fault and state estimation of a linear time-varying discrete systems in the presence of unknown disturbances. The method is based on the assumption that no prior knowledge about the dynamical evolution of the fault and the disturbance is available. As the fault affects both the state and the output, but the disturbance affects only the state system. Initially, we study the particular case when the direct feedthrough matrix of the fault has f...

  16. Minimum Variance Portfolio Selection for Large Number of Stocks – Application of Time-Varying Covariance Matrices

    OpenAIRE

    Fiszeder, Piotr

    2011-01-01

    W pracy dokonano oceny efektywności różnych metod tworzenia portfeli o minimalnej wariancji, w tym przede wszystkim z wykorzystaniem różnych specyfikacji wielorównaniowych modeli GARCH. Badanie zostało przeprowadzone dla 70 spółek notowanych na GPW w Warszawie. Zastosowano osiem parametryzacji modelu GARCH: skalarny BEKK, zintegrowany, CCC, ortogonalny dla 70 czynników, DCC, zintegrowany DCC, DECO-DCC, skalarny BEKK z warunkowym rozkładem t Studenta oraz sześć innych metod: równe udziały dla ...

  17. Cryogenically cooled broad-band GaAs field-effect transistor preamplifier

    International Nuclear Information System (INIS)

    The Antiproton Source of the Fermi National Accelerator Laboratory will be capable of accumulating a total of 4.3 x 1011 antiprotons in four hours when a wide-band feedback system for stochastic beam cooling is used. The feedback system detects and corrects at every revolution, the statistical fluctuations of the beam position and momentum. One of the essential components of such a system is a low-noise broad-band preamplifier. Acryogenically cooled 1 to 2 GHz low-noise broad-band prototype preamplifier utilizing GaAs field-effect transistors is described for this application. The preamplifier has an average gain of 30 dB and 35 dB at ambient temperatures of 2930K and 180K, respectively. The noise figure has a minimum value of 0.75 dB at 3000K and 0.24 dB at 180K. The optimum preamplifier operating conditions for a minimum noise figure at temperatures of 2930K, 800K and 180K are given and are discussed. Also, the phase-shift characteristics, the input and output voltage standing-wave ratio as a function of frequency and intermodulation products content as a function of the input power level were measured

  18. Global Gravity Wave Variances from Aura MLS: Characteristics and Interpretation

    Science.gov (United States)

    Wu, Dong L.; Eckermann, Stephen D.

    2008-01-01

    The gravity wave (GW)-resolving capabilities of 118-GHz saturated thermal radiances acquired throughout the stratosphere by the Microwave Limb Sounder (MLS) on the Aura satellite are investigated and initial results presented. Because the saturated (optically thick) radiances resolve GW perturbations from a given altitude at different horizontal locations, variances are evaluated at 12 pressure altitudes between 21 and 51 km using the 40 saturated radiances found at the bottom of each limb scan. Forward modeling simulations show that these variances are controlled mostly by GWs with vertical wavelengths z 5 km and horizontal along-track wavelengths of y 100-200 km. The tilted cigar-shaped three-dimensional weighting functions yield highly selective responses to GWs of high intrinsic frequency that propagate toward the instrument. The latter property is used to infer the net meridional component of GW propagation by differencing the variances acquired from ascending (A) and descending (D) orbits. Because of improved vertical resolution and sensitivity, Aura MLS GW variances are 5?8 times larger than those from the Upper Atmosphere Research Satellite (UARS) MLS. Like UARS MLS variances, monthly-mean Aura MLS variances in January and July 2005 are enhanced when local background wind speeds are large, due largely to GW visibility effects. Zonal asymmetries in variance maps reveal enhanced GW activity at high latitudes due to forcing by flow over major mountain ranges and at tropical and subtropical latitudes due to enhanced deep convective generation as inferred from contemporaneous MLS cloud-ice data. At 21-28-km altitude (heights not measured by the UARS MLS), GW variance in the tropics is systematically enhanced and shows clear variations with the phase of the quasi-biennial oscillation, in general agreement with GW temperature variances derived from radiosonde, rocketsonde, and limb-scan vertical profiles.

  19. Minimum Thermal Conductivity of Superlattices

    International Nuclear Information System (INIS)

    The phonon thermal conductivity of a multilayer is calculated for transport perpendicular to the layers. There is a crossover between particle transport for thick layers to wave transport for thin layers. The calculations show that the conductivity has a minimum value for a layer thickness somewhat smaller then the mean free path of the phonons. (c) 2000 The American Physical Society

  20. 76 FR 11668 - Minimum Capital

    Science.gov (United States)

    2011-03-03

    ... amended. See 74 FR 5597 (January 30, 2009). As a result, the definition of ``minimum capital level'' as... by HERA. Final Rule: Capital Requirements for the Federal Home Loan Banks, 66 FR 8262, 8282-83... 12 U.S.C. 4612(d). The 60-day comment period closed on April 9, 2010. See Federal Register 75 FR...

  1. Minimum Wage in EU Countries

    OpenAIRE

    Emilia BUCUR

    2007-01-01

    This article discusses the possibility that EU will introduce a minimum salary, according to the financial configuration of each member state, presenting benefic effects which this system should bring, such as an improvement of economic conditions and the avoidance of economic collapse. Also, it presents the salary situation at EU level, focusing on the case of Romania.

  2. Minimum Wage Standard in China

    Institute of Scientific and Technical Information of China (English)

    Wang Ting

    2010-01-01

    @@ On July 1st,at least six Chinese provinces and cities would raise the minimum wages from today.In 2010,each province and city in China has begun to increase the lowest monthly salary for employers.Of them,Jiangsu province is leading the adjustment since Feb.

  3. Coupling between minimum scattering antennas

    DEFF Research Database (Denmark)

    Andersen, J.; Lessow, H; Schjær-Jacobsen, Hans

    1974-01-01

    Coupling between minimum scattering antennas (MSA's) is investigated by the coupling theory developed by Wasylkiwskyj and Kahn. Only rotationally symmetric power patterns are considered, and graphs of relative mutual impedance are presented as a function of distance and pattern parameters. Crossed......-dipoles and helices are considered in order to establish a correspondence with simple antenna structures....

  4. Estimating High-Frequency Based (Co-) Variances: A Unified Approach

    DEFF Research Database (Denmark)

    Voev, Valeri; Nolte, Ingmar

    We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent and...... commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...

  5. Variance decomposition of apolipoproteins and lipids in Danish twins

    DEFF Research Database (Denmark)

    Fenger, Mogens; Schousboe, Karoline; Sørensen, Thorkild I A; Kyvik, Kirsten O

    2007-01-01

    been used in bivariate or multivariate analysis to elucidate common genetic factors to two or more traits. METHODS AND RESULTS: In the present study the variances of traits related to lipid metabolism is decomposed in a relatively large Danish twin population, including bivariate analysis to detect......OBJECTIVE: Twin studies are used extensively to decompose the variance of a trait, mainly to estimate the heritability of the trait. A second purpose of such studies is to estimate to what extent the non-genetic variance is shared or specific to individuals. To a lesser extent the twin studies have...

  6. Broadband: What do consumers want? Examining willingness-to-pay

    OpenAIRE

    Klie, Adrian

    2013-01-01

    Recently, fourth-generation mobile networks have gained traction. Those new mobile services offer speed comparable to existing fixed broadband access. This convergence in speed of mobile and fixed broadband puts in question the need for consumers to be subscribed to two separate services for fixed and mobile access. This study investigates the willingness-to-pay for mobile broadband as well as consumers' willingness to give up speed for the flexibility of having their “regular” in...

  7. Broadband Infrastructure and Entrepreneurship: Evidence from German Municipalities

    OpenAIRE

    Falck, Oliver; Mazat, Andreas; Stockinger, Bastian

    2015-01-01

    Policy makers in many places regularly call for broadband infrastructure deployment to foster regional development. While some empirical studies deal with the productivity impact of broadband Internet availability, few hard facts are known about its relation to establishment start-up. This paper contributes to closing the gap, providing causal evidence on the impact of broadband Internet availability on establishment start-up. We apply an instrumental variables approach, exploiting technologi...

  8. Socio-Economic Assessment of Broadband Development in Egypt

    OpenAIRE

    World Bank

    2010-01-01

    The Government of Egypt has recognized broadband as being of strategic importance to the country´s economic and social development and it is developing a new strategy to develop access and use of broadband networks and services. As a specific target of this strategy, the government seeks to increase broadband penetration to 20 connections per 100 inhabitants by 2013. This report is the res...

  9. Incoherent broadband optical pulse generation using an optical gate

    Institute of Scientific and Technical Information of China (English)

    Biao Chen; Qiong Jiang

    2008-01-01

    In two-dimensional (2D) time-spreading/wavelength-hopping optical code division multiple access (OCDMA) systems, employing less coherent broadband optical pulse sources allows lower electrical operating rate and better system performance. An optical gate based scheme for generating weakly coherent(approximately incoherent) broadband optical pulses was proposed and experimentally demonstrated. Inthis scheme, the terahertz optical asymmetric demultiplexer, together with a coherent narrowband controlpulse source, turns an incoherent broadband continuous-wave (CW) light source into the required pulse source.

  10. Denial of service attacks and challenges in broadband wireless networks

    OpenAIRE

    Khan, S.; Loo, KK; Naeem, T; Khan, MA

    2008-01-01

    Broadband wireless networks are providing internet and related services to end users. The three most important broadband wireless technologies are IEEE 802.11, IEEE 802.16, and Wireless Mesh Network (WMN). Security attacks and vulnerabilities vary amongst these broadband wireless networks because of differences in topologies, network operations and physical setups. Amongst the various security risks, Denial of Service (DoS) attack is the most severe security threat, as DoS can compromis...

  11. Parallel local search for solving Constraint Problems on the Cell Broadband Engine (Preliminary Results

    Directory of Open Access Journals (Sweden)

    Salvator Abreu

    2009-10-01

    Full Text Available We explore the use of the Cell Broadband Engine (Cell/BE for short for combinatorial optimization applications: we present a parallel version of a constraint-based local search algorithm that has been implemented on a multiprocessor BladeCenter machine with twin Cell/BE processors (total of 16 SPUs per blade. This algorithm was chosen because it fits very well the Cell/BE architecture and requires neither shared memory nor communication between processors, while retaining a compact memory footprint. We study the performance on several large optimization benchmarks and show that this achieves mostly linear time speedups, even sometimes super-linear. This is possible because the parallel implementation might explore simultaneously different parts of the search space and therefore converge faster towards the best sub-space and thus towards a solution. Besides getting speedups, the resulting times exhibit a much smaller variance, which benefits applications where a timely reply is critical.

  12. Unemployment A Variance Decomposition of Index-Linked Bond Returns

    OpenAIRE

    Francis Breedon

    2012-01-01

    We undertake a variance decomposition of index-linked bond returns for the US, UK and Iceland. In all cases, news about future excess returns is the key driver though only for Icelandic bonds are returns independent of inflation.

  13. A new definition of nonlinear statistics mean and variance

    OpenAIRE

    Chen, W.,

    1999-01-01

    This note presents a new definition of nonlinear statistics mean and variance to simplify the nonlinear statistics computations. These concepts aim to provide a theoretical explanation of a novel nonlinear weighted residual methodology presented recently by the present author.

  14. A Multi-Period Mean-Variance Portfolio Selection Problem

    Directory of Open Access Journals (Sweden)

    Rodrigo de Barros Nabholz

    2005-06-01

    Full Text Available In a recent paper, Li and Ng (2000 considered the multi-period mean variance optimization problem, with investing horizon T, for the case in which only the final variance Var(V(T or expected value of the portfolio E(V(T are considered in the optimization problem. In this paper we extend their results to the case in which the intermediate expected values E(V(t and variances Var(V(t for t = 1,,T can also be taken into account in the optimization problem. The main advantage of this technique is that it is possible to control the intermediate behavior of the portfolios return or variance. An example illustrating this situation is presented.

  15. Allowable variance set on left ventricular function parameter

    International Nuclear Information System (INIS)

    Purpose: To evaluate the influence of allowable Variance settings on left ventricular function parameter of the arrhythmia patients during gated myocardial perfusion imaging. Method: 42 patients with evident arrhythmia underwent myocardial perfusion SPECT, 3 different allowable variance with 20%, 60%, 100% would be set before acquisition for every patients,and they will be acquired simultaneously. After reconstruction by Astonish, end-diastole volume(EDV) and end-systolic volume (ESV) and left ventricular ejection fraction (LVEF) would be computed with Quantitative Gated SPECT(QGS). Using SPSS software EDV, ESV, EF values of analysis of variance. Result: there is no statistical difference between three groups. Conclusion: arrhythmia patients undergo Gated myocardial perfusion imaging, Allowable Variance settings on EDV, ESV, EF value does not have a statistical meaning. (authors)

  16. Variance estimation in neutron coincidence counting using the bootstrap method

    International Nuclear Information System (INIS)

    In the study, we demonstrate the implementation of the “bootstrap” method for a reliable estimation of the statistical error in Neutron Multiplicity Counting (NMC) on plutonium samples. The “bootstrap” method estimates the variance of a measurement through a re-sampling process, in which a large number of pseudo-samples are generated, from which the so-called bootstrap distribution is generated. The outline of the present study is to give a full description of the bootstrapping procedure, and to validate, through experimental results, the reliability of the estimated variance. Results indicate both a very good agreement between the measured variance and the variance obtained through the bootstrap method, and a robustness of the method with respect to the duration of the measurement and the bootstrap parameters

  17. Detecting Pulsars with Interstellar Scintillation in Variance Images

    CERN Document Server

    Dai, S; Bell, M E; Coles, W A; Hobbs, G; Ekers, R D; Lenc, E

    2016-01-01

    Pulsars are the only cosmic radio sources known to be sufficiently compact to show diffractive interstellar scintillations. Images of the variance of radio signals in both time and frequency can be used to detect pulsars in large-scale continuum surveys using the next generation of synthesis radio telescopes. This technique allows a search over the full field of view while avoiding the need for expensive pixel-by-pixel high time resolution searches. We investigate the sensitivity of detecting pulsars in variance images. We show that variance images are most sensitive to pulsars whose scintillation time-scales and bandwidths are close to the subintegration time and channel bandwidth. Therefore, in order to maximise the detection of pulsars for a given radio continuum survey, it is essential to retain a high time and frequency resolution, allowing us to make variance images sensitive to pulsars with different scintillation properties. We demonstrate the technique with Murchision Widefield Array data and show th...

  18. Realized range-based estimation of integrated variance

    DEFF Research Database (Denmark)

    Christensen, Kim; Podolskij, Mark

    We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with realized range-based variance - a statistic that replaces every squared return of realized variance with a normalized squared range. If the entire sample path of the process is available......, and under a set of weak conditions, our statistic is consistent and has a mixed Gaussian limit, whose precision is five times greater than that of realized variance. In practice, of course, inference is drawn from discrete data and true ranges are unobserved, leading to downward bias. We solve this...... problem to get a consistent, mixed normal estimator, irrespective of non-trading effects. This estimator has varying degrees of efficiency over realized variance, depending on how many observations that are used to construct the high-low. The methodology is applied to TAQ data and compared with realized...

  19. Realized range-based estimation of integrated variance

    DEFF Research Database (Denmark)

    Christensen, Kim; Podolskij, Mark

    2007-01-01

    We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is...... available, and under a set of weak conditions, our statistic is consistent and has a mixed Gaussian limit, whose precision is five times greater than that of the realized variance. In practice, of course, inference is drawn from discrete data and true ranges are unobserved, leading to downward bias. We...... solve this problem to get a consistent, mixed normal estimator, irrespective of non-trading effects. This estimator has varying degrees of efficiency over realized variance, depending on how many observations that are used to construct the high-low. The methodology is applied to TAQ data and compared...

  20. RISK ANALYSIS, ANALYSIS OF VARIANCE: GETTING MORE FROM OUR DATA

    Science.gov (United States)

    Analysis of variance (ANOVA) and regression are common statistical techniques used to analyze agronomic experimental data and determine significant differences among yields due to treatments or other experimental factors. Risk analysis provides an alternate and complimentary examination of the same...

  1. Variance estimation in neutron coincidence counting using the bootstrap method

    Energy Technology Data Exchange (ETDEWEB)

    Dubi, C., E-mail: chendb331@gmail.com [Physics Department, Nuclear Research Center of the Negev, P.O.B. 9001 Beer Sheva (Israel); Ocherashvilli, A.; Ettegui, H. [Physics Department, Nuclear Research Center of the Negev, P.O.B. 9001 Beer Sheva (Israel); Pedersen, B. [Nuclear Security Unit, Institute for Transuranium Elements, Via E. Fermi, 2749 JRC, Ispra (Italy)

    2015-09-11

    In the study, we demonstrate the implementation of the “bootstrap” method for a reliable estimation of the statistical error in Neutron Multiplicity Counting (NMC) on plutonium samples. The “bootstrap” method estimates the variance of a measurement through a re-sampling process, in which a large number of pseudo-samples are generated, from which the so-called bootstrap distribution is generated. The outline of the present study is to give a full description of the bootstrapping procedure, and to validate, through experimental results, the reliability of the estimated variance. Results indicate both a very good agreement between the measured variance and the variance obtained through the bootstrap method, and a robustness of the method with respect to the duration of the measurement and the bootstrap parameters.

  2. Broadband Faraday isolator for gravitational wave detectors

    CERN Document Server

    Parfenov, V A

    2002-01-01

    In this paper, we report on the concept and performance of a highly effective broadband Faraday isolator. This device is based on Nd:Fe:B permanent magnets and can be used in interferometric gravitational wave detectors in which lasers oscillating in the visible or near infrared region are used. The degree of optical isolation of 30 dB, provided by the device, is achieved when operating with laser beams of up to 2 mm, and up to 25 dB when the aperture of the magneto-optic element (10 mm) is completely filled.

  3. Ultra-broadband Microwave Metamaterial Absorber

    CERN Document Server

    Ding, Fei; Ge, Xiaochen; Jin, Yi; He, Sailing

    2012-01-01

    A microwave ultra-broadband polarization-independent metamaterial absorber is demonstrated. It is composed of a periodic array of metal-dielectric multilayered quadrangular frustum pyramids. These pyramids possess resonant absorption modes at multi-frequencies, of which the overlapping leads to the total absorption of the incident wave over an ultra-wide spectral band. The experimental absorption at normal incidence is above 90% in the frequency range of 7.8-14.7GHz, and the absorption is kept large when the incident angle is smaller than 60 degrees. The experimental results agree well with the numerical simulation.

  4. A variance-based sensitivity index function for factor prioritization

    International Nuclear Information System (INIS)

    Among the many uses for sensitivity analysis is factor prioritization—that is, the determination of which factor, once fixed to its true value, on average leads to the greatest reduction in the variance of an output. A key assumption is that a given factor can, through further research, be fixed to some point on its domain. In general, this is an optimistic assumption, which can lead to inappropriate resource allocation. This research develops an original method that apportions output variance as a function of the amount of variance reduction that can be achieved for a particular factor. This variance-based sensitivity index function provides a main effect sensitivity index for a given factor as a function of the amount of variance of that factor that can be reduced. An aggregate measure of which factors would on average cause the greatest reduction in output variance given future research is also defined and assumes the portion of a particular factors variance that can be reduced is a random variable. An average main effect sensitivity index is then calculated by taking the mean of the variance-based sensitivity index function. A key aspect of the method is that the analysis is performed directly on the samples that were generated during a global sensitivity analysis using rejection sampling. The method is demonstrated on the Ishigami function and an additive function, where the rankings for future research are shown to be different than those of a traditional global sensitivity analysis. - Highlights: ► A sensitivity index function that apportions output variance as a function of the variance reduction that can be achieved for a given factor. ► A main effect sensitivity index that assumes the portion of a particular factor's variance that can be reduced is a random variable. ► The proposed indices are estimated directly from samples generated during a global sensitivity analysis using rejection sampling. ► Methods are demonstrated on the Ishigami

  5. Problems of variance reduction in the simulation of random variables

    International Nuclear Information System (INIS)

    The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced

  6. Global Variance Risk Premium and Forex Return Predictability

    OpenAIRE

    Aloosh, Arash

    2014-01-01

    In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...

  7. Sublinear variance for directed last-passage percolation

    CERN Document Server

    Graham, B T

    2009-01-01

    A range of first-passage percolation type models are believed to demonstrate the related properties of sublinear variance and superdiffusivity. We show that directed last-passage percolation with Gaussian vertex weights has a sublinear variance property. The proof makes use of Benaim and Rossignol's work on concentration, adapting an argument of Benjamini, Kalai and Schramm from undirected first-passage percolation. The proof can be adapted to handle other vertex weight distributions such as the gamma distribution.

  8. Wavelet Variance Analysis of EEG Based on Window Function

    Institute of Scientific and Technical Information of China (English)

    ZHENG Yuan-zhuang; YOU Rong-yi

    2014-01-01

    A new wavelet variance analysis method based on window function is proposed to investigate the dynamical features of electroencephalogram (EEG).The ex-prienmental results show that the wavelet energy of epileptic EEGs are more discrete than normal EEGs, and the variation of wavelet variance is different between epileptic and normal EEGs with the increase of time-window width. Furthermore, it is found that the wavelet subband entropy (WSE) of the epileptic EEGs are lower than the normal EEGs.

  9. Temperature variance study in Monte-Carlo photon transport theory

    International Nuclear Information System (INIS)

    We study different Monte-Carlo methods for solving radiative transfer problems, and particularly Fleck's Monte-Carlo method. We first give the different time-discretization schemes and the corresponding stability criteria. Then we write the temperature variance as a function of the variances of temperature and absorbed energy at the previous time step. Finally we obtain some stability criteria for the Monte-Carlo method in the stationary case

  10. Wild bootstrap of the mean in the infinite variance case

    OpenAIRE

    Giuseppe Cavaliere; Iliyan Georgiev; Robert Taylor, A. M.

    2011-01-01

    It is well known that the standard i.i.d. bootstrap of the mean is inconsistent in a location model with infinite variance (alfa-stable) innovations. This occurs because the bootstrap distribution of a normalised sum of infinite variance random variables tends to a random distribution. Consistent bootstrap algorithms based on subsampling methods have been proposed but have the drawback that they deliver much wider confidence sets than those generated by the i.i.d. bootstrap owing to the fact ...

  11. Testing instantaneous causality in presence of non constant unconditional variance

    OpenAIRE

    Gianetto, Quentin Giai; Raissi, Hamdi

    2012-01-01

    The problem of testing instantaneous causality between variables with time-varying unconditional variance is investigated. It is shown that the classical tests based on the assumption of stationary processes must be avoided in our non standard framework. More precisely we underline that the standard test does not control the type I errors, while the tests with White (1980) and Heteroscedastic Autocorrelation Consistent (HAC) corrections can suffer from a severe loss of power when the variance...

  12. Option Pricing in a Dynamic Variance-Gamma Model

    OpenAIRE

    Lorenzo Mercuri; Fabio Bellini

    2014-01-01

    We present a discrete time stochastic volatility model in which the conditional distribution of the logreturns is a Variance-Gamma, that is a normal variance-mean mixture with Gamma mixing density. We assume that the Gamma mixing density is time varying and follows an affine Garch model, trying to capture persistence of volatility shocks and also higher order conditional dynamics in a parsimonious way. We select an equivalent martingale measure by means of the conditional Esscher transform as...

  13. Adaptive Estimation of Autoregressive Models with Time-Varying Variances

    OpenAIRE

    Ke-Li Xu; Phillips, Peter C. B.

    2006-01-01

    Stable autoregressive models of known finite order are considered with martingale differences errors scaled by an unknown nonparametric time-varying function generating heterogeneity. An important special case involves structural change in the error variance, but in most practical cases the pattern of variance change over time is unknown and may involve shifts at unknown discrete points in time, continuous evolution or combinations of the two. This paper develops kernel-based estimators of th...

  14. Towards the ultimate variance-conserving convection scheme

    International Nuclear Information System (INIS)

    In the past various arguments have been used for applying kinetic energy-conserving advection schemes in numerical simulations of incompressible fluid flows. One argument is obeying the programmed dissipation by viscous stresses or by sub-grid stresses in Direct Numerical Simulation and Large Eddy Simulation, see e.g. [Phys. Fluids A 3 (7) (1991) 1766]. Another argument is that, according to e.g. [J. Comput. Phys. 6 (1970) 392; 1 (1966) 119], energy-conserving convection schemes are more stable i.e. by prohibiting a spurious blow-up of volume-integrated energy in a closed volume without external energy sources. In the above-mentioned references it is stated that nonlinear instability is due to spatial truncation rather than to time truncation and therefore these papers are mainly concerned with the spatial integration. In this paper we demonstrate that discretized temporal integration of a spatially variance-conserving convection scheme can induce non-energy conserving solutions. In this paper the conservation of the variance of a scalar property is taken as a simple model for the conservation of kinetic energy. In addition, the derivation and testing of a variance-conserving scheme allows for a clear definition of kinetic energy-conserving advection schemes for solving the Navier-Stokes equations. Consequently, we first derive and test a strictly variance-conserving space-time discretization for the convection term in the convection-diffusion equation. Our starting point is the variance-conserving spatial discretization of the convection operator presented by Piacsek and Williams [J. Comput. Phys. 6 (1970) 392]. In terms of its conservation properties, our variance-conserving scheme is compared to other spatially variance-conserving schemes as well as with the non-variance-conserving schemes applied in our shallow-water solver, see e.g. [Direct and Large-eddy Simulation Workshop IV, ERCOFTAC Series, Kluwer Academic Publishers, 2001, pp. 409-287

  15. Occupancy, spatial variance, and the abundance of species

    OpenAIRE

    He, F.; Gaston, K J

    2003-01-01

    A notable and consistent ecological observation known for a long time is that spatial variance in the abundance of a species increases with its mean abundance and that this relationship typically conforms well to a simple power law (Taylor 1961). Indeed, such models can be used at a spectrum of spatial scales to describe spatial variance in the abundance of a single species at different times or in different regions and of different species across the same set of areas (Tayl...

  16. Valuation of Variance Forecast with Simulated Option Markets

    OpenAIRE

    Engle, Robert F; Che-Hsiung Hong; Alex Kane

    1990-01-01

    An appropriate metric for the success of an algorithm to forecast the variance of the rate of return on a capital asset could be the incremental profit from substituting it for the next best alternative. We propose a framework to assess incremental profits for competing algorithms to forecast the variance of a prespecified asset. The test is based on the return history of the asset in question. A hypothetical insurance market is set up, where competing forecasting algorithms are used. One alg...

  17. A characterization of Poisson-Gaussian families by generalized variance

    OpenAIRE

    Kokonendji, Célestin C.; Masmoudi, Afif

    2006-01-01

    We show that if the generalized variance of an infinitely divisible natural exponential family [math] in a [math] -dimensional linear space is of the form [math] , then there exists [math] in [math] such that [math] is a product of [math] univariate Poisson and ( [math] )-variate Gaussian families. In proving this fact, we use a suitable representation of the generalized variance as a Laplace transform and the result, due to Jörgens, Calabi and Pogorelov, that any strictly convex smooth funct...

  18. Testing hypothesis on stability of expected value and variance

    OpenAIRE

    Grzegorz Konczak; Janusz Wywial

    2006-01-01

    The simple samples are independently taken from normal distribution. The two functions of the sample means and sample variances are considered. The density functions of these two statistics have been derived. These statistics can be applied for verifying the hypothesis on stability of expected value and variance of normal distribution considered, e.g., in statistical process control. The critical values for these statistics have been found using numerical integration. The tables with approxim...

  19. CLTs and asymptotic variance of time-sampled Markov chains

    CERN Document Server

    Latuszynski, Krzysztof

    2011-01-01

    For a Markov transition kernel $P$ and a probability distribution $ \\mu$ on nonnegative integers, a time-sampled Markov chain evolves according to the transition kernel $P_{\\mu} = \\sum_k \\mu(k)P^k.$ In this note we obtain CLT conditions for time-sampled Markov chains and derive a spectral formula for the asymptotic variance. Using these results we compare efficiency of Barker's and Metropolis algorithms in terms of asymptotic variance.

  20. FMRI group analysis combining effect estimates and their variances

    OpenAIRE

    Chen, Gang; Saad, Ziad S.; Nath, Audrey R.; Michael S Beauchamp; Cox, Robert W.

    2011-01-01

    Conventional functional magnetic resonance imaging (FMRI) group analysis makes two key assumptions that are not always justified. First, the data from each subject is condensed into a single number per voxel, under the assumption that within-subject variance for the effect of interest is the same across all subjects or is negligible relative to the cross-subject variance. Second, it is assumed that all data values are drawn from the same Gaussian distribution with no outliers. We propose an a...

  1. Analytic variance estimates of Swank and Fano factors

    Energy Technology Data Exchange (ETDEWEB)

    Gutierrez, Benjamin; Badano, Aldo; Samuelson, Frank, E-mail: frank.samuelson@fda.hhs.gov [US Food and Drug Administration, Silver Spring, Maryland 20993 (United States)

    2014-07-15

    Purpose: Variance estimates for detector energy resolution metrics can be used as stopping criteria in Monte Carlo simulations for the purpose of ensuring a small uncertainty of those metrics and for the design of variance reduction techniques. Methods: The authors derive an estimate for the variance of two energy resolution metrics, the Swank factor and the Fano factor, in terms of statistical moments that can be accumulated without significant computational overhead. The authors examine the accuracy of these two estimators and demonstrate how the estimates of the coefficient of variation of the Swank and Fano factors behave with data from a Monte Carlo simulation of an indirect x-ray imaging detector. Results: The authors' analyses suggest that the accuracy of their variance estimators is appropriate for estimating the actual variances of the Swank and Fano factors for a variety of distributions of detector outputs. Conclusions: The variance estimators derived in this work provide a computationally convenient way to estimate the error or coefficient of variation of the Swank and Fano factors during Monte Carlo simulations of radiation imaging systems.

  2. On variance estimate for covariate adjustment by propensity score analysis.

    Science.gov (United States)

    Zou, Baiming; Zou, Fei; Shuster, Jonathan J; Tighe, Patrick J; Koch, Gary G; Zhou, Haibo

    2016-09-10

    Propensity score (PS) methods have been used extensively to adjust for confounding factors in the statistical analysis of observational data in comparative effectiveness research. There are four major PS-based adjustment approaches: PS matching, PS stratification, covariate adjustment by PS, and PS-based inverse probability weighting. Though covariate adjustment by PS is one of the most frequently used PS-based methods in clinical research, the conventional variance estimation of the treatment effects estimate under covariate adjustment by PS is biased. As Stampf et al. have shown, this bias in variance estimation is likely to lead to invalid statistical inference and could result in erroneous public health conclusions (e.g., food and drug safety and adverse events surveillance). To address this issue, we propose a two-stage analytic procedure to develop a valid variance estimator for the covariate adjustment by PS analysis strategy. We also carry out a simple empirical bootstrap resampling scheme. Both proposed procedures are implemented in an R function for public use. Extensive simulation results demonstrate the bias in the conventional variance estimator and show that both proposed variance estimators offer valid estimates for the true variance, and they are robust to complex confounding structures. The proposed methods are illustrated for a post-surgery pain study. Copyright © 2016 John Wiley & Sons, Ltd. PMID:26999553

  3. A Monte Carlo Study of Seven Homogeneity of Variance Tests

    Directory of Open Access Journals (Sweden)

    Howard B. Lee

    2010-01-01

    Full Text Available Problem statement: The decision by SPSS (now PASW to use the unmodified Levene test to test homogeneity of variance was questioned. It was compared to six other tests. In total, seven homogeneity of variance tests used in Analysis Of Variance (ANOVA were compared on robustness and power using Monte Carlo studies. The homogeneity of variance tests were (1 Levene, (2 modified Levene, (3 Z-variance, (4 Overall-Woodward Modified Z-variance, (5 O’Brien, (6 Samiuddin Cube Root and (7 F-Max. Approach: Each test was subjected to Monte Carlo analysis through different shaped distributions: (1 normal, (2 platykurtic, (3 leptokurtic, (4 moderate skewed and (5 highly skewed. The Levene Test is the one used in all of the latest versions of SPSS. Results: The results from these studies showed that the Levene Test is neither the best nor worst in terms of robustness and power. However, the modified Levene Test showed very good robustness when compared to the other tests but lower power than other tests. The Samiuddin test is at its best in terms of robustness and power when the distribution is normal. The results of this study showed the strengths and weaknesses of the seven tests. Conclusion/Recommendations: No single test outperformed the others in terms of robustness and power. The authors recommend that kurtosis and skewness indices be presented in statistical computer program packages such as SPSS to guide the data analyst in choosing which test would provide the highest robustness and power.

  4. Variance and covariance calculations for nuclear materials accounting using 'MAVARIC'

    International Nuclear Information System (INIS)

    Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined

  5. Variance and covariance calculations for nuclear materials accounting using ''MAVARIC''

    International Nuclear Information System (INIS)

    Determination of the detection sensitivity of a materials accounting system to the loss of special nuclear material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for the measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. MAVARIC (Materials Accounting VARIance Calculations) is a custom spreadsheet, designed using the second release of Lotus 1-2-3, that significantly reduces the effort required to make the necessary variance (and covariance) calculations needed to determine the detection sensitivity of a materials accounting system. Predefined macros within the spreadsheet allow the user to carry out long, tedious procedures with only a few keystrokes. MAVARIC requires that the user enter the following data into one of four data tables, depending on the type of the term in the materials balance equation; the SNM concentration, the bulk mass (or solution volume), the measurement error standard deviations, and the number of measurements made during an accounting period. The user can also specify if there are correlations between transfer terms. Based on these data entries, MAVARIC can calculate the variance of the materials balance and the square root of this variance, from which the detection sensitivity of the accounting system can be determined

  6. Variance estimation in the analysis of microarray data

    KAUST Repository

    Wang, Yuedong

    2009-04-01

    Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.

  7. Variance-based sensitivity indices for models with dependent inputs

    International Nuclear Information System (INIS)

    Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.

  8. GMTI radar minimum detectable velocity.

    Energy Technology Data Exchange (ETDEWEB)

    Richards, John Alfred

    2011-04-01

    Minimum detectable velocity (MDV) is a fundamental consideration for the design, implementation, and exploitation of ground moving-target indication (GMTI) radar imaging modes. All single-phase-center air-to-ground radars are characterized by an MDV, or a minimum radial velocity below which motion of a discrete nonstationary target is indistinguishable from the relative motion between the platform and the ground. Targets with radial velocities less than MDV are typically overwhelmed by endoclutter ground returns, and are thus not generally detectable. Targets with radial velocities greater than MDV typically produce distinct returns falling outside of the endoclutter ground returns, and are thus generally discernible using straightforward detection algorithms. This document provides a straightforward derivation of MDV for an air-to-ground single-phase-center GMTI radar operating in an arbitrary geometry.

  9. Jets in minimum bias physics

    International Nuclear Information System (INIS)

    Discussion was made on a phenomenological evidence to support the hypothesis that several new phenomena observed in low psub(t) physics are due to the presence of low-x QCD jets in minimum bias physics. The phenomena we examine are KNO scaling violations, growth of with multiplicity and rise of the non-single diffractive part of the total cross-section. We have discussed the importance of low-x hard parton scattering in minimum bias events and pointed out its connection to both KNO scaling violations as well as to the observed growth of with multiplicity in inclusive pion distributions. The contribution of these mini-jets to the total cross-section has been calculated and a model for the transverse energy distribution characterizing any event accompanied by jets has been presented. (author)

  10. The Minimum Expectation Selection Problem

    OpenAIRE

    Eppstein, David; Lueker, George

    2001-01-01

    We define the min-min expectation selection problem (resp. max-min expectation selection problem) to be that of selecting k out of n given discrete probability distributions, to minimize (resp. maximize) the expectation of the minimum value resulting when independent random variables are drawn from the selected distributions. We assume each distribution has finitely many atoms. Let d be the number of distinct values in the support of the distributions. We show that if d is a constant greater ...

  11. Minimum feature size preserving decompositions

    CERN Document Server

    Aloupis, Greg; Demaine, Martin L; Dujmovic, Vida; Iacono, John

    2009-01-01

    The minimum feature size of a crossing-free straight line drawing is the minimum distance between a vertex and a non-incident edge. This quantity measures the resolution needed to display a figure or the tool size needed to mill the figure. The spread is the ratio of the diameter to the minimum feature size. While many algorithms (particularly in meshing) depend on the spread of the input, none explicitly consider finding a mesh whose spread is similar to the input. When a polygon is partitioned into smaller regions, such as triangles or quadrangles, the degradation is the ratio of original to final spread (the final spread is always greater). Here we present an algorithm to quadrangulate a simple n-gon, while achieving constant degradation. Note that although all faces have a quadrangular shape, the number of edges bounding each face may be larger. This method uses Theta(n) Steiner points and produces Theta(n) quadrangles. In fact to obtain constant degradation, Omega(n) Steiner points are required by any al...

  12. Cascaded frequency doublers for broadband laser radiation

    Energy Technology Data Exchange (ETDEWEB)

    Andreev, N F; Vlasova, K V; Davydov, V S; Kulikov, S M; Makarov, A I; Sukharev, Stanislav A; Freidman, Gennadii I; Shubin, S V

    2012-10-31

    A new scheme of a cascaded converter of the first harmonic of broadband cw laser radiation into the second harmonic (SH) with compensation for the group walk-off in cascades is proposed and investigated. The conditions under which high conversion coefficients of broadband ({approx}33 cm{sup -1}) single-mode fibre laser radiation with low peak power ({approx}300 W) into the SH are determined for frequency doublers based on the most promising LBO crystal. Conversion of cw radiation with an average power of 300 W and efficiency {eta} = 4.5 % into the SH is obtained in a single LBO crystal. Effect of coherent addition of SH radiation excited in different cascades is demonstrated for two- and three-stage schemes. The expected conversion efficiencies, calculated disregarding loss but taking into account real aberrations of elements, are 18 % and 38 %, respectively. The effect of pumping depletion begins to manifest itself in the third cascade of a three-stage converter; it may reduce the latter value to {approx}30 %. (nonlinear optical phenomena)

  13. Cascaded frequency doublers for broadband laser radiation

    Science.gov (United States)

    Andreev, N. F.; Vlasova, K. V.; Davydov, V. S.; Kulikov, S. M.; Makarov, A. I.; Sukharev, Stanislav A.; Freidman, Gennadii I.; Shubin, S. V.

    2012-10-01

    A new scheme of a cascaded converter of the first harmonic of broadband cw laser radiation into the second harmonic (SH) with compensation for the group walk-off in cascades is proposed and investigated. The conditions under which high conversion coefficients of broadband (~33 cm-1) single-mode fibre laser radiation with low peak power (~300 W) into the SH are determined for frequency doublers based on the most promising LBO crystal. Conversion of cw radiation with an average power of 300 W and efficiency η = 4.5 % into the SH is obtained in a single LBO crystal. Effect of coherent addition of SH radiation excited in different cascades is demonstrated for two- and three-stage schemes. The expected conversion efficiencies, calculated disregarding loss but taking into account real aberrations of elements, are 18 % and 38 %, respectively. The effect of pumping depletion begins to manifest itself in the third cascade of a three-stage converter; it may reduce the latter value to ~30 %.

  14. Broadband surface-wave transformation cloak.

    Science.gov (United States)

    Xu, Su; Xu, Hongyi; Gao, Hanhong; Jiang, Yuyu; Yu, Faxin; Joannopoulos, John D; Soljačić, Marin; Chen, Hongsheng; Sun, Handong; Zhang, Baile

    2015-06-23

    Guiding surface electromagnetic waves around disorder without disturbing the wave amplitude or phase is in great demand for modern photonic and plasmonic devices, but is fundamentally difficult to realize because light momentum must be conserved in a scattering event. A partial realization has been achieved by exploiting topological electromagnetic surface states, but this approach is limited to narrow-band light transmission and subject to phase disturbances in the presence of disorder. Recent advances in transformation optics apply principles of general relativity to curve the space for light, allowing one to match the momentum and phase of light around any disorder as if that disorder were not there. This feature has been exploited in the development of invisibility cloaks. An ideal invisibility cloak, however, would require the phase velocity of light being guided around the cloaked object to exceed the vacuum speed of light--a feat potentially achievable only over an extremely narrow band. In this work, we theoretically and experimentally show that the bottlenecks encountered in previous studies can be overcome. We introduce a class of cloaks capable of remarkable broadband surface electromagnetic waves guidance around ultrasharp corners and bumps with no perceptible changes in amplitude and phase. These cloaks consist of specifically designed nonmagnetic metamaterials and achieve nearly ideal transmission efficiency over a broadband frequency range from 0(+) to 6 GHz. This work provides strong support for the application of transformation optics to plasmonic circuits and could pave the way toward high-performance, large-scale integrated photonic circuits. PMID:26056299

  15. Circularly Polarized Broadband RFID Microstrip Tag Antenna

    Directory of Open Access Journals (Sweden)

    B. Rajini

    2014-04-01

    Full Text Available In recent years, the application of radio frequency identification (RFID operating in the ultra-high frequency (UHF band (860-960MHz are expanding exponentially, due to the advantages such as long reading distance, high data transfer rate, and small tag size. So the design of a CP tag antenna with broadband characteristic is presently one of the most challenging topics. This project presents a square patch passive RFID tag antenna designed for UHF band. To achieve compact size broadband and circular polarization (CP radiation, the square patch is embedded with a cross slot, while an L-shaped open-end microstrip line coupled to the patch. By selecting an appropriate length for the microstrip line and its coupling distance with the radiating element, easy control on the input impedance of the designed tag antenna which leads to excellent impedance matching is achieved. The measured 10-dB return-loss bandwidth of the tag antenna is 27MHz (from 901–928 MHz.

  16. Broadband acoustic properties of a murine skull

    Science.gov (United States)

    Estrada, Héctor; Rebling, Johannes; Turner, Jake; Razansky, Daniel

    2016-03-01

    It has been well recognized that the presence of a skull imposes harsh restrictions on the use of ultrasound and optoacoustic techniques in the study, treatment and modulation of the brain function. We propose a rigorous modeling and experimental methodology for estimating the insertion loss and the elastic constants of the skull over a wide range of frequencies and incidence angles. A point-source-like excitation of ultrawideband acoustic radiation was induced via the absorption of nanosecond duration laser pulses by a 20 μm diameter microsphere. The acoustic waves transmitted through the skull are recorded by a broadband, spherically focused ultrasound transducer. A coregistered pulse-echo ultrasound scan is subsequently performed to provide accurate skull geometry to be fed into an acoustic transmission model represented in an angular spectrum domain. The modeling predictions were validated by measurements taken from a glass cover-slip and ex vivo adult mouse skulls. The flexible semi-analytical formulation of the model allows for seamless extension to other transducer geometries and diverse experimental scenarios involving broadband acoustic transmission through locally flat solid structures. It is anticipated that accurate quantification and modeling of the skull transmission effects would ultimately allow for skull aberration correction in a broad variety of applications employing transcranial detection or transmission of high frequency ultrasound.

  17. A novel broadband circularly polarised monopole antenna

    Science.gov (United States)

    Kang, Ding; Cheng, Gao; Tongbin, Yu; Dexin, Qu

    2015-11-01

    A novel broadband circularly polarised (CP) monopole antenna is designed and implemented in this article. The antenna consists of a radiating patch that is composed of an annular-ring linked by a square ring over the corner and a modified ground plane. The broadband property is achieved based on a novel monopole structure that is connected by two perturbed loops, so the CP wave is generated due to the perturbation. Besides, by cutting a rectangular slit and embedding a vertical stub on the ground plane, the impedance and axial-ratio (AR) bandwidths can be greatly enhanced. The measured results reveal that the proposed monopole antenna has an impedance bandwidth of 4.575 GHz from 2.3 to 6.85 GHz, reaching the particularly broad bandwidth of 99.5%. Furthermore, a wide 3-dB AR bandwidth of 34.6% (1.53 GHz, 3.65-5.18 GHz) centred at 4.42 GHz is achieved. The radiation characteristics of the designed antenna are also presented.

  18. A Design of Double Broadband MIMO Antenna

    Directory of Open Access Journals (Sweden)

    Yanfeng Geng

    2015-01-01

    Full Text Available The MIMO antenna applied to LTE mobile system should be miniaturization and can work in the current communication frequency band; isolation between each antenna unit also should be good so as to reduce loss of radio wave energy and improve the antenna performance of the MIMO system. This paper puts forward the design scheme of a broadband MIMO double antenna. And the design of antenna unit and debugging and related technical measures, such as bending antenna bracket, are both presented; the integration design of high isolation of ultra broadband MIMO antenna is realized on the plate with the volume of 100 × 52 × 0.8 mm3; antenna working bands are 698 MHz~960 MHz and 1710 MHz~2700 MHz; in the whole spectrum, the 10 dB of port isolation can be basically achieved; in low frequency band, the isolation degree of antenna port can reach 12 dB.

  19. 77 FR 14340 - Proposed Information Collection; Comment Request; Broadband Technology Opportunities Program...

    Science.gov (United States)

    2012-03-09

    ... of automated collection techniques or other forms of information technology. Comments submitted in...; Broadband Technology Opportunities Program (BTOP) Quarterly and Annual Performance Progress Reports AGENCY... broadband service to underserved areas of the country; (3) To provide broadband access, education,...

  20. Robust Sequential Covariance Intersection Fusion Kalman Filtering over Multi-agent Sensor Networks with Measurement Delays and Uncertain Noise Variances

    Institute of Scientific and Technical Information of China (English)

    QI Wen-Juan; ZHANG Peng; DENG Zi-Li

    2014-01-01

    This paper deals with the problem of designing robust sequential covariance intersection (SCI) fusion Kalman filter for the clustering multi-agent sensor network system with measurement delays and uncertain noise variances. The sensor network is partitioned into clusters by the nearest neighbor rule. Using the minimax robust estimation principle, based on the worst-case conservative sensor network system with conservative upper bounds of noise variances, and applying the unbiased linear minimum variance (ULMV) optimal estimation rule, we present the two-layer SCI fusion robust steady-state Kalman filter which can reduce communication and computation burdens and save energy sources, and guarantee that the actual filtering error variances have a less-conservative upper-bound. A Lyapunov equation method for robustness analysis is proposed, by which the robustness of the local and fused Kalman filters is proved. The concept of the robust accuracy is presented and the robust accuracy relations of the local and fused robust Kalman filters are proved. It is proved that the robust accuracy of the global SCI fuser is higher than those of the local SCI fusers and the robust accuracies of all SCI fusers are higher than that of each local robust Kalman filter. A simulation example for a tracking system verifies the robustness and robust accuracy relations.

  1. The role of public initiatives facilitating investments in broadband infrastructures

    DEFF Research Database (Denmark)

    Falch, Morten; Tadayoni, Reza; Henten, Anders;

    2015-01-01

    This paper discusses the role of a developmental approach to broadband policy. The policy approaches made in Denmark and Sweden are compared, and the scope for public intervention at the broadband market is discussed. The paper includes a case study on public intervention in the rural areas of the...

  2. A broadband, high-resolution spatial heterodyne spectrometer

    Energy Technology Data Exchange (ETDEWEB)

    Lawler, J E; Roesler, F L; Labby, Z [Department of Physics, University of Wisconsin, Madison, WI 53706 (United States); Harlander, J [Department of Physics, Astronomy, and Engineering Science, St. Cloud State University, St. Cloud, MN 56301 (United States)], E-mail: jelawler@wisc.edu

    2009-05-15

    Design and performance parameters of a broadband, high-resolution spatial heterodyne spectrometer (SHS) with a transmitting beamsplitter are described. This Mark 1 SHS achieves more than a factor of five in continuous wavenumber coverage with a resolving power in hundreds of thousands. Progress toward an all reflection, broadband, high-resolution Mark 2 SHS is reported.

  3. 78 FR 8353 - Rural Broadband Access Loans and Loan Guarantees

    Science.gov (United States)

    2013-02-06

    ... Service concluded that broadband investment in rural areas yields significant economic and socio-economic..., economic, and social factors can overcome common barriers to broadband expansion. In general, rural America... referred to as the Agency, is adopting as final, with change, an interim rule (published at 76 FR 13770...

  4. 78 FR 25787 - Community Connect Broadband Grant Program

    Science.gov (United States)

    2013-05-03

    ... Sec. 1739.1 Purpose. (a) The provision of broadband service is vital to the economic development... overlap with the service areas of current RUS borrowers and grantees. Sec. 1739.12 Eligible grant purposes... CFR Part 1739 RIN 0572-AC30 Community Connect Broadband Grant Program AGENCY: Rural Utilities...

  5. Silicon graphene waveguide tunable broadband microwave photonics phase shifter

    OpenAIRE

    Capmany, Jose; Domenech, David; Muñoz, Pascual

    2013-01-01

    We propose the use of silicon graphene waveguides to implement a tunable broadband microwave photonics phase shifte based on integrated ring cavities. Numerical computation results show the feasibility for broadband operation over 40 GHz bandwidth and full 360 degree radiofrequency phase-shift with a modest voltage excursion of 0.12 volt.

  6. Silicon graphene waveguide tunable broadband microwave photonics phase shifter.

    Science.gov (United States)

    Capmany, José; Domenech, David; Muñoz, Pascual

    2014-04-01

    We propose the use of silicon graphene waveguides to implement a tunable broadband microwave photonics phase shifter based on integrated ring cavities. Numerical computation results show the feasibility for broadband operation over 40 GHz bandwidth and full 360° radiofrequency phase-shift with a modest voltage excursion of 0.12 volt. PMID:24718185

  7. Techno-economic evaluation of broadband access technologies

    DEFF Research Database (Denmark)

    Sigurdsson, Halldór Matthias; Skouby, Knud Erik

    2005-01-01

    Broadband for all is an essential element in the EU policy concerning the future of ICT-based society. The overall purpose of this paper is to present a model for evaluation of different broadband access technologies and to present some preliminary results based on the model that has been carried...

  8. Locating Local Earthquakes Using Single 3-Component Broadband Seismological Data

    Science.gov (United States)

    Das, S. B.; Mitra, S.

    2015-12-01

    We devised a technique to locate local earthquakes using single 3-component broadband seismograph and analyze the factors governing the accuracy of our result. The need for devising such a technique arises in regions of sparse seismic network. In state-of-the-art location algorithms, a minimum of three station recordings are required for obtaining well resolved locations. However, the problem arises when an event is recorded by less than three stations. This may be because of the following reasons: (a) down time of stations in a sparse network; (b) geographically isolated regions with limited logistic support to setup large network; (c) regions of insufficient economy for financing multi-station network and (d) poor signal-to-noise ratio for smaller events at most stations, except the one in its closest vicinity. Our technique provides a workable solution to the above problematic scenarios. However, our methodology is strongly dependent on the velocity model of the region. Our method uses a three step processing: (a) ascertain the back-azimuth of the event from the P-wave particle motion recorded on the horizontal components; (b) estimate the hypocentral distance using the S-P time; and (c) ascertain the emergent angle from the vertical and radial components. Once this is obtained, one can ray-trace through the 1-D velocity model to estimate the hypocentral location. We test our method on synthetic data, which produces results with 99% precision. With observed data, the accuracy of our results are very encouraging. The precision of our results depend on the signal-to-noise ratio (SNR) and choice of the right band-pass filter to isolate the P-wave signal. We used our method on minor aftershocks (3 < mb < 4) of the 2011 Sikkim earthquake using data from the Sikkim Himalayan network. Location of these events highlight the transverse strike-slip structure within the Indian plate, which was observed from source mechanism study of the mainshock and larger aftershocks.

  9. Broadband spectroscopy of slow dynamics in glass transition

    Science.gov (United States)

    Park, In-Sung

    The purpose of this study is to clarify the slow dynamics of the intermediate liquid by dielectric and calorimetric method. Although alcohols has a simple molecular structure, it shows the non-Debye type relaxation and the existence of several relaxation modes due to the hydrogen bonding. Dielectric relaxation was studied by the broadband dielectric spectroscopy using impedance analyzer and time domain reflectometry (TDR) technique. It covers the frequency range of 10 mHz to 10 GHz. Calorimetric measurement was carried out using the modulated differential scanning calorimetry (MDSC). The complex dielectric permittivity and complex heat capacity of several alcohols were measured in the liquid, supercooled liquid and glass states. The roles of hydrogen bonding and molecular structure in the relaxation feature are discussed in respect to the number of -OH group, the bonded position of the -OH group to alkyl group, its substitution by heavy deuterium and -OCH 3 group, and the molecular weights. All samples studied show several universal features, (1)The relaxation behavior has a crossover near the melting point, (2)The dielectric strength of the main relaxation mode can be well described by the modified Onsager equation, and (3)The beta parameter in Kohlrausch-Williams-Watts function is a monotonically increasing function of temperature. The relaxation behavior of alcohol was explained in terms of the frustration between the density and bond order parameters on the basis of the two order parameter model. Both the Adam-Gibbs theory and Matsuoka's domain model derived the Vogel-Tammann-Fulcher relation for the thermal and dielectric behaviors. The correlation between calorimetric and dielectric measurements supports the fact that the dielectric relaxation behavior originates from the structural change during the liquid-glass transition. The minimum configurational entropy and domain size are quantitatively determined for the propylene glycol monomer and its oligomers.

  10. Variance-based fingerprint distance adjustment algorithm for indoor localization

    Institute of Scientific and Technical Information of China (English)

    Xiaolong Xu; Yu Tang; Xinheng Wang; Yun Zhang

    2015-01-01

    The multipath effect and movements of people in in-door environments lead to inaccurate localization. Through the test, calculation and analysis on the received signal strength in-dication (RSSI) and the variance of RSSI, we propose a novel variance-based fingerprint distance adjustment algorithm (VFDA). Based on the rule that variance decreases with the increase of RSSI mean, VFDA calculates RSSI variance with the mean value of received RSSIs. Then, we can get the correction weight. VFDA adjusts the fingerprint distances with the correction weight based on the variance of RSSI, which is used to correct the fingerprint distance. Besides, a threshold value is applied to VFDA to im-prove its performance further. VFDA and VFDA with the threshold value are applied in two kinds of real typical indoor environments deployed with several Wi-Fi access points. One is a quadrate lab room, and the other is a long and narrow corridor of a building. Experimental results and performance analysis show that in in-door environments, both VFDA and VFDA with the threshold have better positioning accuracy and environmental adaptability than the current typical positioning methods based on the k-nearest neighbor algorithm and the weighted k-nearest neighbor algorithm with similar computational costs.

  11. Detecting Pulsars with Interstellar Scintillation in Variance Images

    Science.gov (United States)

    Dai, S.; Johnston, S.; Bell, M. E.; Coles, W. A.; Hobbs, G.; Ekers, R. D.; Lenc, E.

    2016-08-01

    Pulsars are the only cosmic radio sources known to be sufficiently compact to show diffractive interstellar scintillations. Images of the variance of radio signals in both time and frequency can be used to detect pulsars in large-scale continuum surveys using the next generation of synthesis radio telescopes. This technique allows a search over the full field of view while avoiding the need for expensive pixel-by-pixel high time resolution searches. We investigate the sensitivity of detecting pulsars in variance images. We show that variance images are most sensitive to pulsars whose scintillation time-scales and bandwidths are close to the subintegration time and channel bandwidth. Therefore, in order to maximise the detection of pulsars for a given radio continuum survey, it is essential to retain a high time and frequency resolution, allowing us to make variance images sensitive to pulsars with different scintillation properties. We demonstrate the technique with Murchision Widefield Array data and show that variance images can indeed lead to the detection of pulsars by distinguishing them from other radio sources.

  12. Practice reduces task relevant variance modulation and forms nominal trajectory

    Science.gov (United States)

    Osu, Rieko; Morishige, Ken-Ichi; Nakanishi, Jun; Miyamoto, Hiroyuki; Kawato, Mitsuo

    2015-12-01

    Humans are capable of achieving complex tasks with redundant degrees of freedom. Much attention has been paid to task relevant variance modulation as an indication of online feedback control strategies to cope with motor variability. Meanwhile, it has been discussed that the brain learns internal models of environments to realize feedforward control with nominal trajectories. Here we examined trajectory variance in both spatial and temporal domains to elucidate the relative contribution of these control schemas. We asked subjects to learn reaching movements with multiple via-points, and found that hand trajectories converged to stereotyped trajectories with the reduction of task relevant variance modulation as learning proceeded. Furthermore, variance reduction was not always associated with task constraints but was highly correlated with the velocity profile. A model assuming noise both on the nominal trajectory and motor command was able to reproduce the observed variance modulation, supporting an expression of nominal trajectories in the brain. The learning-related decrease in task-relevant modulation revealed a reduction in the influence of optimal feedback around the task constraints. After practice, the major part of computation seems to be taken over by the feedforward controller around the nominal trajectory with feedback added only when it becomes necessary.

  13. Variance and covariance calculations for nuclear materials accounting using ''PROFF''

    International Nuclear Information System (INIS)

    To determine the detection sensitivity of a materials accounting system to the loss of Special Nuclear Material (SNM) requires: (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for those measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. We have developed an interactive, menu-driven computer program, called PROFF (for PROcessing and Fuel Facilities), that considerably reduces the effort required to make the variance and covariance calculations needed to determine the detection sensitivity of a materials accounting system. PROFF asks questions of the user to establish the form of each term in the materials balance equation, possible correlations between them, and whether the measured quantities are characterized by an additive or multiplicative error model. Then for each term of the materials balance equation, it presents the user with a menu that is to be completed with values of the SNM concentration, mass (or volume), measurement error standard deviations, and the number of measurements made during the accounting period. On completion of all the data menus, PROFF presents the variance of the materials balance and the square root of this variance, so that the sensitivity of the accounting system can be determined. PROFF is programmed in TURBO-PASCAL for micro-computers using MS-DOS 2.1 (IBM and compatibles)

  14. Efficient nonlinear predictive error variance for highly parameterized models

    Science.gov (United States)

    Tonkin, Matthew; Doherty, John; Moore, Catherine

    2007-07-01

    Predictive error variance analysis attempts to determine how wrong predictions made by a calibrated model may be. Predictive error variance analysis is usually undertaken following calibration using a small number of parameters defined through a priori parsimony. In contrast, we introduce a method for investigating the potential error in predictions made by highly parameterized models calibrated using regularized inversion. Vecchia and Cooley (1987) describe a method of predictive error variance analysis that is constrained by calibration data. We extend this approach to include constraints on parameters that lie within the calibration null space. These constraints are determined by dividing parameter space into combinations of parameters for which estimates can be obtained and those for which they cannot. This enables the contribution to predictive error variance from parameterization simplifications required to solve the inverse problem to be quantified, in addition to the contribution from measurement noise. We also describe a novel technique that restricts the analysis to a strategically defined predictive solution subspace, enabling an approximate predictive error variance analysis to be completed efficiently. The method is illustrated using a synthetic and a real-world groundwater flow and transport model.

  15. Analysis of open-loop conical scan pointing error and variance estimators

    Science.gov (United States)

    Alvarez, L. S.

    1993-01-01

    General pointing error and variance estimators for an open-loop conical scan (conscan) system are derived and analyzed. The conscan algorithm is modeled as a weighted least-squares estimator whose inputs are samples of receiver carrier power and its associated measurement uncertainty. When the assumptions of constant measurement noise and zero pointing error estimation are applied, the variance equation is then strictly a function of the carrier power to uncertainty ratio and the operator selectable radius and period input to the algorithm. The performance equation is applied to a 34-m mirror-based beam-waveguide conscan system interfaced with the Block V Receiver Subsystem tracking a Ka-band (32-GHz) downlink. It is shown that for a carrier-to-noise power ratio greater than or equal to 30 dB-Hz, the conscan period for Ka-band operation may be chosen well below the current DSN minimum of 32 sec. The analysis presented forms the basis of future conscan work in both research and development as well as for the upcoming DSN antenna controller upgrade for the new DSS-24 34-m beam-waveguide antenna.

  16. The Impact of Truth Surrogate Variance on Quality Assessment/Assurance in Wind Tunnel Testing

    Science.gov (United States)

    DeLoach, Richard

    2016-01-01

    Minimum data volume requirements for wind tunnel testing are reviewed and shown to depend on error tolerance, response model complexity, random error variance in the measurement environment, and maximum acceptable levels of inference error risk. Distinctions are made between such related concepts as quality assurance and quality assessment in response surface modeling, as well as between precision and accuracy. Earlier research on the scaling of wind tunnel tests is extended to account for variance in the truth surrogates used at confirmation sites in the design space to validate proposed response models. A model adequacy metric is presented that represents the fraction of the design space within which model predictions can be expected to satisfy prescribed quality specifications. The impact of inference error on the assessment of response model residuals is reviewed. The number of sites where reasonably well-fitted response models actually predict inadequately is shown to be considerably less than the number of sites where residuals are out of tolerance. The significance of such inference error effects on common response model assessment strategies is examined.

  17. Broadband Optical Access Technologies to Converge towards a Broadband Society in Europe

    Science.gov (United States)

    Coudreuse, Jean-Pierre; Pautonnier, Sophie; Lavillonnière, Eric; Didierjean, Sylvain; Hilt, Benoît; Kida, Toshimichi; Oshima, Kazuyoshi

    This paper provides insights on the status of broadband optical access market and technologies in Europe and on the expected trends for the next generation optical access networks. The final target for most operators, cities or any other player is of course FTTH (Fibre To The Home) deployment although we can expect intermediate steps with copper or wireless technologies. Among the two candidate architectures for FTTH, PON (Passive Optical Network) is by far the most attractive and cost effective solution. We also demonstrate that Ethernet based optical access network is very adequate to all-IP networks without any incidence on the level of quality of service. Finally, we provide feedback from a FTTH pilot network in Colmar (France) based on Gigabit Ethernet PON technology. The interest of this pilot lies on the level of functionality required for broadband optical access networks but also on the development of new home network configurations.

  18. CMB-S4 and the Hemispherical Variance Anomaly

    CERN Document Server

    O'Dwyer, Marcio; Knox, Lloyd; Starkman, Glenn D

    2016-01-01

    Cosmic Microwave Background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the northern and southern Ecliptic hemispheres. In this context, the northern hemisphere displays an anomalously low variance while the southern hemisphere appears unremarkable (consistent with expectations from the best-fitting theory, $\\Lambda$CDM). While this is a well established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground ba...

  19. Sensitivity to Estimation Errors in Mean-variance Models

    Institute of Scientific and Technical Information of China (English)

    Zhi-ping Chen; Cai-e Zhao

    2003-01-01

    In order to give a complete and accurate description about the sensitivity of efficient portfolios to changes in assets' expected returns, variances and covariances, the joint effect of estimation errors in means, variances and covariances on the efficient portfolio's weights is investigated in this paper. It is proved that the efficient portfolio's composition is a Lipschitz continuous, differentiable mapping of these parameters under suitable conditions. The change rate of the efficient portfolio's weights with respect to variations about riskreturn estimations is derived by estimating the Lipschitz constant. Our general quantitative results show thatthe efficient portfolio's weights are normally not so sensitive to estimation errors about means and variances .Moreover, we point out those extreme cases which might cause stability problems and how to avoid them in practice. Preliminary numerical results are also provided as an illustration to our theoretical results.

  20. Impact of Damping Uncertainty on SEA Model Response Variance

    Science.gov (United States)

    Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand

    2010-01-01

    Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.

  1. Pricing perpetual American options under multiscale stochastic elasticity of variance

    International Nuclear Information System (INIS)

    Highlights: • We study the effects of the stochastic elasticity of variance on perpetual American option. • Our SEV model consists of a fast mean-reverting factor and a slow mean-revering factor. • A slow scale factor has a very significant impact on the option price. • We analyze option price structures through the market prices of elasticity risk. - Abstract: This paper studies pricing the perpetual American options under a constant elasticity of variance type of underlying asset price model where the constant elasticity is replaced by a fast mean-reverting Ornstein–Ulenbeck process and a slowly varying diffusion process. By using a multiscale asymptotic analysis, we find the impact of the stochastic elasticity of variance on the option prices and the optimal exercise prices with respect to model parameters. Our results enhance the existing option price structures in view of flexibility and applicability through the market prices of elasticity risk

  2. Extragalactic number counts at 100 um, free from cosmic variance

    CERN Document Server

    Sibthorpe, B; Massey, R J; Roseboom, I G; van der Werf, P; Matthews, B C; Greaves, J S

    2012-01-01

    We use data from the Disc Emission via a Bias-free Reconnaissance in the Infrared/Submillimetre (DEBRIS) survey, taken at 100 um with the Photoconductor Array Camera and Spectrometer instrument on board the Herschel Space Observatory, to make a cosmic variance independent measurement of the extragalactic number counts. These data consist of 323 small-area mapping observations performed uniformly across the sky, and thus represent a sparse sampling of the astronomical sky with an effective coverage of ~2.5 deg^2. We find our cosmic variance independent analysis to be consistent with previous count measurements made using relatively small area surveys. Furthermore, we find no statistically significant cosmic variance on any scale within the errors of our data. Finally, we interpret these results to estimate the probability of galaxy source confusion in the study of debris discs.

  3. Variance and covariance calculations for nuclear materials accounting using ''PROFF''

    International Nuclear Information System (INIS)

    To determine the detection sensitivity of a materials accounting system to the loss of Special Nuclear Material (SNM) requires (1) obtaining a relation for the variance of the materials balance by propagation of the instrument errors for those measured quantities that appear in the materials balance equation and (2) substituting measured values and their error standard deviations into this relation and calculating the variance of the materials balance. The authors have developed an interactive, menu-driven computer program, called PROFF (for PROcessing and Fuel Facilities), that considerably reduces the effort required to make the variance and covariance calculations needed to determine the detection sensitivity of a materials accounting system. PROFF is discussed in this paper

  4. Expectation Values and Variance Based on Lp-Norms

    Directory of Open Access Journals (Sweden)

    George Livadiotis

    2012-11-01

    Full Text Available This analysis introduces a generalization of the basic statistical concepts of expectation values and variance for non-Euclidean metrics induced by Lp-norms. The non-Euclidean Lp means are defined by exploiting the fundamental property of minimizing the Lp deviations that compose the Lp variance. These Lp expectation values embody a generic formal scheme of means characterization. Having the p-norm as a free parameter, both the Lp-normed expectation values and their variance are flexible to analyze new phenomena that cannot be described under the notions of classical statistics based on Euclidean norms. The new statistical approach provides insights into regression theory and Statistical Physics. Several illuminating examples are examined.

  5. Monte Carlo variance reduction approaches for non-Boltzmann tallies

    International Nuclear Information System (INIS)

    Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed

  6. Broadband Dielectric Spectroscopy on Human Blood

    CERN Document Server

    Wolf, M; Lunkenheimer, P; Loidl, A

    2011-01-01

    Dielectric spectra of human blood reveal a rich variety of dynamic processes. Achieving a better characterization and understanding of these processes not only is of academic interest but also of high relevance for medical applications as, e.g., the determination of absorption rates of electromagnetic radiation by the human body. The dielectric properties of human blood are studied using broadband dielectric spectroscopy, systematically investigating the dependence on temperature and hematocrit value. By covering a frequency range from 1 Hz to 40 GHz, information on all the typical dispersion regions of biological matter is obtained. We find no evidence for a low-frequency relaxation (alpha-relaxation) caused, e.g., by counterion diffusion effects as reported for some types of biological matter. The analysis of a strong Maxwell-Wagner relaxation arising from the polarization of the cell membranes in the 1-100 MHz region (beta-relaxation) allows for the test of model predictions and the determination of variou...

  7. Broadband Multifocal Conic-Shaped Metalens

    CERN Document Server

    Bao, Yanjun; Fang, Zheyu

    2016-01-01

    Compared with lens with one focal point,multifocal lens has a lower focusing quality with high background noise. This is arisen from the construction of multifocal lens, which is usually divided into several zones, with each corresponds to one focal point.Light passing through different zones cannot constructively interfere at the foci, resulting in a decreased optical performance. Here, we propose two multifocal metalenses with nanoslits arranged in an ellipse and a hyperbola, with both are able to focus incident light at their multifoci constructively, giving a better focusing properties than that designed by conventional methods.We theoretically and experimentally demonstrate that, within a broadband wavelength range (600-900 nm), the ellipse-shaped metalens (ESM) can focus the lights with opposite circular polarizations (CP) at its two focal points, respectively,while a hyperbola-shaped metalens (HSM) can only focus one particular CP light at its both foci, simultaneously.This types of conic-shaped metale...

  8. Ultra-broadband terahertz metamaterial absorber

    Science.gov (United States)

    Zhu, Jianfei; Ma, Zhaofeng; Sun, Wujiong; Ding, Fei; He, Qiong; Zhou, Lei; Ma, Yungui

    2014-07-01

    We demonstrated an ultra-broadband, polarization-insensitive, and wide-angle metamaterial absorber for terahertz (THz) frequencies using arrays of truncated pyramid unit structure made of metal-dielectric multilayer composite. In our design, each sub-layer behaving as an effective waveguide is gradually modified in their lateral width to realize a wideband response by effectively stitching together the resonance bands of different waveguide modes. Experimentally, our five layer sample with a total thickness 21 μm is capable of producing a large absorptivity above 80% from 0.7 to 2.3 THz up to the maximum measurement angle 40°. The full absorption width at half maximum of our device is around 127%, greater than those previously reported for THz frequencies. Our absorber design has high practical feasibility and can be easily integrated with the semiconductor technology to make high efficient THz-oriented devices.

  9. Broadband optical cooling of molecular rotors

    CERN Document Server

    Lien, Chien-Yu; Odom, Brian C

    2014-01-01

    Contrary to intuition, resonant laser excitation of bound electrons can decrease the temperature of a system, with electronic relaxation times as fast as nanoseconds allowing for rapid cooling to far below ambient temperature. Although laser cooling of atoms is routine owing to their relatively simple internal structure, laser cooling of molecular translational speeds, vibrations, or rotations is challenging because a different laser frequency is required to electronically excite each populated vibrational and rotational state. Here, we show that molecules with decoupled vibrational and electronic modes can be rotationally cooled using a single spectrally filtered broadband laser to simultaneously address many rotational states. We optically cool AlH$^+$ ions held in a room-temperature radiofrequency Paul trap to collect 96% of the population in the ground quantum state, corresponding to a rotational temperature of 4 K. In our current implementation, parity-preserving electronic cycling cools to the two lowes...

  10. Frequency Doubling Broadband Light in Multiple Crystals

    International Nuclear Information System (INIS)

    The authors compare frequency doubling of broadband light in a single nonlinear crystal with doubling in five crystals with intercrystal temporal walk off compensation, and with doubling in five crystals adjusted for offset phase matching frequencies. Using a plane-wave, dispersive numerical model of frequency doubling they study the bandwidth of the second harmonic and the conversion efficiency as functions of crystal length and fundamental irradiance. For low irradiance the offset phase matching arrangement has lower efficiency than a single crystal of the same total length but gives a broader second harmonic bandwidth. The walk off compensated arrangement gives both higher conversion efficiency and broader bandwidth than a single crystal. At high irradiance, both multicrystal arrangements improve on the single crystal efficiency while maintaining broad bandwidth

  11. Broadband phase-preserved optical elevator

    CERN Document Server

    Luo, Yuan; Zhang, Baile; Qiu, Cheng-Wei; Barbastathis, George

    2011-01-01

    Phase-preserved optical elevator is an optical device to lift up an entire plane virtually without distortion in light path or phase. Using transformation optics, we have predicted and observed the realization of such a broadband phase-preserved optical elevator, made of a natural homogeneous birefringent crystal without resorting to absorptive and narrowband metamaterials involving time-consuming nano-fabrication. In our demonstration, the optical elevator is designed to lift a sheet upwards, and the phase is verified to be preserved always. The camouflage capability is also demonstrated in the presence of adjacent objects of the same scale at will. The elevating device functions in different surrounding media over the wavelength range of 400-700 nm. Our work opens up prospects for studies of light trapping, solar energy, illusion optics, communication, and imaging.

  12. Broadband plasmon induced transparency in terahertz metamaterials

    KAUST Repository

    Zhu, Zhihua

    2013-04-25

    Plasmon induced transparency (PIT) could be realized in metamaterials via interference between different resonance modes. Within the sharp transparency window, the high dispersion of the medium may lead to remarkable slow light phenomena and an enhanced nonlinear effect. However, the transparency mode is normally localized in a narrow frequency band, which thus restricts many of its applications. Here we present the simulation, implementation, and measurement of a broadband PIT metamaterial functioning in the terahertz regime. By integrating four U-shape resonators around a central bar resonator, a broad transparency window across a frequency range greater than 0.40 THz is obtained, with a central resonance frequency located at 1.01 THz. Such PIT metamaterials are promising candidates for designing slow light devices, highly sensitive sensors, and nonlinear elements operating over a broad frequency range. © 2013 IOP Publishing Ltd.

  13. Broad-band multisection electrooptic modulators

    Science.gov (United States)

    Lax, Benjamin; Marino, Richard M.; Eng, Richard S.

    1988-10-01

    A general solution has been derived for expressing the conversion of power from a base frequency to a modulation sideband using a multisection electrooptic modulator. The objective is to obtain broadband frequency modulation of a laser by the use of multiple collinear electrooptic crystals with microwave power levels well below the breakdown threshold. It is found that segmented structures lead to greater bandwidths, which increase with the number of modulator sections. This is achieved by adjusting the phases of microwaves between sections to maximize the single-sideband conversion efficiency. It is shown that a 10.6-micron CO2 laser modulator with six geometrically identical CdTe sections can potentially achieve a 3-dB bandwidth of nearly 6 GHz using a 10-kW traveling-wave tube operating at 16-GHz center frequency.

  14. Policy factors affecting broadband development in Poland

    DEFF Research Database (Denmark)

    Henten, Anders; Windekilde, Iwona Maria

    2014-01-01

    gradually change the previous balance of power. The specific problem of the Polish market is its very poor infrastructure development and the lack of competitors on the fixed market. This translates into limited access to services for end users particularly in the rural areas. A much lower level of......’s telecommunications market with the European market. The market reflects all the global trends, a gradually growing significance of mobile telecommunications services, broadband Internet access, construction of offers directed towards clients’ needs, and a strong trend towards market consolidation, which will...... telecommunications network development in Poland than other countries in the European Union is the reason that the circumstances and also the effects of the implementation of some solutions of the EU regulation model are different in Poland than in the most developed EU countries. The aim of the paper is to examine...

  15. On helicopter rotor low frequency broadband noise

    Science.gov (United States)

    Williams, Morgan; Harris, Wesley L.

    1985-01-01

    The effect of shear-layer-type inflow turbulence on the low-frequency broadband noise of a model helicopter rotor is experimentally studied. The measurements and the one-dimensional energy spectral density indicate that the upstream airfoil wake turbulence is nonisotropic, but approaches isotropy at high wavenumbers. Turbulence measurements also indicate that the wake turbulence is weak. The effect of the inflow turbulence intensity on the peak sound pressure level follows an intensity-velocity squared scaling law. A number of length scales and turbulence intensities exist which can be measured in the airfoil wake depending on the position at which the measurements are taken. Comparison of experimental and theoretical sound pressure power spectral densities indicates that the initial anisotropy of the inflow turbulence does not invalidate the isotropic turbulence assumption made in noise prediction models as long as measured turbulence intensities and length scales are used.

  16. Model helicopter rotor low frequency broadband noise

    Science.gov (United States)

    Humbad, N. G.; Harris, W. L.

    1982-01-01

    The results of an experimental investigation of low frequency broadband noise (LFBN) radiated from model helicopter rotors are presented. The results up to tip Mach number of 0.50 suggest that the peak sound pressure level (SPL) of LFBN appears to follow tip Mach number to a fourth power law and rms velocity of turbulence to a second power law. The experimental results on the effect of tip speed and advance ratio on the peak SPL of LFBN can be explained on the basis of a simple scaling law. However, the experimental results on the effect of blade loading on the peak SPL of LFBN is still not clearly understood. A simple peak SPL scaling law for noise from a helicopter in forward flight encountering a sinusoidal gust is also developed. The trends predicted by the scaling law with the experimental results are found satisfactory for the cases of variation of the peak SPL of LFBN with tip speed and advance ratio.

  17. Broadband Approximations for Doubly Curved Reflector Antenna

    Directory of Open Access Journals (Sweden)

    V. Schejbal

    2010-12-01

    Full Text Available The broadband approximations for shaped-beam doubly curved reflector antennas with primary feed (rectangular horn producing uniform amplitude and phase aperture distribution are derived and analyzed. They are very valuable for electromagnetic compatibility analyses both from electromagnetic interference and susceptibility point of view, because specialized more accurate methods such as physical optics are only used by antenna designers. To allow quick EMC analyses, typical values, beamwidth changes, sidelobe levels and aperture efficiencies are given for frequency changes approximately up to four times operating frequency. A comparison of approximated and measured patterns of doubly curved reflector antennas shows that the given approximation could be reliably used for analyses of pattern changes due to very broad frequency changes.

  18. Future large broadband switched satellite communications networks

    Science.gov (United States)

    Staelin, D. H.; Harvey, R. R.

    1979-01-01

    Critical technical, market, and policy issues relevant to future large broadband switched satellite networks are summarized. Our market projections for the period 1980 to 2000 are compared. Clusters of switched satellites, in lieu of large platforms, etc., are shown to have significant advantages. Analysis of an optimum terrestrial network architecture suggests the proper densities of ground stations and that link reliabilities 99.99% may entail less than a 10% cost premium for diversity protection at 20/30 GHz. These analyses suggest that system costs increase as the 0.6 power of traffic. Cost estimates for nominal 20/30 GHz satellite and ground facilities suggest optimum system configurations might employ satellites with 285 beams, multiple TDMA bands each carrying 256 Mbps, and 16 ft ground station antennas. A nominal development program is outlined.

  19. Michelson interferometer diagnostics for broadband ECE measurement

    International Nuclear Information System (INIS)

    A Michelson interferometer (MI) diagnostic is capable of measuring broadband intensity spectra in the microwave and near infrared spectral range. The Michelson interferometer diagnostics is dedicated to probe the full electron cyclotron emission (ECE) spectrum emitted by plasmas in tokamak experiments with magnetic confinement. At the SST-1 Tokamak at IPR, Michelson interferometer will be used to measure the spectrum of the electron cyclotron emission in the spectral range 70-500 GHz. The interferometer is absolutely calibrated using the hot/cold technique and, in consequence, the spatial profile of the plasma electron temperature is determined from the measurements. The Michelson interferometer has spectral resolution of 3.66 GHz and temporal resolution of about 16.67 ms. Installation of the Michelson interferometer diagnostics is in process at IPR. (author)

  20. Hot Carrier extraction with plasmonic broadband absorbers

    CERN Document Server

    Ng, Charlene; Dligatch, Svetlana; Roberts, Ann; Davis, Timothy J; Mulvaney, Paul; Gomez, Daniel E

    2016-01-01

    Hot charge carrier extraction from metallic nanostructures is a very promising approach for applications in photo-catalysis, photovoltaics and photodetection. One limitation is that many metallic nanostructures support a single plasmon resonance thus restricting the light-to-charge-carrier activity to a spectral band. Here we demonstrate that a monolayer of plasmonic nanoparticles can be assembled on a multi-stack layered configuration to achieve broad-band, near-unit light absorption, which is spatially localised on the nanoparticle layer. We show that this enhanced light absorbance leads to $\\sim$ 40-fold increases in the photon-to-electron conversion efficiency by the plasmonic nanostructures. We developed a model that successfully captures the essential physics of the plasmonic hot-electron charge generation and separation in these structures. This model also allowed us to establish that efficient hot carrier extraction is limited to spectral regions where the photons possessing energies higher than the S...

  1. Designing Broadband Access Networks with Triple Redundancy

    DEFF Research Database (Denmark)

    Pedersen, Jens Myrup; Riaz, Muhammad Tahir; Knudsen, Thomas Phillip;

    2005-01-01

    An architecture is proposed for designing broadband access networks, which offer triple redundancy to the end users, resulting in networks providing connectivity even in case of any two independent node or line failures. Two physically independent connections are offered by fiber, and the last...... provided by some wireless solution. Based on experience with planning Fiber To The Home, the architecture is designed to meet a number of demands, making it practicable and useful in realworld network planning. The proposed wired topology is planar, and suitable for being fitted onto the road network...... without compromising line independency, and it can be implemented stepwise, the first step being based on a simple ring/tree topology. The double ring is used for the distribution network, ensuring 3-connectivity and making it feasible to use for connecting the base stations of the wireless network...

  2. Local Implementation of a Broadband Network: Social Impact issues of New Broadband Capacity in Australia

    OpenAIRE

    Tiffany Amber Tenty; Brendan Wallis; Sumita Ghosh; Richard Howitt

    2012-01-01

    In April 2009, the Australian Government announced plans to roll-out the National Broadband Network (NBN) Company Open Access Network in Australia. Australia’s NBN will bring high speed internet access to areas and people that otherwise would have been without. Predicting consequences (both positive and negative) arising from the NBN, as well as risks and opportunities that it will generate differentially between places, groups and sectors, is inherently uncertain. With little reliable data a...

  3. The minimum yield in channeling

    International Nuclear Information System (INIS)

    A first estimate of the minimum yield was obtained from Lindhard's theory, with the assumption of a statistical equilibrium in the transverse phase-space of channeled particles guided by a continuum axial potential. However, computer simulations have shown that this estimate should be corrected by a fairly large factor, C (approximately equal to 2.5), called the Barrett factor. We have shown earlier that the concept of a statistical equilibrium can be applied to understand this result, with the introduction of a constraint in phase-space due to planar channeling of axially channeled particles. Here we present an extended test of these ideas on the basis of computer simulation of the trajectories of 2 MeV α particles in Si. In particular, the gradual trend towards a full statistical equilibrium is studied. We also discuss the introduction of this modification of standard channeling theory into descriptions of the multiple scattering of channeled particles (dechanneling) by a master equation and show that the calculated minimum yields are in very good agreement with the results of a full computer simulation

  4. Minimum Bias Trigger in ATLAS

    International Nuclear Information System (INIS)

    Since the restart of the LHC in November 2009, ATLAS has collected inelastic pp collisions to perform first measurements on charged particle densities. These measurements will help to constrain various models describing phenomenologically soft parton interactions. Understanding the trigger efficiencies for different event types are therefore crucial to minimize any possible bias in the event selection. ATLAS uses two main minimum bias triggers, featuring complementary detector components and trigger levels. While a hardware based first trigger level situated in the forward regions with 2.2 < |η| < 3.8 has been proven to select pp-collisions very efficiently, the Inner Detector based minimum bias trigger uses a random seed on filled bunches and central tracking detectors for the event selection. Both triggers were essential for the analysis of kinematic spectra of charged particles. Their performance and trigger efficiency measurements as well as studies on possible bias sources will be presented. We also highlight the advantage of these triggers for particle correlation analyses. (author)

  5. Dynamic preconditioning of the September sea-ice extent minimum

    Science.gov (United States)

    Williams, James; Tremblay, Bruno; Newton, Robert; Allard, Richard

    2016-04-01

    There has been an increased interest in seasonal forecasting of the sea-ice extent in recent years, in particular the minimum sea-ice extent. We propose a dynamical mechanism, based on winter preconditioning through first year ice formation, that explains a significant fraction of the variance in the anomaly of the September sea-ice extent from the long-term linear trend. To this end, we use a Lagrangian trajectory model to backtrack the September sea-ice edge to any time during the previous winter and quantify the amount of sea-ice divergence along the Eurasian and Alaskan coastlines as well as the Fram Strait sea-ice export. We find that coastal divergence that occurs later in the winter (March, April and May) is highly correlated with the following September sea-ice extent minimum (r = ‑0.73). This is because the newly formed first year ice will melt earlier allowing for other feedbacks (e.g. ice albedo feedback) to start amplifying the signal early in the melt season when the solar input is large. We find that the winter mean Fram Strait sea-ice export anomaly is also correlated with the minimum sea-ice extent the following summer. Next we backtrack a synthetic ice edge initialized at the beginning of the melt season (June 1st) in order to develop hindcast models of the September sea-ice extent that do not rely on a-priori knowledge of the minimum sea-ice extent. We find that using a multi-variate regression model of the September sea-ice extent anomaly based on coastal divergence and Fram Strait ice export as predictors reduces the error by 41%. A hindcast model based on the mean DJFMA Arctic Oscillation index alone reduces the error by 24%.

  6. Assessment of heterogeneity of residual variances using changepoint techniques

    Directory of Open Access Journals (Sweden)

    Toro Miguel A

    2000-07-01

    Full Text Available Abstract Several studies using test-day models show clear heterogeneity of residual variance along lactation. A changepoint technique to account for this heterogeneity is proposed. The data set included 100 744 test-day records of 10 869 Holstein-Friesian cows from northern Spain. A three-stage hierarchical model using the Wood lactation function was employed. Two unknown changepoints at times T1 and T2, (0 T1 T2 tmax, with continuity of residual variance at these points, were assumed. Also, a nonlinear relationship between residual variance and the number of days of milking t was postulated. The residual variance at a time t( in the lactation phase i was modeled as: for (i = 1, 2, 3, where λι is a phase-specific parameter. A Bayesian analysis using Gibbs sampling and the Metropolis-Hastings algorithm for marginalization was implemented. After a burn-in of 20 000 iterations, 40 000 samples were drawn to estimate posterior features. The posterior modes of T1, T2, λ1, λ2, λ3, , , were 53.2 and 248.2 days; 0.575, -0.406, 0.797 and 0.702, 34.63 and 0.0455 kg2, respectively. The residual variance predicted using these point estimates were 2.64, 6.88, 3.59 and 4.35 kg2 at days of milking 10, 53, 248 and 305, respectively. This technique requires less restrictive assumptions and the model has fewer parameters than other methods proposed to account for the heterogeneity of residual variance during lactation.

  7. Local Implementation of a Broadband Network: Social Impact issues of New Broadband Capacity in Australia

    Directory of Open Access Journals (Sweden)

    Tiffany Amber Tenty

    2012-12-01

    Full Text Available In April 2009, the Australian Government announced plans to roll-out the National Broadband Network (NBN Company Open Access Network in Australia. Australia’s NBN will bring high speed internet access to areas and people that otherwise would have been without. Predicting consequences (both positive and negative arising from the NBN, as well as risks and opportunities that it will generate differentially between places, groups and sectors, is inherently uncertain. With little reliable data available on social impacts of NBN-style access at the household and community level, policy-making and regulation risks responding to optimistic speculation and commercially motivated spin rather than carefully weighed evidence. The research reported in this paper aimed to address this gap with a preliminary assessment of the social impacts of the NBN-like broadband roll-out at one New South Wales test site in southwest Sydney. The paper discusses the research methods and findings and frames recommendations for further research to address both limitations that arose in the research reported here, and broader gaps in understanding the social impacts of new forms of broadband access and associated applications. Keywords: Social Impacts, Communication Technologies, High Speed Internet

  8. Broadband fitting approach for the application of supercontinuum broadband laser absorption spectroscopy to combustion environments

    Science.gov (United States)

    Göran Blume, Niels; Ebert, Volker; Dreizler, Andreas; Wagner, Steven

    2016-01-01

    In this work, a novel broadband fitting approach for quantitative in-flame measurements using supercontinuum broadband laser absorption spectroscopy (SCLAS) is presented. The application and verification of this approach in an atmospheric, laminar, non-premixed CH4/air flame (Wolfhard-Parker burner, WHP) is discussed. The developed fitting scheme allows for an automatic recognition and fitting of a B-spline curve reference intensity for SCLAS broadband measurements while automatically removing the influence of absorption peaks. This approach improves the fitting residual locally (in between absorption lines) and globally by 23% and 13% respectively, while improving the in-flame SNR by a factor of 2. Additionally, the approach inherently improves the time-wavelength-correlation based on recorded in-flame measurements itself in combination with a theoretical spectrum of the analyte. These improvements have allowed for the recording of complete spatially resolved methane concentration profiles in the WHP burner. Comparison of the measured absolute mole fraction profile for methane with previously measured reference data shows excellent agreement in position, shape and absolute values. These improvements are a prerequisite for the application of SCLAS in high-pressure combustion systems.

  9. A multi-variance analysis in the time domain

    Science.gov (United States)

    Walter, Todd

    1993-01-01

    Recently a new technique for characterizing the noise processes affecting oscillators was introduced. This technique minimizes the difference between the estimates of several different variances and their values as predicted by the standard power law model of noise. The method outlined makes two significant advancements: it uses exclusively time domain variances so that deterministic parameters such as linear frequency drift may be estimated, and it correctly fits the estimates using the chi-square distribution. These changes permit a more accurate fitting at long time intervals where there is the least information. This technique was applied to both simulated and real data with excellent results.

  10. Variance in trace constituents following the final stratospheric warming

    Science.gov (United States)

    Hess, Peter

    1990-01-01

    Concentration variations with time in trace stratospheric constituents N2O, CF2Cl2, CFCl3, and CH4 were investigated using samples collected aboard balloons flown over southern France during the summer months of 1977-1979. Data are analyzed using a tracer transport model, and the mechanisms behind the modeled tracer variance are examined. An analysis of the N2O profiles for the month of June showed that a large fraction of the variance reported by Ehhalt et al. (1983) is on an interannual time scale.

  11. Asymptotic variance of grey-scale surface area estimators

    DEFF Research Database (Denmark)

    Svane, Anne Marie

    Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting in a...... general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....

  12. On Variance and Covariance for Bounded Linear Operators

    Institute of Scientific and Technical Information of China (English)

    Chia Shiang LIN

    2001-01-01

    In this paper we initiate a study of covariance and variance for two operators on a Hilbert space, proving that the c-v (covariance-variance) inequality holds, which is equivalent to the CauchySchwarz inequality. As for applications of the c-v inequality we prove uniformly the Bernstein-type incqualities and equalities, and show the generalized Heinz-Kato-Furuta-type inequalities and equalities,from which a generalization and sharpening of Reid's inequality is obtained. We show that every operator can be expressed as a p-hyponormal-type, and a hyponornal-type operator. Finally, some new characterizations of the Furuta inequality are given.

  13. Recursive identification for multidimensional ARMA processes with increasing variances

    Institute of Scientific and Technical Information of China (English)

    CHEN Hanfu

    2005-01-01

    In time series analysis, almost all existing results are derived for the case where the driven noise {wn} in the MA part is with bounded variance (or conditional variance). In contrast to this, the paper discusses how to identify coefficients in a multidimensional ARMA process with fixed orders, but in its MA part the conditional moment E(‖wn‖β| Fn-1), β> 2 Is possible to grow up at a rate of a power of logn. The wellknown stochastic gradient (SG) algorithm is applied to estimating the matrix coefficients of the ARMA process, and the reasonable conditions are given to guarantee the estimate to be strongly consistent.

  14. Levine's guide to SPSS for analysis of variance

    CERN Document Server

    Braver, Sanford L; Page, Melanie

    2003-01-01

    A greatly expanded and heavily revised second edition, this popular guide provides instructions and clear examples for running analyses of variance (ANOVA) and several other related statistical tests of significance with SPSS. No other guide offers the program statements required for the more advanced tests in analysis of variance. All of the programs in the book can be run using any version of SPSS, including versions 11 and 11.5. A table at the end of the preface indicates where each type of analysis (e.g., simple comparisons) can be found for each type of design (e.g., mixed two-factor desi

  15. Variance squeezing and entanglement of the XX central spin model

    International Nuclear Information System (INIS)

    In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg XX couplings of equal strength. Employing the Heisenberg equations of motion we manage to derive an exact solution for the dynamical operators. We consider that the central atom and its surroundings are initially prepared in the excited state and in the coherent spin state, respectively. For this system, we investigate the evolution of variance squeezing and entanglement. The nonclassical effects have been remarked in the behavior of all components of the system. The atomic variance can exhibit revival-collapse phenomenon based on the value of the detuning parameter.

  16. The density variance -- Mach number relation in supersonic, isothermal turbulence

    OpenAIRE

    Price, Daniel J.; Federrath, Christoph; Brunt, Christopher M.

    2010-01-01

    We examine the relation between the density variance and the mean-square Mach number in supersonic, isothermal turbulence, assumed in several recent analytic models of the star formation process. From a series of calculations of supersonic, hydrodynamic turbulence driven using purely solenoidal Fourier modes, we find that the `standard' relationship between the variance in the log of density and the Mach number squared, i.e., sigma^2_(ln rho/rhobar)=ln (1+b^2 M^2), with b = 1/3 is a good fit ...

  17. The Column Density Variance-Sonic Mach Number Relationship

    OpenAIRE

    Burkhart, Blakesley; Lazarian, A.

    2012-01-01

    Although there are a wealth of column density tracers for both the molecular and diffuse interstellar medium, there are very few observational studies investigating the relationship between the density variance ($\\sigma^2$) and the sonic Mach number (${\\cal M}_s$). This is in part due to the fact that the $\\sigma^2$-${\\cal M}_s$ relationship is derived, via MHD simulations, for the 3D density variance only, which is not a direct observable. We investigate the utility of a 2D column density $\\...

  18. Further Development of the Variance-Covariance Method

    OpenAIRE

    J. Chen; Breckow, Joachim; Roos, H; Kellerer, Albrecht M.

    1990-01-01

    Applications of the variance-covariance technique are presented that illustrate the potential of the method. The dose mean lineal energy, yD, can be determined in time-varying radiation fields where the fluctuations of the dose rate are substantially in excess of the stochastic fluctuations of the energy imparted. An added advantage is, that yD is little influenced by noise that affects both detectors simultaneously. The variance-covariance method is thus stable with respect to dose rate fluc...

  19. Precise Asymptotics of Error Variance Estimator in Partially Linear Models

    Institute of Scientific and Technical Information of China (English)

    Shao-jun Guo; Min Chen; Feng Liu

    2008-01-01

    In this paper, we focus our attention on the precise asymptoties of error variance estimator in partially linear regression models, yi = xTi β + g(ti) +εi, 1 ≤i≤n, {εi,i = 1,... ,n } are i.i.d random errors with mean 0 and positive finite variance q2. Following the ideas of Allan Gut and Aurel Spataru[7,8] and Zhang[21],on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm, respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models.

  20. Variance components for body weight in Japanese quails (Coturnix japonica

    Directory of Open Access Journals (Sweden)

    RO Resende

    2005-03-01

    Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.

  1. The Optimal Minimum Wage for Poverty Minimization

    OpenAIRE

    Goto, Hideaki

    2008-01-01

    The effects of a minimum wage on employment and on poverty have been studied in the literature. This paper characterizes the poverty minimizing minimum wage, and shows how it depends on productivity, inequality and the degree of labor market competitiveness.

  2. Limited variance control in statistical low thrust guidance analysis. [stochastic algorithm for SEP comet Encke flyby mission

    Science.gov (United States)

    Jacobson, R. A.

    1975-01-01

    Difficulties arise in guiding a solar electric propulsion spacecraft due to nongravitational accelerations caused by random fluctuations in the magnitude and direction of the thrust vector. These difficulties may be handled by using a low thrust guidance law based on the linear-quadratic-Gaussian problem of stochastic control theory with a minimum terminal miss performance criterion. Explicit constraints are imposed on the variances of the control parameters, and an algorithm based on the Hilbert space extension of a parameter optimization method is presented for calculation of gains in the guidance law. The terminal navigation of a 1980 flyby mission to the comet Encke is used as an example.

  3. MINIMUM WAGE VIOLATION IN SOUTH AFRICA

    OpenAIRE

    Haroon Bhorat; Ravi Kanbur; Natasha Mayet

    2011-01-01

    Minimum wage legislation is central in South African policy discourse, with both strong support and strong opposition. The validity of either position depends, however, on the effectiveness of minimum wage enforcement. Using detailed matching of occupational, sectoral and locational codes in the 2007 Labour Force Survey to the gazetted minimum wages, this paper presents, we believe for the first time, estimates of minimum wage violation in South Africa. Our results give considerable cause for...

  4. Irradiance Variations During This Solar Cycle Minimum

    OpenAIRE

    Woods, Thomas N.

    2010-01-01

    The current cycle minimum appears to be deeper and broader than recent cycle minima, and this minimum appears similar to the minima in the early 1900s. With the best-ever solar irradiance measurements from several different satellite instruments, this minimum offers a unique opportunity to advance our understanding of secular (long-term) changes in the solar irradiance. Comparisons of the 2007-2009 irradiance results to the irradiance levels during the previous minimum in 1996 suggest that th...

  5. Minimum income protection in the Netherlands

    NARCIS (Netherlands)

    T. van Peijpe

    2009-01-01

    This article offers an overview of the Dutch legal system of minimum income protection through collective bargaining, social security, and statutory minimum wages. In addition to collective agreements, the Dutch statutory minimum wage offers income protection to a small number of workers. Its effect

  6. The Social Impact Of Broadband Household Internet Access

    OpenAIRE

    Anderson, Ben

    2008-01-01

    Broadband changes everything. Or so we are told. But does it? There is only one way to find out - follow people who move from narrowband to broadband internet access and see what changes. This paper reports exactly this kind of analysis using data from a two wave European panel study (e-Living) and the lagged endogenous regression approach to see if switching to broadband increases the time spent online, the use of online communication services, the breadth of internet activities and the amou...

  7. Ultra-broadband perfect cross polarization conversion metasurface

    Science.gov (United States)

    Dong, Guoxiang; Shi, Hongyu; Xia, Song; Zhang, Anxue; Xu, Zhuo; Wei, Xiaoyong

    2016-04-01

    We propose a metasurface with multiple plasmon resonances that achieves an ultra-broadband perfect cross polarization conversion. The metasurface is composed of an array of unit resonators, three plasmon resonances are excited in the unit resonator, which leads to an ultra-broadband perfect cross polarization conversion. The cross polarization conversion efficiency is higher than 99%, and the bandwidth of the converter is 53.7% of the central wavelength. Both numerical and experimental results were used to validate the ultra-broadband perfect cross polarization converter presented here.

  8. Statistically Based Approach to Broadband Liner Design and Assessment

    Science.gov (United States)

    Nark, Douglas M. (Inventor); Jones, Michael G. (Inventor)

    2016-01-01

    A broadband liner design optimization includes utilizing in-duct attenuation predictions with a statistical fan source model to obtain optimum impedance spectra over a number of flow conditions for one or more liner locations in a bypass duct. The predicted optimum impedance information is then used with acoustic liner modeling tools to design liners having impedance spectra that most closely match the predicted optimum values. Design selection is based on an acceptance criterion that provides the ability to apply increasing weighting to specific frequencies and/or operating conditions. One or more broadband design approaches are utilized to produce a broadband liner that targets a full range of frequencies and operating conditions.

  9. Decomposition of variance in terms of conditional means

    Directory of Open Access Journals (Sweden)

    Alessandro Figà Talamanca

    2013-05-01

    Full Text Available Two different sets of data are used to test an apparently new approach to the analysis of the variance of a numerical variable which depends on qualitative variables. We suggest that this approach be used to complement other existing techniques to study the interdependence of the variables involved. According to our method, the variance is expressed as a sum of orthogonal components, obtained as differences of conditional means, with respect to the qualitative characters. The resulting expression for the variance depends on the ordering in which the characters are considered. We suggest an algorithm which leads to an ordering which is deemed natural. The first set of data concerns the score achieved by a population of students on an entrance examination based on a multiple choice test with 30 questions. In this case the qualitative characters are dyadic and correspond to correct or incorrect answer to each question. The second set of data concerns the delay to obtain the degree for a population of graduates of Italian universities. The variance in this case is analyzed with respect to a set of seven specific qualitative characters of the population studied (gender, previous education, working condition, parent's educational level, field of study, etc..

  10. Statistics review 9: One-way analysis of variance

    OpenAIRE

    Bewick, Viv; Cheek, Liz; Ball, Jonathan

    2004-01-01

    This review introduces one-way analysis of variance, which is a method of testing differences between more than two groups or treatments. Multiple comparison procedures and orthogonal contrasts are described as methods for identifying specific differences between pairs of treatments.

  11. Variance reduction methods for simulation of densities on Wiener space

    OpenAIRE

    Kohatsu, Arturo; Pettersson, Roger

    2002-01-01

    We develop a general error analysis framework for the Monte Carlo simulation of densities for functionals in Wiener space. We also study variance reduction methods with the help of Malliavin derivatives. For this, we give some general heuristic principles which are applied to diffusion processes. A comparison with kernel density estimates is made.

  12. Variance-optimal hedging for processes with stationary independent increments

    DEFF Research Database (Denmark)

    Hubalek, Friedrich; Kallsen, J.; Krawczyk, L.

    We determine the variance-optimal hedge when the logarithm of the underlying price follows a process with stationary independent increments in discrete or continuous time. Although the general solution to this problem is known as backward recursion or backward stochastic differential equation, we...

  13. Hazards in Choosing Between Pooled and Separate- Variances t Tests

    Directory of Open Access Journals (Sweden)

    Bruno D. Zumbo

    2009-01-01

    Full Text Available If the variances of two treatment groups are heterogeneous and, at the same time, sample sizes are unequal, the Type I error probabilities of the pooledvariances Student t test are modified extensively. It is known that the separate-variances tests introduced by Welch and others overcome this problem in many cases and restore the probability to the nominal significance level. In practice, however, it is not always apparent from sample data whether or not the homogeneity assumption is valid at the population level, and this uncertainty complicates the choice of an appropriate significance test. The present study quantifies the extent to which correct and incorrect decisions occur under various conditions. Furthermore, in using statistical packages, such as SPSS, in which both pooled-variances and separate-variances t tests are available, there is a temptation to perform both versions and to reject H0 if either of the two test statistics exceeds its critical value. The present simulations reveal that this procedure leads to incorrect statistical decisions with high probability.

  14. Age Differences in the Variance of Personality Characteristics

    Czech Academy of Sciences Publication Activity Database

    Mottus, R.; Allik, J.; Hřebíčková, Martina; Kööts-Ausmees, L.; Realo, A.

    2016-01-01

    Roč. 30, č. 1 (2016), s. 4-11. ISSN 0890-2070 R&D Projects: GA ČR GA13-25656S Institutional support: RVO:68081740 Keywords : variance * individual differences * personality * five-factor model Subject RIV: AN - Psychology Impact factor: 3.347, year: 2014

  15. Variance-based uncertainty relations for incompatible observables

    Science.gov (United States)

    Chen, Bin; Cao, Ning-Ping; Fei, Shao-Ming; Long, Gui-Lu

    2016-06-01

    We formulate uncertainty relations for arbitrary finite number of incompatible observables. Based on the sum of variances of the observables, both Heisenberg-type and Schrödinger-type uncertainty relations are provided. These new lower bounds are stronger in most of the cases than the ones derived from some existing inequalities. Detailed examples are presented.

  16. Least-squares variance component estimation: theory and GPS applications

    NARCIS (Netherlands)

    Amiri-Simkooei, A.

    2007-01-01

    In this thesis we study the method of least-squares variance component estimation (LS-VCE) and elaborate on theoretical and practical aspects of the method. We show that LS-VCE is a simple, flexible, and attractive VCE-method. The LS-VCE method is simple because it is based on the well-known princip

  17. Multivariate variance targeting in the BEKK-GARCH model

    DEFF Research Database (Denmark)

    Pedersen, Rasmus S.; Rahbæk, Anders

    2014-01-01

    This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding to these...

  18. Diffusion-Based Trajectory Observers with Variance Constraints

    DEFF Research Database (Denmark)

    Alcocer, Alex; Jouffroy, Jerome; Oliveira, Paulo;

    level of smoothing and is determined by resorting to trial and error. This paper presents a methodology to choose the observer gain by taking into account a priori information on the variance of the position measurement errors. Experimental results with data from an acoustic positioning system are...

  19. Vertical velocity variances and Reynold stresses at Brookhaven

    DEFF Research Database (Denmark)

    Busch, Niels E.; Brown, R.M.; Frizzola, J.A.

    1970-01-01

    Results of wind tunnel tests of the Brookhaven annular bivane are presented. The energy transfer functions describing the instrument response and the numerical filter employed in the data reduction process have been used to obtain corrected values of the normalized variance of the vertical wind...

  20. Stable limits for sums of dependent infinite variance random variables

    DEFF Research Database (Denmark)

    Bartkiewicz, Katarzyna; Jakubowski, Adam; Mikosch, Thomas;

    2011-01-01

    The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these...