Minimizing the trend effect on detrended cross-correlation analysis with empirical mode decomposition

International Nuclear Information System (INIS)

Zhao Xiaojun; Shang Pengjian; Zhao Chuang; Wang Jing; Tao Rui

2012-01-01

Highlights: ► Investigate the effects of linear, exponential and periodic trends on DCCA. ► Apply empirical mode decomposition to extract trend term. ► Strong and monotonic trends are successfully eliminated. ► Get the cross-correlation exponent in a persistent behavior without crossover. - Abstract: Detrended cross-correlation analysis (DCCA) is a scaling method commonly used to estimate long-range power law cross-correlation in non-stationary signals. However, the susceptibility of DCCA to trends makes the scaling results difficult to analyze due to spurious crossovers. We artificially generate long-range cross-correlated signals and systematically investigate the effect of linear, exponential and periodic trends. Specifically to the crossovers raised by trends, we apply empirical mode decomposition method which decomposes underlying signals into several intrinsic mode functions (IMF) and a residual trend. After the removal of residual term, strong and monotonic trends such as linear and exponential trends are successfully eliminated. But periodic trend cannot be separated out according to the criterion of IMF, which can be eliminated by Fourier transform. As a special case of DCCA, detrended fluctuation analysis presents similar results.

Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

Science.gov (United States)

Xie, Chi; Zhou, Yingying; Wang, Gangjin; Yan, Xinguo

We use the multifractal detrended cross-correlation analysis (MF-DCCA) method to explore the multifractal behavior of the cross-correlation between exchange rates of onshore RMB (CNY) and offshore RMB (CNH) against US dollar (USD). The empirical data are daily prices of CNY/USD and CNH/USD from May 1, 2012 to February 29, 2016. The results demonstrate that: (i) the cross-correlation between CNY/USD and CNH/USD is persistent and its fluctuation is smaller when the order of fluctuation function is negative than that when the order is positive; (ii) the multifractal behavior of the cross-correlation between CNY/USD and CNH/USD is significant during the sample period; (iii) the dynamic Hurst exponents obtained by the rolling windows analysis show that the cross-correlation is stable when the global economic situation is good and volatile in bad situation; and (iv) the non-normal distribution of original data has a greater effect on the multifractality of the cross-correlation between CNY/USD and CNH/USD than the temporary correlation.

Spatiotemporal Ultrafast-Plasmon Control Based on Response Functions of Nanostructures Measured by Interferometric Cross-Correlation Microscopy

Directory of Open Access Journals (Sweden)

Kusaba Miyuki

2013-03-01

Full Text Available We demonstrate an electrical-field cross-correlation imaging technique to obtain a response function of localized plasmon generated by femtosecond laser pulses on gold nanostructures. Based on the measured response functions, we spatiotemporally control the plasmon by shaping the femtosecond excitation laser pulses.

Atmospheric stellar parameters from cross-correlation functions

Science.gov (United States)

Malavolta, L.; Lovis, C.; Pepe, F.; Sneden, C.; Udry, S.

2017-08-01

The increasing number of spectra gathered by spectroscopic sky surveys and transiting exoplanet follow-up has pushed the community to develop automated tools for atmospheric stellar parameters determination. Here we present a novel approach that allows the measurement of temperature (Teff), metallicity ([Fe/H]) and gravity (log g) within a few seconds and in a completely automated fashion. Rather than performing comparisons with spectral libraries, our technique is based on the determination of several cross-correlation functions (CCFs) obtained by including spectral features with different sensitivity to the photospheric parameters. We use literature stellar parameters of high signal-to-noise (SNR), high-resolution HARPS spectra of FGK main-sequence stars to calibrate Teff, [Fe/H] and log g as a function of CCF parameters. Our technique is validated using low-SNR spectra obtained with the same instrument. For FGK stars we achieve a precision of σ _{{T_eff}} = 50 K, σlog g = 0.09 dex and σ _{{{[Fe/H]}}} =0.035 dex at SNR = 50, while the precision for observation with SNR ≳ 100 and the overall accuracy are constrained by the literature values used to calibrate the CCFs. Our approach can easily be extended to other instruments with similar spectral range and resolution or to other spectral range and stars other than FGK dwarfs if a large sample of reference stars is available for the calibration. Additionally, we provide the mathematical formulation to convert synthetic equivalent widths to CCF parameters as an alternative to direct calibration. We have made our tool publicly available.

Dangers and uses of cross-correlation in analyzing time series in perception, performance, movement, and neuroscience: The importance of constructing transfer function autoregressive models.

Science.gov (United States)

Dean, Roger T; Dunsmuir, William T M

2016-06-01

Many articles on perception, performance, psychophysiology, and neuroscience seek to relate pairs of time series through assessments of their cross-correlations. Most such series are individually autocorrelated: they do not comprise independent values. Given this situation, an unfounded reliance is often placed on cross-correlation as an indicator of relationships (e.g., referent vs. response, leading vs. following). Such cross-correlations can indicate spurious relationships, because of autocorrelation. Given these dangers, we here simulated how and why such spurious conclusions can arise, to provide an approach to resolving them. We show that when multiple pairs of series are aggregated in several different ways for a cross-correlation analysis, problems remain. Finally, even a genuine cross-correlation function does not answer key motivating questions, such as whether there are likely causal relationships between the series. Thus, we illustrate how to obtain a transfer function describing such relationships, informed by any genuine cross-correlations. We illustrate the confounds and the meaningful transfer functions by two concrete examples, one each in perception and performance, together with key elements of the R software code needed. The approach involves autocorrelation functions, the establishment of stationarity, prewhitening, the determination of cross-correlation functions, the assessment of Granger causality, and autoregressive model development. Autocorrelation also limits the interpretability of other measures of possible relationships between pairs of time series, such as mutual information. We emphasize that further complexity may be required as the appropriate analysis is pursued fully, and that causal intervention experiments will likely also be needed.

Statistical tests for power-law cross-correlated processes

Science.gov (United States)

Podobnik, Boris; Jiang, Zhi-Qiang; Zhou, Wei-Xing; Stanley, H. Eugene

2011-12-01

For stationary time series, the cross-covariance and the cross-correlation as functions of time lag n serve to quantify the similarity of two time series. The latter measure is also used to assess whether the cross-correlations are statistically significant. For nonstationary time series, the analogous measures are detrended cross-correlations analysis (DCCA) and the recently proposed detrended cross-correlation coefficient, ρDCCA(T,n), where T is the total length of the time series and n the window size. For ρDCCA(T,n), we numerically calculated the Cauchy inequality -1≤ρDCCA(T,n)≤1. Here we derive -1≤ρDCCA(T,n)≤1 for a standard variance-covariance approach and for a detrending approach. For overlapping windows, we find the range of ρDCCA within which the cross-correlations become statistically significant. For overlapping windows we numerically determine—and for nonoverlapping windows we derive—that the standard deviation of ρDCCA(T,n) tends with increasing T to 1/T. Using ρDCCA(T,n) we show that the Chinese financial market's tendency to follow the U.S. market is extremely weak. We also propose an additional statistical test that can be used to quantify the existence of cross-correlations between two power-law correlated time series.

CROSS-CORRELATIONS AS A COSMOLOGICAL CARBON MONOXIDE DETECTOR

International Nuclear Information System (INIS)

Pullen, Anthony R.; Doré, Olivier; Chang, Tzu-Ching; Lidz, Adam

2013-01-01

We present a new procedure to measure the large-scale carbon monoxide (CO) emissions across cosmic history. As a tracer of large-scale structure (LSS), the CO gas content as a function of redshift can be quantified by its three-dimensional fluctuation power spectra. Furthermore, cross-correlating CO emission with other LSS tracers offers a way to measure the emission as a function of scale and redshift. Here we introduce the model relevant for such a cross-correlation measurement between CO and other LSS tracers, and between different CO rotational lines. We propose a novel use of cosmic microwave background (CMB) data and attempt to extract redshifted CO emissions embedded in the Wilkinson Microwave Anisotropy Probe (WMAP) data set. We cross-correlate the all-sky WMAP7 data with LSS data sets, namely, the photometric quasar sample and the luminous red galaxy sample from the Sloan Digital Sky Survey Data Releases 6 and 7, respectively. We are unable to detect a cross-correlation signal with either CO(1-0) or CO(2-1) lines, mainly due to the instrumental noise in the WMAP data. However, we are able to rule out models more than three times greater than our more optimistic model. We discuss the cross-correlation signal from the thermal Sunyaev-Zeldovich effect and dust as potential contaminants, and quantify their impact for our CO measurements. We discuss forecasts for current CMB experiments and a hypothetical future CO-focused experiment, and propose to cross-correlate CO temperature data with the Hobby-Eberly Telescope Dark Energy Experiment Lyα-emitter sample, for which a signal-to-noise ratio of 58 is possible.

When can Empirical Green Functions be computed from Noise Cross-Correlations? Hints from different Geographical and Tectonic environments

Science.gov (United States)

Matos, Catarina; Silveira, Graça; Custódio, Susana; Domingues, Ana; Dias, Nuno; Fonseca, João F. B.; Matias, Luís; Krueger, Frank; Carrilho, Fernando

2014-05-01

Noise cross-correlations are now widely used to extract Green functions between station pairs. But, do all the cross-correlations routinely computed produce successful Green Functions? What is the relationship between noise recorded in a couple of stations and the cross-correlation between them? During the last decade, we have been involved in the deployment of several temporary dense broadband (BB) networks within the scope of both national projects and international collaborations. From 2000 to 2002, a pool of 8 BB stations continuously operated in the Azores in the scope of the Memorandum of Understanding COSEA (COordinated Seismic Experiment in the Azores). Thanks to the Project WILAS (West Iberia Lithosphere and Astenosphere Structure, PTDC/CTE-GIX/097946/2008) we temporarily increased the number of BB deployed in mainland Portugal to more than 50 (permanent + temporary) during the period 2010 - 2012. In 2011/12 a temporary pool of 12 seismometers continuously recorded BB data in the Madeira archipelago, as part of the DOCTAR (Deep Ocean Test Array Experiment) project. Project CV-PLUME (Investigation on the geometry and deep signature of the Cape Verde mantle plume, PTDC/CTE-GIN/64330/2006) covered the archipelago of Cape Verde, North Atlantic, with 40 temporary BB stations in 2007/08. Project MOZART (Mozambique African Rift Tomography, PTDC/CTE-GIX/103249/2008), covered Mozambique, East Africa, with 30 temporary BB stations in the period 2011 - 2013. These networks, located in very distinct geographical and tectonic environments, offer an interesting opportunity to study seasonal and spatial variations of noise sources and their impact on Empirical Green functions computed from noise cross-correlation. Seismic noise recorded at different seismic stations is evaluated by computation of the probability density functions of power spectral density (PSD) of continuous data. To assess seasonal variations of ambient noise sources in frequency content, time-series of

Cross-correlation time-of-flight analysis of molecular beam scattering

International Nuclear Information System (INIS)

Nowikow, C.V.; Grice, R.

1979-01-01

The theory of the cross-correlation method of time-of-flight analysis is presented in a form which highlights its formal similarity to the conventional method. A time-of-flight system for the analysis of crossed molecular beam scattering is described, which is based on a minicomputer interface and can operate in both the cross-correlation and conventional modes. The interface maintains the synchronisation of chopper disc rotation and channel advance indefinitely in the cross-correlation method and can acquire data in phase with the beam modulation in both methods. The shutter function of the cross-correlation method is determined and the deconvolution analysis of the data is discussed. (author)

Statistical properties of cross-correlation in the Korean stock market

Science.gov (United States)

Oh, G.; Eom, C.; Wang, F.; Jung, W.-S.; Stanley, H. E.; Kim, S.

2011-01-01

We investigate the statistical properties of the cross-correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the cross-correlation matrix is positively skewed and changes over time. We find that the eigenvalue distribution of original cross-correlation matrix deviates from the eigenvalues predicted by the RMT, and the largest eigenvalue is 52 times larger than the maximum value among the eigenvalues predicted by the RMT. The β_{473} coefficient, which reflect the largest eigenvalue property, is 0.8, while one of the eigenvalues in the RMT is approximately zero. Notably, we show that the entropy function E(σ) with the portfolio risk σ for the original and filtered cross-correlation matrices are consistent with a power-law function, E( σ) σ^{-γ}, with the exponent γ 2.92 and those for Asian currency crisis decreases significantly.

Detecting Near-Earth Objects Using Cross-Correlation with a Point Spread Function

Science.gov (United States)

2009-03-01

impact in the Yucatan Peninsula caused the extinction of the dinosaurs in the Cretaceous Period [Fix, 1995]. Even the Moon is pot marked by many...the atmosphere that the light traverses. For this reason , it is typically better to be at higher elevations to decrease the amount of atmosphere the...detection on average for the Rayleigh sampling with cross-correlation of a PSF than the Rayleigh sampling without cross- correlation. For this reason

Detecting PM2.5's Correlations between Neighboring Cities Using a Time-Lagged Cross-Correlation Coefficient.

Science.gov (United States)

Wang, Fang; Wang, Lin; Chen, Yuming

2017-08-31

In order to investigate the time-dependent cross-correlations of fine particulate (PM2.5) series among neighboring cities in Northern China, in this paper, we propose a new cross-correlation coefficient, the time-lagged q-L dependent height crosscorrelation coefficient (denoted by p q (τ, L)), which incorporates the time-lag factor and the fluctuation amplitude information into the analogous height cross-correlation analysis coefficient. Numerical tests are performed to illustrate that the newly proposed coefficient ρ q (τ, L) can be used to detect cross-correlations between two series with time lags and to identify different range of fluctuations at which two series possess cross-correlations. Applying the new coefficient to analyze the time-dependent cross-correlations of PM2.5 series between Beijing and the three neighboring cities of Tianjin, Zhangjiakou, and Baoding, we find that time lags between the PM2.5 series with larger fluctuations are longer than those between PM2.5 series withsmaller fluctuations. Our analysis also shows that cross-correlations between the PM2.5 series of two neighboring cities are significant and the time lags between two PM2.5 series of neighboring cities are significantly non-zero. These findings providenew scientific support on the view that air pollution in neighboring cities can affect one another not simultaneously but with a time lag.

Donor impurity-related photoionization cross section in GaAs cone-like quantum dots under applied electric field

Science.gov (United States)

Iqraoun, E.; Sali, A.; Rezzouk, A.; Feddi, E.; Dujardin, F.; Mora-Ramos, M. E.; Duque, C. A.

2017-06-01

The donor impurity-related electron states in GaAs cone-like quantum dots under the influence of an externally applied static electric field are theoretically investigated. Calculations are performed within the effective mass and parabolic band approximations, using the variational procedure to include the electron-impurity correlation effects. The uncorrelated Schrödinger-like electron states are obtained in quasi-analytical form and the entire electron-impurity correlated states are used to calculate the photoionisation cross section. Results for the electron state energies and the photoionisation cross section are reported as functions of the main geometrical parameters of the cone-like structures as well as of the electric field strength.

A new quantum statistical evaluation method for time correlation functions

International Nuclear Information System (INIS)

Loss, D.; Schoeller, H.

1989-01-01

Considering a system of N identical interacting particles, which obey Fermi-Dirac or Bose-Einstein statistics, the authors derive new formulas for correlation functions of the type C(t) = i= 1 N A i (t) Σ j=1 N B j > (where B j is diagonal in the free-particle states) in the thermodynamic limit. Thereby they apply and extend a superoperator formalism, recently developed for the derivation of long-time tails in semiclassical systems. As an illustrative application, the Boltzmann equation value of the time-integrated correlation function C(t) is derived in a straight-forward manner. Due to exchange effects, the obtained t-matrix and the resulting scattering cross section, which occurs in the Boltzmann collision operator, are now functionals of the Fermi-Dirac or Bose-Einstein distribution

Retrieving the Green’s function in an open system by cross correlation : A comparison of approaches (L)

NARCIS (Netherlands)

Wapenaar, C.P.A.; Fokkema, J.; Snieder, R.

2005-01-01

We compare two approaches for deriving the fact that the Green’s function in an arbitrary inhomogeneous open system can be obtained by cross correlating recordings of the wave field at two positions. One approach is based on physical arguments, exploiting the principle of time-reversal invariance of

Cross-Correlation Asymmetries and Causal Relationships between Stock and Market Risk

Science.gov (United States)

Borysov, Stanislav S.; Balatsky, Alexander V.

2014-01-01

We study historical correlations and lead-lag relationships between individual stock risk (volatility of daily stock returns) and market risk (volatility of daily returns of a market-representative portfolio) in the US stock market. We consider the cross-correlation functions averaged over all stocks, using 71 stock prices from the Standard & Poor's 500 index for 1994–2013. We focus on the behavior of the cross-correlations at the times of financial crises with significant jumps of market volatility. The observed historical dynamics showed that the dependence between the risks was almost linear during the US stock market downturn of 2002 and after the US housing bubble in 2007, remaining at that level until 2013. Moreover, the averaged cross-correlation function often had an asymmetric shape with respect to zero lag in the periods of high correlation. We develop the analysis by the application of the linear response formalism to study underlying causal relations. The calculated response functions suggest the presence of characteristic regimes near financial crashes, when the volatility of an individual stock follows the market volatility and vice versa. PMID:25162697

Cross-correlation asymmetries and causal relationships between stock and market risk.

Science.gov (United States)

Borysov, Stanislav S; Balatsky, Alexander V

2014-01-01

We study historical correlations and lead-lag relationships between individual stock risk (volatility of daily stock returns) and market risk (volatility of daily returns of a market-representative portfolio) in the US stock market. We consider the cross-correlation functions averaged over all stocks, using 71 stock prices from the Standard & Poor's 500 index for 1994-2013. We focus on the behavior of the cross-correlations at the times of financial crises with significant jumps of market volatility. The observed historical dynamics showed that the dependence between the risks was almost linear during the US stock market downturn of 2002 and after the US housing bubble in 2007, remaining at that level until 2013. Moreover, the averaged cross-correlation function often had an asymmetric shape with respect to zero lag in the periods of high correlation. We develop the analysis by the application of the linear response formalism to study underlying causal relations. The calculated response functions suggest the presence of characteristic regimes near financial crashes, when the volatility of an individual stock follows the market volatility and vice versa.

The effects of common risk factors on stock returns: A detrended cross-correlation analysis

Science.gov (United States)

Ruan, Qingsong; Yang, Bingchan

2017-10-01

In this paper, we investigate the cross-correlations between Fama and French three factors and the return of American industries on the basis of cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). Qualitatively, we find that the return series of Fama and French three factors and American industries were overall significantly cross-correlated based on the analysis of a statistic. Quantitatively, we find that the cross-correlations between three factors and the return of American industries were strongly multifractal, and applying MF-DCCA we also investigate the cross-correlation of industry returns and residuals. We find that there exists multifractality of industry returns and residuals. The result of correlation coefficients we can verify that there exist other factors which influence the industry returns except Fama three factors.

Characteristics of angular cross correlations studied by light scattering from two-dimensional microsphere films

Science.gov (United States)

Schroer, M. A.; Gutt, C.; Grübel, G.

2014-07-01

Recently the analysis of scattering patterns by angular cross-correlation analysis (CCA) was introduced to reveal the orientational order in disordered samples with special focus to future applications on x-ray free-electron laser facilities. We apply this CCA approach to ultra-small-angle light-scattering data obtained from two-dimensional monolayers of microspheres. The films were studied in addition by optical microscopy. This combined approach allows to calculate the cross-correlations of the scattering patterns, characterized by the orientational correlation function Ψl(q), as well as to obtain the real-space structure of the monolayers. We show that CCA is sensitive to the orientational order of monolayers formed by the microspheres which are not directly visible from the scattering patterns. By mixing microspheres of different radii the sizes of ordered monolayer domains is reduced. For these samples it is shown that Ψl(q) quantitatively describes the degree of hexagonal order of the two-dimensional films. The experimental CCA results are compared with calculations based on the microscopy images. Both techniques show qualitatively similar features. Differences can be attributed to the wave-front distortion of the laser beam in the experiment. This effect is discussed by investigating the effect of different wave fronts on the cross-correlation analysis results. The so-determined characteristics of the cross-correlation analysis will be also relevant for future x-ray-based studies.

Detrended cross-correlation analysis on RMB exchange rate and Hang Seng China Enterprises Index

Science.gov (United States)

Ruan, Qingsong; Yang, Bingchan; Ma, Guofeng

2017-02-01

In this paper, we investigate the cross-correlations between the Hang Seng China Enterprises Index and RMB exchange markets on the basis of a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). MF-DCCA has, at best, serious limitations for most of the signals describing complex natural processes and often indicates multifractal cross-correlations when there are none. In order to prevent these false multifractal cross-correlations, we apply MFCCA to verify the cross-correlations. Qualitatively, we find that the return series of the Hang Seng China Enterprises Index and RMB exchange markets were, overall, significantly cross-correlated based on the statistical analysis. Quantitatively, we find that the cross-correlations between the stock index and RMB exchange markets were strongly multifractal, and the multifractal degree of the onshore RMB exchange markets was somewhat larger than the offshore RMB exchange markets. Moreover, we use the absolute return series to investigate and confirm the fact of multifractality. The results from the rolling windows show that the short-term cross-correlations between volatility series remain high.

Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations

Science.gov (United States)

Kwapień, Jarosław; Oświecimka, Paweł; DroŻdŻ, Stanisław

2015-11-01

The detrended cross-correlation coefficient ρDCCA has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, nonstationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analog of the Pearson coefficient in the case of the fluctuation analysis. The coefficient ρDCCA works well in many practical situations but by construction its applicability is limited to detection of whether two signals are generally cross-correlated, without the possibility to obtain information on the amplitude of fluctuations that are responsible for those cross-correlations. In order to introduce some related flexibility, here we propose an extension of ρDCCA that exploits the multifractal versions of DFA and DCCA: multifractal detrended fluctuation analysis and multifractal detrended cross-correlation analysis, respectively. The resulting new coefficient ρq not only is able to quantify the strength of correlations but also allows one to identify the range of detrended fluctuation amplitudes that are correlated in two signals under study. We show how the coefficient ρq works in practical situations by applying it to stochastic time series representing processes with long memory: autoregressive and multiplicative ones. Such processes are often used to model signals recorded from complex systems and complex physical phenomena like turbulence, so we are convinced that this new measure can successfully be applied in time-series analysis. In particular, we present an example of such application to highly complex empirical data from financial markets. The present formulation can straightforwardly be extended to multivariate data in terms of the q -dependent counterpart of the correlation matrices and then to the network representation.

Density functionals for surface science: Exchange-correlation model development with Bayesian error estimation

DEFF Research Database (Denmark)

Wellendorff, Jess; Lundgård, Keld Troen; Møgelhøj, Andreas

2012-01-01

A methodology for semiempirical density functional optimization, using regularization and cross-validation methods from machine learning, is developed. We demonstrate that such methods enable well-behaved exchange-correlation approximations in very flexible model spaces, thus avoiding the overfit......A methodology for semiempirical density functional optimization, using regularization and cross-validation methods from machine learning, is developed. We demonstrate that such methods enable well-behaved exchange-correlation approximations in very flexible model spaces, thus avoiding...... the energetics of intramolecular and intermolecular, bulk solid, and surface chemical bonding, and the developed optimization method explicitly handles making the compromise based on the directions in model space favored by different materials properties. The approach is applied to designing the Bayesian error...... sets validates the applicability of BEEF-vdW to studies in chemistry and condensed matter physics. Applications of the approximation and its Bayesian ensemble error estimate to two intricate surface science problems support this....

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

Science.gov (United States)

Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.

2014-12-01

We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

A damage detection method for instrumented civil structures using prerecorded Green’s functions and cross-correlation

OpenAIRE

Heckman, Vanessa; Kohler, Monica; Heaton, Thomas

2011-01-01

Automated damage detection methods have application to instrumented structures that are susceptible to types of damage that are difficult or costly to detect. The presented method has application to the detection of brittle fracture of welded beam-column connections in steel moment-resisting frames (MRFs), where locations of potential structural damage are known a priori. The method makes use of a prerecorded catalog of Green’s function templates and a cross-correlation method ...

Mixed-correlated ARFIMA processes for power-law cross-correlations

Czech Academy of Sciences Publication Activity Database

Krištoufek, Ladislav

2013-01-01

Roč. 392, č. 24 (2013), s. 6484-6493 ISSN 0378-4371 R&D Projects: GA ČR GA402/09/0965 Institutional support: RVO:67985556 Keywords : power-law cross-correlations * long - term memory * econophysics Subject RIV: AH - Economics Impact factor: 1.722, year: 2013 http://library.utia.cas.cz/separaty/2013/E/kristoufek-mixed-correlated arfima processes for power-law cross-correlations.pdf

Correlation functions of warped CFT

Science.gov (United States)

Song, Wei; Xu, Jianfei

2018-04-01

Warped conformal field theory (WCFT) is a two dimensional quantum field theory whose local symmetry algebra consists of a Virasoro algebra and a U(1) Kac-Moody algebra. In this paper, we study correlation functions for primary operators in WCFT. Similar to conformal symmetry, warped conformal symmetry is very constraining. The form of the two and three point functions are determined by the global warped conformal symmetry while the four point functions can be determined up to an arbitrary function of the cross ratio. The warped conformal bootstrap equation are constructed by formulating the notion of crossing symmetry. In the large central charge limit, four point functions can be decomposed into global warped conformal blocks, which can be solved exactly. Furthermore, we revisit the scattering problem in warped AdS spacetime (WAdS), and give a prescription on how to match the bulk result to a WCFT retarded Green's function. Our result is consistent with the conjectured holographic dualities between WCFT and WAdS.

Dynamical Analysis of Stock Market Instability by Cross-correlation Matrix

Science.gov (United States)

Takaishi, Tetsuya

2016-08-01

We study stock market instability by using cross-correlations constructed from the return time series of 366 stocks traded on the Tokyo Stock Exchange from January 5, 1998 to December 30, 2013. To investigate the dynamical evolution of the cross-correlations, crosscorrelation matrices are calculated with a rolling window of 400 days. To quantify the volatile market stages where the potential risk is high, we apply the principal components analysis and measure the cumulative risk fraction (CRF), which is the system variance associated with the first few principal components. From the CRF, we detected three volatile market stages corresponding to the bankruptcy of Lehman Brothers, the 2011 Tohoku Region Pacific Coast Earthquake, and the FRB QE3 reduction observation in the study period. We further apply the random matrix theory for the risk analysis and find that the first eigenvector is more equally de-localized when the market is volatile.

Dynamical Analysis of Stock Market Instability by Cross-correlation Matrix

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2016-01-01

We study stock market instability by using cross-correlations constructed from the return time series of 366 stocks traded on the Tokyo Stock Exchange from January 5, 1998 to December 30, 2013. To investigate the dynamical evolution of the cross-correlations, crosscorrelation matrices are calculated with a rolling window of 400 days. To quantify the volatile market stages where the potential risk is high, we apply the principal components analysis and measure the cumulative risk fraction (CRF), which is the system variance associated with the first few principal components. From the CRF, we detected three volatile market stages corresponding to the bankruptcy of Lehman Brothers, the 2011 Tohoku Region Pacific Coast Earthquake, and the FRB QE3 reduction observation in the study period. We further apply the random matrix theory for the risk analysis and find that the first eigenvector is more equally de-localized when the market is volatile. (paper)

Measurement of correlated b quark cross sections at CDF

International Nuclear Information System (INIS)

Gerdes, D.

1994-09-01

Using data collected during the 1992--93 collider run at Fermilab, CDF has made measurements of correlated b quark cross section where one b is detected from a muon from semileptonic decay and the second b is detected with secondary vertex techniques. We report on measurements of the cross section as a function of the momentum of the second b and as a function of the azimuthal separation of the two b quarks, for transverse momentum of the initial b quark greater than 15 GeV. Results are compared to QCD predictions

Quantifying the range of cross-correlated fluctuations using a q- L dependent AHXA coefficient

Science.gov (United States)

Wang, Fang; Wang, Lin; Chen, Yuming

2018-03-01

Recently, based on analogous height cross-correlation analysis (AHXA), a cross-correlation coefficient ρ×(L) has been proposed to quantify the levels of cross-correlation on different temporal scales for bivariate series. A limitation of this coefficient is that it cannot capture the full information of cross-correlations on amplitude of fluctuations. In fact, it only detects the cross-correlation at a specific order fluctuation, which might neglect some important information inherited from other order fluctuations. To overcome this disadvantage, in this work, based on the scaling of the qth order covariance and time delay L, we define a two-parameter dependent cross-correlation coefficient ρq(L) to detect and quantify the range and level of cross-correlations. This new version of ρq(L) coefficient leads to the formation of a ρq(L) surface, which not only is able to quantify the level of cross-correlations, but also allows us to identify the range of fluctuation amplitudes that are correlated in two given signals. Applications to the classical ARFIMA models and the binomial multifractal series illustrate the feasibility of this new coefficient ρq(L) . In addition, a statistical test is proposed to quantify the existence of cross-correlations between two given series. Applying our method to the real life empirical data from the 1999-2000 California electricity market, we find that the California power crisis in 2000 destroys the cross-correlation between the price and the load series but does not affect the correlation of the load series during and before the crisis.

Multiscale Detrended Cross-Correlation Analysis of STOCK Markets

Science.gov (United States)

Yin, Yi; Shang, Pengjian

2014-06-01

In this paper, we employ the detrended cross-correlation analysis (DCCA) to investigate the cross-correlations between different stock markets. We report the results of cross-correlated behaviors in US, Chinese and European stock markets in period 1997-2012 by using DCCA method. The DCCA shows the cross-correlated behaviors of intra-regional and inter-regional stock markets in the short and long term which display the similarities and differences of cross-correlated behaviors simply and roughly and the persistence of cross-correlated behaviors of fluctuations. Then, because of the limitation and inapplicability of DCCA method, we propose multiscale detrended cross-correlation analysis (MSDCCA) method to avoid "a priori" selecting the ranges of scales over which two coefficients of the classical DCCA method are identified, and employ MSDCCA to reanalyze these cross-correlations to exhibit some important details such as the existence and position of minimum, maximum and bimodal distribution which are lost if the scale structure is described by two coefficients only and essential differences and similarities in the scale structures of cross-correlation of intra-regional and inter-regional markets. More statistical characteristics of cross-correlation obtained by MSDCCA method help us to understand how two different stock markets influence each other and to analyze the influence from thus two inter-regional markets on the cross-correlation in detail, thus we get a richer and more detailed knowledge of the complex evolutions of dynamics of the cross-correlations between stock markets. The application of MSDCCA is important to promote our understanding of the internal mechanisms and structures of financial markets and helps to forecast the stock indices based on our current results demonstrated the cross-correlations between stock indices. We also discuss the MSDCCA methods of secant rolling window with different sizes and, lastly, provide some relevant implications and

Modeling CMB lensing cross correlations with CLEFT

Energy Technology Data Exchange (ETDEWEB)

Modi, Chirag; White, Martin [Department of Physics, University of California, Berkeley, CA 94720 (United States); Vlah, Zvonimir, E-mail: modichirag@berkeley.edu, E-mail: mwhite@berkeley.edu, E-mail: zvlah@stanford.edu [Stanford Institute for Theoretical Physics and Department of Physics, Stanford University, Stanford, CA 94306 (United States)

2017-08-01

A new generation of surveys will soon map large fractions of sky to ever greater depths and their science goals can be enhanced by exploiting cross correlations between them. In this paper we study cross correlations between the lensing of the CMB and biased tracers of large-scale structure at high z . We motivate the need for more sophisticated bias models for modeling increasingly biased tracers at these redshifts and propose the use of perturbation theories, specifically Convolution Lagrangian Effective Field Theory (CLEFT). Since such signals reside at large scales and redshifts, they can be well described by perturbative approaches. We compare our model with the current approach of using scale independent bias coupled with fitting functions for non-linear matter power spectra, showing that the latter will not be sufficient for upcoming surveys. We illustrate our ideas by estimating σ{sub 8} from the auto- and cross-spectra of mock surveys, finding that CLEFT returns accurate and unbiased results at high z . We discuss uncertainties due to the redshift distribution of the tracers, and several avenues for future development.

Cross-correlations and influence in world gold markets

Science.gov (United States)

Lin, Min; Wang, Gang-Jin; Xie, Chi; Stanley, H. Eugene

2018-01-01

Using the detrended cross-correlation analysis (DCCA) coefficient and the detrended partial cross-correlation analysis (DPCCA) coefficient, we investigate cross-correlations and net cross-correlations among five major world gold markets (London, New York, Shanghai, Tokyo, and Mumbai) at different time scales. We propose multiscale influence measures for examining the influence of individual markets on other markets and on the entire system. We find (i) that the cross-correlations, net cross-correlations, and net influences among the five gold markets vary across time scales, (ii) that the cross-market correlation between London and New York at each time scale is intense and inherent, meaning that the influence of other gold markets on the London-New York market is negligible, (iii) that the remaining cross-market correlations (i.e., those other than London-New York) are greatly affected by other gold markets, and (iv) that the London gold market significantly affects the other four gold markets and dominates the world-wide gold market. Our multiscale findings give market participants and market regulators new information on cross-market linkages in the world-wide gold market.

Cross-correlation between EMG and center of gravity during quiet stance: theory and simulations.

Science.gov (United States)

Kohn, André Fabio

2005-11-01

Several signal processing tools have been employed in the experimental study of the postural control system in humans. Among them, the cross-correlation function has been used to analyze the time relationship between signals such as the electromyogram and the horizontal projection of the center of gravity. The common finding is that the electromyogram precedes the biomechanical signal, a result that has been interpreted in different ways, for example, the existence of feedforward control or the preponderance of a velocity feedback. It is shown here, analytically and by simulation, that the cross-correlation function is dependent in a complicated way on system parameters and on noise spectra. Results similar to those found experimentally, e.g., electromyogram preceding the biomechanical signal may be obtained in a postural control model without any feedforward control and without any velocity feedback. Therefore, correct interpretations of experimentally obtained cross-correlation functions may require additional information about the system. The results extend to other biomedical applications where two signals from a closed loop system are cross-correlated.

Temporal cross-correlation asymmetry and departure from equilibrium in a bistable chemical system.

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Bianca, C; Lemarchand, A

2014-06-14

This paper aims at determining sustained reaction fluxes in a nonlinear chemical system driven in a nonequilibrium steady state. The method relies on the computation of cross-correlation functions for the internal fluctuations of chemical species concentrations. By employing Langevin-type equations, we derive approximate analytical formulas for the cross-correlation functions associated with nonlinear dynamics. Kinetic Monte Carlo simulations of the chemical master equation are performed in order to check the validity of the Langevin equations for a bistable chemical system. The two approaches are found in excellent agreement, except for critical parameter values where the bifurcation between monostability and bistability occurs. From the theoretical point of view, the results imply that the behavior of cross-correlation functions cannot be exploited to measure sustained reaction fluxes in a specific nonlinear system without the prior knowledge of the associated chemical mechanism and the rate constants.

Brief communication: Landslide motion from cross correlation of UAV-derived morphological attributes

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Peppa, Maria V.; Mills, Jon P.; Moore, Phil; Miller, Pauline E.; Chambers, Jonathan E.

2017-12-01

Unmanned aerial vehicles (UAVs) can provide observations of high spatio-temporal resolution to enable operational landslide monitoring. In this research, the construction of digital elevation models (DEMs) and orthomosaics from UAV imagery is achieved using structure-from-motion (SfM) photogrammetric procedures. The study examines the additional value that the morphological attribute of openness, amongst others, can provide to surface deformation analysis. Image-cross-correlation functions and DEM subtraction techniques are applied to the SfM outputs. Through the proposed integrated analysis, the automated quantification of a landslide's motion over time is demonstrated, with implications for the wider interpretation of landslide kinematics via UAV surveys.

Dynamic evolution of cross-correlations in the Chinese stock market.

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Fei Ren

Full Text Available The analysis of cross-correlations is extensively applied for the understanding of interconnections in stock markets and the portfolio risk estimation. Current studies of correlations in Chinese market mainly focus on the static correlations between return series, and this calls for an urgent need to investigate their dynamic correlations. Our study aims to reveal the dynamic evolution of cross-correlations in the Chinese stock market, and offer an exact interpretation for the evolution behavior. The correlation matrices constructed from the return series of 367 A-share stocks traded on the Shanghai Stock Exchange from January 4, 1999 to December 30, 2011 are calculated over a moving window with a size of 400 days. The evolutions of the statistical properties of the correlation coefficients, eigenvalues, and eigenvectors of the correlation matrices are carefully analyzed. We find that the stock correlations are significantly increased in the periods of two market crashes in 2001 and 2008, during which only five eigenvalues significantly deviate from the random correlation matrix, and the systemic risk is higher in these volatile periods than calm periods. By investigating the significant contributors of the deviating eigenvectors in different time periods, we observe a dynamic evolution behavior in business sectors such as IT, electronics, and real estate, which lead the rise (drop before (after the crashes. Our results provide new perspectives for the understanding of the dynamic evolution of cross-correlations in the Chines stock markets, and the result of risk estimation is valuable for the application of risk management.

Dynamic evolution of cross-correlations in the Chinese stock market.

Science.gov (United States)

Ren, Fei; Zhou, Wei-Xing

2014-01-01

The analysis of cross-correlations is extensively applied for the understanding of interconnections in stock markets and the portfolio risk estimation. Current studies of correlations in Chinese market mainly focus on the static correlations between return series, and this calls for an urgent need to investigate their dynamic correlations. Our study aims to reveal the dynamic evolution of cross-correlations in the Chinese stock market, and offer an exact interpretation for the evolution behavior. The correlation matrices constructed from the return series of 367 A-share stocks traded on the Shanghai Stock Exchange from January 4, 1999 to December 30, 2011 are calculated over a moving window with a size of 400 days. The evolutions of the statistical properties of the correlation coefficients, eigenvalues, and eigenvectors of the correlation matrices are carefully analyzed. We find that the stock correlations are significantly increased in the periods of two market crashes in 2001 and 2008, during which only five eigenvalues significantly deviate from the random correlation matrix, and the systemic risk is higher in these volatile periods than calm periods. By investigating the significant contributors of the deviating eigenvectors in different time periods, we observe a dynamic evolution behavior in business sectors such as IT, electronics, and real estate, which lead the rise (drop) before (after) the crashes. Our results provide new perspectives for the understanding of the dynamic evolution of cross-correlations in the Chines stock markets, and the result of risk estimation is valuable for the application of risk management.

CROSS-CORRELATION MODELLING OF SURFACE WATER – GROUNDWATER INTERACTION USING THE EXCEL SPREADSHEET APPLICATION

Directory of Open Access Journals (Sweden)

Kristijan Posavec

2017-01-01

Full Text Available Modelling responses of groundwater levels in aquifer systems, which occur as a reaction to changes in aquifer system boundary conditions such as river or stream stages, is commonly being studied using statistical methods, namely correlation, cross-correlation and regression methods. Although correlation and regression analysis tools are readily available in Microsoft Excel, a widely applied spreadsheet industry standard, the cross-correlation analysis tool is missing. As a part of research of groundwater pressure propagation into alluvial aquifer systems of the Sava and Drava/Danube River catchments following river stages rise, focused on estimating groundwater pressure travel times in aquifers, an Excel spreadsheet data analysis application for cross-correlation modelling has been designed and used in modelling surface water – groundwater interaction. Examples of fi eld data from the Zagreb aquifer system and the Kopački rit Nature Park aquifer system are used to illustrate the usefulness of the cross-correlation application.

Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient

Science.gov (United States)

Wang, Gang-Jin; Xie, Chi; Chen, Shou; Yang, Jiao-Jiao; Yang, Ming-Yan

2013-09-01

In this study, we first build two empirical cross-correlation matrices in the US stock market by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the two matrices with the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock market. We choose the daily closing prices of 462 constituent stocks of S&P 500 index as the research objects and select the sample data from January 3, 2005 to August 31, 2012. In the empirical analysis, we examine the statistical properties of cross-correlation coefficients, the distribution of eigenvalues, the distribution of eigenvector components, and the inverse participation ratio. From the two methods, we find some new results of the cross-correlations in the US stock market in our study, which are different from the conclusions reached by previous studies. The empirical cross-correlation matrices constructed by the DCCA coefficient show several interesting properties at different time scales in the US stock market, which are useful to the risk management and optimal portfolio selection, especially to the diversity of the asset portfolio. It will be an interesting and meaningful work to find the theoretical eigenvalue distribution of a completely random matrix R for the DCCA coefficient because it does not obey the Marčenko-Pastur distribution.

The prevalence and correlates of low sexual functioning in women on hemodialysis: A multinational, cross-sectional study.

Directory of Open Access Journals (Sweden)

Valeria Saglimbene

Full Text Available Sexual dysfunction may affect 80% of women in hemodialysis. However the specific patterns and clinical correlates of sexual functioning remain poorly described. The aim of this study was to assess prevalence and correlates of the individual domains of sexual functioning in women treated with hemodialysis. We recruited, into this multinational cross-sectional study, women treated with long-term hemodialysis (Collaborative Working Group on Depression and Sexual dysfunction in Hemodialysis study. Self-reported domains of sexual functioning were assessed by the Female Sexual Function Index, which is routinely administered within the network of dialysis patients followed by the working group. Lower scores represented lower sexual functioning. Socio-demographic and clinical correlates of each domain of sexual functioning were identified by stepwise multivariable linear regression. Sensitivity analyses were restricted to women who reported being sexually active. We found that of 1309 enrolled women, 659 (50.3% provided complete responses to FSFI survey questions and 232 (35% reported being sexually active. Overall, most respondents reported either no sexual activity or low sexual functioning in all measured domains (orgasm 75.1%; arousal 64.0%; lubrication 63.3%; pain 60.7%; satisfaction 60.1%; sexual desire 58.0%. Respondents who were waitlisted for a kidney transplant reported scores with higher sexual functioning, while older respondents reported scores with lower functioning. The presence of depression was associated with worse lubrication and pain scores [mean difference for depressed versus non-depressed women (95% CI -0.42 (-0.73 to -0.11, -0.53 (-0.89 to -0.16, respectively] while women who had experienced a previous cardiovascular event reported higher pain scores [-0.77 (-1.40- to -0.13]. In conclusion, women in hemodialysis reported scores consistent with marked low sexual functioning across a range of domains; the low functioning appeared

A pair density functional theory utilizing the correlated wave function

International Nuclear Information System (INIS)

Higuchi, M; Higuchi, K

2009-01-01

We propose a practical scheme for calculating the ground-state pair density (PD) by utilizing the correlated wave function. As the correlated wave function, we adopt a linear combination of the single Slater determinants that are constructed from the solutions of the initial scheme [Higuchi M and Higuchi K 2007 Physica B 387, 117]. The single-particle equation is derived by performing the variational principle within the set of PDs that are constructed from such correlated wave functions. Since the search region of the PD is substantially extended as compared with the initial scheme, it is expected that the present scheme can cover more correlation effects. The single-particle equation is practical, and may be easily applied to actual calculations.

Core Noise Diagnostics of Turbofan Engine Noise Using Correlation and Coherence Functions

Science.gov (United States)

Miles, Jeffrey H.

2009-01-01

Cross-correlation and coherence functions are used to look for periodic acoustic components in turbofan engine combustor time histories, to investigate direct and indirect combustion noise source separation based on signal propagation time delays, and to provide information on combustor acoustics. Using the cross-correlation function, time delays were identified in all cases, clearly indicating the combustor is the source of the noise. In addition, unfiltered and low-pass filtered at 400 Hz signals had a cross-correlation time delay near 90 ms, while the low-pass filtered at less than 400 Hz signals had a cross-correlation time delay longer than 90 ms. Low-pass filtering at frequencies less than 400 Hz partially removes the direct combustion noise signals. The remainder includes the indirect combustion noise signal, which travels more slowly because of the dependence on the entropy convection velocity in the combustor. Source separation of direct and indirect combustion noise is demonstrated by proper use of low-pass filters with the cross-correlation function for a range of operating conditions. The results may lead to a better idea about the acoustics in the combustor and may help develop and validate improved reduced-order physics-based methods for predicting direct and indirect combustion noise.

Cumulant approach to dynamical correlation functions at finite temperatures

International Nuclear Information System (INIS)

Tran Minhtien.

1993-11-01

A new theoretical approach, based on the introduction of cumulants, to calculate thermodynamic averages and dynamical correlation functions at finite temperatures is developed. The method is formulated in Liouville instead of Hilbert space and can be applied to operators which do not require to satisfy fermion or boson commutation relations. The application of the partitioning and projection methods for the dynamical correlation functions is discussed. The present method can be applied to weakly as well as to strongly correlated systems. (author). 9 refs

Flow velocity measurement by using zero-crossing polarity cross correlation method

International Nuclear Information System (INIS)

Xu Chengji; Lu Jinming; Xia Hong

1993-01-01

Using the designed correlation metering system and a high accurate hot-wire anemometer as a calibration device, the experimental study of correlation method in a tunnel was carried out. The velocity measurement of gas flow by using zero-crossing polarity cross correlation method was realized and the experimental results has been analysed

Multifractal detrended cross-correlation analysis in the MENA area

Science.gov (United States)

El Alaoui, Marwane; Benbachir, Saâd

2013-12-01

In this paper, we investigated multifractal cross-correlations qualitatively and quantitatively using a cross-correlation test and the Multifractal detrended cross-correlation analysis method (MF-DCCA) for markets in the MENA area. We used cross-correlation coefficients to measure the level of this correlation. The analysis concerns four stock market indices of Morocco, Tunisia, Egypt and Jordan. The countries chosen are signatory of the Agadir agreement concerning the establishment of a free trade area comprising Arab Mediterranean countries. We computed the bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively the cross-correlations. By analyzing the results, we found the existence of multifractal cross-correlations between all of these markets. We compared the spectrum width of these indices; we also found which pair of indices has a strong multifractal cross-correlation.

Cross correlations of quantum key distribution based on single-photon sources

International Nuclear Information System (INIS)

Dong Shuangli; Wang Xiaobo; Zhang Guofeng; Sun Jianhu; Zhang Fang; Xiao Liantuan; Jia Suotang

2009-01-01

We theoretically analyze the second-order correlation function in a quantum key distribution system with real single-photon sources. Based on single-event photon statistics, the influence of the modification caused by an eavesdropper's intervention and the effects of background signals on the cross correlations between authorized partners are presented. On this basis, we have shown a secure range of correlation against the intercept-resend attacks.

Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation

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Badi H. Baltagi

2016-11-01

Full Text Available This paper considers the problem of testing cross-sectional correlation in large panel data models with serially-correlated errors. It finds that existing tests for cross-sectional correlation encounter size distortions with serial correlation in the errors. To control the size, this paper proposes a modification of Pesaran’s Cross-sectional Dependence (CD test to account for serial correlation of an unknown form in the error term. We derive the limiting distribution of this test as N , T → ∞ . The test is distribution free and allows for unknown forms of serial correlation in the errors. Monte Carlo simulations show that the test has good size and power for large panels when serial correlation in the errors is present.

Subsystem density functional theory with meta-generalized gradient approximation exchange-correlation functionals.

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Śmiga, Szymon; Fabiano, Eduardo; Laricchia, Savio; Constantin, Lucian A; Della Sala, Fabio

2015-04-21

We analyze the methodology and the performance of subsystem density functional theory (DFT) with meta-generalized gradient approximation (meta-GGA) exchange-correlation functionals for non-bonded molecular systems. Meta-GGA functionals depend on the Kohn-Sham kinetic energy density (KED), which is not known as an explicit functional of the density. Therefore, they cannot be directly applied in subsystem DFT calculations. We propose a Laplacian-level approximation to the KED which overcomes this limitation and provides a simple and accurate way to apply meta-GGA exchange-correlation functionals in subsystem DFT calculations. The so obtained density and energy errors, with respect to the corresponding supermolecular calculations, are comparable with conventional approaches, depending almost exclusively on the approximations in the non-additive kinetic embedding term. An embedding energy error decomposition explains the accuracy of our method.

Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

International Nuclear Information System (INIS)

He Lingyun; Chen Shupeng

2011-01-01

Highlights: → We investigated cross-correlations between China's and US agricultural futures markets. → Power-law cross-correlations are found between the geographically far but correlated markets. → Multifractal features are significant in all the markets. → Cross-correlation exponent is less than averaged GHE when q 0. - Abstract: We investigated geographically far but temporally correlated China's and US agricultural futures markets. We found that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the markets. It is very interesting that the geographically far markets show strong cross-correlations and share much of their multifractal structure. Furthermore, we found that for all the agricultural futures markets in our studies, the cross-correlation exponent is less than the averaged generalized Hurst exponents (GHE) when q 0.

Memory-induced sign reversals of the spatial cross-correlation for particles in viscoelastic shear flows

International Nuclear Information System (INIS)

Sauga, Ako; Laas, Katrin; Mankin, Romi

2015-01-01

Highlights: • Cross-correlation (CC) of coordinates of particles in viscoelastic shear flows is discussed. • Expressions for CC functions subjected to both internal and external noises are presented. • Impact of internal and external noises on CC functions are compared. • Memory-induced reentrant sign reversals of the spatial cross-moment are established. - Abstract: The behavior of shear-induced cross-correlation functions between particle fluctuations along orthogonal directions in the shear plane for harmonically trapped Brownian particles in a viscoelastic shear flow is studied. A generalized Langevin equation with a power-law-type memory kernel is used to model the complex structure of the viscoelastic media. Interaction with fluctuations of environmental parameters is modeled by a multiplicative white Gaussian noise, by an internal fractional Gaussian noise, and by an additive external white noise. It is shown that the presence of a memory has a profound effect on the behavior of the cross-correlation functions. Particularly, memory-induced reentrant sign reversals of the spatial cross-moment between orthogonal random displacements of a particle are established, i.e., an increase of the memory exponent can cause the sign reversal from positive to negative, but by a further increase of the memory exponent a reentrant transition from negative to positive values appears. Similarities and differences between the behavior of the models with additive internal and external noises are considered. It is shown that additive external and internal noises cause qualitatively different dependencies of the cross-correlation functions on the time lag. The occurrence of energetic instability due to the influence of multiplicative noise is also discussed.

Joint cross-correlation analysis reveals complex, time-dependent functional relationship between cortical neurons and arm electromyograms

Science.gov (United States)

Zhuang, Katie Z.; Lebedev, Mikhail A.

2014-01-01

Correlation between cortical activity and electromyographic (EMG) activity of limb muscles has long been a subject of neurophysiological studies, especially in terms of corticospinal connectivity. Interest in this issue has recently increased due to the development of brain-machine interfaces with output signals that mimic muscle force. For this study, three monkeys were implanted with multielectrode arrays in multiple cortical areas. One monkey performed self-timed touch pad presses, whereas the other two executed arm reaching movements. We analyzed the dynamic relationship between cortical neuronal activity and arm EMGs using a joint cross-correlation (JCC) analysis that evaluated trial-by-trial correlation as a function of time intervals within a trial. JCCs revealed transient correlations between the EMGs of multiple muscles and neural activity in motor, premotor and somatosensory cortical areas. Matching results were obtained using spike-triggered averages corrected by subtracting trial-shuffled data. Compared with spike-triggered averages, JCCs more readily revealed dynamic changes in cortico-EMG correlations. JCCs showed that correlation peaks often sharpened around movement times and broadened during delay intervals. Furthermore, JCC patterns were directionally selective for the arm-reaching task. We propose that such highly dynamic, task-dependent and distributed relationships between cortical activity and EMGs should be taken into consideration for future brain-machine interfaces that generate EMG-like signals. PMID:25210153

Hexagonalization of correlation functions

Energy Technology Data Exchange (ETDEWEB)

Fleury, Thiago [Instituto de Física Teórica, UNESP - University Estadual Paulista,ICTP South American Institute for Fundamental Research,Rua Dr. Bento Teobaldo Ferraz 271, 01140-070, São Paulo, SP (Brazil); Komatsu, Shota [Perimeter Institute for Theoretical Physics,31 Caroline St N Waterloo, Ontario N2L 2Y5 (Canada)

2017-01-30

We propose a nonperturbative framework to study general correlation functions of single-trace operators in N=4 supersymmetric Yang-Mills theory at large N. The basic strategy is to decompose them into fundamental building blocks called the hexagon form factors, which were introduced earlier to study structure constants using integrability. The decomposition is akin to a triangulation of a Riemann surface, and we thus call it hexagonalization. We propose a set of rules to glue the hexagons together based on symmetry, which naturally incorporate the dependence on the conformal and the R-symmetry cross ratios. Our method is conceptually different from the conventional operator product expansion and automatically takes into account multi-trace operators exchanged in OPE channels. To illustrate the idea in simple set-ups, we compute four-point functions of BPS operators of arbitrary lengths and correlation functions of one Konishi operator and three short BPS operators, all at one loop. In all cases, the results are in perfect agreement with the perturbative data. We also suggest that our method can be a useful tool to study conformal integrals, and show it explicitly for the case of ladder integrals.

A 32-channel photon counting module with embedded auto/cross-correlators for real-time parallel fluorescence correlation spectroscopy

Energy Technology Data Exchange (ETDEWEB)

Gong, S.; Labanca, I.; Rech, I.; Ghioni, M. [Dipartimento di Elettronica, Informazione e Bioingegneria, Politecnico di Milano, Piazza Leonardo da Vinci 32, 20133 Milano (Italy)

2014-10-15

Fluorescence correlation spectroscopy (FCS) is a well-established technique to study binding interactions or the diffusion of fluorescently labeled biomolecules in vitro and in vivo. Fast FCS experiments require parallel data acquisition and analysis which can be achieved by exploiting a multi-channel Single Photon Avalanche Diode (SPAD) array and a corresponding multi-input correlator. This paper reports a 32-channel FPGA based correlator able to perform 32 auto/cross-correlations simultaneously over a lag-time ranging from 10 ns up to 150 ms. The correlator is included in a 32 × 1 SPAD array module, providing a compact and flexible instrument for high throughput FCS experiments. However, some inherent features of SPAD arrays, namely afterpulsing and optical crosstalk effects, may introduce distortions in the measurement of auto- and cross-correlation functions. We investigated these limitations to assess their impact on the module and evaluate possible workarounds.

A 32-channel photon counting module with embedded auto/cross-correlators for real-time parallel fluorescence correlation spectroscopy

International Nuclear Information System (INIS)

Gong, S.; Labanca, I.; Rech, I.; Ghioni, M.

2014-01-01

Fluorescence correlation spectroscopy (FCS) is a well-established technique to study binding interactions or the diffusion of fluorescently labeled biomolecules in vitro and in vivo. Fast FCS experiments require parallel data acquisition and analysis which can be achieved by exploiting a multi-channel Single Photon Avalanche Diode (SPAD) array and a corresponding multi-input correlator. This paper reports a 32-channel FPGA based correlator able to perform 32 auto/cross-correlations simultaneously over a lag-time ranging from 10 ns up to 150 ms. The correlator is included in a 32 × 1 SPAD array module, providing a compact and flexible instrument for high throughput FCS experiments. However, some inherent features of SPAD arrays, namely afterpulsing and optical crosstalk effects, may introduce distortions in the measurement of auto- and cross-correlation functions. We investigated these limitations to assess their impact on the module and evaluate possible workarounds

Cross-correlation patterns in social opinion formation with sequential data

Science.gov (United States)

Chakrabarti, Anindya S.

2016-11-01

Recent research on large-scale internet data suggests existence of patterns in the collective behavior of billions of people even though each of them may pursue own activities. In this paper, we interpret online rating activity as a process of forming social opinion about individual items, where people sequentially choose a rating based on the current information set comprising all previous ratings and own preferences. We construct an opinion index from the sequence of ratings and we show that (1) movie-specific opinion converges much slower than an independent and identically distributed (i.i.d.) sequence of ratings, (2) rating sequence for individual movies shows lesser variation compared to an i.i.d. sequence of ratings, (3) the probability density function of the asymptotic opinions has more spread than that defined over opinion arising from i.i.d. sequence of ratings, (4) opinion sequences across movies are correlated with significantly higher and lower correlation compared to opinion constructed from i.i.d. sequence of ratings, creating a bimodal cross-correlation structure. By decomposing the temporal correlation structures from panel data of movie ratings, we show that the social effects are very prominent whereas group effects cannot be differentiated from those of surrogate data and individual effects are quite small. The former explains a large part of extreme positive or negative correlations between sequences of opinions. In general, this method can be applied to any rating data to extract social or group-specific effects in correlation structures. We conclude that in this particular case, social effects are important in opinion formation process.

Multifractal detrended cross-correlation between the Chinese domestic and international gold markets based on DCCA and DMCA methods

Science.gov (United States)

Cao, Guangxi; Han, Yan; Chen, Yuemeng; Yang, Chunxia

2014-05-01

Based on the daily price data of Shanghai and London gold spot markets, we applied detrended cross-correlation analysis (DCCA) and detrended moving average cross-correlation analysis (DMCA) methods to quantify power-law cross-correlation between domestic and international gold markets. Results show that the cross-correlations between the Chinese domestic and international gold spot markets are multifractal. Furthermore, forward DMCA and backward DMCA seems to outperform DCCA and centered DMCA for short-range gold series, which confirms the comparison results of short-range artificial data in L. Y. He and S. P. Chen [Physica A 390 (2011) 3806-3814]. Finally, we analyzed the local multifractal characteristics of the cross-correlation between Chinese domestic and international gold markets. We show that multifractal characteristics of the cross-correlation between the Chinese domestic and international gold markets are time-varying and that multifractal characteristics were strengthened by the financial crisis in 2007-2008.

Stochastic systems with cross-correlated Gaussian white noises

International Nuclear Information System (INIS)

Wang Cheng-Yu; Song Yu-Min; Zhou Peng; Yang Hai; Gao Yun

2010-01-01

This paper theoretically investigates three stochastic systems with cross-correlation Gaussian white noises. Both steady state properties of the stochastic nonlinear systems and the nonequilibrium transitions induced by the cross-correlated noises are studied. The stationary solutions of the Fokker—Planck equation for three specific examples are analysed. It is shown explicitly that the cross-correlation of white noises can induce nonequilibrium transitions

Cross-correlation of long-range correlated series

International Nuclear Information System (INIS)

Arianos, Sergio; Carbone, Anna

2009-01-01

A method for estimating the cross-correlation C xy (τ) of long-range correlated series x(t) and y(t), at varying lags τ and scales n, is proposed. For fractional Brownian motions with Hurst exponents H 1 and H 2 , the asymptotic expression for C xy (τ) depends only on the lag τ (wide-sense stationarity) and scales as a power of n with exponent H 1 +H 2 for τ→0. The method is illustrated on: (i) financial series, to show the leverage effect; (ii) genomic sequences, to estimate the correlations between structural parameters along the chromosomes

Correction of clock errors in seismic data using noise cross-correlations

Science.gov (United States)

Hable, Sarah; Sigloch, Karin; Barruol, Guilhem; Hadziioannou, Céline

2017-04-01

Correct and verifiable timing of seismic records is crucial for most seismological applications. For seismic land stations, frequent synchronization of the internal station clock with a GPS signal should ensure accurate timing, but loss of GPS synchronization is a common occurrence, especially for remote, temporary stations. In such cases, retrieval of clock timing has been a long-standing problem. The same timing problem applies to Ocean Bottom Seismometers (OBS), where no GPS signal can be received during deployment and only two GPS synchronizations can be attempted upon deployment and recovery. If successful, a skew correction is usually applied, where the final timing deviation is interpolated linearly across the entire operation period. If GPS synchronization upon recovery fails, then even this simple and unverified, first-order correction is not possible. In recent years, the usage of cross-correlation functions (CCFs) of ambient seismic noise has been demonstrated as a clock-correction method for certain network geometries. We demonstrate the great potential of this technique for island stations and OBS that were installed in the course of the Réunion Hotspot and Upper Mantle - Réunions Unterer Mantel (RHUM-RUM) project in the western Indian Ocean. Four stations on the island La Réunion were affected by clock errors of up to several minutes due to a missing GPS signal. CCFs are calculated for each day and compared with a reference cross-correlation function (RCF), which is usually the average of all CCFs. The clock error of each day is then determined from the measured shift between the daily CCFs and the RCF. To improve the accuracy of the method, CCFs are computed for several land stations and all three seismic components. Averaging over these station pairs and their 9 component pairs reduces the standard deviation of the clock errors by a factor of 4 (from 80 ms to 20 ms). This procedure permits a continuous monitoring of clock errors where small clock

Spatially varying cross-correlation coefficients in the presence of nugget effects

KAUST Repository

Kleiber, William; Genton, Marc G.

2012-01-01

We derive sufficient conditions for the cross-correlation coefficient of a multivariate spatial process to vary with location when the spatial model is augmented with nugget effects. The derived class is valid for any choice of covariance functions, and yields substantial flexibility between multiple processes. The key is to identify the cross-correlation coefficient matrix with a contraction matrix, which can be either diagonal, implying a parsimonious formulation, or a fully general contraction matrix, yielding greater flexibility but added model complexity. We illustrate the approach with a bivariate minimum and maximum temperature dataset in Colorado, allowing the two variables to be positively correlated at low elevations and nearly independent at high elevations, while still yielding a positive definite covariance matrix. © 2012 Biometrika Trust.

Spatially varying cross-correlation coefficients in the presence of nugget effects

KAUST Repository

Kleiber, William

2012-11-29

We derive sufficient conditions for the cross-correlation coefficient of a multivariate spatial process to vary with location when the spatial model is augmented with nugget effects. The derived class is valid for any choice of covariance functions, and yields substantial flexibility between multiple processes. The key is to identify the cross-correlation coefficient matrix with a contraction matrix, which can be either diagonal, implying a parsimonious formulation, or a fully general contraction matrix, yielding greater flexibility but added model complexity. We illustrate the approach with a bivariate minimum and maximum temperature dataset in Colorado, allowing the two variables to be positively correlated at low elevations and nearly independent at high elevations, while still yielding a positive definite covariance matrix. © 2012 Biometrika Trust.

Fractal approach towards power-law coherency to measure cross-correlations between time series

Czech Academy of Sciences Publication Activity Database

Krištoufek, Ladislav

2017-01-01

Roč. 50, č. 1 (2017), s. 193-200 ISSN 1007-5704 R&D Projects: GA ČR(CZ) GP14-11402P Institutional support: RVO:67985556 Keywords : power- law coherency * power- law cross-correlations * correlations Subject RIV: AH - Economics OBOR OECD: Applied Economics, Econometrics Impact factor: 2.784, year: 2016 http://library.utia.cas.cz/separaty/2017/E/kristoufek-0473066.pdf

Signal Digitizer and Cross-Correlation Application Specific Integrated Circuit

Science.gov (United States)

Baranauskas, Dalius (Inventor); Baranauskas, Gytis (Inventor); Zelenin, Denis (Inventor); Kangaslahti, Pekka (Inventor); Tanner, Alan B. (Inventor); Lim, Boon H. (Inventor)

2017-01-01

According to one embodiment, a cross-correlator comprises a plurality of analog front ends (AFEs), a cross-correlation circuit and a data serializer. Each of the AFEs comprises a variable gain amplifier (VGA) and a corresponding analog-to-digital converter (ADC) in which the VGA receives and modifies a unique analog signal associates with a measured analog radio frequency (RF) signal and the ADC produces digital data associated with the modified analog signal. Communicatively coupled to the AFEs, the cross-correlation circuit performs a cross-correlation operation on the digital data produced from different measured analog RF signals. The data serializer is communicatively coupled to the summing and cross-correlating matrix and continuously outputs a prescribed amount of the correlated digital data.

Teager Correlation Function

DEFF Research Database (Denmark)

Bysted, Tommy Kristensen; Hamila, R.; Gabbouj, M.

1998-01-01

A new correlation function called the Teager correlation function is introduced in this paper. The connection between this function, the Teager energy operator and the conventional correlation function is established. Two applications are presented. The first is the minimization of the Teager error...... norm and the second one is the use of the instantaneous Teager correlation function for simultaneous estimation of TDOA and FDOA (Time and Frequency Difference of Arrivals)....

Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices.

Science.gov (United States)

Wang, Duan; Podobnik, Boris; Horvatić, Davor; Stanley, H Eugene

2011-04-01

We propose a modified time lag random matrix theory in order to study time-lag cross correlations in multiple time series. We apply the method to 48 world indices, one for each of 48 different countries. We find long-range power-law cross correlations in the absolute values of returns that quantify risk, and find that they decay much more slowly than cross correlations between the returns. The magnitude of the cross correlations constitutes "bad news" for international investment managers who may believe that risk is reduced by diversifying across countries. We find that when a market shock is transmitted around the world, the risk decays very slowly. We explain these time-lag cross correlations by introducing a global factor model (GFM) in which all index returns fluctuate in response to a single global factor. For each pair of individual time series of returns, the cross correlations between returns (or magnitudes) can be modeled with the autocorrelations of the global factor returns (or magnitudes). We estimate the global factor using principal component analysis, which minimizes the variance of the residuals after removing the global trend. Using random matrix theory, a significant fraction of the world index cross correlations can be explained by the global factor, which supports the utility of the GFM. We demonstrate applications of the GFM in forecasting risks at the world level, and in finding uncorrelated individual indices. We find ten indices that are practically uncorrelated with the global factor and with the remainder of the world indices, which is relevant information for world managers in reducing their portfolio risk. Finally, we argue that this general method can be applied to a wide range of phenomena in which time series are measured, ranging from seismology and physiology to atmospheric geophysics.

Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices

Science.gov (United States)

Wang, Duan; Podobnik, Boris; Horvatić, Davor; Stanley, H. Eugene

2011-04-01

We propose a modified time lag random matrix theory in order to study time-lag cross correlations in multiple time series. We apply the method to 48 world indices, one for each of 48 different countries. We find long-range power-law cross correlations in the absolute values of returns that quantify risk, and find that they decay much more slowly than cross correlations between the returns. The magnitude of the cross correlations constitutes “bad news” for international investment managers who may believe that risk is reduced by diversifying across countries. We find that when a market shock is transmitted around the world, the risk decays very slowly. We explain these time-lag cross correlations by introducing a global factor model (GFM) in which all index returns fluctuate in response to a single global factor. For each pair of individual time series of returns, the cross correlations between returns (or magnitudes) can be modeled with the autocorrelations of the global factor returns (or magnitudes). We estimate the global factor using principal component analysis, which minimizes the variance of the residuals after removing the global trend. Using random matrix theory, a significant fraction of the world index cross correlations can be explained by the global factor, which supports the utility of the GFM. We demonstrate applications of the GFM in forecasting risks at the world level, and in finding uncorrelated individual indices. We find ten indices that are practically uncorrelated with the global factor and with the remainder of the world indices, which is relevant information for world managers in reducing their portfolio risk. Finally, we argue that this general method can be applied to a wide range of phenomena in which time series are measured, ranging from seismology and physiology to atmospheric geophysics.

A novel coefficient for detecting and quantifying asymmetry of California electricity market based on asymmetric detrended cross-correlation analysis.

Science.gov (United States)

Wang, Fang

2016-06-01

In order to detect and quantify asymmetry of two time series, a novel cross-correlation coefficient is proposed based on recent asymmetric detrended cross-correlation analysis (A-DXA), which we called A-DXA coefficient. The A-DXA coefficient, as an important extension of DXA coefficient ρDXA, contains two directional asymmetric cross-correlated indexes, describing upwards and downwards asymmetric cross-correlations, respectively. By using the information of directional covariance function of two time series and directional variance function of each series itself instead of power-law between the covariance function and time scale, the proposed A-DXA coefficient can well detect asymmetry between the two series no matter whether the cross-correlation is significant or not. By means of the proposed A-DXA coefficient conducted over the asymmetry for California electricity market, we found that the asymmetry between the prices and loads is not significant for daily average data in 1999 yr market (before electricity crisis) but extremely significant for those in 2000 yr market (during the crisis). To further uncover the difference of asymmetry between the years 1999 and 2000, a modified H statistic (MH) and ΔMH statistic are proposed. One of the present contributions is that the high MH values calculated for hourly data exist in majority months in 2000 market. Another important conclusion is that the cross-correlation with downwards dominates over the whole 1999 yr in contrast to the cross-correlation with upwards dominates over the 2000 yr.

A novel coefficient for detecting and quantifying asymmetry of California electricity market based on asymmetric detrended cross-correlation analysis

Science.gov (United States)

Wang, Fang

2016-06-01

In order to detect and quantify asymmetry of two time series, a novel cross-correlation coefficient is proposed based on recent asymmetric detrended cross-correlation analysis (A-DXA), which we called A-DXA coefficient. The A-DXA coefficient, as an important extension of DXA coefficient ρ D X A , contains two directional asymmetric cross-correlated indexes, describing upwards and downwards asymmetric cross-correlations, respectively. By using the information of directional covariance function of two time series and directional variance function of each series itself instead of power-law between the covariance function and time scale, the proposed A-DXA coefficient can well detect asymmetry between the two series no matter whether the cross-correlation is significant or not. By means of the proposed A-DXA coefficient conducted over the asymmetry for California electricity market, we found that the asymmetry between the prices and loads is not significant for daily average data in 1999 yr market (before electricity crisis) but extremely significant for those in 2000 yr market (during the crisis). To further uncover the difference of asymmetry between the years 1999 and 2000, a modified H statistic (MH) and ΔMH statistic are proposed. One of the present contributions is that the high MH values calculated for hourly data exist in majority months in 2000 market. Another important conclusion is that the cross-correlation with downwards dominates over the whole 1999 yr in contrast to the cross-correlation with upwards dominates over the 2000 yr.

Measurement of spatial correlation functions using image processing techniques

International Nuclear Information System (INIS)

Berryman, J.G.

1985-01-01

A procedure for using digital image processing techniques to measure the spatial correlation functions of composite heterogeneous materials is presented. Methods for eliminating undesirable biases and warping in digitized photographs are discussed. Fourier transform methods and array processor techniques for calculating the spatial correlation functions are treated. By introducing a minimal set of lattice-commensurate triangles, a method of sorting and storing the values of three-point correlation functions in a compact one-dimensional array is developed. Examples are presented at each stage of the analysis using synthetic photographs of cross sections of a model random material (the penetrable sphere model) for which the analytical form of the spatial correlations functions is known. Although results depend somewhat on magnification and on relative volume fraction, it is found that photographs digitized with 512 x 512 pixels generally have sufficiently good statistics for most practical purposes. To illustrate the use of the correlation functions, bounds on conductivity for the penetrable sphere model are calculated with a general numerical scheme developed for treating the singular three-dimensional integrals which must be evaluated

Cross-correlation enhanced stability in a tumor cell growth model with immune surveillance driven by cross-correlated noises

International Nuclear Information System (INIS)

Zeng Chunhua; Zhou Xiaofeng; Tao Shufen

2009-01-01

The transient properties of a tumor cell growth model with immune surveillance driven by cross-correlated multiplicative and additive noises are investigated. The explicit expression of extinction rate from the state of a stable tumor to the state of extinction is obtained. Based on the numerical computations, we find the following: (i) the intensity of multiplicative noise D and the intensity of additive noise α enhance the extinction rate for the case of λ ≤ 0 (i.e. λ denotes cross-correlation intensity between two noises), but for the case of λ > 0, a critical noise intensity D or α exists at which the extinction rate is the smallest; D and α at first weaken the extinction rate and then enhance it. (ii) The immune rate β and the cross-correlation intensity λ play opposite roles on the extinction rate, i.e. β enhances the extinction rate of the tumor cell, while λ weakens the extinction rate of the tumor cell. Namely, the immune rate can enhance the extinction of the tumor cell and the cross-correlation between two noises can enhance stability of the cancer state.

First principle approach to correlation functions of spin-1/2 Heisenberg chain: fourth-neighbor correlators

International Nuclear Information System (INIS)

Boos, H.E.; Shiroishi, M.; Takahashi, M.

2005-01-01

We show how correlation functions of the spin-1/2 Heisenberg chain without magnetic field in the anti-ferromagnetic ground state can be explicitly calculated using information contained in the quantum Knizhnik-Zamolodchikov equation [qKZ]. We find several fundamental relations which the inhomogeneous correlations should fulfill. On the other hand, it turns out that these relations can fix the form of the correlations uniquely. Actually, applying this idea, we have obtained all the correlation functions on five sites. Particularly by taking the homogeneous limit, we have got the analytic form of the fourth-neighbor pair correlator j z S j+4 z >

Analysis of thermal fluctuations in the semiscale tests to determine flow transit delay times using a transfer function cross-correlation technique

International Nuclear Information System (INIS)

Raptis, A.C.; Popper, G.F.

1977-08-01

On April 14, 1976, EG and G performed the Semiscale Blowdown 29-1 experiment to try to establish the feasibility of using a transit time flowmeter (TTF) to measure transient blowdown two-phase flow rates. The recorded signals from that experiment were made available to and analyzed by the Argonne National Laboratory using the transfer function cross-correlation technique. The theoretical background for the transfer function method of analysis and the results of the data analysis are presented. Histograms of transit time during the blowdown are shown and topics for further investigation are identified

Bottomside sinusoidal irregularities in the equatorial F region. II - Cross-correlation and spectral analysis

Science.gov (United States)

Cragin, B. L.; Hanson, W. B.; Mcclure, J. P.; Valladares, C. E.

1985-01-01

Equatorial bottomside sinusoidal (BSS) irregularities have been studied by applying techniques of cross-correlation and spectral analysis to the Atmosphere Explorer data set. The phase of the cross-correlations of the plasma number density is discussed and the two drift velocity components observed using the retarding potential analyzer and ion drift meter on the satellite are discussed. Morphology is addressed, presenting the geographical distributions of the occurrence of BSS events for the equinoxes and solstices. Physical processes including the ion Larmor flux, interhemispheric plasma flows, and variations in the lower F region Pedersen conductivity are invoked to explain the findings.

A Method for Vibration-Based Structural Interrogation and Health Monitoring Based on Signal Cross-Correlation

International Nuclear Information System (INIS)

Trendafilova, I

2011-01-01

Vibration-based structural interrogation and health monitoring is a field which is concerned with the estimation of the current state of a structure or a component from its vibration response with regards to its ability to perform its intended function appropriately. One way to approach this problem is through damage features extracted from the measured structural vibration response. This paper suggests to use a new concept for the purposes of vibration-based health monitoring. The correlation between two signals, an input and an output, measured on the structure is used to develop a damage indicator. The paper investigates the applicability of the signal cross-correlation and a nonlinear alternative, the average mutual information between the two signals, for the purposes of structural health monitoring and damage assessment. The suggested methodology is applied and demonstrated for delamination detection in a composite beam.

Cross-correlation interference effects in multiaccess optical communications

Science.gov (United States)

Peterson, G. D.; Gardner, C. S.

1981-03-01

An analysis is presented of the cross correlation between user codes in an optical code-division multiple-access communication system. The system model is a multiaccess satellite repeater, where the uplink and downlink channels are direct-detection optical-polarization modulation links. The error probability is obtained in terms of the cross correlation between the intended and interfering user codes. It is demonstrated that the system error rate can be minimized by the use of code sequences in which the normalized second moment of the cross correlation between codes is small.

Estimation of Correlation Functions by the Random Decrement Technique

DEFF Research Database (Denmark)

Brincker, Rune; Krenk, Steen; Jensen, Jakob Laigaard

responses simulated by two SDOF ARMA models loaded by the same bandlimited white noise. The speed and the accuracy of the RDD technique is compared to the Fast Fourier Transform (FFT) technique. The RDD technique does not involve multiplications, but only additions. Therefore, the technique is very fast......The Random Decrement (RDD) Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the theoretical basis is given, and the technique is illustrated by estimating auto-correlation functions and cross-correlation functions on modal...

Estimation of Correlation Functions by the Random Decrement Technique

DEFF Research Database (Denmark)

Brincker, Rune; Krenk, Steen; Jensen, Jacob Laigaard

1991-01-01

responses simulated by two SDOF ARMA models loaded by the same band-limited white noise. The speed and the accuracy of the RDD technique is compared to the Fast Fourier Transform (FFT) technique. The RDD technique does not involve multiplications, but only additions. Therefore, the technique is very fast......The Random Decrement (RDD) Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the theoretical basis is given, and the technique is illustrated by estimating auto-correlation functions and cross-correlation functions on modal...

Estimation of Correlation Functions by the Random Decrement Technique

DEFF Research Database (Denmark)

Brincker, Rune; Krenk, Steen; Jensen, Jakob Laigaard

1992-01-01

responses simulated by two SDOF ARMA models loaded by the same bandlimited white noise. The speed and the accuracy of the RDD technique is compared to the Fast Fourier Transform (FFT) technique. The RDD technique does not involve multiplications, but only additions. Therefore, the technique is very fast......The Random Decrement (RDD) Technique is a versatile technique for characterization of random signals in the time domain. In this paper a short review of the theoretical basis is given, and the technique is illustrated by estimating auto-correlation functions and cross-correlation functions on modal...

Correlation between hypertension and cognitive function in elderly

Science.gov (United States)

Fitri, F. I.; Rambe, A. S.

2018-03-01

Hypertension and cognitive impairment are common disorders among elderly adults, and their prevalences tend to rise as the population ages. This study aimed to determine the correlation between hypertension and cognitive function in elderly. It was a cross-sectional study involving 62 elderly subjects. All subjects underwent physical and neurologic examination and Montreal Cognitive Assessment-Indonesian Version (MoCA-INA) to assess cognitive function. This study included 62 subjects consisted of 26 males (41.9%) and 36 females (58.1%). There were 24 subjects (38.2%) with hypertension and 38 (61.3%) normal elderly subjects. The mean age was 65.71±4.49 years old. There were no significant differences in demographic characteristics, total MoCA-INA scores, and scores based on cognitive domains between two groups, except for visuospatial and executive function (p=0.026). There was a significant correlation between hypertension and visuospatial and executive function (r=0.301, p=0.017). Hypertension is correlated with cognitive impairment mainly on visuospatial and executive function in elderly.

Conflict reduction in cross-functional projects in South African automotive firms

OpenAIRE

T. Mueller; H. Parker; A. Ross

2008-01-01

Purpose: The purpose of this article is to explore whether certain organisational control mechanisms can reduce conflict associated with cross-functional projects. Methodology: This is an exploratory study and individuals who had recently engaged in a cross-functional process improvement or change implementation project at automotives firm in South Africa were surveyed. The information collected from the survey was analysed using exploratory factor analysis and correlation analysi...

Cross-correlations between RMB exchange rate and international commodity markets

Science.gov (United States)

Lu, Xinsheng; Li, Jianfeng; Zhou, Ying; Qian, Yubo

2017-11-01

This paper employs multifractal detrended analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) to study cross-correlation behaviors between China's RMB exchange rate market and four international commodity markets, using a comprehensive set of data covering the period from 22 July 2005 to 15 March 2016. Our empirical results from MF-DFA indicate that the RMB exchange rate is the most inefficient among the 4 selected markets. The results from quantitative analysis have testified the existence of cross-correlations and the result from MF-DCCA have further confirmed a strong multifractal behavior between RMB exchange rate and international commodity markets. We also demonstrate that the recent financial crisis has significant impact on the cross-correlated behavior. Through the rolling window analysis, we find that the RMB exchange rates and international commodity prices are anti-persistent cross-correlated. The main sources of multifractality in the cross-correlations are long-range correlations between RMB exchange rate and the aggregate commodity, energy and metals index.

Cross-correlation of instantaneous phase increments in pressure-flow fluctuations: Applications to cerebral autoregulation

Science.gov (United States)

Chen, Zhi; Hu, Kun; Stanley, H. Eugene; Novak, Vera; Ivanov, Plamen Ch.

2006-03-01

We investigate the relationship between the blood flow velocities (BFV) in the middle cerebral arteries and beat-to-beat blood pressure (BP) recorded from a finger in healthy and post-stroke subjects during the quasisteady state after perturbation for four different physiologic conditions: supine rest, head-up tilt, hyperventilation, and CO2 rebreathing in upright position. To evaluate whether instantaneous BP changes in the steady state are coupled with instantaneous changes in the BFV, we compare dynamical patterns in the instantaneous phases of these signals, obtained from the Hilbert transform, as a function of time. We find that in post-stroke subjects the instantaneous phase increments of BP and BFV exhibit well-pronounced patterns that remain stable in time for all four physiologic conditions, while in healthy subjects these patterns are different, less pronounced, and more variable. We propose an approach based on the cross-correlation of the instantaneous phase increments to quantify the coupling between BP and BFV signals. We find that the maximum correlation strength is different for the two groups and for the different conditions. For healthy subjects the amplitude of the cross-correlation between the instantaneous phase increments of BP and BFV is small and attenuates within 3-5 heartbeats. In contrast, for post-stroke subjects, this amplitude is significantly larger and cross-correlations persist up to 20 heartbeats. Further, we show that the instantaneous phase increments of BP and BFV are cross-correlated even within a single heartbeat cycle. We compare the results of our approach with three complementary methods: direct BP-BFV cross-correlation, transfer function analysis, and phase synchronization analysis. Our findings provide insight into the mechanism of cerebral vascular control in healthy subjects, suggesting that this control mechanism may involve rapid adjustments (within a heartbeat) of the cerebral vessels, so that BFV remains steady in

Memory function formalism applied to electronic transport in disordered systems

International Nuclear Information System (INIS)

Cunha Lima, I.C. da

1984-01-01

Memory function formalism is briefly reviewed and applied to electronic transport using the projection operator technique. The resistivity of a disordered 2-D electron gas under strong magnetic field is obtained in terms of force-force correlation function. (Author) [pt

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

Science.gov (United States)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi

2016-11-01

Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.

Strong anticipation and long-range cross-correlation: Application of detrended cross-correlation analysis to human behavioral data

Science.gov (United States)

Delignières, Didier; Marmelat, Vivien

2014-01-01

In this paper, we analyze empirical data, accounting for coordination processes between complex systems (bimanual coordination, interpersonal coordination, and synchronization with a fractal metronome), by using a recently proposed method: detrended cross-correlation analysis (DCCA). This work is motivated by the strong anticipation hypothesis, which supposes that coordination between complex systems is not achieved on the basis of local adaptations (i.e., correction, predictions), but results from a more global matching of complexity properties. Indeed, recent experiments have evidenced a very close correlation between the scaling properties of the series produced by two coordinated systems, despite a quite weak local synchronization. We hypothesized that strong anticipation should result in the presence of long-range cross-correlations between the series produced by the two systems. Results allow a detailed analysis of the effects of coordination on the fluctuations of the series produced by the two systems. In the long term, series tend to present similar scaling properties, with clear evidence of long-range cross-correlation. Short-term results strongly depend on the nature of the task. Simulation studies allow disentangling the respective effects of noise and short-term coupling processes on DCCA results, and suggest that the matching of long-term fluctuations could be the result of short-term coupling processes.

Effect of in-medium nucleon-nucleon cross section on proton-proton momentum correlation in intermediate-energy heavy-ion collisions

Science.gov (United States)

Wang, Ting-Ting; Ma, Yu-Gang; Zhang, Chun-Jian; Zhang, Zheng-Qiao

2018-03-01

The proton-proton momentum correlation function from different rapidity regions is systematically investigated for the Au + Au collisions at different impact parameters and different energies from 400 A MeV to 1500 A MeV in the framework of the isospin-dependent quantum molecular dynamics model complemented by the Lednický-Lyuboshitz analytical method. In particular, the in-medium nucleon-nucleon cross-section dependence of the correlation function is brought into focus, while the impact parameter and energy dependence of the momentum correlation function are also explored. The sizes of the emission source are extracted by fitting the momentum correlation functions using the Gaussian source method. We find that the in-medium nucleon-nucleon cross section obviously influences the proton-proton momentum correlation function, which is from the whole-rapidity or projectile or target rapidity region at smaller impact parameters, but there is no effect on the mid-rapidity proton-proton momentum correlation function, which indicates that the emission mechanism differs between projectile or target rapidity and mid-rapidity protons.

Cross-correlations between agricultural commodity futures markets in the US and China

Science.gov (United States)

Li, Zhihui; Lu, Xinsheng

2012-08-01

This paper examines the cross-correlation properties of agricultural futures markets between the US and China using a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). The results show that the cross-correlations between the two geographically distant markets for four pairs of important agricultural commodities futures are significantly multifractal. By introducing the concept of a “crossover”, we find that the multifractality of cross-correlations between the two markets is not long lasting. The cross-correlations in the short term are more strongly multifractal, but they are weakly so in the long term. Moreover, cross-correlations of small fluctuations are persistent and those of large fluctuations are anti-persistent in the short term while cross-correlations of all kinds of fluctuations for soy bean and soy meal futures are persistent and for corn and wheat futures are anti-persistent in the long term. We also find that cross-correlation exponents are less than the averaged generalized Hurst exponent when q0 in the short term, while in the long term they are almost the same.

A method for the estimation of the significance of cross-correlations in unevenly sampled red-noise time series

Science.gov (United States)

Max-Moerbeck, W.; Richards, J. L.; Hovatta, T.; Pavlidou, V.; Pearson, T. J.; Readhead, A. C. S.

2014-11-01

We present a practical implementation of a Monte Carlo method to estimate the significance of cross-correlations in unevenly sampled time series of data, whose statistical properties are modelled with a simple power-law power spectral density. This implementation builds on published methods; we introduce a number of improvements in the normalization of the cross-correlation function estimate and a bootstrap method for estimating the significance of the cross-correlations. A closely related matter is the estimation of a model for the light curves, which is critical for the significance estimates. We present a graphical and quantitative demonstration that uses simulations to show how common it is to get high cross-correlations for unrelated light curves with steep power spectral densities. This demonstration highlights the dangers of interpreting them as signs of a physical connection. We show that by using interpolation and the Hanning sampling window function we are able to reduce the effects of red-noise leakage and to recover steep simple power-law power spectral densities. We also introduce the use of a Neyman construction for the estimation of the errors in the power-law index of the power spectral density. This method provides a consistent way to estimate the significance of cross-correlations in unevenly sampled time series of data.

CALIBRATING PHOTOMETRIC REDSHIFT DISTRIBUTIONS WITH CROSS-CORRELATIONS

International Nuclear Information System (INIS)

Schulz, A. E.

2010-01-01

The next generation of proposed galaxy surveys will increase the number of galaxies with photometric redshift identifications by two orders of magnitude, drastically expanding both the redshift range and detection threshold from the current state of the art. Obtaining spectra for a fair subsample of these new data could be cumbersome and expensive. However, adequate calibration of the true redshift distribution of galaxies is vital to tapping the potential of these surveys to illuminate the processes of galaxy evolution and to constrain the underlying cosmology and growth of structure. We examine here an alternative to direct spectroscopic follow-up: calibration of the redshift distribution of photometric galaxies via cross-correlation with an overlapping spectroscopic survey whose members trace the same density field. We review the theory, develop a pipeline to implement the method, apply it to mock data from N-body simulations, and examine the properties of this redshift distribution estimator. We demonstrate that the method is generally effective, but the estimator is weakened by two main factors. One is that the correlation function of the spectroscopic sample must be measured in many bins along the line of sight, which renders the measurement noisy and interferes with high-quality reconstruction of the photometric redshift distribution. Also, the method is not able to disentangle the photometric redshift distribution from redshift dependence in the bias of the photometric sample. We establish the impact of these factors using our mock catalogs. We conclude that it may still be necessary to spectroscopically follow up a fair subsample of the photometric survey data. Nonetheless, it is significant that the method has been successfully implemented on mock data, and with further refinement it may appreciably decrease the number of spectra that will be needed to calibrate future surveys.

Multifractal cross-correlations between crude oil and tanker freight rate

Science.gov (United States)

Chen, Feier; Miao, Yuqi; Tian, Kang; Ding, Xiaoxu; Li, Tingyi

2017-05-01

Analysis of crude oil price and tanker freight rate volatility attract more attention as the mechanism is not only the basis of industrialization but also a vital role in economics, especially after the year 2008 when financial crisis notably blew the maritime transportation. In this paper, we studied the cross-correlations between the West Texas International crude oil (WTI) and Baltic Exchange Dirty Tanker Index (BDTI) employing the Multifractal Detrended Cross-Correlation Analysis (MF-DCCA). Empirical results show that the degree of short-term cross-correlation is higher than that in the long term and that the strength of multifractality after financial crisis is larger than that before. Moreover, the components of multifractal spectrum are quantified with the finite-size effect taken into consideration and an improved method in terms of constructing the surrogated time series provided. Numerical results show that the multifractality is generated mostly from the nonlinear and the fat-tailed probability distribution (PDF) part. Also, it is apparent that the PDF part changes a lot after the financial crisis. The research is contributory to risk management by providing various instructions for participants in shipping markets. Our main contribution is that we investigated both the multifractal features and the origin of multifractality and provided confirming evidence of multifractality through numerical results while applying quantitative analysis based on MF-DCCA; furthermore, the research is contributory to risk management since it provides instructions in both economic market and stock market simultaneously. However, constructing the surrogated series in order to obtain consistence seems less convincing which requires further discussion and attempts.

Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket

Science.gov (United States)

Wang, Gang-Jin; Xie, Chi

2013-03-01

We investigate the cross-correlations between Renminbi (CNY) and four major currencies (USD, EUR, JPY, and KRW) in the Renminbi currency basket, i.e., the cross-correlations of CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW. Qualitatively, using a statistical test in analogy to the Ljung-Box test, we find that cross-correlations significantly exist in CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW. Quantitatively, employing the detrended cross-correlation analysis (DCCA) method, we find that the cross-correlations of CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW are weakly persistent. We use the DCCA cross-correlation coefficient ρ to quantify the level of cross-correlations and find the currency weight in the Renminbi currency basket is arranged in the order of USD>EUR>JPY >KRW. Using the method of rolling windows, which can capture the time-varying cross-correlation scaling exponents, we find that: (i) CNY and USD are positively cross-correlated over time, but the cross-correlations of CNY-USD are anti-persistent during the US sub-prime crisis and the European debt crisis. (ii) The cross-correlation scaling exponents of CNY-EUR have the cyclical fluctuation with a nearly two-year cycle. (iii) CNY-JPY has long-term negative cross-correlations, during the European debt crisis, but CNY and KRW are positively cross-correlated.

DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone

Science.gov (United States)

Guedes, E.; Dionísio, A.; Ferreira, P. J.; Zebende, G. F.

2017-08-01

In this paper we analyze the blue-chips (up to 50% of the total index) companies in the Eurozone. Our motivation being analysis of the effect of the 2008 financial crisis. For this purpose, we apply the DCCA cross-correlation coefficient (ρDCCA) between the country stock market index and their respective blue-chips. Then, with the cross-correlation coefficient, we qualify and quantify how each blue-chip is adherent to its country index, evaluating the type of cross-correlation among them. Subsequently, for each blue-chip, we propose to study the 2008 financial crisis by measuring the adherence between post and pre-crisis. From this analysis, we can construct an adhesion map of each company with respect to the global index. Our database is formed of 12 Eurozone countries.

Cross-cultural adaptation and validation of als Functional Rating Scale-Revised in Portuguese language.

Science.gov (United States)

Guedes, Keyte; Pereira, Cecília; Pavan, Karina; Valério, Berenice Cataldo Oliveira

2010-02-01

The aim of this study is the cross-cultural, as well as to validate in Portuguese language the Amyotrophic Lateral Sclerosis Functional Rating Scale - Revised (ALSFRS-R). We performed a prospective study of individuals with amyotrophic lateral sclerosis (ALS) clinically defined. The scale, after obtaining the final version in Portuguese, was administered in 22 individuals and three weeks after re-applied. There were no significant differences between the application and reapplication of the scale (p=0.069). The linear regression and internal consistency measured by Pearson correlation and alpha Conbrach were significant with r=0.975 e alpha=0.934. The reliability test-retest demonstrated by intraclass correlation coefficient was strong with ICC=0.975. Therefore, this version proved to be applicable, reliable and easy to be conducted in clinical practice and research.

An improved method for estimating the frequency correlation function

KAUST Repository

Chelli, Ali; Pä tzold, Matthias

2012-01-01

For time-invariant frequency-selective channels, the transfer function is a superposition of waves having different propagation delays and path gains. In order to estimate the frequency correlation function (FCF) of such channels, the frequency averaging technique can be utilized. The obtained FCF can be expressed as a sum of auto-terms (ATs) and cross-terms (CTs). The ATs are caused by the autocorrelation of individual path components. The CTs are due to the cross-correlation of different path components. These CTs have no physical meaning and leads to an estimation error. We propose a new estimation method aiming to improve the estimation accuracy of the FCF of a band-limited transfer function. The basic idea behind the proposed method is to introduce a kernel function aiming to reduce the CT effect, while preserving the ATs. In this way, we can improve the estimation of the FCF. The performance of the proposed method and the frequency averaging technique is analyzed using a synthetically generated transfer function. We show that the proposed method is more accurate than the frequency averaging technique. The accurate estimation of the FCF is crucial for the system design. In fact, we can determine the coherence bandwidth from the FCF. The exact knowledge of the coherence bandwidth is beneficial in both the design as well as optimization of frequency interleaving and pilot arrangement schemes. © 2012 IEEE.

An improved method for estimating the frequency correlation function

KAUST Repository

Chelli, Ali

2012-04-01

For time-invariant frequency-selective channels, the transfer function is a superposition of waves having different propagation delays and path gains. In order to estimate the frequency correlation function (FCF) of such channels, the frequency averaging technique can be utilized. The obtained FCF can be expressed as a sum of auto-terms (ATs) and cross-terms (CTs). The ATs are caused by the autocorrelation of individual path components. The CTs are due to the cross-correlation of different path components. These CTs have no physical meaning and leads to an estimation error. We propose a new estimation method aiming to improve the estimation accuracy of the FCF of a band-limited transfer function. The basic idea behind the proposed method is to introduce a kernel function aiming to reduce the CT effect, while preserving the ATs. In this way, we can improve the estimation of the FCF. The performance of the proposed method and the frequency averaging technique is analyzed using a synthetically generated transfer function. We show that the proposed method is more accurate than the frequency averaging technique. The accurate estimation of the FCF is crucial for the system design. In fact, we can determine the coherence bandwidth from the FCF. The exact knowledge of the coherence bandwidth is beneficial in both the design as well as optimization of frequency interleaving and pilot arrangement schemes. © 2012 IEEE.

Testing power-law cross-correlations: Rescaled covariance test

Czech Academy of Sciences Publication Activity Database

Krištoufek, Ladislav

2013-01-01

Roč. 86, č. 10 (2013), 418-1-418-15 ISSN 1434-6028 R&D Projects: GA ČR GA402/09/0965 Institutional support: RVO:67985556 Keywords : power-law cross-correlations * testing * long-term memory Subject RIV: AH - Economics Impact factor: 1.463, year: 2013 http://library.utia.cas.cz/separaty/2013/E/kristoufek-testing power-law cross-correlations rescaled covariance test.pdf

Double-continuum wave functions and double-photoionization cross sections of two-electron systems

International Nuclear Information System (INIS)

Tiwary, S.N.

1996-09-01

The present review briefly presents the growing experimental as well as theoretical interests in recent years in the double-continuum wave functions and double-photoionization cross sections of two-electron systems. The validity of existing double-continuum wave functions is analyzed and the importance of electronic correlations in both the initial as well as final states wave functions involved in the transition amplitude for double-photoionization process is demonstrated. At present, we do not have comprehensive and practical double-continuum wave functions which account the full correlation of two-electron in the continuum. Basic difficulties in making accurate theoretical calculations of double ionization by a single high energy photon especially in the vicinity of the threshold, where the correlation plays an important role, are discussed. Illuminating, illustrative and representative examples are presented in order to show the present status and the progress in this field. Future challenges and directions, in high-precision double-photoionization cross sections calculations, have been discussed and suggested. (author). 133 refs, 9 figs

Four-body correlation embedded in antisymmetrized geminal power wave function.

Science.gov (United States)

Kawasaki, Airi; Sugino, Osamu

2016-12-28

We extend the Coleman's antisymmetrized geminal power (AGP) to develop a wave function theory that can incorporate up to four-body correlation in a region of strong correlation. To facilitate the variational determination of the wave function, the total energy is rewritten in terms of the traces of geminals. This novel trace formula is applied to a simple model system consisting of one dimensional Hubbard ring with a site of strong correlation. Our scheme significantly improves the result obtained by the AGP-configuration interaction scheme of Uemura et al. and also achieves more efficient compression of the degrees of freedom of the wave function. We regard the result as a step toward a first-principles wave function theory for a strongly correlated point defect or adsorbate embedded in an AGP-based mean-field medium.

Studying flow close to an interface by total internal reflection fluorescence cross-correlation spectroscopy: Quantitative data analysis

Science.gov (United States)

Schmitz, R.; Yordanov, S.; Butt, H. J.; Koynov, K.; Dünweg, B.

2011-12-01

Total internal reflection fluorescence cross-correlation spectroscopy (TIR-FCCS) has recently [S. Yordanov , Optics ExpressOPEXFF1094-408710.1364/OE.17.021149 17, 21149 (2009)] been established as an experimental method to probe hydrodynamic flows near surfaces, on length scales of tens of nanometers. Its main advantage is that fluorescence occurs only for tracer particles close to the surface, thus resulting in high sensitivity. However, the measured correlation functions provide only rather indirect information about the flow parameters of interest, such as the shear rate and the slip length. In the present paper, we show how to combine detailed and fairly realistic theoretical modeling of the phenomena by Brownian dynamics simulations with accurate measurements of the correlation functions, in order to establish a quantitative method to retrieve the flow properties from the experiments. First, Brownian dynamics is used to sample highly accurate correlation functions for a fixed set of model parameters. Second, these parameters are varied systematically by means of an importance-sampling Monte Carlo procedure in order to fit the experiments. This provides the optimum parameter values together with their statistical error bars. The approach is well suited for massively parallel computers, which allows us to do the data analysis within moderate computing times. The method is applied to flow near a hydrophilic surface, where the slip length is observed to be smaller than 10nm, and, within the limitations of the experiments and the model, indistinguishable from zero.

A quantitative correlation between the mobility and crystallinity of photo-cross-linkable P3HT

KAUST Repository

Woo, Claire; Piliego, Claudia; Holcombe, Thomas W.; Toney, Michael F.; Frechet, Jean

2012-01-01

The performance of polymer field effect transistors (FETs) can vary by orders of magnitude by applying different processing conditions. Although it is generally believed that a higher degree of crystallinity results in a higher mobility, the correlation is not straightforward. In addition, the effect of cross-linking on polymer thin film microstructural order is relatively unknown. This study investigates the effect of thermal annealing and UV-initiated photo-cross-linking on the FET performance and microstructural order of a photo-cross-linkable P3HT derivative. Our results demonstrate that while cross-linking did not disrupt the overall crystallinity of the polymer thin film, the photo-cross-linking process likely induced doping in the semiconductor layer, leading to the absence of saturation behavior in the FET. Annealing after cross-linking slightly improved the FET performance but only minimally affected the microstructural order of the polymer film since the 3D morphology had been "locked in" during the first cross-linking step. Importantly, annealing and cross-linking simultaneously was a successful method to preserve polymer crystallinity while also achieving effective cross-linking. Using newly developed quantitative X-ray analysis techniques, our study established a quantitative correlation between FET charge mobility and thin film crystallinity. © 2012 American Chemical Society.

A quantitative correlation between the mobility and crystallinity of photo-cross-linkable P3HT

KAUST Repository

Woo, Claire

2012-04-10

The performance of polymer field effect transistors (FETs) can vary by orders of magnitude by applying different processing conditions. Although it is generally believed that a higher degree of crystallinity results in a higher mobility, the correlation is not straightforward. In addition, the effect of cross-linking on polymer thin film microstructural order is relatively unknown. This study investigates the effect of thermal annealing and UV-initiated photo-cross-linking on the FET performance and microstructural order of a photo-cross-linkable P3HT derivative. Our results demonstrate that while cross-linking did not disrupt the overall crystallinity of the polymer thin film, the photo-cross-linking process likely induced doping in the semiconductor layer, leading to the absence of saturation behavior in the FET. Annealing after cross-linking slightly improved the FET performance but only minimally affected the microstructural order of the polymer film since the 3D morphology had been "locked in" during the first cross-linking step. Importantly, annealing and cross-linking simultaneously was a successful method to preserve polymer crystallinity while also achieving effective cross-linking. Using newly developed quantitative X-ray analysis techniques, our study established a quantitative correlation between FET charge mobility and thin film crystallinity. © 2012 American Chemical Society.

The correlated k-distribution technique as applied to the AVHRR channels

Science.gov (United States)

Kratz, David P.

1995-01-01

Correlated k-distributions have been created to account for the molecular absorption found in the spectral ranges of the five Advanced Very High Resolution Radiometer (AVHRR) satellite channels. The production of the k-distributions was based upon an exponential-sum fitting of transmissions (ESFT) technique which was applied to reference line-by-line absorptance calculations. To account for the overlap of spectral features from different molecular species, the present routines made use of the multiplication transmissivity property which allows for considerable flexibility, especially when altering relative mixing ratios of the various molecular species. To determine the accuracy of the correlated k-distribution technique as compared to the line-by-line procedure, atmospheric flux and heating rate calculations were run for a wide variety of atmospheric conditions. For the atmospheric conditions taken into consideration, the correlated k-distribution technique has yielded results within about 0.5% for both the cases where the satellite spectral response functions were applied and where they were not. The correlated k-distribution's principal advantages is that it can be incorporated directly into multiple scattering routines that consider scattering as well as absorption by clouds and aerosol particles.

Calibration of the Dodewaard downcomer thermocouple cross-correlation flow-rate measurements

Energy Technology Data Exchange (ETDEWEB)

Stekelenburg, A J.C. [Technische Univ. Delft (Netherlands). Interfacultair Reactor Inst.; Hagen, T.H.J.J. van der [Technische Univ. Delft (Netherlands). Interfacultair Reactor Inst.; Akker, H.E.A. van den [Technische Univ. Delft (Netherlands). Lab. voor Fysische Technologie

1992-12-01

The cross-correlation flow measurement technique, applied for measuring the coolant flow rate in a nuclear reactor, was calibrated with the use of numerical simulations of turbulent flow. The three-dimensional domain was collapsed into two dimensions. With a two-dimensional calculation of steady-state flow with transient thermal characteristics the response of thermocouples to a temperature variation was calculated. By cross-correlating the calculated thermocouple responses, the link between total flow rate and measured transit times was made. Three calibration points were taken in the range of 579 kg/s to 1477 kg/s. In this range, the product of the calculated transit time and the mass flow-rate is constant up to +3.5% and -2.4%. The reliability of the calibration was estimated at {+-}4.6%. The influence of the inlet boundary conditions, and the modelling of the flow in the upper part of the downcomer channel on the calibration result is shown to be small. A measured velocity profile effect was successfully predicted. (orig.).

Functional Data Analysis Applied in Chemometrics

DEFF Research Database (Denmark)

Muller, Martha

nutritional status and metabolic phenotype. We want to understand how metabolomic spectra can be analysed using functional data analysis to detect the in uence of dierent factors on specic metabolites. These factors can include, for example, gender, diet culture or dietary intervention. In Paper I we apply...... representation of each spectrum. Subset selection of wavelet coecients generates the input to mixed models. Mixed-model methodology enables us to take the study design into account while modelling covariates. Bootstrap-based inference preserves the correlation structure between curves and enables the estimation...

Cross-correlations between crude oil and exchange markets for selected oil rich economies

Science.gov (United States)

Li, Jianfeng; Lu, Xinsheng; Zhou, Ying

2016-07-01

Using multifractal detrended cross-correlation analysis (MF-DCCA), this paper studies the cross-correlation behavior between crude oil market and five selected exchange rate markets. The dataset covers the period of January 1,1996-December 31,2014, and contains 4,633 observations for each of the series, including daily closing prices of crude oil, Australian Dollars, Canadian Dollars, Mexican Pesos, Russian Rubles, and South African Rand. Our empirical results obtained from cross-correlation statistic and cross-correlation coefficient have confirmed the existence of cross-correlations, and the MF-DCCA results have demonstrated a strong multifractality between cross-correlated crude oil market and exchange rate markets in both short term and long term. Using rolling window analysis, we have also found the persistent cross-correlations between the exchange rates and crude oil returns, and the cross-correlation scaling exponents exhibit volatility during some time periods due to its sensitivity to sudden events.

Simultaneous search for symmetry-related molecules in cross-rotation functions

International Nuclear Information System (INIS)

Yeates, T.O.

1989-01-01

In a typical cross-rotation function, the Patterson function of a single search molecule is compared with an observed Patterson function, which contains a set of symmetry-related intramolecular vector sets. In principle, it is better to search for the symmetry-related molecules simultaneously, and Nordman has reported success with an algorithm of this type. In this paper, the differences between the ordinary search and a simultaneous search are investigated, and it is shown that the combined presence of crystallographic symmetry and approximate symmetry of a search model may lead to significant bias in conventional rotation functions. The nature and magnitude of this symmetry bias are discussed. An efficient algorithm is derived for generating a modified unbiased cross-rotation function map from conventional rotation functions. Two examples are described that demonstrate improvement in the quality of the rotation function maps and the ability to obtain physically meaningful correlation coefficients. (orig.)

General renormalized statistical approach with finite cross-field correlations

International Nuclear Information System (INIS)

Vakulenko, M.O.

1992-01-01

The renormalized statistical approach is proposed, accounting for finite correlations of potential and magnetic fluctuations. It may be used for analysis of a wide class of nonlinear model equations describing the cross-correlated plasma states. The influence of a cross spectrum on stationary potential and magnetic ones is investigated. 10 refs. (author)

Automated vessel segmentation using cross-correlation and pooled covariance matrix analysis.

Science.gov (United States)

Du, Jiang; Karimi, Afshin; Wu, Yijing; Korosec, Frank R; Grist, Thomas M; Mistretta, Charles A

2011-04-01

Time-resolved contrast-enhanced magnetic resonance angiography (CE-MRA) provides contrast dynamics in the vasculature and allows vessel segmentation based on temporal correlation analysis. Here we present an automated vessel segmentation algorithm including automated generation of regions of interest (ROIs), cross-correlation and pooled sample covariance matrix analysis. The dynamic images are divided into multiple equal-sized regions. In each region, ROIs for artery, vein and background are generated using an iterative thresholding algorithm based on the contrast arrival time map and contrast enhancement map. Region-specific multi-feature cross-correlation analysis and pooled covariance matrix analysis are performed to calculate the Mahalanobis distances (MDs), which are used to automatically separate arteries from veins. This segmentation algorithm is applied to a dual-phase dynamic imaging acquisition scheme where low-resolution time-resolved images are acquired during the dynamic phase followed by high-frequency data acquisition at the steady-state phase. The segmented low-resolution arterial and venous images are then combined with the high-frequency data in k-space and inverse Fourier transformed to form the final segmented arterial and venous images. Results from volunteer and patient studies demonstrate the advantages of this automated vessel segmentation and dual phase data acquisition technique. Copyright © 2011 Elsevier Inc. All rights reserved.

Current cross-correlations in double quantum dot Cooper pair splitter

Energy Technology Data Exchange (ETDEWEB)

Wrzesniewski, Kacper; Trocha, Piotr; Weymann, Ireneusz [Faculty of Physics, Adam Mickiewicz University, 61-614 Poznan (Poland)

2016-07-01

We investigate theoretically transport properties of a quantum dot (QD) system working as a Cooper pair splitter. The device is coupled to one superconducting and two ferromagnetic leads. Presented results are calculated using real-time diagrammatic technique in the sequential tunneling approximation with respect to the coupling to ferromagnetic leads. The transport properties are evaluated within the superconductor subgap regime taking into account Andreev reflection processes solely. We focus on the analysis of current and current cross-correlations, both in linear and nonlinear responses. Current cross-correlations give additional information about dynamics of transport processes. We identify both positive and negative signs of current cross-correlations and discuss mechanisms leading to those results. Strong negative cross-correlations are found when the occupation number of QD system becomes degenerate and near the emergence of the triplet blockade, while positive ones occur in the most range where current flows due to crossed Andreev processes. Finally, we consider ferromagnetic leads polarization and temperature influences on aforementioned features.

Correlation Function Approach for Estimating Thermal Conductivity in Highly Porous Fibrous Materials

Science.gov (United States)

Martinez-Garcia, Jorge; Braginsky, Leonid; Shklover, Valery; Lawson, John W.

2011-01-01

Heat transport in highly porous fiber networks is analyzed via two-point correlation functions. Fibers are assumed to be long and thin to allow a large number of crossing points per fiber. The network is characterized by three parameters: the fiber aspect ratio, the porosity and the anisotropy of the structure. We show that the effective thermal conductivity of the system can be estimated from knowledge of the porosity and the correlation lengths of the correlation functions obtained from a fiber structure image. As an application, the effects of the fiber aspect ratio and the network anisotropy on the thermal conductivity is studied.

Analysis of cross-correlations in electroencephalogram signals as an approach to proactive diagnosis of schizophrenia

Science.gov (United States)

Timashev, Serge F.; Panischev, Oleg Yu.; Polyakov, Yuriy S.; Demin, Sergey A.; Kaplan, Alexander Ya.

2012-02-01

We apply flicker-noise spectroscopy (FNS), a time series analysis method operating on structure functions and power spectrum estimates, to study the clinical electroencephalogram (EEG) signals recorded in children/adolescents (11 to 14 years of age) with diagnosed schizophrenia-spectrum symptoms at the National Center for Psychiatric Health (NCPH) of the Russian Academy of Medical Sciences. The EEG signals for these subjects were compared with the signals for a control sample of chronically depressed children/adolescents. The purpose of the study is to look for diagnostic signs of subjects' susceptibility to schizophrenia in the FNS parameters for specific electrodes and cross-correlations between the signals simultaneously measured at different points on the scalp. Our analysis of EEG signals from scalp-mounted electrodes at locations F3 and F4, which are symmetrically positioned in the left and right frontal areas of cerebral cortex, respectively, demonstrates an essential role of frequency-phase synchronization, a phenomenon representing specific correlations between the characteristic frequencies and phases of excitations in the brain. We introduce quantitative measures of frequency-phase synchronization and systematize the values of FNS parameters for the EEG data. The comparison of our results with the medical diagnoses for 84 subjects performed at NCPH makes it possible to group the EEG signals into 4 categories corresponding to different risk levels of subjects' susceptibility to schizophrenia. We suggest that the introduced quantitative characteristics and classification of cross-correlations may be used for the diagnosis of schizophrenia at the early stages of its development.

Three dimensional winds: A maximum cross-correlation application to elastic lidar data

Energy Technology Data Exchange (ETDEWEB)

Buttler, William Tillman [Univ. of Texas, Austin, TX (United States)

1996-05-01

Maximum cross-correlation techniques have been used with satellite data to estimate winds and sea surface velocities for several years. Los Alamos National Laboratory (LANL) is currently using a variation of the basic maximum cross-correlation technique, coupled with a deterministic application of a vector median filter, to measure transverse winds as a function of range and altitude from incoherent elastic backscatter lidar (light detection and ranging) data taken throughout large volumes within the atmospheric boundary layer. Hourly representations of three-dimensional wind fields, derived from elastic lidar data taken during an air-quality study performed in a region of complex terrain near Sunland Park, New Mexico, are presented and compared with results from an Environmental Protection Agency (EPA) approved laser doppler velocimeter. The wind fields showed persistent large scale eddies as well as general terrain-following winds in the Rio Grande valley.

Quark correlation functions in deep-inelastic semi-inclusive processes

International Nuclear Information System (INIS)

Levelt, J.; Mulders, P.J.

1994-01-01

We investigate one-particle semi-inclusive processes in lepton-hadron scattering. In unpolarized scattering order Q -1 corrections appear only when transverse momenta are detected. We consider the twist-two and -three matrix elements and calculate the semi-inclusive structure functions in terms of quark correlation functions. We find that at the twist-three level not only the standard quark distribution and fragmentation function contribute, but also two new transverse ''profile functions.'' We discuss the gauge invariance of the hadronic tensor at the twist-three level. The results of our approach are used to calculate expressions for some cross sections for semi-inclusive processes

Conformal scalar field on the hyperelliptic curve and critical Ashkin-Teller multipoint correlation functions

International Nuclear Information System (INIS)

Zamolodchikov, A.B.

1987-01-01

A multipoint conformal block of Ramond states of the two-dimensional free scalar field is calculated. This function is related to the free energy of the scalar field on the hyperelliptic Riemann surface under a particular choice of boundary conditions. Being compactified on the circle this field leads to the crossing symmetric correlation functions with a discrete spectrum of scale dimensions. These functions are supposed to describe multipoint spin correlations of the critical Ashkin-Teller model. (orig.)

Stationary-phase integrals in the cross correlation of ambient noise

NARCIS (Netherlands)

Boschi, L.; Weemstra, C.

2015-01-01

The cross correlation of ambient signal allows seismologists to collect data even in the absence of seismic events. “Seismic interferometry” shows that the cross correlation of simultaneous recordings of a random wavefield made at two locations is formally related to the impulse response between

Image processing by use of the digital cross-correlator

International Nuclear Information System (INIS)

Katou, Yoshinori

1982-01-01

We manufactured for trial an instrument which achieved the image processing using digital correlators. A digital correlator perform 64-bit parallel correlation at 20 MH. The output of a digital correlator is a 7-bit word representing. An A-D converter is used to quantize it a precision of six bits. The resulting 6-bit word is fed to six correlators, wired in parallel. The image processing achieved in 12 bits, whose digital outputs converted an analog signal by a D-A converter. This instrument is named the digital cross-correlator. The method which was used in the image processing system calculated the convolution with the digital correlator. It makes various digital filters. In the experiment with the image processing video signals from TV camera were used. The digital image processing time was approximately 5 μs. The contrast was enhanced and smoothed. The digital cross-correlator has the image processing of 16 sorts, and was produced inexpensively. (author)

Developing high-performance cross-functional teams: Understanding motivations, functional loyalties, and teaming fundamentals

Energy Technology Data Exchange (ETDEWEB)

Miller, M.A.

1996-08-01

Teamwork is the key to the future of effective technology management. Today`s technologies and markets have become too complex for individuals to work alone. Global competition, limited resources, cost consciousness, and time pressures have forced organizations and project managers to encourage teamwork. Many of these teams will be cross-functional teams that can draw on a multitude of talents and knowledge. To develop high-performing cross-functional teams, managers must understand motivations, functional loyalties, and the different backgrounds of the individual team members. To develop a better understanding of these issues, managers can learn from experience and from literature on teams and teaming concepts. When studying the literature to learn about cross-functional teaming, managers will find many good theoretical concepts, but when put into practice, these concepts have varying effects. This issue of varying effectiveness is what drives the research for this paper. The teaming concepts were studied to confirm or modify current understanding. The literature was compared with a {open_quotes}ground truth{close_quotes}, a survey of the reality of teaming practices, to examine the teaming concepts that the literature finds to be critical to the success of teams. These results are compared to existing teams to determine if such techniques apply in real-world cases.

Damage Detection of Structures for Ambient Loading Based on Cross Correlation Function Amplitude and SVM

Directory of Open Access Journals (Sweden)

Lin-sheng Huo

2016-01-01

Full Text Available An effective method for the damage detection of skeletal structures which combines the cross correlation function amplitude (CCFA with the support vector machine (SVM is presented in this paper. The proposed method consists of two stages. Firstly, the data features are extracted from the CCFA, which, calculated from dynamic responses and as a representation of the modal shapes of the structure, changes when damage occurs on the structure. The data features are then input into the SVM with the one-against-one (OAO algorithm to classify the damage status of the structure. The simulation data of IASC-ASCE benchmark model and a vibration experiment of truss structure are adopted to verify the feasibility of proposed method. The results show that the proposed method is suitable for the damage identification of skeletal structures with the limited sensors subjected to ambient excitation. As the CCFA based data features are sensitive to damage, the proposed method demonstrates its reliability in the diagnosis of structures with damage, especially for those with minor damage. In addition, the proposed method shows better noise robustness and is more suitable for noisy environments.

Time-dependent reduced density matrix functional theory applied to laser-driven, correlated two-electron dynamics

Energy Technology Data Exchange (ETDEWEB)

Brics, Martins; Kapoor, Varun; Bauer, Dieter [Institut fuer Physik, Universitaet Rostock, 18051 Rostock (Germany)

2013-07-01

Time-dependent density functional theory (TDDFT) with known and practicable exchange-correlation potentials does not capture highly correlated electron dynamics such as single-photon double ionization, autoionization, or nonsequential ionization. Time-dependent reduced density matrix functional theory (TDRDMFT) may remedy these problems. The key ingredients in TDRDMFT are the natural orbitals (NOs), i.e., the eigenfunctions of the one-body reduced density matrix (1-RDM), and the occupation numbers (OCs), i.e., the respective eigenvalues. The two-body reduced density matrix (2-RDM) is then expanded in NOs, and equations of motion for the NOs can be derived. If the expansion coefficients of the 2-RDM were known exactly, the problem at hand would be solved. In practice, approximations have to be made. We study the prospects of TDRDMFT following a top-down approach. We solve the exact two-electron time-dependent Schroedinger equation for a model Helium atom in intense laser fields in order to study highly correlated phenomena such as the population of autoionizing states or single-photon double ionization. From the exact wave function we calculate the exact NOs, OCs, the exact expansion coefficients of the 2-RDM, and the exact potentials in the equations of motion. In that way we can identify how many NOs and which level of approximations are necessary to capture such phenomena.

Cross-correlation analysis of Ge/Li/ spectra

International Nuclear Information System (INIS)

MacDonald, R.; Robertson, A.; Kennett, T.J.; Prestwich, W.V.

1974-01-01

A sensitive technique is proposed for activation analysis using cross-correlation and improved spectral orthogonality achieved through use of a rectangular zero area digital filter. To test the accuracy and reliability of the cross-correlation procedure five spectra obtained with a Ge/Li detector were combined in different proportions. Gaussian distributed statistics were then added to the composite spectra by means of a pseudo-random number generator. The basis spectra used were 76 As, 82 Br, 72 Ga, 77 Ge, and room background. In general, when the basis spectra were combined in roughly comparable proportions the accuracy of the techique proved to be excelent (>1%). However, of primary importance was the ability of the correlation technique to identify low intensity components in the presence of high intensity components. It was found that the detection threshold for Ge, for example, was not reached until the Ge content in the unfiltered spectrum was <0.16%. (T.G.)

Validation of IPS Single-Station Analysis (SSA) Using MEXART Routines in Multi-Station Spectra. Comparison with Cross Correlation Function (CCF) Analysis.

Science.gov (United States)

Bisi, M. M.; Chang, O.; Gonzalez-Esparza, A.; Fallows, R. A.; Aguilar-Rodriguez, E.

2017-12-01

The phenomenon of Interplanetary Scintillation (IPS) occurs from the scattering of radio waves coming from compact radio sources that cross electron density fluctuations in the interplanetary medium. By analyzing these fluctuations in the measurements of flux intensity of galactic (compact) radio sources in a radio telescope, it is possible to infer some properties of structures in the solar wind. Studies based on observations of IPS have provided valuable information on the physics of the internal heliosphere for over 50 years. There are two techniques that provide IPS results: 1) Single-Station Analysis (SSA), where a theoretical model is fitted to the observed spectrum; and 2) Cross-Correlation Function (CCF), where two antennas separated by a few hundred kilometers simultaneously and independently observe the same radio source. In order to combine and complement solar wind speed determinations, it is important to validate the results of these two IPS techniques. In this work we analyze events from previously studied observations from MERLIN (Multi-Element Radio-Linked Interferometer Network) using the CCF methodology. The SSA model fit is applied to these observations and compared with the previous results to validate the two techniques. The objective is to know the behavior of the parameters in cases studied by CCFs that can be implemented in the SSA model. This work studies the capability of SSA model fit to describe complex events in the interplanetary environment and seeks to improve the adjustment of parameters from individual spectra to the theoretical model. The validation of these two methodologies is important to be able to combine data in real time from different radio telescopes which is necessary for the success of the Worldwide Interplanetary Scintillation Stations (WIPSS) Network to monitor solar wind structures using IPS data.

What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions

Czech Academy of Sciences Publication Activity Database

Krištoufek, Ladislav; Ferreira, P.

2017-01-01

Roč. 486, č. 1 (2017), s. 554-566 ISSN 0378-4371 R&D Projects: GA ČR(CZ) GA17-12408S Institutional support: RVO:67985556 Keywords : covered interest parity * detrended cross-correlation analysis * detrending moving cross-corrrelation analysis * financial integration Subject RIV: AH - Economics OBOR OECD: Applied Economics, Econometrics Impact factor: 2.243, year: 2016 http://library.utia.cas.cz/separaty/2017/E/kristoufek-0478811.pdf

Confidence intervals for the first crossing point of two hazard functions.

Science.gov (United States)

Cheng, Ming-Yen; Qiu, Peihua; Tan, Xianming; Tu, Dongsheng

2009-12-01

The phenomenon of crossing hazard rates is common in clinical trials with time to event endpoints. Many methods have been proposed for testing equality of hazard functions against a crossing hazards alternative. However, there has been relatively few approaches available in the literature for point or interval estimation of the crossing time point. The problem of constructing confidence intervals for the first crossing time point of two hazard functions is considered in this paper. After reviewing a recent procedure based on Cox proportional hazard modeling with Box-Cox transformation of the time to event, a nonparametric procedure using the kernel smoothing estimate of the hazard ratio is proposed. The proposed procedure and the one based on Cox proportional hazard modeling with Box-Cox transformation of the time to event are both evaluated by Monte-Carlo simulations and applied to two clinical trial datasets.

Method for stationarity-segmentation of spike train data with application to the Pearson cross-correlation.

Science.gov (United States)

Quiroga-Lombard, Claudio S; Hass, Joachim; Durstewitz, Daniel

2013-07-01

Correlations among neurons are supposed to play an important role in computation and information coding in the nervous system. Empirically, functional interactions between neurons are most commonly assessed by cross-correlation functions. Recent studies have suggested that pairwise correlations may indeed be sufficient to capture most of the information present in neural interactions. Many applications of correlation functions, however, implicitly tend to assume that the underlying processes are stationary. This assumption will usually fail for real neurons recorded in vivo since their activity during behavioral tasks is heavily influenced by stimulus-, movement-, or cognition-related processes as well as by more general processes like slow oscillations or changes in state of alertness. To address the problem of nonstationarity, we introduce a method for assessing stationarity empirically and then "slicing" spike trains into stationary segments according to the statistical definition of weak-sense stationarity. We examine pairwise Pearson cross-correlations (PCCs) under both stationary and nonstationary conditions and identify another source of covariance that can be differentiated from the covariance of the spike times and emerges as a consequence of residual nonstationarities after the slicing process: the covariance of the firing rates defined on each segment. Based on this, a correction of the PCC is introduced that accounts for the effect of segmentation. We probe these methods both on simulated data sets and on in vivo recordings from the prefrontal cortex of behaving rats. Rather than for removing nonstationarities, the present method may also be used for detecting significant events in spike trains.

Correlation Functions and Power Spectra

DEFF Research Database (Denmark)

Larsen, Jan

2006-01-01

The present lecture note is a supplement to the textbook Digital Signal Processing by J. Proakis and D.G. Manolakis used in the IMM/DTU course 02451 Digital Signal Processing and provides an extended discussion of correlation functions and power spectra. The definitions of correlation functions...... and spectra for discrete-time and continuous-time (analog) signals are pretty similar. Consequently, we confine the discussion mainly to real discrete-time signals. The Appendix contains detailed definitions and properties of correlation functions and spectra for analog as well as discrete-time signals....... It is possible to define correlation functions and associated spectra for aperiodic, periodic and random signals although the interpretation is different. Moreover, we will discuss correlation functions when mixing these basic signal types. In addition, the note include several examples for the purpose...

Pair Correlation Function Integrals

DEFF Research Database (Denmark)

Wedberg, Nils Hejle Rasmus Ingemar; O'Connell, John P.; Peters, Günther H.J.

2011-01-01

We describe a method for extending radial distribution functions obtained from molecular simulations of pure and mixed molecular fluids to arbitrary distances. The method allows total correlation function integrals to be reliably calculated from simulations of relatively small systems. The long......-distance behavior of radial distribution functions is determined by requiring that the corresponding direct correlation functions follow certain approximations at long distances. We have briefly described the method and tested its performance in previous communications [R. Wedberg, J. P. O’Connell, G. H. Peters......, and J. Abildskov, Mol. Simul. 36, 1243 (2010); Fluid Phase Equilib. 302, 32 (2011)], but describe here its theoretical basis more thoroughly and derive long-distance approximations for the direct correlation functions. We describe the numerical implementation of the method in detail, and report...

Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective

Science.gov (United States)

Dutta, Srimonti; Ghosh, Dipak; Chatterjee, Sucharita

2016-12-01

The manuscript studies autocorrelation and cross correlation of SENSEX fluctuations and Forex Exchange Rate in respect to Indian scenario. Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross correlation analysis (MFDXA) were employed to study the correlation between the two series. It was observed that the two series are strongly cross correlated. The change of degree of cross correlation with time was studied and the results are interpreted qualitatively.

Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis

Directory of Open Access Journals (Sweden)

Gang-Jin Wang

2014-01-01

Full Text Available We supply a new perspective to describe and understand the behavior of cross-correlations between energy and emissions markets. Namely, we investigate cross-correlations between oil and gas (Oil-Gas, oil and CO2 (Oil-CO2, and gas and CO2 (Gas-CO2 based on fractal and multifractal analysis. We focus our study on returns of the oil, gas, and CO2 during the period of April 22, 2005–April 30, 2013. In the empirical analysis, by using the detrended cross-correlation analysis (DCCA method, we find that cross-correlations for Oil-Gas, Oil-CO2, and Gas-CO2 obey a power-law and are weakly persistent. Then, we adopt the method of DCCA cross-correlation coefficient to quantify cross-correlations between energy and emissions markets. The results show that their cross-correlations are diverse at different time scales. Next, based on the multifractal DCCA method, we find that cross-correlated markets have the nonlinear and multifractal nature and that the multifractality strength for three cross-correlated markets is arranged in the order of Gas-CO2 > Oil-Gas > Oil-CO2. Finally, by employing the rolling windows method, which can be used to investigate time-varying cross-correlation scaling exponents, we analyze short-term and long-term market dynamics and find that the recent global financial crisis has a notable influence on short-term and long-term market dynamics.

Applying big data technologies in the financial sector – using sentiment analysis to identify correlations in the stock market

Directory of Open Access Journals (Sweden)

Eszter Katalin Bognár

2016-06-01

Full Text Available The aim of this article is to introduce a system that is capable of collecting and analyzing different types of financial data to support traders in their decision - making. Oracle’s Big Data platform Oracle Advanced Analytics was utilized, which extends the Oracle Database with Oracle R, thus providing the opportunity to run embedded R scripts on the database server to speed up data processing. The extract, transform and load (ETL process was combined with a dictionary - based sentiment analysis module to examine cross - correlation and causality between numerical and textual financial data for a 10 week period. A notable correlation (0.42 was found between daily news sentiment scores and daily stock returns. By applying cross - correlation analysis and Granger causality testing, the results show that the news’ impact is incorporated into stock prices rapidly, having the highest correlation on the first day, while the returns’ impact on market sentiment is seen only after a few days.

Cross-correlating the γ-ray Sky with Catalogs of Galaxy Clusters

Science.gov (United States)

Branchini, Enzo; Camera, Stefano; Cuoco, Alessandro; Fornengo, Nicolao; Regis, Marco; Viel, Matteo; Xia, Jun-Qing

2017-01-01

We report the detection of a cross-correlation signal between Fermi Large Area Telescope diffuse γ-ray maps and catalogs of clusters. In our analysis, we considered three different catalogs: WHL12, redMaPPer, and PlanckSZ. They all show a positive correlation with different amplitudes, related to the average mass of the objects in each catalog, which also sets the catalog bias. The signal detection is confirmed by the results of a stacking analysis. The cross-correlation signal extends to rather large angular scales, around 1°, that correspond, at the typical redshift of the clusters in these catalogs, to a few to tens of megaparsecs, I.e., the typical scale-length of the large-scale structures in the universe. Most likely this signal is contributed by the cumulative emission from active galactic nuclei (AGNs) associated with the filamentary structures that converge toward the high peaks of the matter density field in which galaxy clusters reside. In addition, our analysis reveals the presence of a second component, more compact in size and compatible with a point-like emission from within individual clusters. At present, we cannot distinguish between the two most likely interpretations for such a signal, I.e., whether it is produced by AGNs inside clusters or if it is a diffuse γ-ray emission from the intracluster medium. We argue that this latter, intriguing, hypothesis might be tested by applying this technique to a low-redshift large-mass cluster sample.

CROSS-CORRELATING THE γ -RAY SKY WITH CATALOGS OF GALAXY CLUSTERS

Energy Technology Data Exchange (ETDEWEB)

Branchini, Enzo [Dipartimento di Matematica e Fisica, Università degli Studi “Roma Tre,” via della Vasca Navale 84, I-00146 Roma (Italy); Camera, Stefano [Jodrell Bank Centre for Astrophysics, The University of Manchester, Alan Turing Building, Oxford Road, Manchester M13 9PL (United Kingdom); Cuoco, Alessandro [Institute for Theoretical Particle Physics and Cosmology, RWTH Aachen University, D-52056 Aachen (Germany); Fornengo, Nicolao; Regis, Marco [Dipartimento di Fisica, Università di Torino, via P. Giuria 1, I–10125 Torino (Italy); Viel, Matteo [INAF Osservatorio Astronomico di Trieste, Via G. B. Tiepolo 11, I-34141, Trieste (Italy); Xia, Jun-Qing, E-mail: xiajq@bnu.edu.cn, E-mail: branchin@fis.uniroma3.it, E-mail: stefano.camera@manchester.ac.uk, E-mail: cuoco@physik.rwth-aachen.de, E-mail: fornengo@to.infn.it, E-mail: regis@to.infn.it, E-mail: viel@oats.inaf.it [Department of Astronomy, Beijing Normal University, Beijing 100875 (China)

2017-01-01

We report the detection of a cross-correlation signal between Fermi Large Area Telescope diffuse γ -ray maps and catalogs of clusters. In our analysis, we considered three different catalogs: WHL12, redMaPPer, and PlanckSZ. They all show a positive correlation with different amplitudes, related to the average mass of the objects in each catalog, which also sets the catalog bias. The signal detection is confirmed by the results of a stacking analysis. The cross-correlation signal extends to rather large angular scales, around 1°, that correspond, at the typical redshift of the clusters in these catalogs, to a few to tens of megaparsecs, i.e., the typical scale-length of the large-scale structures in the universe. Most likely this signal is contributed by the cumulative emission from active galactic nuclei (AGNs) associated with the filamentary structures that converge toward the high peaks of the matter density field in which galaxy clusters reside. In addition, our analysis reveals the presence of a second component, more compact in size and compatible with a point-like emission from within individual clusters. At present, we cannot distinguish between the two most likely interpretations for such a signal, i.e., whether it is produced by AGNs inside clusters or if it is a diffuse γ -ray emission from the intracluster medium. We argue that this latter, intriguing, hypothesis might be tested by applying this technique to a low-redshift large-mass cluster sample.

The role of three-gluon correlation functions in the single spin asymmetry

Directory of Open Access Journals (Sweden)

Beppu Hiroo

2015-01-01

Full Text Available We study the twist-3 three-gluon contribution to the single spin asymmetry in the light-hadron production in pp collision in the framework of the collinear factorization. We derive the corresponding cross section formula in the leading order with respect to the QCD coupling constant. We also present a numerical calculation of the asymmetry at the RHIC energy, using a model for the three-gluon correlation functions suggested by the asymmetry for the D-meson production at RHIC. We found that the asymmetries for the light-hadron and the jet productions are very useful to constrain the magnitude and form of the correlation functions. Since the three-gluon correlation functions shift the asymmetry for all kinds of hadrons in the same direction, it is unlikely that they become a main source of the asymmetry.

Stationary echo canceling in velocity estimation by time-domain cross-correlation

DEFF Research Database (Denmark)

Jensen, Jørgen Arendt

1993-01-01

The application of stationary echo canceling to ultrasonic estimation of blood velocities using time-domain cross-correlation is investigated. Expressions are derived that show the influence from the echo canceler on the signals that enter the cross-correlation estimator. It is demonstrated...

Characterization of topological phases of dimerized Kitaev chain via edge correlation functions

Science.gov (United States)

Wang, Yucheng; Miao, Jian-Jian; Jin, Hui-Ke; Chen, Shu

2017-11-01

We study analytically topological properties of a noninteracting modified dimerized Kitaev chain and an exactly solvable interacting dimerized Kitaev chain under open boundary conditions by analyzing two introduced edge correlation functions. The interacting dimerized Kitaev chain at the symmetry point Δ =t and the chemical potential μ =0 can be exactly solved by applying two Jordan-Wigner transformations and a spin rotation, which permits us to calculate the edge correlation functions analytically. We demonstrate that the two edge correlation functions can be used to characterize the trivial, Su-Schrieffer-Heeger-like topological and topological superconductor phases of both the noninteracting and interacting systems and give their phase diagrams.

Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets

Science.gov (United States)

Cao, Guangxi; Zhang, Minjia; Li, Qingchen

2017-04-01

This study focuses on multifractal detrended cross-correlation analysis of the different volatility intervals of Mainland China, US, and Hong Kong stock markets. A volatility-constrained multifractal detrended cross-correlation analysis (VC-MF-DCCA) method is proposed to study the volatility conductivity of Mainland China, US, and Hong Kong stock markets. Empirical results indicate that fluctuation may be related to important activities in real markets. The Hang Seng Index (HSI) stock market is more influential than the Shanghai Composite Index (SCI) stock market. Furthermore, the SCI stock market is more influential than the Dow Jones Industrial Average stock market. The conductivity between the HSI and SCI stock markets is the strongest. HSI was the most influential market in the large fluctuation interval of 1991 to 2014. The autoregressive fractionally integrated moving average method is used to verify the validity of VC-MF-DCCA. Results show that VC-MF-DCCA is effective.

Nuclear material enrichment identification method based on cross-correlation and high order spectra

International Nuclear Information System (INIS)

Yang Fan; Wei Biao; Feng Peng; Mi Deling; Ren Yong

2013-01-01

In order to enhance the sensitivity of nuclear material identification system (NMIS) against the change of nuclear material enrichment, the principle of high order statistic feature is introduced and applied to traditional NMIS. We present a new enrichment identification method based on cross-correlation and high order spectrum algorithm. By applying the identification method to NMIS, the 3D graphs with nuclear material character are presented and can be used as new signatures to identify the enrichment of nuclear materials. The simulation result shows that the identification method could suppress the background noises, electronic system noises, and improve the sensitivity against enrichment change to exponential order with no system structure modification. (authors)

Inclusive D* Meson Cross Sections and D* Jet Correlations in Photoproduction at HERA

CERN Document Server

Aktas, A.; Anthonis, T.; Antunovic, B.; Aplin, S.; Asmone, A.; Astvatsatourov, A.; Babaev, A.; Backovic, S.; Baghdasaryan, A.; Baranov, P.; Barrelet, E.; Bartel, W.; Baudrand, S.; Baumgartner, S.; Beckingham, M.; Behnke, O.; Behrendt, O.; Belousov, A.; Berger, N.; Bizot, J.C.; Boenig, M.O.; Boudry, V.; Bracinik, J.; Brandt, G.; Brisson, V.; Bruncko, D.; Busser, F.W.; Bunyatyan, A.; Buschhorn, G.; Bystritskaya, L.; Campbell, A.J.; Caron, S.; Cassol-Brunner, F.; Cerny, K.; Cerny, V.; Chekelian, V.; Contreras, J.G.; Coughlan, J.A.; Cox, B.E.; Cozzika, G.; Cvach, J.; Dainton, J.B.; Dau, W.D.; Daum, K.; de Boer, Y.; Delcourt, B.; Del Degan, M.; De Roeck, A.; De Wolf, E.A.; Diaconu, C.; Dodonov, V.; Dubak, A.; Eckerlin, Guenter; Efremenko, V.; Egli, S.; Eichler, R.; Eisele, F.; Eliseev, A.; Elsen, E.; Essenov, S.; Falkewicz, A.; Faulkner, P.J.W.; Favart, L.; Fedotov, A.; Felst, R.; Feltesse, J.; Ferencei, J.; Finke, L.; Fleischer, M.; Flucke, G.; Fomenko, A.; Franke, G.; Frisson, T.; Gabathuler, E.; Garutti, E.; Gayler, J.; Gerlich, C.; Ghazaryan, Samvel; Ginzburgskaya, S.; Glazov, A.; Glushkov, I.; Goerlich, L.; Goettlich, M.; Gogitidze, N.; Gorbounov, S.; Grab, C.; Greenshaw, T.; Gregori, M.; Grell, B.R.; Grindhammer, G.; Gwilliam, C.; Habib, S.; Haidt, D.; Hansson, M.; Heinzelmann, G.; Henderson, R.C.W.; Henschel, H.; Herrera, G.; Hildebrandt, M.; Hiller, K.H.; Hoffmann, D.; Horisberger, R.; Hovhannisyan, A.; Hreus, T.; Hussain, S.; Ibbotson, M.; Ismail, M.; Jacquet, M.; Janssen, X.; Jemanov, V.; Jonsson, L.; Johnson, D.P.; Jung, Andreas Werner; Jung, H.; Kapichine, M.; Katzy, J.; Kenyon, I.R.; Kiesling, Christian M.; Klein, M.; Kleinwort, C.; Klimkovich, T.; Kluge, T.; Knies, G.; Knutsson, A.; Korbel, V.; Kostka, P.; Krastev, K.; Kretzschmar, J.; Kropivnitskaya, A.; Kruger, K.; Landon, M.P.J.; Lange, W.; Lastovicka-Medin, G.; Laycock, P.; Lebedev, A.; Leibenguth, G.; Lendermann, V.; Levonian, S.; Lindfeld, L.; Lipka, K.; Liptaj, A.; List, B.; List, J.; Lobodzinska, E.; Loktionova, N.; Lopez-Fernandez, R.; Lubimov, V.; Lucaci-Timoce, A.I.; Lueders, H.; Lux, T.; Lytkin, L.; Makankine, A.; Malden, N.; Malinovski, E.; Marage, P.; Marshall, R.; Marti, L.; Martisikova, M.; Martyn, H.U.; Maxfield, S.J.; Mehta, A.; Meier, K.; Meyer, A.B.; Meyer, H.; Meyer, J.; Michels, V.; Mikocki, S.; Milcewicz-Mika, I.; Milstead, D.; Mladenov, D.; Mohamed, A.; Moreau, F.; Morozov, A.; Morris, J.V.; Mozer, Matthias Ulrich; Muller, K.; Murin, P.; Nankov, K.; Naroska, B.; Naumann, T.; Newman, Paul R.; Niebuhr, C.; Nikiforov, A.; Nowak, G.; Nowak, K.; Nozicka, M.; Oganezov, R.; Olivier, B.; Olsson, J.E.; Osman, S.; Ozerov, D.; Palichik, V.; Panagoulias, I.; Papadopoulou, T.; Pascaud, C.; Patel, G.D.; Peng, H.; Perez, E.; Perez-Astudillo, D.; Perieanu, A.; Petrukhin, A.; Pitzl, D.; Placakyte, R.; Portheault, B.; Povh, B.; Prideaux, P.; Rahmat, A.J.; Raicevic, N.; Reimer, P.; Rimmer, A.; Risler, C.; Rizvi, E.; Robmann, P.; Roland, B.; Roosen, R.; Rostovtsev, A.; Rurikova, Z.; Rusakov, S.; Salvaire, F.; Sankey, D.P.C.; Sauter, M.; Sauvan, E.; Schmidt, S.; Schmitt, S.; Schmitz, C.; Schoeffel, L.; Schoning, A.; Schultz-Coulon, H.C.; Sefkow, F.; Shaw-West, R.N.; Sheviakov, I.; Shtarkov, L.N.; Sloan, T.; Smirnov, P.; Soloviev, Y.; South, D.; Spaskov, V.; Specka, Arnd E.; Steder, M.; Stella, B.; Stiewe, J.; Stoilov, A.; Straumann, U.; Sunar, D.; Tchoulakov, V.; Thompson, G.; Thompson, P.D.; Toll, T.; Tomasz, F.; Traynor, D.; Trinh, T.N.; Truoel, P.; Tsakov, I.; Tsipolitis, G.; Tsurin, I.; Turnau, J.; Tzamariudaki, E.; Urban, K.; Urban, Marcel; Usik, A.; Utkin, D.; Valkarova, A.; Vallee, C.; Van Mechelen, P.; Vargas Trevino, A.; Vazdik, Y.; Veelken, C.; Vinokurova, S.; Volchinski, V.; Wacker, K.; Weber, G.; Weber, R.; Wegener, D.; Werner, C.; Wessels, M.; Wessling, B.; Wissing, C.; Wolf, R.; Wunsch, E.; Xella, S.; Yan, W.; Yeganov, V.; Zacek, J.; Zalesak, J.; Zhang, Z.; Zhelezov, A.; Zhokin, A.; Zhu, Y.C.; Zimmermann, J.; Zimmermann, T.; Zohrabyan, H.; Zomer, F.

2007-01-01

Differential photoproduction cross sections are measured for events containing D* mesons. The data were taken with the H1 detector at the ep collider HERA and correspond to an integrated luminosity of 51.1 pb-1. The kinematic region covers small photon virtualities Q^2 < 0.01 GeV^2 and photon-proton centre-of-mass energies of 171 < W_gammap < 256 GeV. The details of the heavy quark production process are further investigated in events with one or two jets in addition to the D* meson. Differential cross sections for D* jet production are determined and the correlations between the D* meson and the jet(s) are studied. The results are compared with perturbative QCD predictions applying collinear- or kt -factorisation.

Exploiting Cross Correlations and Joint Analyses

Energy Technology Data Exchange (ETDEWEB)

Rhodes, J. [Caltech; Allen, S. [SLAC; Benson, B. A. [Chicago U., Astron. Astrophys. Ctr.; Chang, T. [Taipei, Inst. Astron. Astrophys.; de Putter, R. [Caltech; Dodelson, S. [Chicago U., Astron. Astrophys. Ctr.; Doré, O. [Caltech; Honscheid, K. [Ohio State U., CCAPP; Linder, E. [UC, Berkeley; Ménard, B. [Tokyo U., IPMU; Newman, J. [Pittsburgh U.; Nord, B. [Fermilab; Rozo, E. [SLAC; Rykoff, E. [SLAC; Vallinotto, A. [LBL, Berkeley; Weinberg, D. [Ohio State U., CCAPP

2014-02-28

In this report, we present a wide variety of ways in which information from multiple probes of dark energy may be combined to obtain additional information not accessible when they are considered separately. Fundamentally, because all major probes are affected by the underlying distribution of matter in the regions studied, there exist covariances between them that can provide information on cosmology. Combining multiple probes allows for more accurate (less contaminated by systematics) and more precise (since there is cosmological information encoded in cross-correlation statistics) measurements of dark energy. The potential of cross-correlation methods is only beginning to be realized. By bringing in information from other wavelengths, the capabilities of the existing probes of dark energy can be enhanced and systematic effects can be mitigated further. We present a mixture of work in progress and suggestions for future scientific efforts. Given the scope of future dark energy experiments, the greatest gains may only be realized with more coordination and cooperation between multiple project teams; we recommend that this interchange should begin sooner, rather than later, to maximize scientific gains.

Four-point correlation function of stress-energy tensors in N=4 superconformal theories

CERN Document Server

Korchemsky, G P

2015-01-01

We derive the explicit expression for the four-point correlation function of stress-energy tensors in four-dimensional N=4 superconformal theory. We show that it has a remarkably simple and suggestive form allowing us to predict a large class of four-point correlation functions involving the stress-energy tensor and other conserved currents. We then apply the obtained results on the correlation functions to computing the energy-energy correlations, which measure the flow of energy in the final states created from the vacuum by a source. We demonstrate that they are given by a universal function independent of the choice of the source. Our analysis relies only on N=4 superconformal symmetry and does not use the dynamics of the theory.

Computational nanometrology of line-edge roughness: noise effects, cross-line correlations and the role of etch transfer

Science.gov (United States)

Constantoudis, Vassilios; Papavieros, George; Lorusso, Gian; Rutigliani, Vito; Van Roey, Frieda; Gogolides, Evangelos

2018-03-01

The aim of this paper is to investigate the role of etch transfer in two challenges of LER metrology raised by recent evolutions in lithography: the effects of SEM noise and the cross-line and edge correlations. The first comes from the ongoing scaling down of linewidths, which dictates SEM imaging with less scanning frames to reduce specimen damage and hence with more noise. During the last decade, it has been shown that image noise can be an important budget of the measured LER while systematically affects and alter the PSD curve of LER at high frequencies. A recent method for unbiased LER measurement is based on the systematic Fourier or correlation analysis to decompose the effects of noise from true LER (Fourier-Correlation filtering method). The success of the method depends on the PSD and HHCF curve. Previous experimental and model works have revealed that etch transfer affects the PSD of LER reducing its high frequency values. In this work, we estimate the noise contribution to the biased LER through PSD flat floor at high frequencies and relate it with the differences between the PSDs of lithography and etched LER. Based on this comparison, we propose an improvement of the PSD/HHCF-based method for noise-free LER measurement to include the missed high frequency real LER. The second issue is related with the increased density of lithographic patterns and the special characteristics of DSA and MP lithography patterns exhibits. In a previous work, we presented an enlarged LER characterization methodology for such patterns, which includes updated versions of the old metrics along with new metrics defined and developed to capture cross-edge and cross-line correlations. The fundamental concept has been the Line Center Roughness (LCR), the edge c-factor and the line c-factor correlation function and length quantifying the line fluctuations and the extent of cross-edge and cross-line correlations. In this work, we focus on the role of etch steps on cross-edge and

Ground-state inversion method applied to calculation of molecular photoionization cross-sections by atomic extrapolation: Interference effects at low energies

International Nuclear Information System (INIS)

Hilton, P.R.; Nordholm, S.; Hush, N.S.

1980-01-01

The ground-state inversion method, which we have previously developed for the calculation of atomic cross-sections, is applied to the calculation of molecular photoionization cross-sections. These are obtained as a weighted sum of atomic subshell cross-sections plus multi-centre interference terms. The atomic cross-sections are calculated directly for the atomic functions which when summed over centre and symmetry yield the molecular orbital wave function. The use of the ground-state inversion method for this allows the effect of the molecular environment on the atomic cross-sections to be calculated. Multi-centre terms are estimated on the basis of an effective plane-wave expression for this contribution to the total cross-section. Finally the method is applied to the range of photon energies from 0 to 44 eV where atomic extrapolation procedures have not previously been tested. Results obtained for H 2 , N 2 and CO show good agreement with experiment, particularly when interference effects and effects of the molecular environment on the atomic cross-sections are included. The accuracy is very much better than that of previous plane-wave and orthogonalized plane-wave methods, and can stand comparison with that of recent more sophisticated approaches. It is a feature of the method that calculation of cross-sections either of atoms or of large molecules requires very little computer time, provided that good quality wave functions are available, and it is then of considerable potential practical interest for photoelectorn spectroscopy. (orig.)

Statistical Modelling of Resonant Cross Section Structure in URR, Model of the Characteristic Function

International Nuclear Information System (INIS)

Koyumdjieva, N.

2006-01-01

A statistical model for the resonant cross section structure in the Unresolved Resonance Region has been developed in the framework of the R-matrix formalism in Reich Moore approach with effective accounting of the resonance parameters fluctuations. The model uses only the average resonance parameters and can be effectively applied for analyses of cross sections functional, averaged over many resonances. Those are cross section moments, transmission and self-indication functions measured through thick sample. In this statistical model the resonant cross sections structure is accepted to be periodic and the R-matrix is a function of ε=E/D with period 0≤ε≤N; R nc (ε)=π/2√(S n *S c )1/NΣ(i=1,N)(β in *β ic *ctg[π(ε i - = ε-iS i )/N]; Here S n ,S c ,S i is respectively neutron strength function, strength function for fission or inelastic channel and strength function for radiative capture, N is the number of resonances (ε i ,β i ) that obey the statistic of Porter-Thomas and Wigner's one. The simple case of this statistical model concerns the resonant cross section structure for non-fissile nuclei under the threshold for inelastic scattering - the model of the characteristic function with HARFOR program. In the above model some improvements of calculation of the phases and logarithmic derivatives of neutron channels have been done. In the parameterization we use the free parameter R l ∞ , which accounts the influence of long-distant resonances. The above scheme for statistical modelling of the resonant cross section structure has been applied for evaluation of experimental data for total, capture and inelastic cross sections for 232 Th in the URR (4-150) keV and also the transmission and self-indication functions in (4-175) keV. The set of evaluated average resonance parameters have been obtained. The evaluated average resonance parameters in the URR are consistent with those in the Resolved Resonance Region (CRP for Th-U cycle, Vienna, 2006

Cognitive reserve moderates the association between functional network anti-correlations and memory in MCI.

Science.gov (United States)

Franzmeier, Nicolai; Buerger, Katharina; Teipel, Stefan; Stern, Yaakov; Dichgans, Martin; Ewers, Michael

2017-02-01

Cognitive reserve (CR) shows protective effects on cognitive function in older adults. Here, we focused on the effects of CR at the functional network level. We assessed in patients with amnestic mild cognitive impairment (aMCI) whether higher CR moderates the association between low internetwork cross-talk on memory performance. In 2 independent aMCI samples (n = 76 and 93) and healthy controls (HC, n = 36), CR was assessed via years of education and intelligence (IQ). We focused on the anti-correlation between the dorsal attention network (DAN) and an anterior and posterior default mode network (DMN), assessed via sliding time window analysis of resting-state functional magnetic resonance imaging (fMRI). The DMN-DAN anti-correlation was numerically but not significantly lower in aMCI compared to HC. However, in aMCI, lower anterior DMN-DAN anti-correlation was associated with lower memory performance. This association was moderated by CR proxies, where the association between the internetwork anti-correlation and memory performance was alleviated at higher levels of education or IQ. In conclusion, lower DAN-DMN cross-talk is associated with lower memory in aMCI, where such effects are buffered by higher CR. Copyright © 2016 Elsevier Inc. All rights reserved.

Functional Multiple-Set Canonical Correlation Analysis

Science.gov (United States)

Hwang, Heungsun; Jung, Kwanghee; Takane, Yoshio; Woodward, Todd S.

2012-01-01

We propose functional multiple-set canonical correlation analysis for exploring associations among multiple sets of functions. The proposed method includes functional canonical correlation analysis as a special case when only two sets of functions are considered. As in classical multiple-set canonical correlation analysis, computationally, the…

Effects of nucleon correlations in (p,d), (e, e sup ' p) and (gamma, p) reactions

CERN Document Server

Gaidarov, M K; Antonov, A

2002-01-01

A study of the nucleon correlation effects on the one-nucleon removal reactions in closed- as well as open-shell nuclei is performed. Correlated quasi-hole overlap functions are used, extracted from the asymptotic behaviour of the one-body density matrices containing different types of nucleon correlations. The corresponding spectroscopic factors calculated within this approach are reduced with respect to the shell model predictions in a way that reflects the role of the correlations included in different methods. The resulting bound-state overlap functions are applied to calculate the cross sections of (e, e sup ' p), (gamma, p) and (p, d) reactions on the same theoretical footing. The theoretical results are generally successful to reproduce the shape of the experimental cross sections. Thus this study clarifies the importance of various types of correlations, which are accounted for to a different extent in the theoretical methods considered, on the reaction cross sections

Cross Correlation versus Normalized Mutual Information on Image Registration

Science.gov (United States)

Tan, Bin; Tilton, James C.; Lin, Guoqing

2016-01-01

This is the first study to quantitatively assess and compare cross correlation and normalized mutual information methods used to register images in subpixel scale. The study shows that the normalized mutual information method is less sensitive to unaligned edges due to the spectral response differences than is cross correlation. This characteristic makes the normalized image resolution a better candidate for band to band registration. Improved band-to-band registration in the data from satellite-borne instruments will result in improved retrievals of key science measurements such as cloud properties, vegetation, snow and fire.

Reflected Light from Giant Planets in Habitable Zones: Tapping into the Power of the Cross-Correlation Function.

Science.gov (United States)

Martins, J H C; Santos, N C; Figueira, P; Melo, C

2016-11-01

The direct detection of reflected light from exoplanets is an excellent probe for the characterization of their atmospheres. The greatest challenge for this task is the low planet-to-star flux ratio, which even in the most favourable case is of the order of 10 -4 in the optical. This ratio decreases even more for planets in their host's habitable zone, typically lower than 10 -7 . To reach the signal-to-noise level required for such detections, we propose to unleash the power of the Cross Correlation Function in combination with the collecting power of next generation observing facilities. The technique we propose has already yielded positive results by detecting the reflected spectral signature of 51 Pegasi b (see Martins et al. 2015). In this work, we attempted to infer the number of hours required for the detection of several planets in their host's habitable zone using the aforementioned technique from theoretical EELT observations. Our results show that for 5 of the selected planets it should be possible to directly recover their reflected spectral signature.

Cross correlation analysis of medium energy gamma rays for the northern hemisphere

International Nuclear Information System (INIS)

Long, J.; Zanrosso, E.; Zych, A.D.; White, R.S.

1982-01-01

Data obtained with the UCR gamma telescope have been analyzed using the cross-correlation method. The observations extended over 37.5 hr from 0930 UT, 30 Sept. to 2300 UT, 1 oct. 1978 at 32deg N. Lat. (Palestine, Texas). The Crab Nebula- Anticenter region was observed on consecutive days. The telescope's wide field-of-view permitted the search for a number of other medium energy (1-30 MeV) source candidates. As the telescope swept the sky, the count rates for fixed celestial directions were correlated with the expected response as a function of time and telescope geometry. Similar correlations were carried out for sources measured in the laboratory and computer-simulated sources. In the correlation method the time independence and azimuthal symmetry of the atmospheric and cosmic diffuse backgrounds provide zero correlation. In contrast, a celestial source produces an asymmetric response with respect to the azimuthal direction which varies predictably in time to give a positive correlation. Preliminary correlation skymaps of the Anticenter region are presented and their statistical significance discussed. An energy spectrum obtained from the ''correlated counts'' is compared with measurements by other methods

Coordination analysis of players' distribution in football using cross-correlation and vector coding techniques.

Science.gov (United States)

Moura, Felipe Arruda; van Emmerik, Richard E A; Santana, Juliana Exel; Martins, Luiz Eduardo Barreto; Barros, Ricardo Machado Leite de; Cunha, Sergio Augusto

2016-12-01

The purpose of this study was to investigate the coordination between teams spread during football matches using cross-correlation and vector coding techniques. Using a video-based tracking system, we obtained the trajectories of 257 players during 10 matches. Team spread was calculated as functions of time. For a general coordination description, we calculated the cross-correlation between the signals. Vector coding was used to identify the coordination patterns between teams during offensive sequences that ended in shots on goal or defensive tackles. Cross-correlation showed that opponent teams have a tendency to present in-phase coordination, with a short time lag. During offensive sequences, vector coding results showed that, although in-phase coordination dominated, other patterns were observed. We verified that during the early stages, offensive sequences ending in shots on goal present greater anti-phase and attacking team phase periods, compared to sequences ending in tackles. Results suggest that the attacking team may seek to present a contrary behaviour of its opponent (or may lead the adversary behaviour) in the beginning of the attacking play, regarding to the distribution strategy, to increase the chances of a shot on goal. The techniques allowed detecting the coordination patterns between teams, providing additional information about football dynamics and players' interaction.

Cross-correlation redshift calibration without spectroscopic calibration samples in DES Science Verification Data

Science.gov (United States)

Davis, C.; Rozo, E.; Roodman, A.; Alarcon, A.; Cawthon, R.; Gatti, M.; Lin, H.; Miquel, R.; Rykoff, E. S.; Troxel, M. A.; Vielzeuf, P.; Abbott, T. M. C.; Abdalla, F. B.; Allam, S.; Annis, J.; Bechtol, K.; Benoit-Lévy, A.; Bertin, E.; Brooks, D.; Buckley-Geer, E.; Burke, D. L.; Carnero Rosell, A.; Carrasco Kind, M.; Carretero, J.; Castander, F. J.; Crocce, M.; Cunha, C. E.; D'Andrea, C. B.; da Costa, L. N.; Desai, S.; Diehl, H. T.; Doel, P.; Drlica-Wagner, A.; Fausti Neto, A.; Flaugher, B.; Fosalba, P.; Frieman, J.; García-Bellido, J.; Gaztanaga, E.; Gerdes, D. W.; Giannantonio, T.; Gruen, D.; Gruendl, R. A.; Gutierrez, G.; Honscheid, K.; Jain, B.; James, D. J.; Jeltema, T.; Krause, E.; Kuehn, K.; Kuhlmann, S.; Kuropatkin, N.; Lahav, O.; Li, T. S.; Lima, M.; March, M.; Marshall, J. L.; Martini, P.; Melchior, P.; Ogando, R. L. C.; Plazas, A. A.; Romer, A. K.; Sanchez, E.; Scarpine, V.; Schindler, R.; Schubnell, M.; Sevilla-Noarbe, I.; Smith, M.; Soares-Santos, M.; Sobreira, F.; Suchyta, E.; Swanson, M. E. C.; Tarle, G.; Thomas, D.; Vikram, V.; Walker, A. R.; Wechsler, R. H.

2018-06-01

Galaxy cross-correlations with high-fidelity redshift samples hold the potential to precisely calibrate systematic photometric redshift uncertainties arising from the unavailability of complete and representative training and validation samples of galaxies. However, application of this technique in the Dark Energy Survey (DES) is hampered by the relatively low number density, small area, and modest redshift overlap between photometric and spectroscopic samples. We propose instead using photometric catalogues with reliable photometric redshifts for photo-z calibration via cross-correlations. We verify the viability of our proposal using redMaPPer clusters from the Sloan Digital Sky Survey (SDSS) to successfully recover the redshift distribution of SDSS spectroscopic galaxies. We demonstrate how to combine photo-z with cross-correlation data to calibrate photometric redshift biases while marginalizing over possible clustering bias evolution in either the calibration or unknown photometric samples. We apply our method to DES Science Verification (DES SV) data in order to constrain the photometric redshift distribution of a galaxy sample selected for weak lensing studies, constraining the mean of the tomographic redshift distributions to a statistical uncertainty of Δz ˜ ±0.01. We forecast that our proposal can, in principle, control photometric redshift uncertainties in DES weak lensing experiments at a level near the intrinsic statistical noise of the experiment over the range of redshifts where redMaPPer clusters are available. Our results provide strong motivation to launch a programme to fully characterize the systematic errors from bias evolution and photo-z shapes in our calibration procedure.

Measuring time-of-flight in an ultrasonic LPS system using generalized cross-correlation.

Science.gov (United States)

Villladangos, José Manuel; Ureña, Jesús; García, Juan Jesús; Mazo, Manuel; Hernández, Alvaro; Jiménez, Ana; Ruíz, Daniel; De Marziani, Carlos

2011-01-01

In this article, a time-of-flight detection technique in the frequency domain is described for an ultrasonic local positioning system (LPS) based on encoded beacons. Beacon transmissions have been synchronized and become simultaneous by means of the DS-CDMA (direct-sequence code Division multiple access) technique. Every beacon has been associated to a 255-bit Kasami code. The detection of signal arrival instant at the receiver, from which the distance to each beacon can be obtained, is based on the application of the generalized cross-correlation (GCC), by using the cross-spectral density between the received signal and the sequence to be detected. Prior filtering to enhance the frequency components around the carrier frequency (40 kHz) has improved estimations when obtaining the correlation function maximum, which implies an improvement in distance measurement precision. Positioning has been achieved by using hyperbolic trilateration, based on the time differences of arrival (TDOA) between a reference beacon and the others.

A Review on Empirical Correlations for Jet/Spray Trajectory of Liquid Jet in Uniform Cross Flow

Directory of Open Access Journals (Sweden)

Soo-Young No

2015-12-01

Full Text Available The empirical correlations for the prediction of jet/spray penetration of liquid jet in subsonic uniform crossflow are reviewed in this study. Considerable number of empirical correlations had been proposed by many investigators. It has generally known that the jet/spray trajectory of a liquid jet in a cross-flow is a function of the liquid to air momentum flux ratio and the normalized distance in the airstream direction from the injector. However, several researchers incorporated the Weber number, liquid-to-water or air viscosity ratio, pressure ratio or Reynolds number, temperature ratio in the empirical correlations. Two different classification methods of correlations, i.e. classification based on mathematic functional form and classification based on flow regime, are introduced in this study. The one classification of existing correlations based on functional form includes correlations in a power-law, logarithmic, and exponential forms, respectively. The other classification of previous correlations based on flow regime includes one, two and three regime, correlations. Correlations in a power-law functional form can be further divided into three groups such as momentum flux ratio, Weber number and other parameters forms. Correlations in logarithmic functional form can be also grouped as momentum flux ratio and Weber number forms. Most of the evaluation studies reported the significant discrepancies of predicted values by the existing correlations. The possible reasons for discrepancies will be summarized as measurement technique, assumptions made in defining terms in the liquid to air momentum flux ratio, difficulties in defining the boundaries of the liquid jets, turbulence level in the core and boundary layer of incoming jet and gas flows, nozzle/injector geometry and its position in the crossflow. However, it can be found from the several evaluation studies that the power-law functional form with momentum flux ratio and two regimes

Associated relaxation time and the correlation function for a tumor cell growth system subjected to color noises

Science.gov (United States)

Wang, Can-Jun; Wei, Qun; Mei, Dong-Cheng

2008-03-01

The associated relaxation time T and the normalized correlation function C(s) for a tumor cell growth system subjected to color noises are investigated. Using the Novikov theorem and Fox approach, the steady probability distribution is obtained. Based on them, the expressions of T and C(s) are derived by means of projection operator method, in which the effects of the memory kernels of the correlation function are taken into account. Performing the numerical computations, it is found: (1) With the cross-correlation intensity |λ|, the additive noise intensity α and the multiplicative noise self-correlation time τ increasing, the tumor cell numbers can be restrained; And the cross-correlation time τ, the multiplicative noise intensity D can induce the tumor cell numbers increasing; However, the additive noise self-correlation time τ cannot affect the tumor cell numbers; The relaxation time T is a stochastic resonant phenomenon, and the distribution curves exhibit a single-maximum structure with D increasing. (2) The cross-correlation strength λ weakens the related activity between two states of the tumor cell numbers at different time, and enhances the stability of the tumor cell growth system in the steady state; On the contrast, τ and τ enhance the related activity between two states at different time; However, τ has no effect on the related activity between two states at different time.

Correlations between physical activity and neurocognitive domain functions in patients with schizophrenia: a cross-sectional study.

Science.gov (United States)

Kurebayashi, Yusuke; Otaki, Junichi

2017-01-05

Neurocognitive dysfunction is a critical target symptom of schizophrenia treatment. A positive correlation between physical activity level and neurocognitive function has been reported in healthy individuals, but it is unclear whether such a correlation exists in patients with schizophrenia and whether the relationship is different according to inpatients or outpatients. This study aimed to examine the differences in the correlations between physical activity and multiple neurocognitive domains in inpatients and outpatients with schizophrenia and obtain suggestions for further study to facilitate this field. Twenty-nine patients with schizophrenia were examined (16 inpatients and 13 outpatients, 56.0 ± 11.4 years of age). Current symptoms were assessed using the Positive and Negative Symptom Scale and neurocognitive functions using Cognitrax, which yields a composite neurocognitive index (NCI) and 11 domain scores. After testing, participants wore an HJA-750C accelerometer for one week to measure physical activity levels and durations. Partial correlation analyses were performed between exercise and cognitive parameters. In the outpatient group, higher physical activity was associated with faster Motor and Psychomotor Speeds in outpatients. However, higher physical activity was associated with lower overall NCI, Attention score, and Memory scores in inpatients. Although higher physical activity was associated with better neurocognitive functions of outpatients, in inpatients with non-remitted schizophrenia, higher physical activity was associated with worsening of several cognitive domains. In a future study examining the relationship between physical activity and neurocognitive function for facilitating this research field, separation between inpatients and outpatients are needed because the relationship is different between inpatients and outpatients.

Multiscale properties of DNA primary structure: cross-scale correlations

International Nuclear Information System (INIS)

Altajskij, M.V.; Ivanov, V.V.; Polozov, R.V.

2000-01-01

Cross-scale correlations of wavelet coefficients of the DNA coding sequences are calculated and compared to that of the generated random sequence of the same length. The coding sequences are shown to have strong correlation between large and small scale structures, while random sequences have not

Liquid-metal pin-fin pressure drop by correlation in cross flow

International Nuclear Information System (INIS)

Wang, Zhibi; Kuzay, T.M.; Assoufid, L.

1994-01-01

The pin-fin configuration is widely used as a heat transfer enhancement method in high-heat-flux applications. Recently, the pin-fin design with liquid-metal coolant was also applied to synchrotron-radiation beamline devices. This paper investigates the pressure drop in a pin-post design beamline mirror with liquid gallium as the coolant. Because the pin-post configuration is a relatively new concept, information in literature about pin-post mirrors or crystals is rare, and information about the pressure drop in pin-post mirrors with liquid metal as the coolant is even more sparse. Due to this the authors considered the cross flow in cylinder-array geometry, which is very similar to that of the pin-post, to examine the pressure drop correlation with liquid metals over pin fins. The cross flow of fluid with various fluid characteristics or properties through a tube bank was studied so that the results can be scaled to the pin-fin geometry with liquid metal as the coolant. Study lead to two major variables to influence the pressure drop: fluid properties, viscosity and density, and the relative length of the posts. Correlation of the pressure drop between long and short posts and the prediction of the pressure drop of liquid metal in the pin-post mirror and comparison with an existing experiment are addressed

The mapping approach in the path integral formalism applied to curve-crossing systems

International Nuclear Information System (INIS)

Novikov, Alexey; Kleinekathoefer, Ulrich; Schreiber, Michael

2004-01-01

The path integral formalism in a combined phase-space and coherent-state representation is applied to the problem of curve-crossing dynamics. The system of interest is described by two coupled one-dimensional harmonic potential energy surfaces interacting with a heat bath consisting of harmonic oscillators. The mapping approach is used to rewrite the Lagrangian function of the electronic part of the system. Using the Feynman-Vernon influence-functional method the bath is eliminated whereas the non-Gaussian part of the path integral is treated using the generating functional for the electronic trajectories. The dynamics of a Gaussian wave packet is analyzed along a one-dimensional reaction coordinate within a perturbative treatment for a small coordinate shift between the potential energy surfaces

Hidden cross-correlation patterns in stock markets based on permutation cross-sample entropy and PCA

Science.gov (United States)

Lin, Aijing; Shang, Pengjian; Zhong, Bo

2014-12-01

In this article, we investigate the hidden cross-correlation structures in Chinese stock markets and US stock markets by performing PCSE combined with PCA approach. It is suggested that PCSE can provide a more faithful and more interpretable description of the dynamic mechanism between time series than cross-correlation matrix. We show that this new technique can be adapted to observe stock markets especially during financial crisis. In order to identify and compare the interactions and structures of stock markets during financial crisis, as well as in normal periods, all the samples are divided into four sub-periods. The results imply that the cross-correlations between Chinese group are stronger than the US group in the most sub-periods. In particular, it is likely that the US stock markets are more integrated with each other during global financial crisis than during Asian financial crisis. However, our results illustrate that Chinese stock markets are not immune from the global financial crisis, although less integrated with other markets if they are compared with US stock markets.

The ion-electron correlation function in liquid metals

International Nuclear Information System (INIS)

Takeda, S.; Tamaki, S.; Waseda, Y.

1985-01-01

The structure factors of liquid Zn at 723 K, Sn at 523 K and Bi at 573 K have been determined by neutron diffraction with sufficient accuracy and compared with those of X-ray diffraction. A remarkable difference in the structural information between the two methods is clearly found around the first peak region as well as in the slightly varied peak positions, and it is apparently larger than the experimental errors. With these facts in mind, a new method evaluating the ion-electron correlation function in liquid metals has been proposed by using the measured structural data of X-rays and neutrons, with the help of theoretical values of the electron-electron correlation function by he Utsumi-Ichimaru scheme. This method has been applied to liquid Zn, Sn and Bi, and the radial distribution function of valence electrons around an ion has been estimated, from which the ionic radius and the schematic diagram of the electron distribution map are obtained. The ionic radii evaluated in this work have been found to agree well with those proposed by Pauling. (author)

Quadrature Errors and DC Offsets Calibration of Analog Complex Cross-Correlator for Interferometric Passive Millimeter-Wave Imaging Applications

Directory of Open Access Journals (Sweden)

Chao Wang

2018-02-01

Full Text Available The design and calibration of the cross-correlator are crucial issues for interferometric imaging systems. In this paper, an analog complex cross-correlator with output DC offsets and amplitudes calibration capability is proposed for interferometric passive millimeter-wave security sensing applications. By employing digital potentiometers in the low frequency amplification circuits of the correlator, the outputs characteristics of the correlator could be digitally controlled. A measurement system and a corresponding calibration scheme were developed in order to eliminate the output DC offsets and the quadrature amplitude error between the in-phase and the quadrature correlating subunits of the complex correlator. By using vector modulators to provide phase controllable correlated noise signals, the measurement system was capable of obtaining the output correlation circle of the correlator. When injected with −18 dBm correlated noise signals, the calibrated quadrature amplitude error was 0.041 dB and the calibrated DC offsets were under 26 mV, which was only 7.1% of the uncalibrated value. Furthermore, we also described a quadrature errors calibration algorithm in order to estimate the quadrature phase error and in order to improve the output phase accuracy of the correlator. After applying this calibration, we were able to reduce the output phase error of the correlator to 0.3°.

Effect of cross-correlation on track-to-track fusion

Science.gov (United States)

Saha, Rajat K.

1994-07-01

Since the advent of target tracking systems employing a diverse mixture of sensors, there has been increasing recognition by air defense system planners and other military system analysts of the need to integrate these tracks so that a clear air picture can be obtained in a command center. A popular methodology to achieve this goal is to perform track-to-track fusion, which performs track-to-track association as well as kinematic state vector fusion. This paper seeks to answer analytically the extent of improvement achievable by means of kinetic state vector fusion when the tracks are obtained from dissimilar sensors (e.g., Radar/ESM/IRST/IFF). It is well known that evaluation of the performance of state vector fusion algorithms at steady state must take into account the effects of cross-correlation between eligible tracks introduced by the input noise which, unfortunately, is often neglected because of added computational complexity. In this paper, an expression for the steady-state cross-covariance matrix for a 2D state vector track-to-track fusion is obtained. This matrix is shown to be a function of the parameters of the Kalman filters associated with the candidate tracks being fused. Conditions for positive definiteness of the cross-covariance matrix have been derived and the effect of positive definiteness on performance of track-to-track fusion is also discussed.

Correlations between motor and sensory functions in upper limb chronic hemiparetics after stroke

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Thais Botossi Scalha

2011-08-01

Full Text Available OBJECTIVE: Describe the somatosensory function of the affected upper limb of hemiparetic stroke patients and investigate the correlations between measurements of motor and sensory functions in tasks with and without visual deprivation. METHOD: We applied the Fugl-Meyer Assessment (FMA, Nottingham Sensory Assessment (NSA, and several motor and sensory tests: Paper manipulation (PM, Motor Sequences (MS, Reaching and grasping (RG Tests Functional (TF, Tactile Discrimination (TD, Weight Discrimination (WD and Tactile Recognition of Objects (RO. RESULTS: We found moderate correlations between the FMA motor subscale and the tactile sensation score of the NSA. Additionally, the FMA sensitivity was correlated with the NSA total; and performance on the WD test items correlated with the NSA. CONCLUSION: There was a correlation between the sensory and motor functions of the upper limb in chronic hemiparetic stroke patients. Additionally, there was a greater reliance on visual information to compensate for lost sensory-motor skills.

Estimation of Correlation Functions by Random Decrement

DEFF Research Database (Denmark)

Asmussen, J. C.; Brincker, Rune

This paper illustrates how correlation functions can be estimated by the random decrement technique. Several different formulations of the random decrement technique, estimating the correlation functions are considered. The speed and accuracy of the different formulations of the random decrement...... and the length of the correlation functions. The accuracy of the estimates with respect to the theoretical correlation functions and the modal parameters are both investigated. The modal parameters are extracted from the correlation functions using the polyreference time domain technique....

Correlation between Cognitive Functions and Activity of Daily Living among Post-Stroke Patients

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Kurniawan Prakoso

2016-09-01

Full Text Available Background: Cognitive impairment is one of the most common post-stroke complications; however, neither patients nor health professionals are often aware of this complication. The impact of cognitive impairment on quality of life is reflected through basic activity daily living (bADL and instrumental activity daily living (IADL. Prior studies concerning the correlation between cognitive impairment and activity daily living has shown contradictive results. This study was conducted in order to analyze the correlation between the cognitive functions and activity daily living in post stroke patients at Dr. Hasan Sadikin General Hospital. Methods: This cross-sectional study was carried out to 23 post-stroke patients from September–November 2015. Samples were collected through consecutive sampling at Dr. Hasan Sadikin General Hospital. Mini Mental State Examination (MMSE was used to assess the cognitive functions and Lawton and Brody Scale to assess both bADL and IADL. Spearman correlation was selected to analyze the existing correlation between each cognitive domain and activity daily living. Results: Spearman statistical correlation showed an insignificant correlation between the cognitive functions and bADL (r2=0.181, p=0.408 and a significant correlation with IADL was obtained (r2=0.517, p=0.03. The only cognitive domain positively correlated with IADL was orientation to time and verbal recall. Conclusions: There is a correlation between cognitive functions and IADL among post-stroke patients at Dr. Hasan Sadikin General Hospital.

Using correlation functions as free decays

DEFF Research Database (Denmark)

Brincker, Rune; Amador, Sandro; Juul, Martin

It is a general assumption in OMA that correlation functions are free decays. In multiple input OMA this assumption also implies that any column in the correlation function matrix is to be considered as multiple output free decays. This assumption is discussed in this paper together with issues...... concerning estimation and application of correlations functions in OMA....

Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

Science.gov (United States)

Zhang, Wei; Wang, Jun

2017-09-01

In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.

Angle-correlated cross sections in the framework of the continuum shell model

International Nuclear Information System (INIS)

Moerschel, K.P.

1984-01-01

In the present thesis in the framework of the continuum shell modell a concept for the treatment of angle-correlated cross sections was developed by which coincidence experiments on electron scattering on nuclei are described. For this the existing Darmstadt continuum-shell-model code had to be extended to the calculation of the correlation coefficients in which nuclear dynamics enter and which determine completely the angle-correlated cross sections. Under inclusion of the kinematics a method for the integration over the scattered electron was presented and used for the comparison with corresponding experiments. As application correlation coefficients for the proton channel in 12 C with 1 - and 2 + excitations were studied. By means of these coefficients finally cross sections for the reaction 12 C (e,p) 11 B could be calculated and compared with the experiment whereby the developed methods were proved as suitable to predict correctly both the slope and the quantity of the experimental cross sections. (orig.) [de

The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns

Directory of Open Access Journals (Sweden)

Zuochao Zhang

2018-01-01

Full Text Available We investigate the dynamic cross-correlations between mass media news, new media news, and stock returns for the SSE 50 Index in Chinese stock market by employing the MF-DCCA method. The empirical results show that (1 there exist power-law cross-correlations between two types of news as well as between news and its corresponding SSE 50 Index return; (2 the cross-correlations between mass media news and SSE 50 Index returns show larger multifractality and more complicated structures; (3 mass media news and new media news have both complementary and competitive relationships; (4 with the rolling window analysis, we further find that there is a general increasing trend for the cross-correlations between the two types of news as well as the cross-correlations between news and returns and this trend becomes more persistent over time.

Complex Correlation Kohn-T Method of Calculating Total and Elastic Cross Sections. Part 1; Electron-Hydrogen Elastic Scattering

Science.gov (United States)

Bhatia, A. K.; Temkin, A.; Fisher, Richard R. (Technical Monitor)

2001-01-01

We report on the first part of a study of electron-hydrogen scattering, using a method which allows for the ab initio calculation of total and elastic cross sections at higher energies. In its general form the method uses complex 'radial' correlation functions, in a (Kohn) T-matrix formalism. The titled method, abbreviated Complex Correlation Kohn T (CCKT) method, is reviewed, in the context of electron-hydrogen scattering, including the derivation of the equation for the (complex) scattering function, and the extraction of the scattering information from the latter. The calculation reported here is restricted to S-waves in the elastic region, where the correlation functions can be taken, without loss of generality, to be real. Phase shifts are calculated using Hylleraas-type correlation functions with up to 95 terms. Results are rigorous lower bounds; they are in general agreement with those of Schwartz, but they are more accurate and outside his error bounds at a couple of energies,

Multi-configurational explicitly correlated wave functions for the study of confined many electron atoms

International Nuclear Information System (INIS)

Sarsa, A; Buendía, E; Gálvez, F J

2016-01-01

Explicitly correlated wave functions to study confined atoms under impenetrable spherical walls have been obtained. Configuration mixing and a correlation factor are included in the variational ansatz. The behaviors of the ground state and some low-lying excited states of He, Be, B and C atoms with the confinement size are analyzed. Level crossing with confinement is found for some cases. This effect is analyzed in terms of the single particle energy of the occupied orbitals. The multi-configuration parameterized optimized effective potential method is employed with a cut-off factor to account for Dirichlet boundary conditions. The variational Monte Carlo method is used to deal with explicitly correlated wave functions. (paper)

Self-calibrated correlation imaging with k-space variant correlation functions.

Science.gov (United States)

Li, Yu; Edalati, Masoud; Du, Xingfu; Wang, Hui; Cao, Jie J

2018-03-01

Correlation imaging is a previously developed high-speed MRI framework that converts parallel imaging reconstruction into the estimate of correlation functions. The presented work aims to demonstrate this framework can provide a speed gain over parallel imaging by estimating k-space variant correlation functions. Because of Fourier encoding with gradients, outer k-space data contain higher spatial-frequency image components arising primarily from tissue boundaries. As a result of tissue-boundary sparsity in the human anatomy, neighboring k-space data correlation varies from the central to the outer k-space. By estimating k-space variant correlation functions with an iterative self-calibration method, correlation imaging can benefit from neighboring k-space data correlation associated with both coil sensitivity encoding and tissue-boundary sparsity, thereby providing a speed gain over parallel imaging that relies only on coil sensitivity encoding. This new approach is investigated in brain imaging and free-breathing neonatal cardiac imaging. Correlation imaging performs better than existing parallel imaging techniques in simulated brain imaging acceleration experiments. The higher speed enables real-time data acquisition for neonatal cardiac imaging in which physiological motion is fast and non-periodic. With k-space variant correlation functions, correlation imaging gives a higher speed than parallel imaging and offers the potential to image physiological motion in real-time. Magn Reson Med 79:1483-1494, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Sodium boiling detection in LMFBRs by acoustic-neutronic cross correlation

International Nuclear Information System (INIS)

Wright, S.A.

1977-01-01

The acoustic and neutronic noise signals caused by boiling are the signals primarily considered likely to detect sodium boiling in an LMFBR. Unfortunately, these signals may have serious signal-to-noise problems due to strong background noise sources. Neutronic-acoustic cross correlation techniques are expected to provide a means of improving the signal-to-noise ratio. This technique can improve the signal-to-noise ratio because the neutronic and acoustic signals due to boiling are highly correlated near the bubble repetition frequency, while the background noise sources are expected to be uncorrelated (or at most weakly correlated). An experiment was designed to show that the neutronic and acoustic noise signals are indeed highly correlated. The experiment consisted of simulating the void and pressure effects of local sodium boiling in the core of a zero-power reactor (ARK). The analysis showed that the neutronic and acoustic noise signals caused by boiling are almost perfectly correlated in a wide frequency band about the bubble repetition frequency. The results of the experiments were generalized to full-scale reactors to compare the inherent effectiveness of the methods which use the neutronic or acoustic signals alone with a hybrid method, which cross correlates the neutronic and acoustic signals. It was concluded that over a zone of the reactor where the void coefficient is sufficiently large (approximately 85 percent the core volume), the cross correlation method can provide a more rapid detection system for a given signal-to-noise ratio. However, where the void coefficient is small, one must probably rely on the acoustic method alone

Needlet estimation of cross-correlation between CMB lensing maps and LSS

Energy Technology Data Exchange (ETDEWEB)

Bianchini, Federico [Astrophysics Sector, SISSA, Via Bonomea 265, I-34136 Trieste (Italy); Renzi, Alessandro; Marinucci, Domenico, E-mail: fbianchini@sissa.it, E-mail: renzi@mat.uniroma2.it, E-mail: marinucc@mat.uniroma2.it [Dipartimento di Matematica, Università di Roma Tor Vergata, Via della Ricerca Scientifica 1, 00133 Roma (Italy)

2016-11-01

In this paper we develop a novel needlet-based estimator to investigate the cross-correlation between cosmic microwave background (CMB) lensing maps and large-scale structure (LSS) data. We compare this estimator with its harmonic counterpart and, in particular, we analyze the bias effects of different forms of masking. In order to address this bias, we also implement a MASTER-like technique in the needlet case. The resulting estimator turns out to have an extremely good signal-to-noise performance. Our analysis aims at expanding and optimizing the operating domains in CMB-LSS cross-correlation studies, similarly to CMB needlet data analysis. It is motivated especially by next generation experiments (such as Euclid) which will allow us to derive much tighter constraints on cosmological and astrophysical parameters through cross-correlation measurements between CMB and LSS.

Associated relaxation time and the correlation function for a tumor cell growth system subjected to color noises

International Nuclear Information System (INIS)

Wang Canjun; Wei Qun; Mei Dongcheng

2008-01-01

The associated relaxation time T c and the normalized correlation function C(s) for a tumor cell growth system subjected to color noises are investigated. Using the Novikov theorem and Fox approach, the steady probability distribution is obtained. Based on them, the expressions of T c and C(s) are derived by means of projection operator method, in which the effects of the memory kernels of the correlation function are taken into account. Performing the numerical computations, it is found: (1) With the cross-correlation intensity |λ|, the additive noise intensity α and the multiplicative noise self-correlation time τ 1 increasing, the tumor cell numbers can be restrained; And the cross-correlation time τ 3 , the multiplicative noise intensity D can induce the tumor cell numbers increasing; However, the additive noise self-correlation time τ 2 cannot affect the tumor cell numbers; The relaxation time T c is a stochastic resonant phenomenon, and the distribution curves exhibit a single-maximum structure with D increasing. (2) The cross-correlation strength λ weakens the related activity between two states of the tumor cell numbers at different time, and enhances the stability of the tumor cell growth system in the steady state; On the contrast, τ 1 and τ 3 enhance the related activity between two states at different time; However, τ 2 has no effect on the related activity between two states at different time

Multifractal Cross Wavelet Analysis

Science.gov (United States)

Jiang, Zhi-Qiang; Gao, Xing-Lu; Zhou, Wei-Xing; Stanley, H. Eugene

Complex systems are composed of mutually interacting components and the output values of these components usually exhibit long-range cross-correlations. Using wavelet analysis, we propose a method of characterizing the joint multifractal nature of these long-range cross correlations, a method we call multifractal cross wavelet analysis (MFXWT). We assess the performance of the MFXWT method by performing extensive numerical experiments on the dual binomial measures with multifractal cross correlations and the bivariate fractional Brownian motions (bFBMs) with monofractal cross correlations. For binomial multifractal measures, we find the empirical joint multifractality of MFXWT to be in approximate agreement with the theoretical formula. For bFBMs, MFXWT may provide spurious multifractality because of the wide spanning range of the multifractal spectrum. We also apply the MFXWT method to stock market indices, and in pairs of index returns and volatilities we find an intriguing joint multifractal behavior. The tests on surrogate series also reveal that the cross correlation behavior, particularly the cross correlation with zero lag, is the main origin of cross multifractality.

Analytical expressions for the correlation function of a hard sphere dimer fluid

Science.gov (United States)

Kim, Soonho; Chang, Jaeeon; Kim, Hwayong

A closed form expression is given for the correlation function of a hard sphere dimer fluid. A set of integral equations is obtained from Wertheim's multidensity Ornstein-Zernike integral equation theory with Percus-Yevick approximation. Applying the Laplace transformation method to the integral equations and then solving the resulting equations algebraically, the Laplace transforms of the individual correlation functions are obtained. By the inverse Laplace transformation, the radial distribution function (RDF) is obtained in closed form out to 3D (D is the segment diameter). The analytical expression for the RDF of the hard dimer should be useful in developing the perturbation theory of dimer fluids.

Analytical expression for the correlation function of a hard sphere chain fluid

Science.gov (United States)

Chang, Jaeeon; Kim, Hwayong

A closed form expression is given for the correlation function of flexible hard sphere chain fluid. A set of integral equations obtained from Wertheim's multidensity Ornstein-Zernike integral equation theory with the polymer Percus-Yevick ideal chain approximation is considered. Applying the Laplace transformation method to the integral equations and then solving the resulting equations algebraically, the Laplace transforms of individual correlation functions are obtained. By inverse Laplace transformation the inter- and intramolecular radial distribution functions (RDFs) are obtained in closed forms up to 3D(D is segment diameter). These analytical expressions for the RDFs would be useful in developing the perturbation theory of chain fluids.

Correlation functions for fully or partially state-resolved reactive scattering calculations

International Nuclear Information System (INIS)

Manthe, Uwe; Welsch, Ralph

2014-01-01

Flux correlation functions and the quantum transition state concept are important tools for the accurate description of polyatomic reaction processes. Combined with the multi-configurational time-dependent Hartree approach, they facilitate rigorous full-dimensional calculations of cumulative and initial-state selected reaction probabilities for six atom reactions. In recent work [R. Welsch, F. Huarte-Larrañaga, and U. Manthe, J. Chem. Phys. 136, 064117 (2012)], an approach which allows one to calculate also state-to-state reaction probabilities within the quantum transition state concept has been introduced. This article presents further developments. Alternative generalized flux correlation functions are introduced and discussed. Equations for the calculation of fully state-resolved differential cross section using arbitrary definitions of the body fixed frame are derived. An approach for the efficient calculation of partially state-resolved observables as a function of the collision energy is introduced. Finally, numerical test studying the D + H 2 reaction illustrate important aspects of the formalism

Kinematic cross-correlation induces sensory integration across separate objects.

Science.gov (United States)

Debats, Nienke B; Ernst, Marc O; Heuer, Herbert

2017-12-01

In a basic cursor-control task, the perceived positions of the hand and the cursor are biased towards each other. We recently found that this phenomenon conforms to the reliability-based weighting mechanism of optimal multisensory integration. This indicates that optimal integration is not restricted to sensory signals originating from a single source, as is the prevailing view, but that it also applies to separate objects that are connected by a kinematic relation (i.e. hand and cursor). In the current study, we examined which aspects of the kinematic relation are crucial for eliciting the sensory integration: (i) the cross-correlation between kinematic variables of the hand and cursor trajectories, and/or (ii) an internal model of the hand-cursor kinematic transformation. Participants made out-and-back movements from the centre of a semicircular workspace to its boundary, after which they judged the position where either their hand or the cursor hit the boundary. We analysed the position biases and found that the integration was strong in a condition with high kinematic correlations (a straight hand trajectory was mapped to a straight cursor trajectory), that it was significantly reduced for reduced kinematic correlations (a straight hand trajectory was transformed into a curved cursor trajectory) and that it was not affected by the inability to acquire an internal model of the kinematic transformation (i.e. by the trial-to-trial variability of the cursor curvature). These findings support the idea that correlations play a crucial role in multisensory integration irrespective of the number of sensory sources involved. © 2017 Federation of European Neuroscience Societies and John Wiley & Sons Ltd.

Nuclear correlations and structure functions

International Nuclear Information System (INIS)

Hu Guoju; Irvine, J.M.

1989-01-01

It is argued that the search for a mass number dependence of the nuclear structure function per nucleon is profitably directed to the region of Bjorken scaling variable x > 1. We show that in the convolution model of the nuclear structure function the nuclear momentum distribution and energy spectrum generated by cluster expansion techniques, here realised in the correlated basis function method, invoking tensor correlations and short-range density-dependent repulsions adequately describes the structure function for 12 C in the region x > 1. The results of structure functions for a number of light-, medium- and heavy-mass nuclei are presented. (author)

The Atacama Cosmology Telescope: cross correlation with Planck maps

Energy Technology Data Exchange (ETDEWEB)

Louis, Thibaut; Calabrese, Erminia; Dunkley, Joanna; Næss, Sigurd [Department of Astrophysics, Oxford University, Oxford OX1 3RH (United Kingdom); Addison, Graeme E.; Hincks, Adam D. [Department of Physics and Astronomy, University of British Columbia, Vancouver, BC V6T 1Z4 (Canada); Hasselfield, Matthew; Hlozek, Renée [Department of Astrophysical Sciences, Peyton Hall, Princeton University, Princeton, NJ 08544 (United States); Bond, J. Richard; Hajian, Amir [Canadian Institute for Theoretical Astrophysics, University of Toronto, Toronto, ON M5S 3H8 (Canada); Das, Sudeep [Argonne National Laboratory, 9700 S. Cass Ave., Lemont, IL 60439 (United States); Devlin, Mark J. [Department of Physics and Astronomy, University of Pennsylvania, 209 South 33rd Street, Philadelphia, PA 19104, U.S.A (United States); Dünner, Rolando; Infante, Leopoldo [Departamento de Astronomía y Astrofísica, Facultad de Física, Pontificia Universidad Católica de Chile, Casilla 306, Santiago 22 (Chile); Gralla, Megan; Marriage, Tobias A. [Dept. of Physics and Astronomy, The Johns Hopkins University, 3400 N. Charles St., Baltimore, MD 21218-2686 (United States); Huffenberger, Kevin [Department of Physics, Florida State University, Keen Physics Building, 77 Chieftan Way, Tallahassee, Florida (United States); Kosowsky, Arthur [Department of Physics and Astronomy, University of Pittsburgh, Pittsburgh, PA, 15260 (United States); Moodley, Kavilan [Astrophysics and Cosmology Research Unit, School of Mathematical Sciences, University of KwaZulu-Natal, Durban, 4041 (South Africa); Niemack, Michael D., E-mail: Thibaut.Louis@astro.ox.ac.uk [Joseph Henry Laboratories of Physics, Jadwin Hall, Princeton University, Princeton, NJ 08544 (United States); and others

2014-07-01

We present the temperature power spectrum of the Cosmic Microwave Background obtained by cross-correlating maps from the Atacama Cosmology Telescope (ACT) at 148 and 218 GHz with maps from the Planck satellite at 143 and 217 GHz, in two overlapping regions covering 592 square degrees. We find excellent agreement between the two datasets at both frequencies, quantified using the variance of the residuals between the ACT power spectra and the ACT × Planck cross-spectra. We use these cross-correlations to measure the calibration of the ACT data at 148 and 218 GHz relative to Planck, to 0.7% and 2% precision respectively. We find no evidence for anisotropy in the calibration parameter. We compare the Planck 353 GHz power spectrum with the measured amplitudes of dust and cosmic infrared background (CIB) of ACT data at 148 and 218 GHz. We also compare planet and point source measurements from the two experiments.

Significance and properties of internucleon correlation functions

OpenAIRE

Suzuki, Y.; Horiuchi, W.

2008-01-01

We show that a nuclear Hamiltonian and a set of internucleon correlation functions is in a one-to-one correspondence. The correlation functions for $s$-shell nuclei interacting via the two-nucleon interaction of AV8$^\\prime$ type are calculated to exhibit the importance of tensor correlations as well as short-range central correlation. The asymptotic behavior of the correlation functions is also discussed.

Random matrix approach to cross correlations in financial data

Science.gov (United States)

Plerou, Vasiliki; Gopikrishnan, Parameswaran; Rosenow, Bernd; Amaral, Luís A.; Guhr, Thomas; Stanley, H. Eugene

2002-06-01

We analyze cross correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994-1995, (ii) 30-min returns of 881 US stocks for the 2-yr period 1996-1997, and (iii) 1-day returns of 422 US stocks for the 35-yr period 1962-1996. We test the statistics of the eigenvalues λi of C against a ``null hypothesis'' - a random correlation matrix constructed from mutually uncorrelated time series. We find that a majority of the eigenvalues of C fall within the RMT bounds [λ-,λ+] for the eigenvalues of random correlation matrices. We test the eigenvalues of C within the RMT bound for universal properties of random matrices and find good agreement with the results for the Gaussian orthogonal ensemble of random matrices-implying a large degree of randomness in the measured cross-correlation coefficients. Further, we find that the distribution of eigenvector components for the eigenvectors corresponding to the eigenvalues outside the RMT bound display systematic deviations from the RMT prediction. In addition, we find that these ``deviating eigenvectors'' are stable in time. We analyze the components of the deviating eigenvectors and find that the largest eigenvalue corresponds to an influence common to all stocks. Our analysis of the remaining deviating eigenvectors shows distinct groups, whose identities correspond to conventionally identified business sectors. Finally, we discuss applications to the construction of portfolios of stocks that have a stable ratio of risk to return.

The cross-correlation analysis of multi property of stock markets based on MM-DFA

Science.gov (United States)

Yang, Yujun; Li, Jianping; Yang, Yimei

2017-09-01

In this paper, we propose a new method called DH-MXA based on distribution histograms of Hurst surface and multiscale multifractal detrended fluctuation analysis. The method allows us to investigate the cross-correlation characteristics among multiple properties of different stock time series. It may provide a new way of measuring the nonlinearity of several signals. It also can provide a more stable and faithful description of cross-correlation of multiple properties of stocks. The DH-MXA helps us to present much richer information than multifractal detrented cross-correlation analysis and allows us to assess many universal and subtle cross-correlation characteristics of stock markets. We show DH-MXA by selecting four artificial data sets and five properties of four stock time series from different countries. The results show that our proposed method can be adapted to investigate the cross-correlation of stock markets. In general, the American stock markets are more mature and less volatile than the Chinese stock markets.

СREATION OF CORRELATION FUNCTIONS OF LINEAR CONTINUOUS SYSTEMS BASED ON THEIR FUNDAMENTAL MATRICES

Directory of Open Access Journals (Sweden)

N. A. Vunder

2015-11-01

Full Text Available The paper presents a method of creating correlation matrices and functions of the state vectors and outputs of the linear continuous systems functioning under the conditions of stochastic stationary, in a broad sense, effects. Fundamental matrices form the basis of the method. We have shown that for the linear continuous systems with single dimensional input and single dimensional output the correlation output function of such system can be found as the free movement of this system generated by its initial state. This state is constructed from the variance matrix of the state vector and the transposed output matrix. We have elucidated that when a continuous system belongs to a class of multi-dimensional input – multi-dimensional output systems, the following options are available for solving the problem of creation of the correlation function of a linear system. The first option is to partition the system into separate channels. Then the approach developed for systems with onedimensional input and one-dimensional output is applied to each of the separate channels. The second option is used to preserve the vector nature of the stochastic external influence. It consists in partition of output vector to scalar components by separating output matrix into separate rows with subsequent formation of the correlation function according to the scheme for single dimensional input and single dimensional output type systems. The third option is based on the scalarization of matrix correlation output function by applying the singular value decomposition to it. That gives the possibility to form scalar majorant and minorant of correlation output functions. We have established that a key component of a computational procedure of creating the correlation function of continuous linear system is a variance matrix of the system state vector. In the case of functioning under an exogenous stochastic effect like "white noise" the variance matrix is calculated by

Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

Science.gov (United States)

Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

2015-06-01

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

Correlation between the body balance and functional capacity from elderly with chronic vestibular disorders.

Science.gov (United States)

Sousa, Raquel Ferreira de; Gazzola, Juliana Maria; Ganança, Maurício Malavasi; Paulino, Célia Aparecida

2011-01-01

Vestibular disorders are common among the elderly, mainly resulting in dizziness and imbalance--symptoms which can impact daily routine activities. To study the correlation between body balance and functional capacity and a comparison of risk of falls, actual falls and the functional capacity of the elderly with chronic vestibular dysfunctions. A cross-sectional, clinical and experimental study with 50 senior citizens--60 to 86 years, with chronic peripheral vestibular dysfunction. These participants underwent body balance assessment by the Dynamic Gait Index (DGI) and functional capacity assessment by the Functional Independence Measure (FIM). The data was tested using the Spearman correlation and comparison tests, Mann-Whitney and Kruskal-Wallis, being α=5% (0.05). There was a significant correlation between the total DGI score and all FIM scores, especially the total score (r=0.447; pfunctional capacity in elderly patients with the highest risk of falling (pfunctional capacity in elderly patients with peripheral vestibular disorders, that is: the better the balance, the better the individual's functional capacity. In addition, a worse functional capacity increases the individual's risk of falling.

The q-dependent detrended cross-correlation analysis of stock market

Science.gov (United States)

Zhao, Longfeng; Li, Wei; Fenu, Andrea; Podobnik, Boris; Wang, Yougui; Stanley, H. Eugene

2018-02-01

Properties of the q-dependent cross-correlation matrices of the stock market have been analyzed by using random matrix theory and complex networks. The correlation structures of the fluctuations at different magnitudes have unique properties. The cross-correlations among small fluctuations are much stronger than those among large fluctuations. The large and small fluctuations are dominated by different groups of stocks. We use complex network representation to study these q-dependent matrices and discover some new identities. By utilizing those q-dependent correlation-based networks, we are able to construct some portfolios of those more independent stocks which consistently perform better. The optimal multifractal order for portfolio optimization is around q  =  2 under the mean-variance portfolio framework, and q\\in[2, 6] under the expected shortfall criterion. These results have deepened our understanding regarding the collective behavior of the complex financial system.

Fast Computation of the Two-Point Correlation Function in the Age of Big Data

Science.gov (United States)

Pellegrino, Andrew; Timlin, John

2018-01-01

We present a new code which quickly computes the two-point correlation function for large sets of astronomical data. This code combines the ease of use of Python with the speed of parallel shared libraries written in C. We include the capability to compute the auto- and cross-correlation statistics, and allow the user to calculate the three-dimensional and angular correlation functions. Additionally, the code automatically divides the user-provided sky masks into contiguous subsamples of similar size, using the HEALPix pixelization scheme, for the purpose of resampling. Errors are computed using jackknife and bootstrap resampling in a way that adds negligible extra runtime, even with many subsamples. We demonstrate comparable speed with other clustering codes, and code accuracy compared to known and analytic results.

Structure of a financial cross-correlation matrix under attack

Science.gov (United States)

Lim, Gyuchang; Kim, SooYong; Kim, Junghwan; Kim, Pyungsoo; Kang, Yoonjong; Park, Sanghoon; Park, Inho; Park, Sang-Bum; Kim, Kyungsik

2009-09-01

We investigate the structure of a perturbed stock market in terms of correlation matrices. For the purpose of perturbing a stock market, two distinct methods are used, namely local and global perturbation. The former involves replacing a correlation coefficient of the cross-correlation matrix with one calculated from two Gaussian-distributed time series while the latter reconstructs the cross-correlation matrix just after replacing the original return series with Gaussian-distributed time series. Concerning the local case, it is a technical study only and there is no attempt to model reality. The term ‘global’ means the overall effect of the replacement on other untouched returns. Through statistical analyses such as random matrix theory (RMT), network theory, and the correlation coefficient distributions, we show that the global structure of a stock market is vulnerable to perturbation. However, apart from in the analysis of inverse participation ratios (IPRs), the vulnerability becomes dull under a small-scale perturbation. This means that these analysis tools are inappropriate for monitoring the whole stock market due to the low sensitivity of a stock market to a small-scale perturbation. In contrast, when going down to the structure of business sectors, we confirm that correlation-based business sectors are regrouped in terms of IPRs. This result gives a clue about monitoring the effect of hidden intentions, which are revealed via portfolios taken mostly by large investors.

Flaw characterization through nonlinear ultrasonics and wavelet cross-correlation algorithms

Science.gov (United States)

Bunget, Gheorghe; Yee, Andrew; Stewart, Dylan; Rogers, James; Henley, Stanley; Bugg, Chris; Cline, John; Webster, Matthew; Farinholt, Kevin; Friedersdorf, Fritz

2018-04-01

Ultrasonic measurements have become increasingly important non-destructive techniques to characterize flaws found within various in-service industrial components. The prediction of remaining useful life based on fracture analysis depends on the accurate estimation of flaw size and orientation. However, amplitude-based ultrasonic measurements are not able to estimate the plastic zones that exist ahead of crack tips. Estimating the size of the plastic zone is an advantage since some flaws may propagate faster than others. This paper presents a wavelet cross-correlation (WCC) algorithm that was applied to nonlinear analysis of ultrasonically guided waves (GW). By using this algorithm, harmonics present in the waveforms were extracted and nonlinearity parameters were used to indicate both the tip of the cracks and size of the plastic zone. B-scans performed with the quadratic nonlinearities were sensitive to micro-damage specific to plastic zones.

Inclusive D*± meson cross sections and D*±-jet correlations in photoproduction at HERA

Science.gov (United States)

Aktas, A.; Andreev, V.; Anthonis, T.; Antunovic, B.; Aplin, S.; Asmone, A.; Astvatsatourov, A.; Babaev, A.; Backovic, S.; Baghdasaryan, A.; Baranov, P.; Barrelet, E.; Bartel, W.; Baudrand, S.; Baumgartner, S.; Beckingham, M.; Behnke, O.; Behrendt, O.; Belousov, A.; Berger, N.; Bizot, J. C.; Boenig, M.-O.; Boudry, V.; Bracinik, J.; Brandt, G.; Brisson, V.; Bruncko, D.; Büsser, F. W.; Bunyatyan, A.; Buschhorn, G.; Bystritskaya, L.; Campbell, A. J.; Caron, S.; Cassol-Brunner, F.; Cerny, K.; Cerny, V.; Chekelian, V.; Contreras, J. G.; Coughlan, J. A.; Cox, B. E.; Cozzika, G.; Cvach, J.; Dainton, J. B.; Dau, W. D.; Daum, K.; de Boer, Y.; Delcourt, B.; Del Degan, M.; de Roeck, A.; de Wolf, E. A.; Diaconu, C.; Dodonov, V.; Dubak, A.; Eckerlin, G.; Efremenko, V.; Egli, S.; Eichler, R.; Eisele, F.; Eliseev, A.; Elsen, E.; Essenov, S.; Falkewicz, A.; Faulkner, P. J. W.; Favart, L.; Fedotov, A.; Felst, R.; Feltesse, J.; Ferencei, J.; Finke, L.; Fleischer, M.; Flucke, G.; Fomenko, A.; Franke, G.; Frisson, T.; Gabathuler, E.; Garutti, E.; Gayler, J.; Gerlich, C.; Ghazaryan, S.; Ginzburgskaya, S.; Glazov, A.; Glushkov, I.; Goerlich, L.; Goettlich, M.; Gogitidze, N.; Gorbounov, S.; Grab, C.; Greenshaw, T.; Gregori, M.; Grell, B. R.; Grindhammer, G.; Gwilliam, C.; Habib, S.; Haidt, D.; Hansson, M.; Heinzelmann, G.; Henderson, R. C. W.; Henschel, H.; Herrera, G.; Hildebrandt, M.; Hiller, K. H.; Hoffmann, D.; Horisberger, R.; Hovhannisyan, A.; Hreus, T.; Hussain, S.; Ibbotson, M.; Ismail, M.; Jacquet, M.; Janssen, X.; Jemanov, V.; Jönsson, L.; Johnson, D. P.; Jung, A. W.; Jung, H.; Kapichine, M.; Katzy, J.; Kenyon, I. R.; Kiesling, C.; Klein, M.; Kleinwort, C.; Klimkovich, T.; Kluge, T.; Knies, G.; Knutsson, A.; Korbel, V.; Kostka, P.; Krastev, K.; Kretzschmar, J.; Kropivnitskaya, A.; Krüger, K.; Landon, M. P. J.; Lange, W.; Laštovička-Medin, G.; Laycock, P.; Lebedev, A.; Leibenguth, G.; Lendermann, V.; Levonian, S.; Lindfeld, L.; Lipka, K.; Liptaj, A.; List, B.; List, J.; Lobodzinska, E.; Loktionova, N.; Lopez-Fernandez, R.; Lubimov, V.; Lucaci-Timoce, A.-I.; Lueders, H.; Lux, T.; Lytkin, L.; Makankine, A.; Malden, N.; Malinovski, E.; Marage, P.; Marshall, R.; Marti, L.; Martisikova, M.; Martyn, H.-U.; Maxfield, S. J.; Mehta, A.; Meier, K.; Meyer, A. B.; Meyer, H.; Meyer, J.; Michels, V.; Mikocki, S.; Milcewicz-Mika, I.; Milstead, D.; Mladenov, D.; Mohamed, A.; Moreau, F.; Morozov, A.; Morris, J. V.; Mozer, M. U.; Müller, K.; Murín, P.; Nankov, K.; Naroska, B.; Naumann, T.; Newman, P. R.; Niebuhr, C.; Nikiforov, A.; Nowak, G.; Nowak, K.; Nozicka, M.; Oganezov, R.; Olivier, B.; Olsson, J. E.; Osman, S.; Ozerov, D.; Palichik, V.; Panagoulias, I.; Papadopoulou, T.; Pascaud, C.; Patel, G. D.; Peng, H.; Perez, E.; Perez-Astudillo, D.; Perieanu, A.; Petrukhin, A.; Pitzl, D.; Plačakytė, R.; Portheault, B.; Povh, B.; Prideaux, P.; Rahmat, A. J.; Raicevic, N.; Reimer, P.; Rimmer, A.; Risler, C.; Rizvi, E.; Robmann, P.; Roland, B.; Roosen, R.; Rostovtsev, A.; Rurikova, Z.; Rusakov, S.; Salvaire, F.; Sankey, D. P. C.; Sauter, M.; Sauvan, E.; Schmidt, S.; Schmitt, S.; Schmitz, C.; Schoeffel, L.; Schöning, A.; Schultz-Coulon, H.-C.; Sefkow, F.; Shaw-West, R. N.; Sheviakov, I.; Shtarkov, L. N.; Sloan, T.; Smirnov, P.; Soloviev, Y.; South, D.; Spaskov, V.; Specka, A.; Steder, M.; Stella, B.; Stiewe, J.; Stoilov, A.; Straumann, U.; Sunar, D.; Tchoulakov, V.; Thompson, G.; Thompson, P. D.; Toll, T.; Tomasz, F.; Traynor, D.; Trinh, T. N.; Truöl, P.; Tsakov, I.; Tsipolitis, G.; Tsurin, I.; Turnau, J.; Tzamariudaki, E.; Urban, K.; Urban, M.; Usik, A.; Utkin, D.; Valkárová, A.; Vallée, C.; van Mechelen, P.; Vargas Trevino, A.; Vazdik, Y.; Veelken, C.; Vinokurova, S.; Volchinski, V.; Wacker, K.; Weber, G.; Weber, R.; Wegener, D.; Werner, C.; Wessels, M.; Wessling, B.; Wissing, C.; Wolf, R.; Wünsch, E.; Xella, S.; Yan, W.; Yeganov, V.; Žáček, J.; Zálešák, J.; Zhang, Z.; Zhelezov, A.; Zhokin, A.; Zhu, Y. C.; Zimmermann, J.; Zimmermann, T.; Zohrabyan, H.; Zomer, F.

2007-04-01

Differential photoproduction cross sections are measured for events containing D*± mesons. The data were taken with the H1 detector at the ep collider HERA and correspond to an integrated luminosity of 51.1 pb-1. The kinematic region covers small photon virtualities Q2 < 0.01 GeV2 and photon proton centre-of-mass energies of 171 < Wγ p < 256 GeV. The details of the heavy quark production process are further investigated in events with one or two jets in addition to the D*± meson. Differential cross sections for D*+jet production are determined and the correlations between the D*± meson and the jet(s) are studied. The results are compared with perturbative QCD predictions applying collinear- or kt-factorisation.

Internet addiction and its correlation with behavioral problems and functional impairments – A cross-sectional study

Directory of Open Access Journals (Sweden)

Mayara de Rezende Machado

Full Text Available ABSTRACT Objective Evaluate the prevalence of internet addiction (IA among adolescents, as well as characterize behaviors that are considered to be a risk in this population regarding the use and addiction of the Internet. Methods In this cross-sectional study conducted in one public and one private school 91 adolescents, aged 12 to 16 years old, responded the Internet Addiction Test – Brazilian version (IAT and Child Behavior Checklist (CBCL. Results The prevalence of internet addiction found was 21%, with no difference between private and public schools. On the group dependent on the Internet, there was a statistically significant correlation with Anxiety/Depression, Withdrawn/Depression, Rule Breaking Behavior and Aggressive Behavior, as well as the syndrome scales Social Problems, Thought Problems and Attention Problems. Conclusion Our study provides evidence of a relationship between internet addiction and behavioral problems among adolescents. As this is a cross-sectional study, we consider that future research is necessary to corroborate our results.

The Motivation of Innovation Activity of Employees of Enterprises in Cross-Functional Teams

Directory of Open Access Journals (Sweden)

Doroshkevych Kateryna O.

2018-03-01

Full Text Available The process of motivation is considered, and its importance in the development of innovation activities of employees of enterprises is indicated: in the process of motivation it is possible to induce workers to creative activity, to provide social and technical interaction between team members, as well as their effective communication, etc. Effectiveness of these processes increases in cross-functional groups (teams. For a deeper understanding of the essence of the researched concept, the process of creating cross-functional teams, their typical composition and characteristic features (attributes, principles of functioning, types of tasks to be solved, etc were studied. For the motivation of innovation activity of employees of enterprises in cross-functional teams, it is recommended to combine both the material and the non-material stimulation. For the material stimulation of employees, it is necessary to ensure the use of surcharges and allowances (allowance for the intensity of work, for high achievements in work, for the performance of particularly important work, allowance for the combination of professions (posts. The non-material stimulation is recommended to be carried out by involving employees of cross-functional teams to management, in particular by applying the «reward for behavior» methodology.

RECONSTRUCTING REDSHIFT DISTRIBUTIONS WITH CROSS-CORRELATIONS: TESTS AND AN OPTIMIZED RECIPE

International Nuclear Information System (INIS)

Matthews, Daniel J.; Newman, Jeffrey A.

2010-01-01

Many of the cosmological tests to be performed by planned dark energy experiments will require extremely well-characterized photometric redshift measurements. Current estimates for cosmic shear are that the true mean redshift of the objects in each photo-z bin must be known to better than 0.002(1 + z), and the width of the bin must be known to ∼0.003(1 + z) if errors in cosmological measurements are not to be degraded significantly. A conventional approach is to calibrate these photometric redshifts with large sets of spectroscopic redshifts. However, at the depths probed by Stage III surveys (such as DES), let alone Stage IV (LSST, JDEM, and Euclid), existing large redshift samples have all been highly (25%-60%) incomplete, with a strong dependence of success rate on both redshift and galaxy properties. A powerful alternative approach is to exploit the clustering of galaxies to perform photometric redshift calibrations. Measuring the two-point angular cross-correlation between objects in some photometric redshift bin and objects with known spectroscopic redshift, as a function of the spectroscopic z, allows the true redshift distribution of a photometric sample to be reconstructed in detail, even if it includes objects too faint for spectroscopy or if spectroscopic samples are highly incomplete. We test this technique using mock DEEP2 Galaxy Redshift survey light cones constructed from the Millennium Simulation semi-analytic galaxy catalogs. From this realistic test, which incorporates the effects of galaxy bias evolution and cosmic variance, we find that the true redshift distribution of a photometric sample can, in fact, be determined accurately with cross-correlation techniques. We also compare the empirical error in the reconstruction of redshift distributions to previous analytic predictions, finding that additional components must be included in error budgets to match the simulation results. This extra error contribution is small for surveys that sample

Spatial clustering and halo occupation distribution modelling of local AGN via cross-correlation measurements with 2MASS galaxies

Science.gov (United States)

Krumpe, Mirko; Miyaji, Takamitsu; Coil, Alison L.; Aceves, Hector

2018-02-01

We present the clustering properties and halo occupation distribution (HOD) modelling of very low redshift, hard X-ray-detected active galactic nuclei (AGN) using cross-correlation function measurements with Two-Micron All Sky Survey galaxies. Spanning a redshift range of 0.007 2MASS galaxies.

Cross-correlations in volume space: Differences between buy and sell volumes

Science.gov (United States)

Lee, Sun Young; Hwang, Dong Il; Kim, Min Jae; Koh, In Gyu; Kim, Soo Yong

2011-03-01

We study the cross-correlations of buy and sell volumes on the Korean stock market in high frequency. We observe that the pulling effects of volumes are as small as that of returns. The properties of the correlations of buy and sell volumes differ. They are explained by the degree of synchronization of stock volumes. Further, the pulling effects on the minimal spanning tree are studied. In minimal spanning trees with directed links, the large pulling effects are clustered at the center, not uniformly distributed. The Epps effect of buy and sell volumes are observed. The reversal of the cross-correlations of buy and sell volumes is also detected.

Study of water flowrate using time transient and cross-correlation techniques with 82Br radiotracer

International Nuclear Information System (INIS)

Salgado, William L.; Brandao, Luiz E.B.

2013-01-01

This paper aims to determinate the water flowrate using Time Transient and Cross-Correlation techniques. The detection system uses two NaI (T1) detectors adequately positioned on the outside of pipe and a gamma-ray source ( 82 Br radiotracer). The water flowrate measurements using Time Transient and Cross-Correlation techniques were compared to invasive conventional measurements of the flowrate previously installed in pipeline. Discrepancies between Time Transient and Cross-Correlation techniques flowmeter previously installed in pipeline. Discrepancies between Time Transient and Cross-Correlation techniques flowrate values were found to be less than 3% in relation to conventional ones. (author)

Nonadiabatic dynamics with intersystem crossings: A time-dependent density functional theory implementation

Energy Technology Data Exchange (ETDEWEB)

Franco de Carvalho, F. [Centre Européen de Calcul Atomique et Moléculaire, Ecole Polytechnique Fédérale de Lausanne, Lausanne (Switzerland); Tavernelli, I. [IBM Research GmbH, Zurich Research Laboratory, 8803 Ruschlikon (Switzerland)

2015-12-14

In this work, we derive a method to perform trajectory-based nonadiabatic dynamics that is able to describe both nonadiabatic transitions and intersystem crossing events (transitions between states of different spin-multiplicity) at the same level of theory, namely, time-dependent density functional theory (TDDFT). To this end, we combined our previously developed TDDFT-based trajectory surface hopping scheme with an accurate and efficient algorithm for the calculation of the spin-orbit coupling (SOC) matrix elements. More specifically, we designed two algorithms for the calculation of intersystem crossing transitions, one based on an extended Tully’s surface hopping scheme including SOC and the second based on a Landau-Zener approximation applied to the spin sector of the electronic Hilbert space. This development allows for the design of an efficient on-the-fly nonadiabatic approach that can handle, on an equal footing, nonadiabatic and intersystem crossing transitions. The method is applied to the study of the photophysics of sulfur dioxide (SO{sub 2}) in gas and liquid phases.

Autocorrelation and cross-correlation in time series of homicide and attempted homicide

Science.gov (United States)

Machado Filho, A.; da Silva, M. F.; Zebende, G. F.

2014-04-01

We propose in this paper to establish the relationship between homicides and attempted homicides by a non-stationary time-series analysis. This analysis will be carried out by Detrended Fluctuation Analysis (DFA), Detrended Cross-Correlation Analysis (DCCA), and DCCA cross-correlation coefficient, ρ(n). Through this analysis we can identify a positive cross-correlation between homicides and attempted homicides. At the same time, looked at from the point of view of autocorrelation (DFA), this analysis can be more informative depending on time scale. For short scale (days), we cannot identify auto-correlations, on the scale of weeks DFA presents anti-persistent behavior, and for long time scales (n>90 days) DFA presents a persistent behavior. Finally, the application of this new type of statistical analysis proved to be efficient and, in this sense, this paper can contribute to a more accurate descriptive statistics of crime.

Endocrine profiles and neuropsychologic correlates of functional hypothalamic amenorrhea in adolescents.

Science.gov (United States)

Bomba, Monica; Gambera, Alessandro; Bonini, Luisa; Peroni, Maria; Neri, Francesca; Scagliola, Pasquale; Nacinovich, Renata

2007-04-01

To determine trigger factors and neuropsychologic correlates of functional hypothalamic amenorrhea (FHA) in adolescence and to evaluate the correlations with the endocrine-metabolic profile. Cross-sectional comparison of adolescents with FHA and eumenorrheic controls Academic medical institution Twenty adolescent girls with FHA (aged <18 years) and 20 normal cycling girls All subjects underwent endocrine-gynecologic (hormone) and neuropsychiatric (tests and interview) investigations. A separate semistructured interview was also used to investigate parents. Gonadotropins, leptin, prolactin, androgens, estrogens, cortisol, carrier proteins (SHBG, insulin-like growth factor-binding protein 1), and metabolic parameters (insulin, insulin-like growth factor 1, thyroid hormones) were assayed in FHA and control subjects. All girls were evaluated using a test for depression, a test for disordered eating, and a psychodynamic semistructured interview. Adolescents with FHA showed a particular susceptibility to common life events, restrictive disordered eating, depressive traits, and psychosomatic disorders. The endocrine-metabolic profile was strictly correlated to the severity of the psychopathology. Functional hypothalamic amenorrhea in adolescence is due to a particular neuropsychologic vulnerability to stress, probably related to familial relationship styles, expressed by a proportional endocrine impairment.

Conflict reduction in cross-functional projects in South African automotive firms

Directory of Open Access Journals (Sweden)

T. Mueller

2008-12-01

Full Text Available Purpose: The purpose of this article is to explore whether certain organisational control mechanisms can reduce conflict associated with cross-functional projects. Methodology: This is an exploratory study and individuals who had recently engaged in a cross-functional process improvement or change implementation project at automotives firm in South Africa were surveyed. The information collected from the survey was analysed using exploratory factor analysis and correlation analysis. Findings: The results of this study indicate that of the three control mechanisms examined, formalisation in project structure had the strongest association with a reduction in conflict. Reward systems that reward both the team as well as the individual were also found to have a significant association with a reduction in conflict. Use of performance measurement systems aimed at achieving strategic alignment did not have an association with conflict reduction in the organisation. Implications: These findings yield the following implications for management practice. Firstly managers need to be conscious that initiatives such as process improvement projects that require individuals from different functions to work together can often result in conflict. Secondly, this conflict can be reduced by formalizing roles and responsibilities and decreasing ambiguity in the project. Thirdly, design of reward systems that incentivise both the cross-functional team as well as the individual can also help to reduce conflict. Contribution and value: This study has shed light on the role of certain organisational control mechanisms on reducing conflict associated with cross-functional projects. It has also contributed to our understanding of how formalisation in project structure influences conflict in comparison to how performance measurement and reward systems influence conflict.

Dynamical properties of a tumor growth system in the presence of immunization and colored cross-correlated noises

International Nuclear Information System (INIS)

Jia Zhenglin; Mei Dongcheng

2010-01-01

We investigate the effects of the noise parameters and immunization strength β on the dynamical properties of a tumor growth system with both immunization and colored cross-correlated noises. The analytical expressions for the associated relaxation time T C and the normalized correlation function C(s) are derived by means of the projection operator method. The results indicate that: (i) T C as a function of the multiplicative noise intensity α shows resonance-like behavior, i.e. the curves of T C versus α exhibit a single-peak structure and its peak position changes with increasing correlation strength between noises λ, the autocorrelation time of multiplicative noise τ 1 , the autocorrelation time of additive noise τ 2 and the cross-correlation time τ 3 . This behavior can be understood in terms of the noise-enhanced stability effect and the influence of the memory effects on it. (ii) The increasing λ, τ 1 , τ 2 and the additive noise intensity D slow down the fluctuation decay of the tumor population, whereas the increasing τ 3 and β speed it up. (iii) C(s) increases as λ, τ 1 , τ 2 and β increase, while it decreases with τ 3 increasing. Our study shows that the effects of some noise parameters on tumor growth can be modified due to the presence of the immunization effect.

Dynamical properties of a tumor growth system in the presence of immunization and colored cross-correlated noises

Science.gov (United States)

Jia, Zheng-Lin; Mei, Dong-Cheng

2010-05-01

We investigate the effects of the noise parameters and immunization strength β on the dynamical properties of a tumor growth system with both immunization and colored cross-correlated noises. The analytical expressions for the associated relaxation time TC and the normalized correlation function C(s) are derived by means of the projection operator method. The results indicate that: (i) TC as a function of the multiplicative noise intensity α shows resonance-like behavior, i.e. the curves of TC versus α exhibit a single-peak structure and its peak position changes with increasing correlation strength between noises λ, the autocorrelation time of multiplicative noise τ1, the autocorrelation time of additive noise τ2 and the cross-correlation time τ3. This behavior can be understood in terms of the noise-enhanced stability effect and the influence of the memory effects on it. (ii) The increasing λ, τ1, τ2 and the additive noise intensity D slow down the fluctuation decay of the tumor population, whereas the increasing τ3 and β speed it up. (iii) C(s) increases as λ, τ1, τ2 and β increase, while it decreases with τ3 increasing. Our study shows that the effects of some noise parameters on tumor growth can be modified due to the presence of the immunization effect.

Triplet state photochemistry and the three-state crossing of acetophenone within time-dependent density-functional theory

Energy Technology Data Exchange (ETDEWEB)

Huix-Rotllant, Miquel, E-mail: miquel.huix@gmail.com; Ferré, Nicolas, E-mail: nicolas.ferre@univ-amu.fr [Institut de Chimie Radicalaire (UMR-7273), Aix-Marseille Université, CNRS, 13397 Marseille Cedex 20 (France)

2014-04-07

Even though time-dependent density-functional theory (TDDFT) works generally well for describing excited states energies and properties in the Franck-Condon region, it can dramatically fail in predicting photochemistry, notably when electronic state crossings occur. Here, we assess the ability of TDDFT to describe the photochemistry of an important class of triplet sensitizers, namely, aromatic ketones. We take acetophenone as a test molecule, for which accurate ab initio results exist in the literature. Triplet acetophenone is generated thanks to an exotic three-state crossing involving one singlet and two triplets states (i.e., a simultaneous intersystem crossing and triplet conical intersection), thus being a stringent test for approximate TDDFT. We show that most exchange-correlation functionals can only give a semi-qualitative picture of the overall photochemistry, in which the three-state crossing is rather represented as a triplet conical intersection separated from the intersystem crossing. The best result overall is given by the double hybrid functional mPW2PLYP, which is even able to reproduce quantitatively the three-state crossing region. We rationalize this results by noting that double hybrid functionals include a larger portion of double excitation character to the excited states.

World currency exchange rate cross-correlations

Science.gov (United States)

Droå¼dż, S.; Górski, A. Z.; Kwapień, J.

2007-08-01

World currency network constitutes one of the most complex structures that is associated with the contemporary civilization. On a way towards quantifying its characteristics we study the cross correlations in changes of the daily foreign exchange rates within the basket of 60 currencies in the period December 1998 May 2005. Such a dynamics turns out to predominantly involve one outstanding eigenvalue of the correlation matrix. The magnitude of this eigenvalue depends however crucially on which currency is used as a base currency for the remaining ones. Most prominent it looks from the perspective of a peripheral currency. This largest eigenvalue is seen to systematically decrease and thus the structure of correlations becomes more heterogeneous, when more significant currencies are used as reference. An extreme case in this later respect is the USD in the period considered. Besides providing further insight into subtle nature of complexity, these observations point to a formal procedure that in general can be used for practical purposes of measuring the relative currencies significance on various time horizons.

Audio Quality Assurance : An Application of Cross Correlation

DEFF Research Database (Denmark)

Jurik, Bolette Ammitzbøll; Nielsen, Jesper Asbjørn Sindahl

2012-01-01

We describe algorithms for automated quality assurance on content of audio files in context of preservation actions and access. The algorithms use cross correlation to compare the sound waves. They are used to do overlap analysis in an access scenario, where preserved radio broadcasts are used in...

Structuring Stokes correlation functions using vector-vortex beam

Science.gov (United States)

Kumar, Vijay; Anwar, Ali; Singh, R. P.

2018-01-01

Higher order statistical correlations of the optical vector speckle field, formed due to scattering of a vector-vortex beam, are explored. Here, we report on the experimental construction of the Stokes parameters covariance matrix, consisting of all possible spatial Stokes parameters correlation functions. We also propose and experimentally realize a new Stokes correlation functions called Stokes field auto correlation functions. It is observed that the Stokes correlation functions of the vector-vortex beam will be reflected in the respective Stokes correlation functions of the corresponding vector speckle field. The major advantage of proposing Stokes correlation functions is that the Stokes correlation function can be easily tuned by manipulating the polarization of vector-vortex beam used to generate vector speckle field and to get the phase information directly from the intensity measurements. Moreover, this approach leads to a complete experimental Stokes characterization of a broad range of random fields.

Spontaneous stacking of purple membranes during immobilization with physical cross-linked poly(vinyl alcohol) hydrogel with retaining native-like functionality of bacteriorhodopsin

Science.gov (United States)

Yokoyama, Yasunori; Tanaka, Hikaru; Yano, Shunsuke; Takahashi, Hiroshi; Kikukawa, Takashi; Sonoyama, Masashi; Takenaka, Koshi

2017-05-01

We previously discovered the correlation between light-induced chromophore color change of a photo-receptor membrane protein bacteriorhodopsin (bR) and its two-dimensional crystalline state in the membrane. To apply this phenomenon to a novel optical memory device, it is necessary that bR molecules are immobilized as maintaining their structure and functional properties. In this work, a poly(vinyl alcohol) (PVA) hydrogel with physical cross-linkages (hydrogen bonds between PVA chains) that resulted from repeated freezing-and-thawing (FT) cycles was used as an immobilization medium. To investigate the effects of physically cross-linked PVA gelation on the structure and function of bR in purple membranes (PMs), spectroscopic techniques were employed against PM/PVA immobilized samples prepared with different FT cycle numbers. Visible circular dichroism spectroscopy strongly suggested PM stacking during gelation. X-ray diffraction data also indicated the PM stacking as well as its native-like crystalline lattice even after gelation. Time-resolved absorption spectroscopy showed that bR photocycle behaviors in PM/PVA immobilized samples were almost identical to that in suspension. These results suggested that a physically cross-linked PVA hydrogel is appropriate for immobilizing membrane proteins in terms of maintaining their structure and functionality.

Evidence of Cross-correlation between the CMB Lensing and the γ-Ray Sky

Science.gov (United States)

Fornengo, Nicolao; Perotto, Laurence; Regis, Marco; Camera, Stefano

2015-03-01

We report the measurement of the angular power spectrum of cross-correlation between the unresolved component of the Fermi-LAT γ-ray sky maps and the cosmic microwave background lensing potential map reconstructed by the Planck satellite. The matter distribution in the universe determines the bending of light coming from the last scattering surface. At the same time, the matter density drives the growth history of astrophysical objects, including their capability at generating non-thermal phenomena, which in turn give rise to γ-ray emissions. The Planck lensing map provides information on the integrated distribution of matter, while the integrated history of γ-ray emitters is imprinted in the Fermi-LAT sky maps. We report here the first evidence of their correlation. We find that the multipole dependence of the cross-correlation measurement is in agreement with current models of the γ-ray luminosity function for active galactic nuclei and star-forming galaxies, with a statistical evidence of 3.0σ. Moreover, its amplitude can in general be matched only assuming that these extragalactic emitters are also the bulk contribution of the measured isotopic γ-ray background (IGRB) intensity. This leaves little room for a big contribution from galactic sources to the IGRB measured by Fermi-LAT, pointing toward direct evidence of the extragalactic origin of the IGRB.

EVIDENCE OF CROSS-CORRELATION BETWEEN THE CMB LENSING AND THE γ-RAY SKY

Energy Technology Data Exchange (ETDEWEB)

Fornengo, Nicolao; Regis, Marco [Dipartimento di Fisica, Università di Torino, I-10125 Torino (Italy); Perotto, Laurence [LPSC, Université Grenoble-Alpes, CNRS/IN2P3, 53, rue des Martyrs, F-38026 Grenoble Cedex (France); Camera, Stefano, E-mail: regis@to.infn.it [Jodrell Bank Centre for Astrophysics, The University of Manchester, Manchester M13 9PL (United Kingdom)

2015-03-01

We report the measurement of the angular power spectrum of cross-correlation between the unresolved component of the Fermi-LAT γ-ray sky maps and the cosmic microwave background lensing potential map reconstructed by the Planck satellite. The matter distribution in the universe determines the bending of light coming from the last scattering surface. At the same time, the matter density drives the growth history of astrophysical objects, including their capability at generating non-thermal phenomena, which in turn give rise to γ-ray emissions. The Planck lensing map provides information on the integrated distribution of matter, while the integrated history of γ-ray emitters is imprinted in the Fermi-LAT sky maps. We report here the first evidence of their correlation. We find that the multipole dependence of the cross-correlation measurement is in agreement with current models of the γ-ray luminosity function for active galactic nuclei and star-forming galaxies, with a statistical evidence of 3.0σ. Moreover, its amplitude can in general be matched only assuming that these extragalactic emitters are also the bulk contribution of the measured isotopic γ-ray background (IGRB) intensity. This leaves little room for a big contribution from galactic sources to the IGRB measured by Fermi-LAT, pointing toward direct evidence of the extragalactic origin of the IGRB.

Describing a Strongly Correlated Model System with Density Functional Theory.

Science.gov (United States)

Kong, Jing; Proynov, Emil; Yu, Jianguo; Pachter, Ruth

2017-07-06

The linear chain of hydrogen atoms, a basic prototype for the transition from a metal to Mott insulator, is studied with a recent density functional theory model functional for nondynamic and strong correlation. The computed cohesive energy curve for the transition agrees well with accurate literature results. The variation of the electronic structure in this transition is characterized with a density functional descriptor that yields the atomic population of effectively localized electrons. These new methods are also applied to the study of the Peierls dimerization of the stretched even-spaced Mott insulator to a chain of H 2 molecules, a different insulator. The transitions among the two insulating states and the metallic state of the hydrogen chain system are depicted in a semiquantitative phase diagram. Overall, we demonstrate the capability of studying strongly correlated materials with a mean-field model at the fundamental level, in contrast to the general pessimistic view on such a feasibility.

Spline function fit for multi-sets of correlative data

International Nuclear Information System (INIS)

Liu Tingjin; Zhou Hongmo

1992-01-01

The Spline fit method for multi-sets of correlative data is developed. The properties of correlative data fit are investigated. The data of 23 Na(n, 2n) cross section are fitted in the cases with and without correlation

CROSS-CORRELATION BETWEEN X-RAY AND OPTICAL/NEAR-INFRARED BACKGROUND INTENSITY FLUCTUATIONS

Energy Technology Data Exchange (ETDEWEB)

Mitchell-Wynne, Ketron; Cooray, Asantha [Department of Physics and Astronomy, University of California, Irvine, CA 92697 (United States); Xue, Yongquan [CAS Key Laboratory for Researches in Galaxies and Cosmology, Center for Astrophysics, Department of Astronomy, University of Science and Technology of China, Chinese Academy of Sciences, Hefei, Anhui 230026 (China); Luo, Bin [School of Astronomy and Space Science, Nanjing University, Nanjing, 210093 (China); Brandt, William [Department of Astronomy and Astrophysics, Pennsylvania State University, University Park, PA, 16802 (United States); Koekemoer, Anton [Space Telescope Science Institute, 3700 San Martin Drive, Baltimore, MD 21218 (United States)

2016-12-01

Angular power spectra of optical and infrared background anisotropies at wavelengths between 0.5 and 5 μ m are a useful probe of faint sources present during reionization, in addition to faint galaxies and diffuse signals at low redshift. The cross-correlation of these fluctuations with backgrounds at other wavelengths can be used to separate some of these signals. A previous study on the cross-correlation between X-ray and Spitzer fluctuations at 3.6 μ m and 4.5 μ m has been interpreted as evidence for direct collapse black holes present at z  > 12. Here we return to this cross-correlation and study its wavelength dependence from 0.5 to 4.5 μ m using Hubble and Spitzer data in combination with a subset of the 4 Ms Chandra observations in GOODS-S/ECDFS. Our study involves five Hubble bands at 0.6, 0.7, 0.85, 1.25, and 1.6 μ m, and two Spitzer -IRAC bands at 3.6 μ m and 4.5 μ m. We confirm the previously seen cross-correlation between 3.6 μ m (4.5 μ m) and X-rays with 3.7 σ (4.2 σ ) and 2.7 σ (3.7 σ ) detections in the soft [0.5–2] keV and hard [2–8] keV X-ray bands, respectively, at angular scales above 20 arcsec. The cross-correlation of X-rays with Hubble is largely anticorrelated, ranging between the levels of 1.4 σ –3.5 σ for all the Hubble and X-ray bands. This lack of correlation in the shorter optical/NIR bands implies the sources responsible for the cosmic infrared background at 3.6 and 4.5 μ m are at least partly dissimilar to those at 1.6 μ m and shorter.

Corrections for frequency domain transformations of Winfrith binary cross correlator responses

International Nuclear Information System (INIS)

Cummins, J.D.

1968-04-01

This report considers the corrections for frequency domain transformations of Winfrith binary cross correlator responses; (i) for the finite bandwidth of the equivalent input signal; (2) for the finite time required for the actuator to move between the two positions appropriate to the two levels of the periodic binary chain code input and (3) for the averaging of experimental determinations of the system frequency response and calculations of the standard deviations of the modulus and phase of the frequency responses determined from the cross correlator responses. (author)

Multilevel Cross-Dependent Binary Longitudinal Data

KAUST Repository

Serban, Nicoleta

2013-10-16

We provide insights into new methodology for the analysis of multilevel binary data observed longitudinally, when the repeated longitudinal measurements are correlated. The proposed model is logistic functional regression conditioned on three latent processes describing the within- and between-variability, and describing the cross-dependence of the repeated longitudinal measurements. We estimate the model components without employing mixed-effects modeling but assuming an approximation to the logistic link function. The primary objectives of this article are to highlight the challenges in the estimation of the model components, to compare two approximations to the logistic regression function, linear and exponential, and to discuss their advantages and limitations. The linear approximation is computationally efficient whereas the exponential approximation applies for rare events functional data. Our methods are inspired by and applied to a scientific experiment on spectral backscatter from long range infrared light detection and ranging (LIDAR) data. The models are general and relevant to many new binary functional data sets, with or without dependence between repeated functional measurements.

Perspectives of Cross-Correlation in Seismic Monitoring at the International Data Centre

Science.gov (United States)

Bobrov, Dmitry; Kitov, Ivan; Zerbo, Lassina

2014-03-01

We demonstrate that several techniques based on waveform cross-correlation are able to significantly reduce the detection threshold of seismic sources worldwide and to improve the reliability of arrivals by a more accurate estimation of their defining parameters. A master event and the events it can find using waveform cross-correlation at array stations of the International Monitoring System (IMS) have to be close. For the purposes of the International Data Centre (IDC), one can use the spatial closeness of the master and slave events in order to construct a new automatic processing pipeline: all qualified arrivals detected using cross-correlation are associated with events matching the current IDC event definition criteria (EDC) in a local association procedure. Considering the repeating character of global seismicity, more than 90 % of events in the reviewed event bulletin (REB) can be built in this automatic processing. Due to the reduced detection threshold, waveform cross-correlation may increase the number of valid REB events by a factor of 1.5-2.0. Therefore, the new pipeline may produce a more comprehensive bulletin than the current pipeline—the goal of seismic monitoring. The analysts' experience with the cross correlation event list (XSEL) shows that the workload of interactive processing might be reduced by a factor of two or even more. Since cross-correlation produces a comprehensive list of detections for a given master event, no additional arrivals from primary stations are expected to be associated with the XSEL events. The number of false alarms, relative to the number of events rejected from the standard event list 3 (SEL3) in the current interactive processing—can also be reduced by the use of several powerful filters. The principal filter is the difference between the arrival times of the master and newly built events at three or more primary stations, which should lie in a narrow range of a few seconds. In this study, one event at a

Correlates of cognitive function scores in elderly outpatients.

Science.gov (United States)

Mangione, C M; Seddon, J M; Cook, E F; Krug, J H; Sahagian, C R; Campion, E W; Glynn, R J

1993-05-01

To determine medical, ophthalmologic, and demographic predictors of cognitive function scores as measured by the Telephone Interview for Cognitive Status (TICS), an adaptation of the Folstein Mini-Mental Status Exam. A secondary objective was to perform an item-by-item analysis of the TICS scores to determine which items correlated most highly with the overall scores. Cross-sectional cohort study. The Glaucoma Consultation Service of the Massachusetts Eye and Ear Infirmary. 472 of 565 consecutive patients age 65 and older who were seen at the Glaucoma Consultation Service between November 1, 1987 and October 31, 1988. Each subject had a standard visual examination and review of medical history at entry, followed by a telephone interview that collected information on demographic characteristics, cognitive status, health status, accidents, falls, symptoms of depression, and alcohol intake. A multivariate linear regression model of correlates of TICS score found the strongest correlates to be education, age, occupation, and the presence of depressive symptoms. The only significant ocular condition that correlated with lower TICS score was the presence of surgical aphakia (model R2 = .46). Forty-six percent (216/472) of patients fell below the established definition of normal on the mental status scale. In a logistic regression analysis, the strongest correlates of an abnormal cognitive function score were age, diabetes, educational status, and occupational status. An item analysis using step-wise linear regression showed that 85 percent of the variance in the TICS score was explained by the ability to perform serial sevens and to repeat 10 items immediately after hearing them. Educational status correlated most highly with both of these items (Kendall Tau R = .43 and Kendall Tau R = .30, respectively). Education, occupation, depression, and age were the strongest correlates of the score on this new screening test for assessing cognitive status. These factors were

A Tooth Flank Crowning Method by Applying a Novel Crossed Angle Function Between the Hob Cutter and Work Gear in the Gear Hobbing Process

Directory of Open Access Journals (Sweden)

Wu Yu-Ren

2016-01-01

Full Text Available In this paper, a novel longitudinal tooth flank crowning method is proposed by setting the crossed angle between the hob cutter and work gear as a linear function of hob’s traverse feed movement in the gear hobbing process. However, this method makes twisted tooth flanks on the hobbed work gear. Therefore, a variable pressure angle hob cutter is applied to obtain an anti-twist tooth flank of hobbed work gear. A computer simulation example is performed to verify the superiority of the proposed novel hobbing method by comparing topographies of the crowned work gear surfaces hobbed by a standard hob cutter and a variable pressure angle hob cutter.

The Atacama Cosmology Telescope: Calibration with the Wilkinson Microwave Anisotropy Probe Using Cross-Correlations

Science.gov (United States)

Hajian, Amir; Acquaviva, Viviana; Ade, Peter A. R.; Aguirre, Paula; Amiri, Mandana; Appel, John William; Barrientos, L. Felipe; Battistelli, Elia S.; Bond, John R.; Brown, Ben;

Quasar-Lyman α forest cross-correlation from BOSS DR11: Baryon Acoustic Oscillations

Energy Technology Data Exchange (ETDEWEB)

Font-Ribera, Andreu [Institute of Theoretical Physics, University of Zurich, Winterthurerstrasse 190, 8057 Zurich (Switzerland); Kirkby, David; Blomqvist, Michael [Department of Physics and Astronomy, University of California, 4129 Frederick Reines Hall, Irvine, CA, 92697 (United States); Busca, Nicolas; Aubourg, Éric; Bautista, Julian [APC, Université Paris Diderot-Paris 7, CNRS/IN2P3, CEA, Observatoire de Paris, 10, rue A. Domon and L. Duquet, Paris (France); Miralda-Escudé, Jordi [Institut de Ciències del Cosmos (IEEC/UB), Martí i Franquès 1, Barcelona, 08028 Catalonia (Spain); Ross, Nicholas P.; Bailey, Stephen; Beutler, Florian; Carithers, Bill [Lawrence Berkeley National Laboratory, 1 Cyclotron Road, Berkeley, CA (United States); Slosar, Anže [Brookhaven National Laboratory, Blgd 510, Upton, NY, 11375 (United States); Rich, James; Delubac, Timothée [CEA, Centre de Saclay, IRFU, Gif-sur-Yvette, 91191 France (France); Bhardwaj, Vaishali; Bizyaev, Dmitry [Department of Astronomy, University of Washington, Box 351580, Seattle, WA, 98195 (United States); Brewington, Howard; Brinkmann, Jon [Apache Point Observatory and New Mexico State University, P.O. Box 59, Sunspot, NM, 88349-0059 (United States); Brownstein, Joel R.; Dawson, Kyle S., E-mail: font@physik.uzh.ch [Department of Physics and Astronomy, University of Utah, 115 S 1400 E, Salt Lake City, UT, 84112 (United States); and others

2014-05-01

We measure the large-scale cross-correlation of quasars with the Lyα forest absorption, using over 164,000 quasars from Data Release 11 of the SDSS-III Baryon Oscillation Spectroscopic Survey. We extend the previous study of roughly 60,000 quasars from Data Release 9 to larger separations, allowing a measurement of the Baryonic Acoustic Oscillation (BAO) scale along the line of sight c/(H(z = 2.36)r{sub s}) = 9.0±0.3 and across the line of sight D{sub A}(z = 2.36)/r{sub s} = 10.8±0.4, consistent with CMB and other BAO data. Using the best fit value of the sound horizon from Planck data (r{sub s} = 147.49 Mpc), we can translate these results to a measurement of the Hubble parameter of H(z = 2.36) = 226±8 km s{sup −1} Mpc{sup −1} and of the angular diameter distance of D{sub A}(z = 2.36) = 1590±60 Mpc. The measured cross-correlation function and an update of the code to fit the BAO scale (baofit) are made publicly available.

Yang-Mills correlation functions from integrable spin chains

International Nuclear Information System (INIS)

Roiban, Radu; Volovich, Anastasia

2004-01-01

The relation between the dilatation operator of N = 4 Yang-Mills theory and integrable spin chains makes it possible to compute the one-loop anomalous dimensions of all operators in the theory. In this paper we show how to apply the technology of integrable spin chains to the calculation of Yang-Mills correlation functions by expressing them in terms of matrix elements of spin operators on the corresponding spin chain. We illustrate this method with several examples in the SU(2) sector described by the XXX 1/2 chain. (author)

Positive Noise Cross Correlation in a Copper Pair Splitter.

Science.gov (United States)

Das, Anindya; Ronen, Yuval; Heiblum, Moty; Shtrikman, Hadas; Mahalu, Diana

2012-02-01

Entanglement is in heart of the Einstein-Podolsky-Rosen (EPR) paradox, in which non-locality is a fundamental property. Up to date spin entanglement of electrons had not been demonstrated. Here, we provide direct evidence of such entanglement by measuring: non-local positive current correlation and positive cross correlation among current fluctuations, both of separated electrons born by a Cooper-pair-beam-splitter. The realization of the splitter is provided by injecting current from an Al superconductor contact into two, single channel, pure InAs nanowires - each intercepted by a Coulomb blockaded quantum dot (QD). The QDs impedes strongly the flow of Cooper pairs allowing easy single electron transport. The passage of electron in one wire enables the simultaneous passage of the other in the neighboring wire. The splitting efficiency of the Cooper pairs (relative to Cooper pairs actual current) was found to be ˜ 40%. The positive cross-correlations in the currents and their fluctuations (shot noise) are fully consistent with entangled electrons produced by the beam splitter.

Two-proton correlation function: a gentle introduction

International Nuclear Information System (INIS)

Deloff, A.

2007-01-01

The recent COSY-11 collaboration measurement of the two-proton correlation function in the pp→ppη reaction, reported at this meeting [1], arouse some interest in a simple theoretical description of the correlation function. In these notes we present a pedagogical introduction to the practical methods that can be used for calculating the correlation function

Studies on eletron scattering by hydrogen atoms through of a correlationed wave function

International Nuclear Information System (INIS)

Jacchieri, S.G.

1982-01-01

A correlationed wave function dependent of two adjustable parameters ( α e β), aiming describe a system formed by an electron and a hydrogen atom is studied. Some elastic differential cross-sections for several values of α and β parameters, scattering angle of 2 0 to 140 0 and energies of 50 eV and 680 eV are presented. (M.J.C.) [pt

Inhomogeneity induced and appropriately parameterized semilocal exchange and correlation energy functionals in two-dimensions

Science.gov (United States)

Patra, Abhilash; Jana, Subrata; Samal, Prasanjit

2018-04-01

The construction of meta generalized gradient approximations based on the density matrix expansion (DME) is considered as one of the most accurate techniques to design semilocal exchange energy functionals in two-dimensional density functional formalism. The exchange holes modeled using DME possess unique features that make it a superior entity. Parameterized semilocal exchange energy functionals based on the DME are proposed. The use of different forms of the momentum and flexible parameters is to subsume the non-uniform effects of the density in the newly constructed semilocal functionals. In addition to the exchange functionals, a suitable correlation functional is also constructed by working upon the local correlation functional developed for 2D homogeneous electron gas. The non-local effects are induced into the correlation functional by a parametric form of one of the newly constructed exchange energy functionals. The proposed functionals are applied to the parabolic quantum dots with a varying number of confined electrons and the confinement strength. The results obtained with the aforementioned functionals are quite satisfactory, which indicates why these are suitable for two-dimensional quantum systems.

Correlation between movement of the feet and motor function of children with chronic encephalopathy

Directory of Open Access Journals (Sweden)

Táubuta Gomes Souza

Full Text Available Abstract Introduction: Chronic non-progressive encephalopathy (CNPE is one of the most common causes of physical deformities in childhood. It is characterized by non-progressive neuropathological abnormalities of the developing brain, which results in neuromotor impairments and changes in posture and movement. Objective: To evaluate foot deformities in children with CNPE, by measuring the joint amplitude and correlating these measures with the scores of the Gross Motor Function Measure (GMFM-88, using all its five dimensions. Methods: Cross-sectional and descriptive study with a sample of 17 children. The data collection instruments used were manual goniometer and the Gross Motor Function Measure test (GMFM-88. Data were analyzed using the program SPSS version 18, and the Pearson correlation test as a measure of association. Results: Children with chronic encephalopathy and a reduced amplitude motion have lower capacity in motor function. Statistically significant correlation was found for the right dorsiflexion angle (p = 0.023, left dorsiflexion angle (p = 0.019, right inversion (p = 0.040, left inversion (p = 0.034 and left eversion (p = 0.018. There was no statistically significant correlation for the right eversion (p > 0.05. Conclusion: Musculoskeletal disorders associated with CNPE and foot deformities interfere negatively in motor function, compromising the functional performance of these children.

Stochastic wave-function unravelling of the generalized Lindblad equation using correlated states

International Nuclear Information System (INIS)

Moodley, Mervlyn; Nsio Nzundu, T; Paul, S

2012-01-01

We perform a stochastic wave-function unravelling of the generalized Lindblad master equation using correlated states, a combination of the system state vectors and the environment population. The time-convolutionless projection operator method using correlated projection superoperators is applied to a two-state system, a qubit, that is coupled to an environment consisting of two energy bands which are both populated. These results are compared to the data obtained from Monte Carlo wave-function simulations based on the unravelling of the master equation. We also show a typical quantum trajectory and the average time evolution of the state vector on the Bloch sphere. (paper)

Correlation functions of Coulomb branch operators

Energy Technology Data Exchange (ETDEWEB)

Gerchkovitz, Efrat [Weizmann Institute of Science,Rehovot 76100 (Israel); Gomis, Jaume [Perimeter Institute for Theoretical Physics,Waterloo, ON N2L 2Y5 (Canada); Ishtiaque, Nafiz [Perimeter Institute for Theoretical Physics,Waterloo, ON N2L 2Y5 (Canada); Department of Physics, University of Waterloo,Waterloo, ON N2L 3G1 (Canada); Karasik, Avner; Komargodski, Zohar [Weizmann Institute of Science,Rehovot 76100 (Israel); Pufu, Silviu S. [Joseph Henry Laboratories, Princeton University,Princeton, NJ 08544 (United States)

2017-01-24

We consider the correlation functions of Coulomb branch operators in four-dimensional N=2 Superconformal Field Theories (SCFTs) involving exactly one anti-chiral operator. These extremal correlators are the “minimal' non-holomorphic local observables in the theory. We show that they can be expressed in terms of certain determinants of derivatives of the four-sphere partition function of an appropriate deformation of the SCFT. This relation between the extremal correlators and the deformed four-sphere partition function is non-trivial due to the presence of conformal anomalies, which lead to operator mixing on the sphere. Evaluating the deformed four-sphere partition function using supersymmetric localization, we compute the extremal correlators explicitly in many interesting examples. Additionally, the representation of the extremal correlators mentioned above leads to a system of integrable differential equations. We compare our exact results with previous perturbative computations and with the four-dimensional tt{sup ∗} equations. We also use our results to study some of the asymptotic properties of the perturbative series expansions we obtain in N=2 SQCD.

Gauge-fixing parameter dependence of two-point gauge-variant correlation functions

International Nuclear Information System (INIS)

Zhai, C.

1996-01-01

The gauge-fixing parameter ξ dependence of two-point gauge-variant correlation functions is studied for QED and QCD. We show that, in three Euclidean dimensions, or for four-dimensional thermal gauge theories, the usual procedure of getting a general covariant gauge-fixing term by averaging over a class of covariant gauge-fixing conditions leads to a nontrivial gauge-fixing parameter dependence in gauge-variant two-point correlation functions (e.g., fermion propagators). This nontrivial gauge-fixing parameter dependence modifies the large-distance behavior of the two-point correlation functions by introducing additional exponentially decaying factors. These factors are the origin of the gauge dependence encountered in some perturbative evaluations of the damping rates and the static chromoelectric screening length in a general covariant gauge. To avoid this modification of the long-distance behavior introduced by performing the average over a class of covariant gauge-fixing conditions, one can either choose a vanishing gauge-fixing parameter or apply an unphysical infrared cutoff. copyright 1996 The American Physical Society

Peculiarities of the momentum distribution functions of strongly correlated charged fermions

Science.gov (United States)

Larkin, A. S.; Filinov, V. S.; Fortov, V. E.

2018-01-01

New numerical version of the Wigner approach to quantum thermodynamics of strongly coupled systems of particles has been developed for extreme conditions, when analytical approximations based on different kinds of perturbation theories cannot be applied. An explicit analytical expression of the Wigner function has been obtained in linear and harmonic approximations. Fermi statistical effects are accounted for by effective pair pseudopotential depending on coordinates, momenta and degeneracy parameter of particles and taking into account Pauli blocking of fermions. A new quantum Monte-Carlo method for calculations of average values of arbitrary quantum operators has been developed. Calculations of the momentum distribution functions and the pair correlation functions of degenerate ideal Fermi gas have been carried out for testing the developed approach. Comparison of the obtained momentum distribution functions of strongly correlated Coulomb systems with the Maxwell-Boltzmann and the Fermi distributions shows the significant influence of interparticle interaction both at small momenta and in high energy quantum ‘tails’.

Scanning cross-correlator for monitoring uniform 3D ellipsoidal laser beams

CERN Document Server

Zelenogorskii, V V; Gacheva, E I; Gelikonov, G V; Krasilnikov, M; Mart'yanov, M A; Mironov, S Yu; Potemkin, A K; Syresin, E M; Stephan, F; Khazanov, E A

2014-01-01

The specific features of experimental implementation of a cross-correlator with a scan rate above 1600 cm s(-1) and a spatial delay amplitude of more than 15 mm are considered. The possibility of measuring the width of femtosecond pulses propagating in a train 300 mu s in duration with a repetition rate of 1 MHz is demonstrated. A time resolution of 300 fs for the maximum time window of 50 ps is attained.The cross-correlator is aimed at testing 3D pulses of a laser driver of an electron photo-injector.

A comparison of high-frequency cross-correlation measures

Science.gov (United States)

Precup, Ovidiu V.; Iori, Giulia

2004-12-01

On a high-frequency scale the time series are not homogeneous, therefore standard correlation measures cannot be directly applied to the raw data. There are two ways to deal with this problem. The time series can be homogenised through an interpolation method (An Introduction to High-Frequency Finance, Academic Press, NY, 2001) (linear or previous tick) and then the Pearson correlation statistic computed. Recently, methods that can handle raw non-synchronous time series have been developed (Int. J. Theor. Appl. Finance 6(1) (2003) 87; J. Empirical Finance 4 (1997) 259). This paper compares two traditional methods that use interpolation with an alternative method applied directly to the actual time series.

Timed function tests, motor function measure, and quantitative thigh muscle MRI in ambulant children with Duchenne muscular dystrophy: A cross-sectional analysis.

Science.gov (United States)

Schmidt, Simone; Hafner, Patricia; Klein, Andrea; Rubino-Nacht, Daniela; Gocheva, Vanya; Schroeder, Jonas; Naduvilekoot Devasia, Arjith; Zuesli, Stephanie; Bernert, Guenther; Laugel, Vincent; Bloetzer, Clemens; Steinlin, Maja; Capone, Andrea; Gloor, Monika; Tobler, Patrick; Haas, Tanja; Bieri, Oliver; Zumbrunn, Thomas; Fischer, Dirk; Bonati, Ulrike

2018-01-01

The development of new therapeutic agents for the treatment of Duchenne muscular dystrophy has put a focus on defining outcome measures most sensitive to capture treatment effects. This cross-sectional analysis investigates the relation between validated clinical assessments such as the 6-minute walk test, motor function measure and quantitative muscle MRI of thigh muscles in ambulant Duchenne muscular dystrophy patients, aged 6.5 to 10.8 years (mean 8.2, SD 1.1). Quantitative muscle MRI included the mean fat fraction using a 2-point Dixon technique, and transverse relaxation time (T2) measurements. All clinical assessments were highly significantly inter-correlated with p muscle MRI values significantly correlated with all clinical assessments with the extensors showing the strongest correlation. In contrast to the clinical assessments, quantitative muscle MRI values were highly significantly correlated with age. In conclusion, the motor function measure and timed function tests measure disease severity in a highly comparable fashion and all tests correlated with quantitative muscle MRI values quantifying fatty muscle degeneration. Copyright © 2017 Elsevier B.V. All rights reserved.

Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System

Science.gov (United States)

Niu, Hongli; Wang, Jun

We establish a financial price process by continuum percolation system, in which we attribute price fluctuations to the investors’ attitudes towards the financial market, and consider the clusters in continuum percolation as the investors share the same investment opinion. We investigate the cross-correlations in two return time series, and analyze the multifractal behaviors in this relationship. Further, we study the corresponding behaviors for the real stock indexes of SSE and HSI as well as the liquid stocks pair of SPD and PAB by comparison. To quantify the multifractality in cross-correlation relationship, we employ multifractal detrended cross-correlation analysis method to perform an empirical research for the simulation data and the real markets data.

Cross-correlation of weak lensing and gamma rays: implications for the nature of dark matter

Science.gov (United States)

Tröster, Tilman; Camera, Stefano; Fornasa, Mattia; Regis, Marco; van Waerbeke, Ludovic; Harnois-Déraps, Joachim; Ando, Shin'ichiro; Bilicki, Maciej; Erben, Thomas; Fornengo, Nicolao; Heymans, Catherine; Hildebrandt, Hendrik; Hoekstra, Henk; Kuijken, Konrad; Viola, Massimo

2017-05-01

We measure the cross-correlation between Fermi gamma-ray photons and over 1000 deg2 of weak lensing data from the Canada-France-Hawaii Telescope Lensing Survey (CFHTLenS), the Red Cluster Sequence Lensing Survey (RCSLenS), and the Kilo Degree Survey (KiDS). We present the first measurement of tomographic weak lensing cross-correlations and the first application of spectral binning to cross-correlations between gamma rays and weak lensing. The measurements are performed using an angular power spectrum estimator while the covariance is estimated using an analytical prescription. We verify the accuracy of our covariance estimate by comparing it to two internal covariance estimators. Based on the non-detection of a cross-correlation signal, we derive constraints on weakly interacting massive particle (WIMP) dark matter. We compute exclusion limits on the dark matter annihilation cross-section , decay rate Γdec and particle mass mDM. We find that in the absence of a cross-correlation signal, tomography does not significantly improve the constraining power of the analysis. Assuming a strong contribution to the gamma-ray flux due to small-scale clustering of dark matter and accounting for known astrophysical sources of gamma rays, we exclude the thermal relic cross-section for particle masses of mDM ≲ 20 GeV.

Advertising and Marketing in Cross-Functional Instruction.

Science.gov (United States)

Treise, Debbie; Schumann, David

1995-01-01

States that advertising educators have been concerned with the lack of cooperation between advertising and marketing disciplines. Describes a cross-functional educational experiment in which two instructors (one from marketing and one from advertising) formed cross-functional teams for two projects. Concludes that the experiment was successful,…

The study of the value of applying the special functions of DSA during uterine artery embolization

International Nuclear Information System (INIS)

Wang Ting; Zhao Zhenhua; Lv Weigong

2007-01-01

Objective: To study the value of applying the special functions of DSA during uterine artery embolization. Methods: 122 cases were performed uterine artery embolization, including 67 cases with traditional operation and 55 cases with applying the special functions of DSA: rotary DSA angiography, the best work position and road map technology. We recorded the correlative operative indices to compare and analyse the mean exposure time, the mean operative time, the mean dosage of contrast medium, the probability of vasospasm and injury of blood vessel during operation. Results: The mean exposure time, mean operative time and the mean dosage of contrast medium were reduced with the special functions of DSA during uterine artery embolization. There is significant difference between traditional operation and the operation applying the special functions of DSA (P<0.01). Conclusion: Applying the special functions of DSA during uterine artery embolization can reduce the operative time, operative risk and economic burden. (authors)

Multimodal Investigation of Network Level Effects Using Intrinsic Functional Connectivity, Anatomical Covariance, and Structure-to-Function Correlations in Unmedicated Major Depressive Disorder.

Science.gov (United States)

Scheinost, Dustin; Holmes, Sophie E; DellaGioia, Nicole; Schleifer, Charlie; Matuskey, David; Abdallah, Chadi G; Hampson, Michelle; Krystal, John H; Anticevic, Alan; Esterlis, Irina

2018-04-01

Converging evidence suggests that major depressive disorder (MDD) affects multiple large-scale brain networks. Analyses of the correlation or covariance of regional brain structure and function applied to structural and functional MRI data may provide insights into systems-level organization and structure-to-function correlations in the brain in MDD. This study applied tensor-based morphometry and intrinsic connectivity distribution to identify regions of altered volume and intrinsic functional connectivity in data from unmedicated individuals with MDD (n=17) and healthy comparison participants (HC, n=20). These regions were then used as seeds for exploratory anatomical covariance and connectivity analyses. Reduction in volume in the anterior cingulate cortex (ACC) and lower structural covariance between the ACC and the cerebellum were observed in the MDD group. Additionally, individuals with MDD had significantly lower whole-brain intrinsic functional connectivity in the medial prefrontal cortex (mPFC). This mPFC region showed altered connectivity to the ventral lateral PFC (vlPFC) and local circuitry in MDD. Global connectivity in the ACC was negatively correlated with reported depressive symptomatology. The mPFC-vlPFC connectivity was positively correlated with depressive symptoms. Finally, we observed increased structure-to-function correlation in the PFC/ACC in the MDD group. Although across all analysis methods and modalities alterations in the PFC/ACC were a common finding, each modality and method detected alterations in subregions belonging to distinct large-scale brain networks. These exploratory results support the hypothesis that MDD is a systems level disorder affecting multiple brain networks located in the PFC and provide new insights into the pathophysiology of this disorder.

Multimodal Investigation of Network Level Effects Using Intrinsic Functional Connectivity, Anatomical Covariance, and Structure-to-Function Correlations in Unmedicated Major Depressive Disorder

Science.gov (United States)

Scheinost, Dustin; Holmes, Sophie E; DellaGioia, Nicole; Schleifer, Charlie; Matuskey, David; Abdallah, Chadi G; Hampson, Michelle; Krystal, John H; Anticevic, Alan; Esterlis, Irina

2018-01-01

Converging evidence suggests that major depressive disorder (MDD) affects multiple large-scale brain networks. Analyses of the correlation or covariance of regional brain structure and function applied to structural and functional MRI data may provide insights into systems-level organization and structure-to-function correlations in the brain in MDD. This study applied tensor-based morphometry and intrinsic connectivity distribution to identify regions of altered volume and intrinsic functional connectivity in data from unmedicated individuals with MDD (n=17) and healthy comparison participants (HC, n=20). These regions were then used as seeds for exploratory anatomical covariance and connectivity analyses. Reduction in volume in the anterior cingulate cortex (ACC) and lower structural covariance between the ACC and the cerebellum were observed in the MDD group. Additionally, individuals with MDD had significantly lower whole-brain intrinsic functional connectivity in the medial prefrontal cortex (mPFC). This mPFC region showed altered connectivity to the ventral lateral PFC (vlPFC) and local circuitry in MDD. Global connectivity in the ACC was negatively correlated with reported depressive symptomatology. The mPFC–vlPFC connectivity was positively correlated with depressive symptoms. Finally, we observed increased structure-to-function correlation in the PFC/ACC in the MDD group. Although across all analysis methods and modalities alterations in the PFC/ACC were a common finding, each modality and method detected alterations in subregions belonging to distinct large-scale brain networks. These exploratory results support the hypothesis that MDD is a systems level disorder affecting multiple brain networks located in the PFC and provide new insights into the pathophysiology of this disorder. PMID:28944772

Effects of signal modulation and coloured cross-correlation of coloured noises on the diffusion of a harmonic oscillator

Institute of Scientific and Technical Information of China (English)

Liu Li; Zhang Liang-Ying; Cao Li

2009-01-01

The diffusion in a harmonic oscillator driven by coloured noises ζ(t) and η(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1) The curves of d versus noise intensity D and d versus noises cross-correlation time τ_3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient λ of the two Orustein-Uhlenbeck (O-U) noises. 2) Changing the value of τ3, the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3)Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model.

Effects of signal modulation and coloured cross-correlation of coloured noises on the diffusion of a harmonic oscillator

International Nuclear Information System (INIS)

Li, Liu; Li, Cao; Liang-Ying, Zhang

2009-01-01

The diffusion in a harmonic oscillator driven by coloured noises ζ(t) and η(t) with coloured cross-correlation in which one of the noises is modulated by a biased periodic signal is investigated. The exact expression of diffusion coefficient d as a function of noise parameter, signal parameter, and oscillator frequency is derived. The findings in this paper are as follows. 1) The curves of d versus noise intensity D and d versus noises cross-correlation time τ 3 exist as two different phases. The transition between the two phases arises from the change of the cross-correlation coefficient λ of the two Ornstein–Uhlenbeck (O-U) noises. 2) Changing the value of τ 3 , the curves of d versus Q, the intensity of colored noise that is modulated by the signal, can transform from a phase having a minimum to a monotonic phase. 3) Changing the value of signal amplitude A, d versus Q curves can transform from a phase having a minimum to a monotonic phase. The above-mentioned results demonstrate that a like noise-induced transition appears in the model. (general)

Fast methods for spatially correlated multilevel functional data

KAUST Repository

Staicu, A.-M.

2010-01-19

We propose a new methodological framework for the analysis of hierarchical functional data when the functions at the lowest level of the hierarchy are correlated. For small data sets, our methodology leads to a computational algorithm that is orders of magnitude more efficient than its closest competitor (seconds versus hours). For large data sets, our algorithm remains fast and has no current competitors. Thus, in contrast to published methods, we can now conduct routine simulations, leave-one-out analyses, and nonparametric bootstrap sampling. Our methods are inspired by and applied to data obtained from a state-of-the-art colon carcinogenesis scientific experiment. However, our models are general and will be relevant to many new data sets where the object of inference are functions or images that remain dependent even after conditioning on the subject on which they are measured. Supplementary materials are available at Biostatistics online.

Integral equations of hadronic correlation functions a functional- bootstrap approach

CERN Document Server

Manesis, E K

1974-01-01

A reasonable 'microscopic' foundation of the Feynman hadron-liquid analogy is offered, based on a class of models for hadron production. In an external field formalism, the equivalence (complementarity) of the exclusive and inclusive descriptions of hadronic reactions is specifically expressed in a functional-bootstrap form, and integral equations between inclusive and exclusive correlation functions are derived. Using the latest CERN-ISR data on the two-pion inclusive correlation function, and assuming rapidity translational invariance for the exclusive one, the simplest integral equation is solved in the 'central region' and an exclusive correlation length in rapidity predicted. An explanation is also offered for the unexpected similarity observed between pi /sup +/ pi /sup -/ and pi /sup -/ pi /sup -/ inclusive correlations. (31 refs).

Commercial counterboard for 10 ns software correlator for photon and fluorescence correlation spectroscopy

Science.gov (United States)

Molteni, Matteo; Ferri, Fabio

2016-11-01

A 10 ns time resolution, multi-tau software correlator, capable of computing simultaneous autocorrelation (A-A, B-B) and cross (A-B) correlation functions at count rates up to ˜10 MHz, with no data loss, has been developed in LabVIEW and C++ by using the National Instrument timer/counterboard (NI PCIe-6612) and a fast Personal Computer (PC) (Intel Core i7-4790 Processor 3.60 GHz ). The correlator works by using two algorithms: for large lag times (τ ≳ 1 μs), a classical time-mode scheme, based on the measure of the number of pulses per time interval, is used; differently, for τ ≲ 1 μs a photon-mode (PM) scheme is adopted and the correlation function is retrieved from the sequence of the photon arrival times. Single auto- and cross-correlation functions can be processed online in full real time up to count rates of ˜1.8 MHz and ˜1.2 MHz, respectively. Two autocorrelation (A-A, B-B) and a cross correlation (A-B) functions can be simultaneously processed in full real time only up to count rates of ˜750 kHz. At higher count rates, the online processing takes place in a delayed modality, but with no data loss. When tested with simulated correlation data and latex spheres solutions, the overall performances of the correlator appear to be comparable with those of commercial hardware correlators, but with several nontrivial advantages related to its flexibility, low cost, and easy adaptability to future developments of PC and data acquisition technology.

The velocity correlation function in cosmic-ray diffusion theory

International Nuclear Information System (INIS)

Forman, M.A.

1977-01-01

The concept of velocity correlation functions is introduced and applied to the calculation of cosmic ray spatial diffusion coefficients. It is assumed that the pitch angle scattering coefficient is already known from some other theory, and is reasonably well-behaved. Previous results for the coefficient for diffusion parallel to the mean field are recovered when the velocity-changing mechanism is artificially restricted to pitch angle scattering. The velocity correlation method is then applied to the more general case where there are fluctuations in the local mean field. It is found that the parallel diffusion coefficient is reduced in proportion to the amplitude of the field fluctuations, and that the ratio of the perpendicular to parallel diffusion coefficients cannot be greater than 2 >/B 0 2 . It is shown in the appendix that the Liouville form of the scattering equation implies that the Fokker-Planck coefficients (Δμ 2 )/Δt=2Dsub(μμ) and (Δμ)/Δt=deltaDsub(μμ)/deltaμ, and that all higher-order coefficients are identically zero. (Auth.)

Big Data solution for CTBT monitoring: CEA-IDC joint global cross correlation project

Science.gov (United States)

Bobrov, Dmitry; Bell, Randy; Brachet, Nicolas; Gaillard, Pierre; Kitov, Ivan; Rozhkov, Mikhail

2014-05-01

Waveform cross-correlation when applied to historical datasets of seismic records provides dramatic improvements in detection, location, and magnitude estimation of natural and manmade seismic events. With correlation techniques, the amplitude threshold of signal detection can be reduced globally by a factor of 2 to 3 relative to currently standard beamforming and STA/LTA detector. The gain in sensitivity corresponds to a body wave magnitude reduction by 0.3 to 0.4 units and doubles the number of events meeting high quality requirements (e.g. detected by three and more seismic stations of the International Monitoring System (IMS). This gain is crucial for seismic monitoring under the Comprehensive Nuclear-Test-Ban Treaty. The International Data Centre (IDC) dataset includes more than 450,000 seismic events, tens of millions of raw detections and continuous seismic data from the primary IMS stations since 2000. This high-quality dataset is a natural candidate for an extensive cross correlation study and the basis of further enhancements in monitoring capabilities. Without this historical dataset recorded by the permanent IMS Seismic Network any improvements would not be feasible. However, due to the mismatch between the volume of data and the performance of the standard Information Technology infrastructure, it becomes impossible to process all the data within tolerable elapsed time. To tackle this problem known as "BigData", the CEA/DASE is part of the French project "DataScale". One objective is to reanalyze 10 years of waveform data from the IMS network with the cross-correlation technique thanks to a dedicated High Performance Computer (HPC) infrastructure operated by the Centre de Calcul Recherche et Technologie (CCRT) at the CEA of Bruyères-le-Châtel. Within 2 years we are planning to enhance detection and phase association algorithms (also using machine learning and automatic classification) and process about 30 terabytes of data provided by the IDC to

Correlation functions in first-order phase transitions

Science.gov (United States)

Garrido, V.; Crespo, D.

1997-09-01

Most of the physical properties of systems underlying first-order phase transitions can be obtained from the spatial correlation functions. In this paper, we obtain expressions that allow us to calculate all the correlation functions from the droplet size distribution. Nucleation and growth kinetics is considered, and exact solutions are obtained for the case of isotropic growth by using self-similarity properties. The calculation is performed by using the particle size distribution obtained by a recently developed model (populational Kolmogorov-Johnson-Mehl-Avrami model). Since this model is less restrictive than that used in previously existing theories, the result is that the correlation functions can be obtained for any dependence of the kinetic parameters. The validity of the method is tested by comparison with the exact correlation functions, which had been obtained in the available cases by the time-cone method. Finally, the correlation functions corresponding to the microstructure developed in partitioning transformations are obtained.

Relations between correlation functions in gauge field theory

International Nuclear Information System (INIS)

Simonov, Yu. A.; Shevchenko, V. I.

1997-01-01

Exact relations between vacuum correlations of non-Abelian field strengths are obtained. With the aid of exterior differentiation, the invariant parts of a given correlation function are expressed in terms of higher order correlation functions. The corollaries of these relations for the behavior of nonperturbative correlation functions at small and large distances are deduced

A cumulant functional for static and dynamic correlation

International Nuclear Information System (INIS)

Hollett, Joshua W.; Hosseini, Hessam; Menzies, Cameron

2016-01-01

A functional for the cumulant energy is introduced. The functional is composed of a pair-correction and static and dynamic correlation energy components. The pair-correction and static correlation energies are functionals of the natural orbitals and the occupancy transferred between near-degenerate orbital pairs, rather than the orbital occupancies themselves. The dynamic correlation energy is a functional of the statically correlated on-top two-electron density. The on-top density functional used in this study is the well-known Colle-Salvetti functional. Using the cc-pVTZ basis set, the functional effectively models the bond dissociation of H 2 , LiH, and N 2 with equilibrium bond lengths and dissociation energies comparable to those provided by multireference second-order perturbation theory. The performance of the cumulant functional is less impressive for HF and F 2 , mainly due to an underestimation of the dynamic correlation energy by the Colle-Salvetti functional.

Power-law cross-correlations estimation under heavy tails

Czech Academy of Sciences Publication Activity Database

Krištoufek, Ladislav

2016-01-01

Roč. 40, č. 1 (2016), s. 163-172 ISSN 1007-5704 R&D Projects: GA ČR(CZ) GP14-11402P Institutional support: RVO:67985556 Keywords : Power-law cross-correlations * Heavy tails * Monte Carlo study Subject RIV: AH - Economics Impact factor: 2.784, year: 2016 http://library.utia.cas.cz/separaty/2016/E/kristoufek-0472030.pdf

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.

2015-05-01

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.

Cross-covariance functions for multivariate geostatistics

KAUST Repository

Genton, Marc G.; Kleiber, William

2015-01-01

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.

Non-perturbative QCD correlation functions

Energy Technology Data Exchange (ETDEWEB)

Cyrol, Anton Konrad

2017-11-27

Functional methods provide access to the non-perturbative regime of quantum chromo- dynamics. Hence, they allow investigating confinement and chiral symmetry breaking. In this dissertation, correlation functions of Yang-Mills theory and unquenched two-flavor QCD are computed from the functional renormalization group. Employing a self-consistent vertex expansion of the effective action, Yang-Mills correlation functions are obtained in four as well as in three spacetime dimensions. To this end, confinement and Slavnov-Taylor identities are discussed. Our numerical results show very good agreement with corresponding lattice results. Next, unquenched two-flavor QCD is considered where it is shown that the unquenched two-flavor gluon propagator is insensitive to the pion mass. Furthermore, the necessity for consistent truncations is emphasized. Finally, correlation functions of finite-temperature Yang-Mills theory are computed in a truncation that includes the splitting of the gluon field into directions that are transverse and longitudinal to the heat bath. In particular, it includes the splitting of the three- and four-gluon vertices. The obtained gluon propagator allows to extract a Debye screening mass that coincides with the hard thermal loop screening mass at high temperatures, but is meaningful also at temperatures below the phase transition temperature.

Statistical analysis of correlated experimental data and neutron cross section evaluation

International Nuclear Information System (INIS)

Badikov, S.A.

1998-01-01

The technique for evaluation of neutron cross sections on the basis of statistical analysis of correlated experimental data is presented. The most important stages of evaluation beginning from compilation of correlation matrix for measurement uncertainties till representation of the analysis results in the ENDF-6 format are described in details. Special attention is paid to restrictions (positive uncertainty) on covariation matrix of approximate parameters uncertainties generated within the method of least square fit which is derived from physical reasons. The requirements for source experimental data assuring satisfaction of the restrictions mentioned above are formulated. Correlation matrices of measurement uncertainties in particular should be also positively determined. Variants of modelling the positively determined correlation matrices of measurement uncertainties in a situation when their consequent calculation on the basis of experimental information is impossible are discussed. The technique described is used for creating the new generation of estimates of dosimetric reactions cross sections for the first version of the Russian dosimetric file (including nontrivial covariation information)

Advanced correlation grid: Analysis and visualisation of functional connectivity among multiple spike trains.

Science.gov (United States)

Masud, Mohammad Shahed; Borisyuk, Roman; Stuart, Liz

2017-07-15

This study analyses multiple spike trains (MST) data, defines its functional connectivity and subsequently visualises an accurate diagram of connections. This is a challenging problem. For example, it is difficult to distinguish the common input and the direct functional connection of two spike trains. The new method presented in this paper is based on the traditional pairwise cross-correlation function (CCF) and a new combination of statistical techniques. First, the CCF is used to create the Advanced Correlation Grid (ACG) correlation where both the significant peak of the CCF and the corresponding time delay are used for detailed analysis of connectivity. Second, these two features of functional connectivity are used to classify connections. Finally, the visualization technique is used to represent the topology of functional connections. Examples are presented in the paper to demonstrate the new Advanced Correlation Grid method and to show how it enables discrimination between (i) influence from one spike train to another through an intermediate spike train and (ii) influence from one common spike train to another pair of analysed spike trains. The ACG method enables scientists to automatically distinguish between direct connections from spurious connections such as common source connection and indirect connection whereas existing methods require in-depth analysis to identify such connections. The ACG is a new and effective method for studying functional connectivity of multiple spike trains. This method can identify accurately all the direct connections and can distinguish common source and indirect connections automatically. Copyright © 2017 Elsevier B.V. All rights reserved.

Cosmic microwave and infrared backgrounds cross-correlation for ISW detection

International Nuclear Information System (INIS)

Ilić, S

2014-01-01

We have investigated the cross-correlation between the cosmic infrared and microwave backgrounds (CIB and CMB) anisotropies through the integrated Sachs-Wolfe effect. We have first described the CIB anisotropies using a linearly biased power spectrum, then derive the theoretical angular power spectrum of the CMB-CIB cross-correlation for different instruments and frequencies. We have discussed the detectability of the ISW signal by performing a signal-to-noise (SNR) analysis with our predicted spectra. The significances obtained range from 6σ to 7σ in an ideal case, depending on the frequency; in realistic cases which account for the presence of noise including astrophysical contaminants, the results span the range 2 – 5σ, depending strongly on the major contribution to the noise term

Exchange-correlation energies of atoms from efficient density functionals: influence of the electron density

Science.gov (United States)

Tao, Jianmin; Ye, Lin-Hui; Duan, Yuhua

2017-12-01

The primary goal of Kohn-Sham density functional theory is to evaluate the exchange-correlation contribution to electronic properties. However, the accuracy of a density functional can be affected by the electron density. Here we apply the nonempirical Tao-Mo (TM) semilocal functional to study the influence of the electron density on the exchange and correlation energies of atoms and ions, and compare the results with the commonly used nonempirical semilocal functionals local spin-density approximation (LSDA), Perdew-Burke-Ernzerhof (PBE), Tao-Perdew-Staroverov-Scuseria (TPSS), and hybrid functional PBE0. We find that the spin-restricted Hartree-Fock density yields the exchange and correlation energies in good agreement with the Optimized Effective Potential method, particularly for spherical atoms and ions. However, the errors of these semilocal and hybrid functionals become larger for self-consistent densities. We further find that the quality of the electron density have greater effect on the exchange-correlation energies of kinetic energy density-dependent meta-GGA functionals TPSS and TM than on those of the LSDA and GGA, and therefore, should have greater influence on the performance of meta-GGA functionals. Finally, we show that the influence of the density quality on PBE0 is slightly reduced, compared to that of PBE, due to the exact mixing.

Correlation Functions in Open Quantum-Classical Systems

Directory of Open Access Journals (Sweden)

Chang-Yu Hsieh

2013-12-01

Full Text Available Quantum time correlation functions are often the principal objects of interest in experimental investigations of the dynamics of quantum systems. For instance, transport properties, such as diffusion and reaction rate coefficients, can be obtained by integrating these functions. The evaluation of such correlation functions entails sampling from quantum equilibrium density operators and quantum time evolution of operators. For condensed phase and complex systems, where quantum dynamics is difficult to carry out, approximations must often be made to compute these functions. We present a general scheme for the computation of correlation functions, which preserves the full quantum equilibrium structure of the system and approximates the time evolution with quantum-classical Liouville dynamics. Several aspects of the scheme are discussed, including a practical and general approach to sample the quantum equilibrium density, the properties of the quantum-classical Liouville equation in the context of correlation function computations, simulation schemes for the approximate dynamics and their interpretation and connections to other approximate quantum dynamical methods.

An asymptotic theory for cross-correlation between auto-correlated sequences and its application on neuroimaging data.

Science.gov (United States)

Zhou, Yunyi; Tao, Chenyang; Lu, Wenlian; Feng, Jianfeng

2018-04-20

Functional connectivity is among the most important tools to study brain. The correlation coefficient, between time series of different brain areas, is the most popular method to quantify functional connectivity. Correlation coefficient in practical use assumes the data to be temporally independent. However, the time series data of brain can manifest significant temporal auto-correlation. A widely applicable method is proposed for correcting temporal auto-correlation. We considered two types of time series models: (1) auto-regressive-moving-average model, (2) nonlinear dynamical system model with noisy fluctuations, and derived their respective asymptotic distributions of correlation coefficient. These two types of models are most commonly used in neuroscience studies. We show the respective asymptotic distributions share a unified expression. We have verified the validity of our method, and shown our method exhibited sufficient statistical power for detecting true correlation on numerical experiments. Employing our method on real dataset yields more robust functional network and higher classification accuracy than conventional methods. Our method robustly controls the type I error while maintaining sufficient statistical power for detecting true correlation in numerical experiments, where existing methods measuring association (linear and nonlinear) fail. In this work, we proposed a widely applicable approach for correcting the effect of temporal auto-correlation on functional connectivity. Empirical results favor the use of our method in functional network analysis. Copyright © 2018. Published by Elsevier B.V.

Severity of Acute Infectious Mononucleosis Correlates with Cross-Reactive Influenza CD8 T-Cell Receptor Repertoires.

Science.gov (United States)

Aslan, Nuray; Watkin, Levi B; Gil, Anna; Mishra, Rabinarayan; Clark, Fransenio G; Welsh, Raymond M; Ghersi, Dario; Luzuriaga, Katherine; Selin, Liisa K

2017-12-05

Fifty years after the discovery of Epstein-Barr virus (EBV), it remains unclear how primary infection with this virus leads to massive CD8 T-cell expansion and acute infectious mononucleosis (AIM) in young adults. AIM can vary greatly in severity, from a mild transient influenza-like illness to a prolonged severe syndrome. We questioned whether expansion of a unique HLA-A2.01-restricted, cross-reactive CD8 T-cell response between influenza virus A-M1 58 (IAV-M1) and EBV BMLF1 280 (EBV-BM) could modulate the immune response to EBV and play a role in determining the severity of AIM in 32 college students. Only ex vivo total IAV-M1 and IAV-M1+EBV-BM cross-reactive tetramer + frequencies directly correlated with AIM severity and were predictive of severe disease. Expansion of specific cross-reactive memory IAV-M1 T-cell receptor (TCR) Vβ repertoires correlated with levels of disease severity. There were unique profiles of qualitatively different functional responses in the cross-reactive and EBV-specific CD8 T-cell responses in each of the three groups studied, severe-AIM patients, mild-AIM patients, and seropositive persistently EBV-infected healthy donors, that may result from differences in TCR repertoire use. IAV-M1 tetramer + cells were functionally cross-reactive in short-term cultures, were associated with the highest disease severity in AIM, and displayed enhanced production of gamma interferon, a cytokine that greatly amplifies immune responses, thus frequently contributing to induction of immunopathology. Altogether, these data link heterologous immunity via CD8 T-cell cross-reactivity to CD8 T-cell repertoire selection, function, and resultant disease severity in a common and important human infection. In particular, it highlights for the first time a direct link between the TCR repertoire with pathogenesis and the diversity of outcomes upon pathogen encounter. IMPORTANCE The pathogenic impact of immune responses that by chance cross-react to unrelated

Structure function analysis of long-range correlations in plasma turbulence

International Nuclear Information System (INIS)

Yu, C.X.; Gilmore, M.; Peebles, W.A.; Rhodes, T.L.

2003-01-01

Long-range correlations (temporal and spatial) have been predicted in a number of different turbulence models, both analytical and numerical. These long-range correlations are thought to significantly affect cross-field turbulent transport in magnetically confined plasmas. The Hurst exponent, H - one of a number of methods to identify the existence of long-range correlations in experimental data - can be used to quantify self-similarity scalings and correlations in the mesoscale temporal range. The Hurst exponent can be calculated by several different algorithms, each of which has particular advantages and disadvantages. One method for calculating H is via structure functions (SFs). The SF method is a robust technique for determining H with several inherent advantages that has not yet been widely used in plasma turbulence research. In this article, the SF method and its advantages are discussed in detail, using both simulated and measured fluctuation data from the DIII-D tokamak [J. L. Luxon and L. G. Davis, Fusion Technol. 8, 441 (1985)]. In addition, it is shown that SFs used in conjunction with rescaled range analysis (another method for calculating H) can be used to mitigate the effects of coherent modes in some cases

A Unified Approach to Functional Principal Component Analysis and Functional Multiple-Set Canonical Correlation.

Science.gov (United States)

Choi, Ji Yeh; Hwang, Heungsun; Yamamoto, Michio; Jung, Kwanghee; Woodward, Todd S

2017-06-01

Functional principal component analysis (FPCA) and functional multiple-set canonical correlation analysis (FMCCA) are data reduction techniques for functional data that are collected in the form of smooth curves or functions over a continuum such as time or space. In FPCA, low-dimensional components are extracted from a single functional dataset such that they explain the most variance of the dataset, whereas in FMCCA, low-dimensional components are obtained from each of multiple functional datasets in such a way that the associations among the components are maximized across the different sets. In this paper, we propose a unified approach to FPCA and FMCCA. The proposed approach subsumes both techniques as special cases. Furthermore, it permits a compromise between the techniques, such that components are obtained from each set of functional data to maximize their associations across different datasets, while accounting for the variance of the data well. We propose a single optimization criterion for the proposed approach, and develop an alternating regularized least squares algorithm to minimize the criterion in combination with basis function approximations to functions. We conduct a simulation study to investigate the performance of the proposed approach based on synthetic data. We also apply the approach for the analysis of multiple-subject functional magnetic resonance imaging data to obtain low-dimensional components of blood-oxygen level-dependent signal changes of the brain over time, which are highly correlated across the subjects as well as representative of the data. The extracted components are used to identify networks of neural activity that are commonly activated across the subjects while carrying out a working memory task.

Significant Attributes and Challenges Related to Cross-Functional Team Communications

OpenAIRE

Ali, Majid

2016-01-01

Purpose The purpose of the research work is to investigate the importance of the communication in the cross-functional teams and in what which communicational tools provide better convenience of communication in cross-functional team members. Methodology An empirical study including the data collection from the interviews conducted from the participants working in cross-functional teams. Qualitative approach has been adopted to understand the communicational attributes in the cross-functional...

Dynamic Functional Connectivity States Between the Dorsal and Ventral Sensorimotor Networks Revealed by Dynamic Conditional Correlation Analysis of Resting-State Functional Magnetic Resonance Imaging.

Science.gov (United States)

Syed, Maleeha F; Lindquist, Martin A; Pillai, Jay J; Agarwal, Shruti; Gujar, Sachin K; Choe, Ann S; Caffo, Brian; Sair, Haris I

2017-12-01

Functional connectivity in resting-state functional magnetic resonance imaging (rs-fMRI) has received substantial attention since the initial findings of Biswal et al. Traditional network correlation metrics assume that the functional connectivity in the brain remains stationary over time. However, recent studies have shown that robust temporal fluctuations of functional connectivity among as well as within functional networks exist, challenging this assumption. In this study, these dynamic correlation differences were investigated between the dorsal and ventral sensorimotor networks by applying the dynamic conditional correlation model to rs-fMRI data of 20 healthy subjects. k-Means clustering was used to determine an optimal number of discrete connectivity states (k = 10) of the sensorimotor system across all subjects. Our analysis confirms the existence of differences in dynamic correlation between the dorsal and ventral networks, with highest connectivity found within the ventral motor network.

Extraction of thermal Green's function using diffuse fields: a passive approach applied to thermography

Science.gov (United States)

Capriotti, Margherita; Sternini, Simone; Lanza di Scalea, Francesco; Mariani, Stefano

2016-04-01

In the field of non-destructive evaluation, defect detection and visualization can be performed exploiting different techniques relying either on an active or a passive approach. In the following paper the passive technique is investigated due to its numerous advantages and its application to thermography is explored. In previous works, it has been shown that it is possible to reconstruct the Green's function between any pair of points of a sensing grid by using noise originated from diffuse fields in acoustic environments. The extraction of the Green's function can be achieved by cross-correlating these random recorded waves. Averaging, filtering and length of the measured signals play an important role in this process. This concept is here applied in an NDE perspective utilizing thermal fluctuations present on structural materials. Temperature variations interacting with thermal properties of the specimen allow for the characterization of the material and its health condition. The exploitation of the thermographic image resolution as a dense grid of sensors constitutes the basic idea underlying passive thermography. Particular attention will be placed on the creation of a proper diffuse thermal field, studying the number, placement and excitation signal of heat sources. Results from numerical simulations will be presented to assess the capabilities and performances of the passive thermal technique devoted to defect detection and imaging of structural components.

Correlation functions of two-matrix models

International Nuclear Information System (INIS)

Bonora, L.; Xiong, C.S.

1993-11-01

We show how to calculate correlation functions of two matrix models without any approximation technique (except for genus expansion). In particular we do not use any continuum limit technique. This allows us to find many solutions which are invisible to the latter technique. To reach our goal we make full use of the integrable hierarchies and their reductions which were shown in previous papers to naturally appear in multi-matrix models. The second ingredient we use, even though to a lesser extent, are the W-constraints. In fact an explicit solution of the relevant hierarchy, satisfying the W-constraints (string equation), underlies the explicit calculation of the correlation functions. The correlation functions we compute lend themselves to a possible interpretation in terms of topological field theories. (orig.)

Correlation function of the luminosity distances

Energy Technology Data Exchange (ETDEWEB)

Biern, Sang Gyu; Yoo, Jaiyul, E-mail: sgbiern@physik.uzh.ch, E-mail: jyoo@physik.uzh.ch [Center for Theoretical Astrophysics and Cosmology, Institute for Computational Science, University of Zürich, Winterthurerstrasse 190, CH-8057, Zürich (Switzerland)

2017-09-01

We present the correlation function of the luminosity distances in a flat ΛCDM universe. Decomposing the luminosity distance fluctuation into the velocity, the gravitational potential, and the lensing contributions in linear perturbation theory, we study their individual contributions to the correlation function. The lensing contribution is important at large redshift ( z ∼> 0.5) but only for small angular separation (θ ∼< 3°), while the velocity contribution dominates over the other contributions at low redshift or at larger separation. However, the gravitational potential contribution is always subdominant at all scale, if the correct gauge-invariant expression is used. The correlation function of the luminosity distances depends significantly on the matter content, especially for the lensing contribution, thus providing a novel tool of estimating cosmological parameters.

Investigating correlations between earthquakes and extreme eventsin self-potential data recorded in a seismicarea of Southestern Appennine Chain (Italy

Directory of Open Access Journals (Sweden)

V. Lapenna

2004-06-01

Full Text Available The Normalized Wavelet Cross-Correlation Function (NWCCF was used to study correlations between the series of extreme events in self-potential data and earthquakes, both modelled as stochastic point processes. This method gives objective results, robust to the presence of nonstationarities that often affect observational time series. Furthermore, the NWCCF identifies the timescales involved in the cross-correlated behaviour between two point processes. In particular, we analyzed the cross-correlation between the sequence of extreme events in selfpotential data measured at the monitoring station Tito, located in a seismic area of Southern Italy, and the series of earthquakes which occurred in the same area during 2001. To evaluate the influence of rain on the dynamics of geoelectrical variations, we applied the same approach between the selected extreme values and the rain data. We find that the anomalous geoelectrical values seem to cross-correlate with the rain at short and intermediate timescales (t< 500 h, while they significantly cross-correlate only with earthquakes (M = 2.5 at long timescales (t> 500 h.

Correlation functional in screened-exchange density functional theory procedures.

Science.gov (United States)

Chan, Bun; Kawashima, Yukio; Hirao, Kimihiko

2017-10-15

In the present study, we have explored several prospects for the further development of screened-exchange density functional theory (SX-DFT) procedures. Using the performance of HSE06 as our measure, we find that the use of alternative correlation functionals (as oppose to PBEc in HSE06) also yields adequate results for a diverse set of thermochemical properties. We have further examined the performance of new SX-DFT procedures (termed HSEB-type methods) that comprise the HSEx exchange and a (near-optimal) reparametrized B97c (c OS,0  = c SS,0  = 1, c OS,1  = -1.5, c OS,2  = -0.644, c SS,1  = -0.5, and c SS,2  = 1.10) correlation functionals. The different variants of HSEB all perform comparably to or slightly better than the original HSE-type procedures. These results, together with our fundamental analysis of correlation functionals, point toward various directions for advancing SX-DFT methods. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Time-dependent importance sampling in semiclassical initial value representation calculations for time correlation functions.

Science.gov (United States)

Tao, Guohua; Miller, William H

2011-07-14

An efficient time-dependent importance sampling method is developed for the Monte Carlo calculation of time correlation functions via the initial value representation (IVR) of semiclassical (SC) theory. A prefactor-free time-dependent sampling function weights the importance of a trajectory based on the magnitude of its contribution to the time correlation function, and global trial moves are used to facilitate the efficient sampling the phase space of initial conditions. The method can be generally applied to sampling rare events efficiently while avoiding being trapped in a local region of the phase space. Results presented in the paper for two system-bath models demonstrate the efficiency of this new importance sampling method for full SC-IVR calculations.

Nucleon-nucleon momentum correlation function for light nuclei

International Nuclear Information System (INIS)

Ma, Y.G.; Cai, X.Z.; Chen, J.G.; Fang, D.Q.; Guo, W.; Liu, G.H.; Ma, C.W.; Ma, E.J.; Shen, W.Q.; Shi, Y.; Su, Q.M.; Tian, W.D.; Wang, H.W.; Wang, K.; Wei, Y.B.; Yan, T.Z.

2007-01-01

Nucleon-nucleon momentum correlation function have been presented for nuclear reactions with neutron-rich or proton-rich projectiles using a nuclear transport theory, namely Isospin-Dependent Quantum Molecular Dynamics model. The relationship between the binding energy of projectiles and the strength of proton-neutron correlation function at small relative momentum has been explored, while proton-proton correlation function shows its sensitivity to the proton density distribution. Those results show that nucleon-nucleon correlation function is useful to reflect some features of the neutron- or proton-halo nuclei and therefore provide a potential tool for the studies of radioactive beam physics

The correlation function for density perturbations in an expanding universe. IV - The evolution of the correlation function. [galaxy distribution

Science.gov (United States)

Mcclelland, J.; Silk, J.

1979-01-01

The evolution of the two-point correlation function for the large-scale distribution of galaxies in an expanding universe is studied on the assumption that the perturbation densities lie in a Gaussian distribution centered on any given mass scale. The perturbations are evolved according to the Friedmann equation, and the correlation function for the resulting distribution of perturbations at the present epoch is calculated. It is found that: (1) the computed correlation function gives a satisfactory fit to the observed function in cosmological models with a density parameter (Omega) of approximately unity, provided that a certain free parameter is suitably adjusted; (2) the power-law slope in the nonlinear regime reflects the initial fluctuation spectrum, provided that the density profile of individual perturbations declines more rapidly than the -2.4 power of distance; and (3) both positive and negative contributions to the correlation function are predicted for cosmological models with Omega less than unity.

Cross-correlated imaging of distributed mode filtering rod fiber

DEFF Research Database (Denmark)

Laurila, Marko; Barankov, Roman; Jørgensen, Mette Marie

2013-01-01

We analyze the modal properties of an 85μm core distributed mode filtering rod fiber using cross-correlated (C2) imaging. We evaluate suppression of higher-order modes (HOMs) under severely misaligned mode excitation and identify a single-mode regime where HOMs are suppressed by more than 20dB....

Assessment of left ventricular wall motion and function by cross-sectional echocardiography

International Nuclear Information System (INIS)

Ono, Akifumi; Hirata, Shunkichi; Ishikawa, Kyozo

1982-01-01

The clinical efficacy of cross-sectional echocardiography (CSE) was evaluated with M-mode echocardiography and radionuclide cardioangiography (RCG) in 50 cases including 30 patients with myocardial infarction. Segmental wall motion by CSE was highly correlated with segmental wall motion and left ventricular ejection fraction by RCG (r = 0.89 in the former, r = -0.84 in the latter). On the other hand, the left ventricular ejection fraction by M-mode echocardiography revealed a fairly well correlation with that by RCG ( r = 0.68). These results suggest that, as compared with RCG, CSE is quite useful in an evaluation of left ventricular function and in a detection of segmental wall motion abnormalities. (author)

Estimation of uncertainty bounds for individual particle image velocimetry measurements from cross-correlation peak ratio

International Nuclear Information System (INIS)

Charonko, John J; Vlachos, Pavlos P

2013-01-01

Numerous studies have established firmly that particle image velocimetry (PIV) is a robust method for non-invasive, quantitative measurements of fluid velocity, and that when carefully conducted, typical measurements can accurately detect displacements in digital images with a resolution well below a single pixel (in some cases well below a hundredth of a pixel). However, to date, these estimates have only been able to provide guidance on the expected error for an average measurement under specific image quality and flow conditions. This paper demonstrates a new method for estimating the uncertainty bounds to within a given confidence interval for a specific, individual measurement. Here, cross-correlation peak ratio, the ratio of primary to secondary peak height, is shown to correlate strongly with the range of observed error values for a given measurement, regardless of flow condition or image quality. This relationship is significantly stronger for phase-only generalized cross-correlation PIV processing, while the standard correlation approach showed weaker performance. Using an analytical model of the relationship derived from synthetic data sets, the uncertainty bounds at a 95% confidence interval are then computed for several artificial and experimental flow fields, and the resulting errors are shown to match closely to the predicted uncertainties. While this method stops short of being able to predict the true error for a given measurement, knowledge of the uncertainty level for a PIV experiment should provide great benefits when applying the results of PIV analysis to engineering design studies and computational fluid dynamics validation efforts. Moreover, this approach is exceptionally simple to implement and requires negligible additional computational cost. (paper)

MEASUREMENT OF 21 cm BRIGHTNESS FLUCTUATIONS AT z {approx} 0.8 IN CROSS-CORRELATION

Energy Technology Data Exchange (ETDEWEB)

Masui, K. W.; Switzer, E. R.; Calin, L.-M.; Pen, U.-L.; Shaw, J. R. [Canadian Institute for Theoretical Astrophysics, University of Toronto, 60 St. George St., Toronto, Ontario, M5S 3H8 (Canada); Banavar, N. [Department of Astronomy and Astrophysics, University of Toronto, 50 St. George St., Toronto, Ontario, M5S 3H4 (Canada); Bandura, K. [Department of Physics, McGill University, 3600 Rue University, Montreal, Quebec, H3A 2T8 (Canada); Blake, C. [Centre for Astrophysics and Supercomputing, Swinburne University of Technology, P.O. Box 218, Hawthorn, VIC 3122 (Australia); Chang, T.-C.; Liao, Y.-W. [Academia Sinica Institute of Astronomy and Astrophysics, P.O. Box 23-141, Taipei, 10617, Taiwan (China); Chen, X.; Li, Y.-C. [National Astronomical Observatories, Chinese Academy of Science, 20A Datun Road, Beijing 100012 (China); Natarajan, A.; Peterson, J. B.; Voytek, T. C. [McWilliams Center for Cosmology, Carnegie Mellon University, Department of Physics, 5000 Forbes Ave., Pittsburgh, PA 15213 (United States)

2013-01-20

In this Letter, 21 cm intensity maps acquired at the Green Bank Telescope are cross-correlated with large-scale structure traced by galaxies in the WiggleZ Dark Energy Survey. The data span the redshift range 0.6 < z < 1 over two fields totaling {approx}41 deg. sq. and 190 hr of radio integration time. The cross-correlation constrains {Omega}{sub HI} b{sub HI} r = [0.43 {+-} 0.07(stat.) {+-} 0.04(sys.)] Multiplication-Sign 10{sup -3}, where {Omega}{sub HI} is the neutral hydrogen (H I) fraction, r is the galaxy-hydrogen correlation coefficient, and b{sub HI} is the H I bias parameter. This is the most precise constraint on neutral hydrogen density fluctuations in a challenging redshift range. Our measurement improves the previous 21 cm cross-correlation at z {approx} 0.8 both in its precision and in the range of scales probed.

Generalized hydrodynamic correlations and fractional memory functions

Science.gov (United States)

Rodríguez, Rosalio F.; Fujioka, Jorge

2015-12-01

A fractional generalized hydrodynamic (GH) model of the longitudinal velocity fluctuations correlation, and its associated memory function, for a complex fluid is analyzed. The adiabatic elimination of fast variables introduces memory effects in the transport equations, and the dynamic of the fluctuations is described by a generalized Langevin equation with long-range noise correlations. These features motivate the introduction of Caputo time fractional derivatives and allows us to calculate analytic expressions for the fractional longitudinal velocity correlation function and its associated memory function. Our analysis eliminates a spurious constant term in the non-fractional memory function found in the non-fractional description. It also produces a significantly slower power-law decay of the memory function in the GH regime that reduces to the well-known exponential decay in the non-fractional Navier-Stokes limit.

Finite sample properties of power-law cross-correlations estimators

Czech Academy of Sciences Publication Activity Database

Krištoufek, Ladislav

2015-01-01

Roč. 419, č. 1 (2015), s. 513-525 ISSN 0378-4371 R&D Projects: GA ČR(CZ) GP14-11402P Keywords : power-law cross-correlations * long - term memory * econophysics Subject RIV: AH - Economics Impact factor: 1.785, year: 2015 http://library.utia.cas.cz/separaty/2014/E/kristoufek-0433530.pdf

Groundwater travel time uncertainty analysis. Sensitivity of results to model geometry, and correlations and cross correlations among input parameters

International Nuclear Information System (INIS)

Clifton, P.M.

1985-03-01

This study examines the sensitivity of the travel time distribution predicted by a reference case model to (1) scale of representation of the model parameters, (2) size of the model domain, (3) correlation range of log-transmissivity, and (4) cross correlations between transmissivity and effective thickness. The basis for the reference model is the preliminary stochastic travel time model previously documented by the Basalt Waste Isolation Project. Results of this study show the following. The variability of the predicted travel times can be adequately represented when the ratio between the size of the zones used to represent the model parameters and the log-transmissivity correlation range is less than about one-fifth. The size of the model domain and the types of boundary conditions can have a strong impact on the distribution of travel times. Longer log-transmissivity correlation ranges cause larger variability in the predicted travel times. Positive cross correlation between transmissivity and effective thickness causes a decrease in the travel time variability. These results demonstrate the need for a sound conceptual model prior to conducting a stochastic travel time analysis

Dynamic Hebbian Cross-Correlation Learning Resolves the Spike Timing Dependent Plasticity Conundrum

Directory of Open Access Journals (Sweden)

Tjeerd V. olde Scheper

2018-01-01

Full Text Available Spike Timing-Dependent Plasticity has been found to assume many different forms. The classic STDP curve, with one potentiating and one depressing window, is only one of many possible curves that describe synaptic learning using the STDP mechanism. It has been shown experimentally that STDP curves may contain multiple LTP and LTD windows of variable width, and even inverted windows. The underlying STDP mechanism that is capable of producing such an extensive, and apparently incompatible, range of learning curves is still under investigation. In this paper, it is shown that STDP originates from a combination of two dynamic Hebbian cross-correlations of local activity at the synapse. The correlation of the presynaptic activity with the local postsynaptic activity is a robust and reliable indicator of the discrepancy between the presynaptic neuron and the postsynaptic neuron's activity. The second correlation is between the local postsynaptic activity with dendritic activity which is a good indicator of matching local synaptic and dendritic activity. We show that this simple time-independent learning rule can give rise to many forms of the STDP learning curve. The rule regulates synaptic strength without the need for spike matching or other supervisory learning mechanisms. Local differences in dendritic activity at the synapse greatly affect the cross-correlation difference which determines the relative contributions of different neural activity sources. Dendritic activity due to nearby synapses, action potentials, both forward and back-propagating, as well as inhibitory synapses will dynamically modify the local activity at the synapse, and the resulting STDP learning rule. The dynamic Hebbian learning rule ensures furthermore, that the resulting synaptic strength is dynamically stable, and that interactions between synapses do not result in local instabilities. The rule clearly demonstrates that synapses function as independent localized

Cross-Cultural adaptation of the General Functioning Scale of the Family

Directory of Open Access Journals (Sweden)

Thiago Pires

2016-01-01

Full Text Available ABSTRACT OBJECTIVE To describe the process of cross-cultural adaptation of the General Functioning Scale of the Family, a subscale of the McMaster Family Assessment Device, for the Brazilian population. METHODS The General Functioning Scale of the Family was translated into Portuguese and administered to 500 guardians of children in the second grade of elementary school in public schools of Sao Gonçalo, Rio de Janeiro, Southeastern Brazil. The types of equivalences investigated were: conceptual and of items, semantic, operational, and measurement. The study involved discussions with experts, translations and back-translations of the instrument, and psychometric assessment. Reliability and validity studies were carried out by internal consistency testing (Cronbach’s alpha, Guttman split-half correlation model, Pearson correlation coefficient, and confirmatory factor analysis. Associations between General Functioning of the Family and variables theoretically associated with the theme (father’s or mother’s drunkenness and violence between parents were estimated by odds ratio. RESULTS Semantic equivalence was between 90.0% and 100%. Cronbach’s alpha ranged from 0.79 to 0.81, indicating good internal consistency of the instrument. Pearson correlation coefficient ranged between 0.303 and 0.549. Statistical association was found between the general functioning of the family score and the theoretically related variables, as well as good fit quality of the confirmatory analysis model. CONCLUSIONS The results indicate the feasibility of administering the instrument to the Brazilian population, as it is easy to understand and a good measurement of the construct of interest.

Fluorescence correlation spectroscopy and fluorescence cross-correlation spectroscopy reveal the cytoplasmic origination of loaded nuclear RISC in vivo in human cells.

Science.gov (United States)

Ohrt, Thomas; Mütze, Jörg; Staroske, Wolfgang; Weinmann, Lasse; Höck, Julia; Crell, Karin; Meister, Gunter; Schwille, Petra

2008-11-01

Studies of RNA interference (RNAi) provide evidence that in addition to the well-characterized cytoplasmic mechanisms, nuclear mechanisms also exist. The mechanism by which the nuclear RNA-induced silencing complex (RISC) is formed in mammalian cells, as well as the relationship between the RNA silencing pathways in nuclear and cytoplasmic compartments is still unknown. Here we show by applying fluorescence correlation and cross-correlation spectroscopy (FCS/FCCS) in vivo that two distinct RISC exist: a large approximately 3 MDa complex in the cytoplasm and a 20-fold smaller complex of approximately 158 kDa in the nucleus. We further show that nuclear RISC, consisting only of Ago2 and a short RNA, is loaded in the cytoplasm and imported into the nucleus. The loaded RISC accumulates in the nucleus depending on the presence of a target, based on an miRNA-like interaction with impaired cleavage of the cognate RNA. Together, these results suggest a new RISC shuttling mechanism between nucleus and cytoplasm ensuring concomitant gene regulation by small RNAs in both compartments.

Cross-correlation analysis between Chinese TF contracts and treasury ETF based on high-frequency data

Science.gov (United States)

Zhou, Yu; Chen, Shi

2016-02-01

In this paper, we investigate the high-frequency cross-correlation relationship between Chinese treasury futures contracts and treasury ETF. We analyze the logarithmic return of these two price series, from which we can conclude that both return series are not normally distributed and the futures markets have greater volatility. We find significant cross-correlation between these two series. We further confirm the relationship using the DCCA coefficient and the DMCA coefficient. We quantify the long-range cross-correlation with DCCA method, and we further show that the relationship is multifractal. An arbitrage algorithm based on DFA regression with stable return is proposed in the last part.

Biocatalytic cross-linking of pectic polysaccharides for designed food functionality

DEFF Research Database (Denmark)

Zaidel, Dayang Norulfairuz Abang; Meyer, Anne S.

2012-01-01

the mechanisms of formation of functional pectic polysaccharide cross-links, including covalent cross-links (notably phenolic esters and uronyl ester linkages) and non-covalent, ionic cross-links (which involve calcium and borate ester links). The treatise examines how such cross-links can be designed via......Recent research has demonstrated how cross-linking of pectic polysaccharides to obtain gel formation can be promoted by enzymatic catalysis reactions, and provide opportunities for functional upgrading of pectic polysaccharides present in agro-industrial sidestreams. This review highlights...... specific enzymatic reactions, and highlights the most recent data concerning enzyme catalyzed engineering of cross-links for in situ structural design of functional properties of foods....

Effects of Applied Nitrogen Amounts on the Functional Components of Mulberry (Morus alba L.) Leaves.

Science.gov (United States)

Sugiyama, Mari; Takahashi, Makoto; Katsube, Takuya; Koyama, Akio; Itamura, Hiroyuki

2016-09-21

This study investigated the effects of applied nitrogen amounts on specific functional components in mulberry (Morus alba L.) leaves. The relationships between mineral elements and the functional components in mulberry leaves were examined using mulberry trees cultivated in different soil conditions in four cultured fields. Then, the relationships between the nitrogen levels and the leaf functional components were studied by culturing mulberry in plastic pots and experimental fields. In the common cultured fields, total nitrogen was negatively correlated with the chlorogenic acid content (R(2) = -0.48) and positively correlated with the 1-deoxynojirimycin content (R(2) = 0.60). Additionally, differences in nitrogen fertilizer application levels affected each functional component in mulberry leaves. For instance, with increased nitrogen levels, the chlorogenic acid and flavonol contents significantly decreased, but the 1-deoxynojirimycin content significantly increased. Selection of the optimal nitrogen application level is necessary to obtain the desired functional components from mulberry leaves.

Correlation Functions in Open Quantum-Classical Systems

OpenAIRE

Hsieh, Chang-Yu; Kapral, Raymond

2013-01-01

Quantum time correlation functions are often the principal objects of interest in experimental investigations of the dynamics of quantum systems. For instance, transport properties, such as diffusion and reaction rate coefficients, can be obtained by integrating these functions. The evaluation of such correlation functions entails sampling from quantum equilibrium density operators and quantum time evolution of operators. For condensed phase and complex systems, where quantum dynamics is diff...

Inference of Functionally-Relevant N-acetyltransferase Residues Based on Statistical Correlations.

Directory of Open Access Journals (Sweden)

Andrew F Neuwald

2016-12-01

Full Text Available Over evolutionary time, members of a superfamily of homologous proteins sharing a common structural core diverge into subgroups filling various functional niches. At the sequence level, such divergence appears as correlations that arise from residue patterns distinct to each subgroup. Such a superfamily may be viewed as a population of sequences corresponding to a complex, high-dimensional probability distribution. Here we model this distribution as hierarchical interrelated hidden Markov models (hiHMMs, which describe these sequence correlations implicitly. By characterizing such correlations one may hope to obtain information regarding functionally-relevant properties that have thus far evaded detection. To do so, we infer a hiHMM distribution from sequence data using Bayes' theorem and Markov chain Monte Carlo (MCMC sampling, which is widely recognized as the most effective approach for characterizing a complex, high dimensional distribution. Other routines then map correlated residue patterns to available structures with a view to hypothesis generation. When applied to N-acetyltransferases, this reveals sequence and structural features indicative of functionally important, yet generally unknown biochemical properties. Even for sets of proteins for which nothing is known beyond unannotated sequences and structures, this can lead to helpful insights. We describe, for example, a putative coenzyme-A-induced-fit substrate binding mechanism mediated by arginine residue switching between salt bridge and π-π stacking interactions. A suite of programs implementing this approach is available (psed.igs.umaryland.edu.

Inference of Functionally-Relevant N-acetyltransferase Residues Based on Statistical Correlations.

Science.gov (United States)

Neuwald, Andrew F; Altschul, Stephen F

2016-12-01

Over evolutionary time, members of a superfamily of homologous proteins sharing a common structural core diverge into subgroups filling various functional niches. At the sequence level, such divergence appears as correlations that arise from residue patterns distinct to each subgroup. Such a superfamily may be viewed as a population of sequences corresponding to a complex, high-dimensional probability distribution. Here we model this distribution as hierarchical interrelated hidden Markov models (hiHMMs), which describe these sequence correlations implicitly. By characterizing such correlations one may hope to obtain information regarding functionally-relevant properties that have thus far evaded detection. To do so, we infer a hiHMM distribution from sequence data using Bayes' theorem and Markov chain Monte Carlo (MCMC) sampling, which is widely recognized as the most effective approach for characterizing a complex, high dimensional distribution. Other routines then map correlated residue patterns to available structures with a view to hypothesis generation. When applied to N-acetyltransferases, this reveals sequence and structural features indicative of functionally important, yet generally unknown biochemical properties. Even for sets of proteins for which nothing is known beyond unannotated sequences and structures, this can lead to helpful insights. We describe, for example, a putative coenzyme-A-induced-fit substrate binding mechanism mediated by arginine residue switching between salt bridge and π-π stacking interactions. A suite of programs implementing this approach is available (psed.igs.umaryland.edu).

Correlation function for density perturbations in an expanding universe. I. Linear theory

International Nuclear Information System (INIS)

McClelland, J.; Silk, J.

1977-01-01

We derive analytic solutions for the evolution of linearized adiabatic spherically symmetric density perturbations and the two-point correlation function in two regimes of the early universe: the radiation-dominated regime prior to decoupling, and the matter-dominated regime after decoupling. The solutions are for an Einstein--de Sitter universe, and include pressure effects. In the radiation era, we find that individual spherically symmetric adiabatic density perturbations smaller than the Jeans length flow outward like water waves instead of oscillating as infinite plane waves. It seems likely that the only primordial structures on scales smaller than the maximum Jeans length which could survive are very regular waves such as infinite plane waves. However, structure does build up in the correlation function over distances comparable with the maximum Jeans length in the radiation regime, and could lead to the eventual formation of galaxy superclusters. This scale (approx.10 17 Ω -2 M/sub sun)/therefore provides a natural dimension for large-scale structure arising out of the early universe. A general technique is described for constructing solutions for the evolution of the two-point correlation function, and applied to study white noise and power-law initial conditions for primordial inhomogeneities

42 CFR 476.86 - Correlation of Title XI functions with Title XVIII functions.

Science.gov (United States)

2010-10-01

... 42 Public Health 4 2010-10-01 2010-10-01 false Correlation of Title XI functions with Title XVIII functions. 476.86 Section 476.86 Public Health CENTERS FOR MEDICARE & MEDICAID SERVICES, DEPARTMENT OF...) Qio Review Functions § 476.86 Correlation of Title XI functions with Title XVIII functions. (a...

Two-dimensional optical correlation spectroscopy applied to liquid/glass dynamics

OpenAIRE

Lazonder, Kees; Pshenichnikov, Maxim S.; Wiersma, Douwe A.; Corkum, Paul; Jonas, David M.; Miller, R.J. Dwayne.; Weiner, Andrew M.

2007-01-01

Correlation spectroscopy was used to study the effects of temperature and phase changes on liquid and glass solvent dynamics. By assessing the eccentricity of the elliptic shape of a 2D optical correlation spectrum the value of the underlying frequency-frequency correlation function can be retrieved through a very simple relationship. This method yielded both intuitive clues and a quantitative measure of the dynamics of the system.

Algebraic relaxation of a time correlation function

International Nuclear Information System (INIS)

Srivastava, S.; Kumar, C.N.; Tankeshwar, K.

2004-06-01

A second order non-linear differential equation obtained from Mori's integro- differential equation is shown to transform to another form which provides algebraic decay to a time correlation function. Involved parameters in algebraic formula are related to exact properties of the corresponding correlation function. The model has been used to study a sol-gel system which is known, experimentally, to exhibit a power law decay to stress auto-correlation function. The expression obtained for the viscosity shows a logarithmic divergence at some critical value of the parameter. Some features of the model have also been tested using available information about Lennard-Jones fluids. (author)

The large-scale quasar-Lyman α forest cross-correlation from BOSS

Energy Technology Data Exchange (ETDEWEB)

Font-Ribera, Andreu [Institute of Theoretical Physics, University of Zurich, Winterthurerstrasse 190, 8057 Zurich (Switzerland); Arnau, Eduard [Institut de Ciències del Cosmos (IEEC/UB), Martí i Franquès 1, 08028 Barcelona, Catalonia (Spain); Miralda-Escudé, Jordi, E-mail: font@physik.uzh.ch, E-mail: edu.arnau.lazaro@gmail.com, E-mail: miralda@icc.ub.edu [Institució Catalana de Recerca i Estudis Avançats, Passeig Lluís Companys 23, 08010 Barcelona, Catalonia (Spain); and others

2013-05-01

We measure the large-scale cross-correlation of quasars with the Lyα forest absorption in redshift space, using ∼ 60000 quasar spectra from Data Release 9 (DR9) of the Baryon Oscillation Spectroscopic Survey (BOSS). The cross-correlation is detected over a wide range of scales, up to comoving separations r of 80 h{sup −1}Mpc. For r > 15 h{sup −1}Mpc, we show that the cross-correlation is well fitted by the linear theory prediction for the mean overdensity around a quasar host halo in the standard ΛCDM model, with the redshift distortions indicative of gravitational evolution detected at high confidence. Using previous determinations of the Lyα forest bias factor obtained from the Lyα autocorrelation, we infer the quasar bias factor to be b{sub q} = 3.64{sup +0.13}{sub −0.15} at a mean redshift z = 2.38, in agreement with previous measurements from the quasar auto-correlation. We also obtain a new estimate of the Lyα forest redshift distortion factor, β{sub F} = 1.1±0.15, slightly larger than but consistent with the previous measurement from the Lyα forest autocorrelation. The simple linear model we use fails at separations r < 15h{sup −1}Mpc, and we show that this may reasonably be due to the enhanced ionization due to radiation from the quasars. We also provide the expected correction that the mass overdensity around the quasar implies for measurements of the ionizing radiation background from the line-of-sight proximity effect.

The large-scale quasar-Lyman α forest cross-correlation from BOSS

International Nuclear Information System (INIS)

Font-Ribera, Andreu; Arnau, Eduard; Miralda-Escudé, Jordi

2013-01-01

We measure the large-scale cross-correlation of quasars with the Lyα forest absorption in redshift space, using ∼ 60000 quasar spectra from Data Release 9 (DR9) of the Baryon Oscillation Spectroscopic Survey (BOSS). The cross-correlation is detected over a wide range of scales, up to comoving separations r of 80 h −1 Mpc. For r > 15 h −1 Mpc, we show that the cross-correlation is well fitted by the linear theory prediction for the mean overdensity around a quasar host halo in the standard ΛCDM model, with the redshift distortions indicative of gravitational evolution detected at high confidence. Using previous determinations of the Lyα forest bias factor obtained from the Lyα autocorrelation, we infer the quasar bias factor to be b q = 3.64 +0.13 −0.15 at a mean redshift z = 2.38, in agreement with previous measurements from the quasar auto-correlation. We also obtain a new estimate of the Lyα forest redshift distortion factor, β F = 1.1±0.15, slightly larger than but consistent with the previous measurement from the Lyα forest autocorrelation. The simple linear model we use fails at separations r −1 Mpc, and we show that this may reasonably be due to the enhanced ionization due to radiation from the quasars. We also provide the expected correction that the mass overdensity around the quasar implies for measurements of the ionizing radiation background from the line-of-sight proximity effect

Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect

Science.gov (United States)

Ruan, Qingsong; Zhang, Shuhua; Lv, Dayong; Lu, Xinsheng

2018-02-01

Based on the implementation of Shanghai-Hong Kong Stock Connect in China, this paper examines the effects of financial liberalization on stock market comovement using both multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) methods. Results based on MF-DFA confirm the multifractality of Shanghai and Hong Kong stock markets, and the market efficiency of Shanghai stock market increased after the implementation of this connect program. Besides, analysis based on MF-DCCA has verified the existence of persistent cross-correlation between Shanghai and Hong Kong stock markets, and the cross-correlation gets stronger after the launch of this liberalization program. Finally, we find that fat-tail distribution is the main source of multifractality in the cross-correlations before the stock connect program, while long-range correlation contributes to the multifractality after this program.

THE DiskMass SURVEY. III. STELLAR KINEMATICS VIA CROSS-CORRELATION

International Nuclear Information System (INIS)

Westfall, Kyle B.; Bershady, Matthew A.; Verheijen, Marc A. W.

2011-01-01

We describe a new cross-correlation (CC) approach used by our survey to derive stellar kinematics from galaxy-continuum spectroscopy. This approach adopts the formal error analysis derived by Statler, but properly handles spectral masks. Thus, we address the primary concerns regarding application of the CC method to censored data, while maintaining its primary advantage by consolidating kinematic and template-mismatch information toward different regions of the CC function. We identify a systematic error in the nominal CC method of approximately 10% in velocity dispersion incurred by a mistreatment of detector-censored data, which is eliminated by our new method. We derive our approach from first principles, and we use Monte Carlo simulations to demonstrate its efficacy. An identical set of Monte Carlo simulations performed using the well-established penalized-pixel-fitting code of Cappellari and Emsellem compares favorably with the results from our newly implemented software. Finally, we provide a practical demonstration of this software by extracting stellar kinematics from SparsePak spectra of UGC 6918.

Memory functions and correlations in additive binary Markov chains

Energy Technology Data Exchange (ETDEWEB)

Melnyk, S S [A Ya Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine); Usatenko, O V [A Ya Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine); Yampol' skii, V A [A Ya Usikov Institute for Radiophysics and Electronics, Ukrainian Academy of Science, 12 Proskura Street, 61085 Kharkov (Ukraine); Apostolov, S S [V N Karazin Kharkov National University, 4 Svoboda Sq., Kharkov 61077 (Ukraine); Maiselis, Z A [V N Karazin Kharkov National University, 4 Svoboda Sq., Kharkov 61077 (Ukraine)

2006-11-17

A theory of additive Markov chains with a long-range memory, proposed earlier in Usatenko et al (2003 Phys. Rev. E 68 061107), is developed and used to describe statistical properties of long-range correlated systems. The convenient characteristics of such systems, memory functions and their relation to the correlation properties of the systems are examined. Various methods for finding the memory function via the correlation function are proposed. The inverse problem (calculation of the correlation function by means of the prescribed memory function) is also solved. This is demonstrated for the analytically solvable model of the system with a step-wise memory function.

Memory functions and correlations in additive binary Markov chains

International Nuclear Information System (INIS)

Melnyk, S S; Usatenko, O V; Yampol'skii, V A; Apostolov, S S; Maiselis, Z A

2006-01-01

A theory of additive Markov chains with a long-range memory, proposed earlier in Usatenko et al (2003 Phys. Rev. E 68 061107), is developed and used to describe statistical properties of long-range correlated systems. The convenient characteristics of such systems, memory functions and their relation to the correlation properties of the systems are examined. Various methods for finding the memory function via the correlation function are proposed. The inverse problem (calculation of the correlation function by means of the prescribed memory function) is also solved. This is demonstrated for the analytically solvable model of the system with a step-wise memory function

Within-Subject Correlation Analysis to Detect Functional Areas Associated With Response Inhibition

Directory of Open Access Journals (Sweden)

Tomoko Yamasaki

2018-05-01

Full Text Available Functional areas in fMRI studies are often detected by brain-behavior correlation, calculating across-subject correlation between the behavioral index and the brain activity related to a function of interest. Within-subject correlation analysis is also employed in a single subject level, which utilizes cognitive fluctuations in a shorter time period by correlating the behavioral index with the brain activity across trials. In the present study, the within-subject analysis was applied to the stop-signal task, a standard task to probe response inhibition, where efficiency of response inhibition can be evaluated by the stop-signal reaction time (SSRT. Since the SSRT is estimated, by definition, not in a trial basis but from pooled trials, the correlation across runs was calculated between the SSRT and the brain activity related to response inhibition. The within-subject correlation revealed negative correlations in the anterior cingulate cortex and the cerebellum. Moreover, the dissociation pattern was observed in the within-subject analysis when earlier vs. later parts of the runs were analyzed: negative correlation was dominant in earlier runs, whereas positive correlation was dominant in later runs. Regions of interest analyses revealed that the negative correlation in the anterior cingulate cortex, but not in the cerebellum, was dominant in earlier runs, suggesting multiple mechanisms associated with inhibitory processes that fluctuate on a run-by-run basis. These results indicate that the within-subject analysis compliments the across-subject analysis by highlighting different aspects of cognitive/affective processes related to response inhibition.

Atmospheric pollution measurement by optical cross correlation methods - A concept

Science.gov (United States)

Fisher, M. J.; Krause, F. R.

1971-01-01

Method combines standard spectroscopy with statistical cross correlation analysis of two narrow light beams for remote sensing to detect foreign matter of given particulate size and consistency. Method is applicable in studies of generation and motion of clouds, nuclear debris, ozone, and radiation belts.

The properties of cross-correlation and spectra of the low-mass X-ray binary 4U 1608-52

International Nuclear Information System (INIS)

Lei, Ya-Juan; Yuan, Hai-Long; Dong, Yi-Qiao; Zhang, Hao-Tong; Zhang, Cheng-Min; Zhao, Yong-Heng; Zhang, Shu; Qu, Jin-Lu; Wang, Ya-Nan; Li, Zhi-Bing

2014-01-01

With RXTE data, we analyzed the cross-correlation function between the soft and hard X-rays of the transient atoll source 4U 1608-52. We found anti-correlations in three outbursts occurred in 1998, 2002, and 2010, and we found significant time lags of several hundreds of seconds in the latter two outbursts. Our results show no correlation between the soft and hard X-rays in the extreme island state and a dominated positive correlation in the lower banana state. Anti-correlations are presented at the upper banana state for the outburst of 2010 and at the island and the lower left banana states for the other two outbursts. So far for atoll sources, the cross-correlation has been studied statistically only for 4U 1735-44, where anti-correlations showed up in the upper banana state. Here our investigation on 4U 1608-52 provides a similar result in its 2010 outburst. In addition, we notice that the luminosities in the upper banana of the 1998 and 2002 outbursts are about 1.5 times that of the 2010 outburst whose luminosity in the upper banana is close to that of 4U 1735-44. The results suggest that the states in the color-color diagram of a source could be correlated with the luminosity of the source. A further spectral analysis during the 2010 outburst is also shown, which suggests that the disk can be a little truncated in the upper banana. The feature on the upper banana is similar to the previous results of the flaring branch in Z sources.

Nuclear collision theory with many-body correlations, 2

International Nuclear Information System (INIS)

Kurihara, Yukio.

1984-12-01

A nuclear collision theory, in which the many-body correlation induced by the strong short-ranged repulsion and medium-ranged attraction of the realistic NN interaction is explicitly included, is applied to the deuteron+deuteron elastic scattering at low energies. Pair correlation functions calculated by the present theory are very different from the Hackenbroich et al. 's one. They contain not only the short-ranged suppressive correlation, but also the medium-ranged enhancing correlation. The former changes the shape of the d-d potential from the wine-bottle one. And the latter makes the d-d potential much more attractive. This effect is necessary for reproducing a bump around thatesub(cm)=90 0 in the experimental elastic differential cross section. The phase shifts evaluated by the present theory are compared with those from the resonating-group method. (author)

Fisher matrix forecast on cosmological parameters from the dark energy survey 2-point angular correlation function

Energy Technology Data Exchange (ETDEWEB)

Sobreira, F.; Rosenfeld, R. [Universidade Estadual Paulista Julio de Mesquita Filho (IFT/UNESP), Sao Paulo, SP (Brazil). Inst. Fisica Teorica; Simoni, F. de; Costa, L.A.N. da; Gaia, M.A.G.; Ramos, B.; Ogando, R.; Makler, M. [Laboratorio Interinstitucional de e-Astronomia (LIneA), Rio de Janeiro, RJ (Brazil)

2011-07-01

Full text: We study the cosmological constraints expected for the upcoming project Dark Energy Survey (DES) with the full functional form of the 2-point angular correlation function. The angular correlation function model applied in this work includes the effects of linear redshift-space distortion, photometric redshift errors (assumed to be Gaussian) and non-linearities prevenient from gravitational infall. The Fisher information matrix is constructed with the full covariance matrix, which takes the correlation between nearby redshift shells in a proper manner. The survey was sliced into 20 redshift shells in the range 0:4 {<=} z {<=} 1:40 with a variable angular scale in order to search only the scale around the signal from the baryon acoustic oscillation, therefore well within the validity of the non-linear model employed. We found that under those assumptions and with a flat {Lambda}CDM WMAP7 fiducial model, the DES will be able to constrain the dark energy equation of state parameter w with a precision of {approx} 20% and the cold dark matter with {approx} 11% when marginalizing over the other 25 parameters (bias is treated as a free parameter for each shell). When applying WMAP7 priors on {Omega}{sub baryon}, {Omega} c{sub dm}, n{sub s}, and HST priors on the Hubble parameter, w is constrained with {approx} 9% precision. This shows that the full shape of the angular correlation function with DES data will be a powerful probe to constrain cosmological parameters. (author)

Preschoolers’ Technology-Assessed Physical Activity and Cognitive Function: A Cross-Sectional Study

Directory of Open Access Journals (Sweden)

Minghui Quan

2018-05-01

Full Text Available Early childhood is a critical period for development of cognitive function, but research on the association between physical activity and cognitive function in preschool children is limited and inconclusive. This study aimed to examine the association between technology-assessed physical activity and cognitive function in preschool children. A cross-sectional analysis of baseline data from the Physical Activity and Cognitive Development Study was conducted in Shanghai, China. Physical activity was measured with accelerometers for 7 consecutive days, and cognitive functions were assessed using the Chinese version of Wechsler Young Children Scale of Intelligence (C-WYCSI. Linear regression analyses were used to assess the association between physical activity and cognitive function. A total of 260 preschool children (boys, 144; girls, 116; mean age: 57.2 ± 5.4 months were included in analyses for this study. After adjusting for confounding factors, we found that Verbal Intelligence Quotient, Performance Intelligence Quotient, and Full Intelligence Quotient were significantly correlated with light physical activity, not moderate to vigorous physical activity, in boys. Standardized coefficients were 0.211, 0.218, and 0.242 (all p < 0.05 in three different models, respectively. However, the correlation between physical activity and cognitive functions were not significant in girls (p > 0.05. These findings suggest that cognitive function is apparently associated with light physical activity in boys. Further studies are required to clarify the sex-specific effect on physical activity and cognitive functions.

Importance of Preserving Cross-correlation in developing Statistically Downscaled Climate Forcings and in estimating Land-surface Fluxes and States

Science.gov (United States)

Das Bhowmik, R.; Arumugam, S.

2015-12-01

Multivariate downscaling techniques exhibited superiority over univariate regression schemes in terms of preserving cross-correlations between multiple variables- precipitation and temperature - from GCMs. This study focuses on two aspects: (a) develop an analytical solutions on estimating biases in cross-correlations from univariate downscaling approaches and (b) quantify the uncertainty in land-surface states and fluxes due to biases in cross-correlations in downscaled climate forcings. Both these aspects are evaluated using climate forcings available from both historical climate simulations and CMIP5 hindcasts over the entire US. The analytical solution basically relates the univariate regression parameters, co-efficient of determination of regression and the co-variance ratio between GCM and downscaled values. The analytical solutions are compared with the downscaled univariate forcings by choosing the desired p-value (Type-1 error) in preserving the observed cross-correlation. . For quantifying the impacts of biases on cross-correlation on estimating streamflow and groundwater, we corrupt the downscaled climate forcings with different cross-correlation structure.

Six-month longitudinal associations between cognitive functioning and distress among the community-based elderly in Hong Kong: A cross-lagged panel analysis.

Science.gov (United States)

Leung, Chantel Joanne; Cheng, Lewis; Yu, Junhong; Yiend, Jenny; Lee, Tatia M C

2018-07-01

Although previous studies have extensively documented the cross-sectional relationship between cognitive impairment and psychological distress, findings relating to their longitudinal associations remains mixed. The present study examines the longitudinal associations and mutual influence between cognitive functioning and psychological distress across six months among community-dwelling elderly in Hong Kong. A total of 162 older adults (40 males; M age  = 69.8 years, SD = 6.4) were administered objective and subjective measures of cognitive functioning, as well as self-reported ratings of distress, at two time points six months apart. Using structural equation modeling, we tested the cross-lagged relationships between cognitive functioning and distress. Our cross-lagged model indicated that cognitive functioning at baseline significantly predicted subsequent psychological distress. However, distress was not significantly associated with subsequent cognitive functioning. Additionally, the objective and subjective measures of cognitive functioning were not significantly correlated. These findings suggested that distress may occur as a consequence of poorer cognitive functioning in elderly, but not vice versa. The lack of correlation between objective and subjective cognitive measures suggested that the participants may not have adequate insight into their cognitive abilities. The implications of these findings are discussed. Copyright © 2018. Published by Elsevier B.V.

Multifractal detrended cross-correlation analysis for epileptic patient in seizure and seizure free status

International Nuclear Information System (INIS)

Ghosh, Dipak; Dutta, Srimonti; Chakraborty, Sayantan

2014-01-01

Highlights: • We analyze EEG of patients during seizure and in seizure free interval. • Data from different sections of the brain and seizure activity was analyzed. • Assessment of cross-correlation in seizure and seizure free interval using MF-DXA technique. - Abstract: This paper reports a study of EEG data of epileptic patients in terms of multifractal detrended cross-correlation analysis (MF-DXA). The EEG clinical data were obtained from the EEG Database available with the Clinic of Epileptology of the University Hospital of Bonn, Germany. The data sets (C, D, and E) were taken from five epileptic patients undergoing presurgical evaluations. The data sets consist of intracranial EEG recordings during seizure-free intervals (interictal periods) from within the epileptogenic zone (D) and from the hippocampal formation of the opposite hemisphere of the epileptic patients’ brain, respectively (C). The data set (E) was recorded during seizure activity (ictal periods). MF-DXA is a very rigorous and robust tool for assessment of cross-correlation among two nonlinear time series. The study reveals the degree of cross-correlation is more among seizure and seizure free interval in epileptogenic zone. These data are very significant for diagnosis, onset and prognosis of epileptic patients

A new detrended semipartial cross-correlation analysis: Assessing the important meteorological factors affecting API

International Nuclear Information System (INIS)

Shen, Chen-Hua

2015-01-01

To analyze the unique contribution of meteorological factors to the air pollution index (API), a new method, the detrended semipartial cross-correlation analysis (DSPCCA), is proposed. Based on both a detrended cross-correlation analysis and a DFA-based multivariate-linear-regression (DMLR), this method is improved by including a semipartial correlation technique, which is used to indicate the unique contribution of an explanatory variable to multiple correlation coefficients. The advantages of this method in handling nonstationary time series are illustrated by numerical tests. To further demonstrate the utility of this method in environmental systems, new evidence of the primary contribution of meteorological factors to API is provided through DMLR. Results show that the most important meteorological factors affecting API are wind speed and diurnal temperature range, and the explanatory ability of meteorological factors to API gradually strengthens with increasing time scales. The results suggest that DSPCCA is a useful method for addressing environmental systems. - Highlights: • A detrended multiple linear regression is shown. • A detrended semipartial cross correlation analysis is proposed. • The important meteorological factors affecting API are assessed. • The explanatory ability of meteorological factors to API gradually strengthens with increasing time scales.

A new detrended semipartial cross-correlation analysis: Assessing the important meteorological factors affecting API

Energy Technology Data Exchange (ETDEWEB)

Shen, Chen-Hua, E-mail: shenandchen01@163.com [College of Geographical Science, Nanjing Normal University, Nanjing 210046 (China); Jiangsu Center for Collaborative Innovation in Geographical Information Resource, Nanjing 210046 (China); Key Laboratory of Virtual Geographic Environment of Ministry of Education, Nanjing 210046 (China)

2015-12-04

To analyze the unique contribution of meteorological factors to the air pollution index (API), a new method, the detrended semipartial cross-correlation analysis (DSPCCA), is proposed. Based on both a detrended cross-correlation analysis and a DFA-based multivariate-linear-regression (DMLR), this method is improved by including a semipartial correlation technique, which is used to indicate the unique contribution of an explanatory variable to multiple correlation coefficients. The advantages of this method in handling nonstationary time series are illustrated by numerical tests. To further demonstrate the utility of this method in environmental systems, new evidence of the primary contribution of meteorological factors to API is provided through DMLR. Results show that the most important meteorological factors affecting API are wind speed and diurnal temperature range, and the explanatory ability of meteorological factors to API gradually strengthens with increasing time scales. The results suggest that DSPCCA is a useful method for addressing environmental systems. - Highlights: • A detrended multiple linear regression is shown. • A detrended semipartial cross correlation analysis is proposed. • The important meteorological factors affecting API are assessed. • The explanatory ability of meteorological factors to API gradually strengthens with increasing time scales.

Extended families of 2D arrays with near optimal auto and low cross-correlation

Science.gov (United States)

Svalbe, I. D.; Tirkel, A. Z.

2017-12-01

Families of 2D arrays can be constructed where each array has perfect autocorrelation, and the cross-correlation between any pair of family members is optimally low. We exploit equivalent Hadamard matrices to construct many families of p p × p arrays, where p is any 4k-1 prime. From these families, we assemble extended families of arrays with members that exhibit perfect autocorrelation and next-to-optimally low cross-correlation. Pseudo-Hadamard matrices are used to construct extended families using p = 4k + 1 primes. An optimal family of 31 31 × 31 perfect arrays can provide copyright protection to uniquely stamp a robust, low-visibility watermark within every frame of each second of high-definition, 30 fps video. The extended families permit the embedding of many more perfect watermarks that have next-to-minimal cross-correlations.

Cross-correlation analysis of pulse wave propagation in arteries: in vitro validation and in vivo feasibility.

Science.gov (United States)

Nauleau, Pierre; Apostolakis, Iason; McGarry, Matthew; Konofagou, Elisa

2018-05-29

The stiffness of the arteries is known to be an indicator of the progression of various cardiovascular diseases. Clinically, the pulse wave velocity (PWV) is used as a surrogate for arterial stiffness. Pulse wave imaging (PWI) is a non-invasive, ultrasound-based imaging technique capable of mapping the motion of the vessel walls, allowing the local assessment of arterial properties. Conventionally, a distinctive feature of the displacement wave (e.g. the 50% upstroke) is tracked across the map to estimate the PWV. However, the presence of reflections, such as those generated at the carotid bifurcation, can bias the PWV estimation. In this paper, we propose a two-step cross-correlation based method to characterize arteries using the information available in the PWI spatio-temporal map. First, the area under the cross-correlation curve is proposed as an index for locating the regions of different properties. Second, a local peak of the cross-correlation function is tracked to obtain a less biased estimate of the PWV. Three series of experiments were conducted in phantoms to evaluate the capabilities of the proposed method compared with the conventional method. In the ideal case of a homogeneous phantom, the two methods performed similarly and correctly estimated the PWV. In the presence of reflections, the proposed method provided a more accurate estimate than conventional processing: e.g. for the soft phantom, biases of  -0.27 and -0.71 m · s -1 were observed. In a third series of experiments, the correlation-based method was able to locate two regions of different properties with an error smaller than 1 mm. It also provided more accurate PWV estimates than conventional processing (biases:  -0.12 versus -0.26 m · s -1 ). Finally, the in vivo feasibility of the proposed method was demonstrated in eleven healthy subjects. The results indicate that the correlation-based method might be less precise in vivo but more accurate than the conventional method.

Structural and functional cerebral correlates of hypnotic suggestibility.

Directory of Open Access Journals (Sweden)

Alexa Huber

Full Text Available Little is known about the neural bases of hypnotic suggestibility, a cognitive trait referring to the tendency to respond to hypnotic suggestions. In the present magnetic resonance imaging study, we performed regression analyses to assess hypnotic suggestibility-related differences in local gray matter volume, using voxel-based morphometry, and in waking resting state functional connectivity of 10 resting state networks, in 37 healthy women. Hypnotic suggestibility was positively correlated with gray matter volume in portions of the left superior and medial frontal gyri, roughly overlapping with the supplementary and pre-supplementary motor area, and negatively correlated with gray matter volume in the left superior temporal gyrus and insula. In the functional connectivity analysis, hypnotic suggestibility was positively correlated with functional connectivity between medial posterior areas, including bilateral posterior cingulate cortex and precuneus, and both the lateral visual network and the left fronto-parietal network; a positive correlation was also found with functional connectivity between the executive-control network and a right postcentral/parietal area. In contrast, hypnotic suggestibility was negatively correlated with functional connectivity between the right fronto-parietal network and the right lateral thalamus. These findings demonstrate for the first time a correlation between hypnotic suggestibility, the structural features of specific cortical regions, and the functional connectivity during the normal resting state of brain structures involved in imagery and self-monitoring activity.

Structural and functional cerebral correlates of hypnotic suggestibility.

Science.gov (United States)

Huber, Alexa; Lui, Fausta; Duzzi, Davide; Pagnoni, Giuseppe; Porro, Carlo Adolfo

2014-01-01

Little is known about the neural bases of hypnotic suggestibility, a cognitive trait referring to the tendency to respond to hypnotic suggestions. In the present magnetic resonance imaging study, we performed regression analyses to assess hypnotic suggestibility-related differences in local gray matter volume, using voxel-based morphometry, and in waking resting state functional connectivity of 10 resting state networks, in 37 healthy women. Hypnotic suggestibility was positively correlated with gray matter volume in portions of the left superior and medial frontal gyri, roughly overlapping with the supplementary and pre-supplementary motor area, and negatively correlated with gray matter volume in the left superior temporal gyrus and insula. In the functional connectivity analysis, hypnotic suggestibility was positively correlated with functional connectivity between medial posterior areas, including bilateral posterior cingulate cortex and precuneus, and both the lateral visual network and the left fronto-parietal network; a positive correlation was also found with functional connectivity between the executive-control network and a right postcentral/parietal area. In contrast, hypnotic suggestibility was negatively correlated with functional connectivity between the right fronto-parietal network and the right lateral thalamus. These findings demonstrate for the first time a correlation between hypnotic suggestibility, the structural features of specific cortical regions, and the functional connectivity during the normal resting state of brain structures involved in imagery and self-monitoring activity.

Two-point correlation functions in inhomogeneous and anisotropic cosmologies

International Nuclear Information System (INIS)

Marcori, Oton H.; Pereira, Thiago S.

2017-01-01

Two-point correlation functions are ubiquitous tools of modern cosmology, appearing in disparate topics ranging from cosmological inflation to late-time astrophysics. When the background spacetime is maximally symmetric, invariance arguments can be used to fix the functional dependence of this function as the invariant distance between any two points. In this paper we introduce a novel formalism which fixes this functional dependence directly from the isometries of the background metric, thus allowing one to quickly assess the overall features of Gaussian correlators without resorting to the full machinery of perturbation theory. As an application we construct the CMB temperature correlation function in one inhomogeneous (namely, an off-center LTB model) and two spatially flat and anisotropic (Bianchi) universes, and derive their covariance matrices in the limit of almost Friedmannian symmetry. We show how the method can be extended to arbitrary N -point correlation functions and illustrate its use by constructing three-point correlation functions in some simple geometries.

Two-point correlation functions in inhomogeneous and anisotropic cosmologies

Energy Technology Data Exchange (ETDEWEB)

Marcori, Oton H.; Pereira, Thiago S., E-mail: otonhm@hotmail.com, E-mail: tspereira@uel.br [Departamento de Física, Universidade Estadual de Londrina, 86057-970, Londrina PR (Brazil)

2017-02-01

Two-point correlation functions are ubiquitous tools of modern cosmology, appearing in disparate topics ranging from cosmological inflation to late-time astrophysics. When the background spacetime is maximally symmetric, invariance arguments can be used to fix the functional dependence of this function as the invariant distance between any two points. In this paper we introduce a novel formalism which fixes this functional dependence directly from the isometries of the background metric, thus allowing one to quickly assess the overall features of Gaussian correlators without resorting to the full machinery of perturbation theory. As an application we construct the CMB temperature correlation function in one inhomogeneous (namely, an off-center LTB model) and two spatially flat and anisotropic (Bianchi) universes, and derive their covariance matrices in the limit of almost Friedmannian symmetry. We show how the method can be extended to arbitrary N -point correlation functions and illustrate its use by constructing three-point correlation functions in some simple geometries.

Calculation of the resonance cross section functions

International Nuclear Information System (INIS)

Slipicevic, K.F.

1967-11-01

This paper includes the procedure for calculating the Doppler broadened line shape functions ψ and χ which are needed for calculation of resonance cross section functions. The obtained values are given in tables

Calculation of the resonance cross section functions

Energy Technology Data Exchange (ETDEWEB)

Slipicevic, K F [Institute of nuclear sciences Boris Kidric, Vinca, Beograd (Yugoslavia)

1967-11-15

This paper includes the procedure for calculating the Doppler broadened line shape functions {psi} and {chi} which are needed for calculation of resonance cross section functions. The obtained values are given in tables.

New global fit to the total photon-proton cross-section σL+T and to the structure function F2

International Nuclear Information System (INIS)

Gabbert, D.; Nardo, L. de

2007-08-01

A fit to world data on the photon-proton cross section σ L+T and the unpolarised structure function F 2 is presented. The 23-parameter ALLM model based on Reggeon and Pomeron exchange is used. Cross section data were reconstructed to avoid inconsistencies with respect to R of the published F 2 data base. Parameter uncertainties and correlations are obtained. (orig.)

Lenses in the forest: cross correlation of the Lyman-alpha flux with cosmic microwave background lensing.

Science.gov (United States)

Vallinotto, Alberto; Das, Sudeep; Spergel, David N; Viel, Matteo

2009-08-28

We present a theoretical estimate for a new observable: the cross correlation between the Lyman-alpha flux fluctuations in quasar spectra and the convergence of the cosmic microwave background as measured along the same line of sight. As a first step toward the assessment of its detectability, we estimate the signal-to-noise ratio using linear theory. Although the signal-to-noise is small for a single line of sight and peaks at somewhat smaller redshifts than those probed by the Lyman-alpha forest, we estimate a total signal-to-noise of 9 for cross correlating quasar spectra of SDSS-III with Planck and 20 for cross correlating with a future polarization based cosmic microwave background experiment. The detection of this effect would be a direct measure of the neutral hydrogen-matter cross correlation and could provide important information on the growth of structures at large scales in a redshift range which is still poorly probed.

Improvement of a new rotation function for molecular replacement by designing new scoring functions and dynamic correlation coefficient

Science.gov (United States)

Jiang, Fan; Ding, Wei

2010-10-01

A previously published new rotation function has been improved by using a dynamic correlation coefficient as well as two new scoring functions of relative entropy and mean-square-residues to make the rotation function more robust and independent of a specific set of weights for scoring and ranking. The previously described new rotation function calculates the rotation function of molecular replacement by matching the search model directly with the Patterson vector map. The signal-to-noise ratio for the correct match was increased by averaging all the matching peaks. Several matching scores were employed to evaluate the goodness of matching. These matching scores were then combined into a single total score by optimizing a set of weights using the linear regression method. It was found that there exists an optimal set of weights that can be applied to the global rotation search and the correct solution can be ranked in the top 100 or less. However, this set of optimal weights in general is dependent on the search models and the crystal structures with different space groups and cell parameters. In this work, we try to solve this problem by designing a dynamic correlation coefficient. It is shown that the dynamic correlation coefficient works for a variety of space groups and cell parameters in the global search of rotation function. We also introduce two new matching scores: relative entropy and mean-square-residues. Last but not least, we discussed a valid method for the optimization of the adjustable parameters for matching vectors.

Improvement of a new rotation function for molecular replacement by designing new scoring functions and dynamic correlation coefficient

International Nuclear Information System (INIS)

Fan, Jiang; Wei, Ding

2010-01-01

A previously published new rotation function has been improved by using a dynamic correlation coefficient as well as two new scoring functions of relative entropy and mean-square-residues to make the rotation function more robust and independent of a specific set of weights for scoring and ranking. The previously described new rotation function calculates the rotation function of molecular replacement by matching the search model directly with the Patterson vector map. The signal-to-noise ratio for the correct match was increased by averaging all the matching peaks. Several matching scores were employed to evaluate the goodness of matching. These matching scores were then combined into a single total score by optimizing a set of weights using the linear regression method. It was found that there exists an optimal set of weights that can be applied to the global rotation search and the correct solution can be ranked in the top 100 or less. However, this set of optimal weights in general is dependent on the search models and the crystal structures with different space groups and cell parameters. In this work, we try to solve this problem by designing a dynamic correlation coefficient. It is shown that the dynamic correlation coefficient works for a variety of space groups and cell parameters in the global search of rotation function. We also introduce two new matching scores: relative entropy and mean-square-residues. Last but not least, we discussed a valid method for the optimization of the adjustable parameters for matching vectors. (condensed matter: structure, thermal and mechanical properties)

Kinetic description of the total photoabsorption cross section: correlation effects

International Nuclear Information System (INIS)

Ferreira Filho, L.G.; Nemes, M.C.

1986-02-01

It is shown that the inclusion of correlation effects in describing the nuclear photoabsorption cross section leads to a Breit-Wigner type curve with energy dependent width. It is also shown that a very slow energy dependence is enough to reproduce the data up to ∼ 139 MeV. (Author) [pt

Linearized semiclassical initial value time correlation functions with maximum entropy analytic continuation.

Science.gov (United States)

Liu, Jian; Miller, William H

2008-09-28

The maximum entropy analytic continuation (MEAC) method is used to extend the range of accuracy of the linearized semiclassical initial value representation (LSC-IVR)/classical Wigner approximation for real time correlation functions. LSC-IVR provides a very effective "prior" for the MEAC procedure since it is very good for short times, exact for all time and temperature for harmonic potentials (even for correlation functions of nonlinear operators), and becomes exact in the classical high temperature limit. This combined MEAC+LSC/IVR approach is applied here to two highly nonlinear dynamical systems, a pure quartic potential in one dimensional and liquid para-hydrogen at two thermal state points (25 and 14 K under nearly zero external pressure). The former example shows the MEAC procedure to be a very significant enhancement of the LSC-IVR for correlation functions of both linear and nonlinear operators, and especially at low temperature where semiclassical approximations are least accurate. For liquid para-hydrogen, the LSC-IVR is seen already to be excellent at T=25 K, but the MEAC procedure produces a significant correction at the lower temperature (T=14 K). Comparisons are also made as to how the MEAC procedure is able to provide corrections for other trajectory-based dynamical approximations when used as priors.

Using galaxy pairs to investigate the three-point correlation function in the squeezed limit

Science.gov (United States)

Yuan, Sihan; Eisenstein, Daniel J.; Garrison, Lehman H.

2017-11-01

We investigate the three-point correlation function (3PCF) in the squeezed limit by considering galaxy pairs as discrete objects and cross-correlating them with the galaxy field. We develop an efficient algorithm using fast Fourier transforms to compute such cross-correlations and their associated pair-galaxy bias bp, g and the squeezed 3PCF coefficient Qeff. We implement our method using N-body cosmological simulations and a fiducial halo occupation distribution (HOD) and present the results in both the real space and redshift space. In real space, we observe a peak in bp, g and Qeff at pair separation of ∼2 Mpc, attributed to the fact that galaxy pairs at 2 Mpc separation trace the most massive dark matter haloes. We also see strong anisotropy in the bp, g and Qeff signals that track the large-scale filamentary structure. In redshift space, both the 2 Mpc peak and the anisotropy are significantly smeared out along the line of sight due to finger-of-God effect. In both the real space and redshift space, the squeezed 3PCF shows a factor of 2 variation, contradicting the hierarchical ansatz, but offering rich information on the galaxy-halo connection. Thus, we explore the possibility of using the squeezed 3PCF to constrain the HOD. When we compare two simple HOD models that are closely matched in their projected two-point correlation function (2PCF), we do not yet see a strong variation in the 3PCF that is clearly disentangled from variations in the projected 2PCF. Nevertheless, we propose that more complicated HOD models, e.g. those incorporating assembly bias, can break degeneracies in the 2PCF and show a distinguishable squeezed 3PCF signal.

Lessons learned in applying function analysis

International Nuclear Information System (INIS)

Mitchel, G.R.; Davey, E.; Basso, R.

2001-01-01

This paper summarizes the lessons learned in undertaking and applying function analysis based on the recent experience of utility, AECL and international design and assessment projects. Function analysis is an analytical technique that can be used to characterize and asses the functions of a system and is widely recognized as an essential component of a 'systematic' approach to design, on that integrated operational and user requirements into the standard design process. (author)

Development of the loss coefficient correlation for cross flow between graphite fuel blocks in the core of prismatic very high temperature reactor-PMR200

International Nuclear Information System (INIS)

Lee, Jeong-Hun; Cho, Hyoung-Kyu; Park, Goon-Cherl

2016-01-01

, the cross flow loss coefficient on Reynolds number is nearly constant regardless of the Reynolds number, whereas it varies with the gap size in the low Reynolds number region. Finally, the loss coefficient correlation was proposed on the basis of experiments and the CFD analysis. The developed correlation was compared with existing correlations, and the developed one shows better agreement with the experimental results than the existing ones. Hence, the developed correlation will be applied to the flow network code to analyze flow distribution in the PMR200 core.

Development of the loss coefficient correlation for cross flow between graphite fuel blocks in the core of prismatic very high temperature reactor-PMR200

Energy Technology Data Exchange (ETDEWEB)

Lee, Jeong-Hun, E-mail: huny12@snu.ac.kr; Cho, Hyoung-Kyu, E-mail: chohk@snu.ac.kr; Park, Goon-Cherl, E-mail: parkgc@snu.ac.kr

2016-10-15

, the cross flow loss coefficient on Reynolds number is nearly constant regardless of the Reynolds number, whereas it varies with the gap size in the low Reynolds number region. Finally, the loss coefficient correlation was proposed on the basis of experiments and the CFD analysis. The developed correlation was compared with existing correlations, and the developed one shows better agreement with the experimental results than the existing ones. Hence, the developed correlation will be applied to the flow network code to analyze flow distribution in the PMR200 core.

Multifractal detrended cross correlation analysis of neuro-degenerative diseases-An in depth study

Science.gov (United States)

Dutta, Srimonti; Ghosh, Dipak; Chatterjee, Sucharita

2018-02-01

This work revisits our previous study on human gait diseases, (Dutta et al., 2013) where we have studied the autocorrelation of human gait pattern in normal and diseased set. Significant difference in results was observed for normal and diseased set. However we were not able to distinguish between sets of Parkinson's and Huntington's disease. In this paper we attempt to study whether cross correlations between two feet of human gait pattern can help to distinguish between different diseased set. The results reveal that study of cross correlations can help to distinguish between Parkinson's and Huntington's disease.

Complete conformal field theory solution of a chiral six-point correlation function

International Nuclear Information System (INIS)

Simmons, Jacob J H; Kleban, Peter

2011-01-01

Using conformal field theory, we perform a complete analysis of the chiral six-point correlation function C(z)= 1,2 φ 1,2 Φ 1/2,0 (z, z-bar )φ 1,2 φ 1,2 >, with the four φ 1,2 operators at the corners of an arbitrary rectangle, and the point z = x + iy in the interior. We calculate this for arbitrary central charge (equivalently, SLE parameter κ > 0). C is of physical interest because for percolation (κ = 6) and many other two-dimensional critical points, it specifies the density at z of critical clusters conditioned to touch either or both vertical ends of the rectangle, with these ends 'wired', i.e. constrained to be in a single cluster, and the horizontal ends free. The correlation function may be written as the product of an algebraic prefactor f and a conformal block G, where f = f(x, y, m), with m a cross-ratio specified by the corners (m determines the aspect ratio of the rectangle). By appropriate choice of f and using coordinates that respect the symmetry of the problem, the conformal block G is found to be independent of either y or x, and given by an Appell function.

Phylogenetic patterns and correlation of key structures for jumping: bone crests and cross-sectional areas of muscles in Leptodactylus (Anura, Leptodactylidae).

Science.gov (United States)

Ponssa, María Laura; Fratani, Jéssica; Abdala, Virginia

2018-05-01

Anurans are characterized by their saltatory mode of locomotion, which is associated with a specific morphology. The coordinated action of the muscles and bones of the pelvic girdle is key to the transmission of the force of the hindlimbs to the axial skeleton during jumping. Two features are critical for optimal locomotory performance: the cross-sectional area of muscle and the bone crest attachment sites. The first character is a proxy of the force exerted by the muscle, whereas the crests are muscle attachments sites related to muscle force. The provisory relationship between these features has previously been identified and bone crest size can be used to infer the magnitude and, therefore, muscle force in fossils records. In this work, we explore the correlation between the cross-sectional area of essential muscles to the jumping mechanism (longissimus dorsi, extensor iliotibialis B, tenuissimus, puboischiofemoralis internus B, coccygeo-sacralis and coccygeo-iliacus) and the bone crests where these muscles are inserted (dorsal tubercle, dorsal crest and urostylar crest) in species of the genus Leptodactylus. This genus, along with other leptodactylids, exhibits a diversity of locomotor modes, including jumping, hopping, swimming and burrowing. We therefore analyzed the morphometric variation in the two features, cross-sectional area and bone crest area, expecting a correlation with different locomotor types. Our results showed: (i) a correlation between the urostylar crest and the cross-sectional area of the related muscles; (ii) that the bone crest surface area of urostyle and ilium and the cross-sectional area of the corresponding muscles can be utilized to infer locomotor faculties in leptodactylid frogs; and (iii) that the evolution of both characters demonstrates a general tendency from lower values in leptodactylid ancestors to higher values in the Leptodactylus genus. The results attest to the importance of the comparison of current ecological and

The Performance of the Upper Limb scores correlate with pulmonary function test measures and Egen Klassifikation scores in Duchenne muscular dystrophy.

Science.gov (United States)

Lee, Ha Neul; Sawnani, Hemant; Horn, Paul S; Rybalsky, Irina; Relucio, Lani; Wong, Brenda L

2016-01-01

The Performance of the Upper Limb scale was developed as an outcome measure specifically for ambulant and non-ambulant patients with Duchenne muscular dystrophy and is implemented in clinical trials needing longitudinal data. The aim of this study is to determine whether this novel tool correlates with functional ability using pulmonary function test, cardiac function test and Egen Klassifikation scale scores as clinical measures. In this cross-sectional study, 43 non-ambulatory Duchenne males from ages 10 to 30 years and on long-term glucocorticoid treatment were enrolled. Cardiac and pulmonary function test results were analyzed to assess cardiopulmonary function, and Egen Klassifikation scores were analyzed to assess functional ability. The Performance of the Upper Limb scores correlated with pulmonary function measures and had inverse correlation with Egen Klassifikation scores. There was no correlation with left ventricular ejection fraction and left ventricular dysfunction. Body mass index and decreased joint range of motion affected total Performance of the Upper Limb scores and should be considered in clinical trial designs. Copyright © 2016 Elsevier B.V. All rights reserved.

Two-point correlation function for Dirichlet L-functions

Science.gov (United States)

Bogomolny, E.; Keating, J. P.

2013-03-01

The two-point correlation function for the zeros of Dirichlet L-functions at a height E on the critical line is calculated heuristically using a generalization of the Hardy-Littlewood conjecture for pairs of primes in arithmetic progression. The result matches the conjectured random-matrix form in the limit as E → ∞ and, importantly, includes finite-E corrections. These finite-E corrections differ from those in the case of the Riemann zeta-function, obtained in Bogomolny and Keating (1996 Phys. Rev. Lett. 77 1472), by certain finite products of primes which divide the modulus of the primitive character used to construct the L-function in question.

Two-point correlation function for Dirichlet L-functions

International Nuclear Information System (INIS)

Bogomolny, E; Keating, J P

2013-01-01

The two-point correlation function for the zeros of Dirichlet L-functions at a height E on the critical line is calculated heuristically using a generalization of the Hardy–Littlewood conjecture for pairs of primes in arithmetic progression. The result matches the conjectured random-matrix form in the limit as E → ∞ and, importantly, includes finite-E corrections. These finite-E corrections differ from those in the case of the Riemann zeta-function, obtained in Bogomolny and Keating (1996 Phys. Rev. Lett. 77 1472), by certain finite products of primes which divide the modulus of the primitive character used to construct the L-function in question. (paper)

Cross-correlation studies between CMB temperature anisotropies and 21 cm fluctuations

International Nuclear Information System (INIS)

Cooray, Asantha

2004-01-01

During the transition from a neutral to a fully reionized universe, scattering of cosmic microwave background (CMB) photons via free electrons leads to a new anisotropy contribution to the temperature distribution. If the reionization process is inhomogeneous and patchy, the era of reionization is also visible via brightness temperature fluctuations in the redshifted 21 cm line emission from neutral hydrogen. Since regions containing electrons and neutral hydrogen are expected to trace the same underlying density field, the two are (anti)correlated and this is expected to be reflected in the anisotropy maps via a correlation between arcminute-scale CMB temperature and the 21 cm background. In terms of the angular cross-power spectrum, unfortunately, this correlation is insignificant due to a geometric cancellation associated with second-order CMB anisotropies. The same cross correlation between ionized and neutral regions, however, can be studied using a bispectrum involving large-scale velocity field of ionized regions from the Doppler effect, arcminute-scale CMB anisotropies during reionization, and the 21 cm background. While the geometric cancellation is partly avoided, the signal-to-noise ratio related to this bispectrum is reduced due to the large cosmic variance related to velocity fluctuations traced by the Doppler effect. Unless the velocity field during reionization can be independently established, it is unlikely that the correlation information related to the relative distribution of ionized electrons and regions containing neutral hydrogen can be obtained with a combined study involving CMB and 21 cm fluctuations

Periodicity in the autocorrelation function as a mechanism for regularly occurring zero crossings or extreme values of a Gaussian process.

Science.gov (United States)

Wilson, Lorna R M; Hopcraft, Keith I

2017-12-01

The problem of zero crossings is of great historical prevalence and promises extensive application. The challenge is to establish precisely how the autocorrelation function or power spectrum of a one-dimensional continuous random process determines the density function of the intervals between the zero crossings of that process. This paper investigates the case where periodicities are incorporated into the autocorrelation function of a smooth process. Numerical simulations, and statistics about the number of crossings in a fixed interval, reveal that in this case the zero crossings segue between a random and deterministic point process depending on the relative time scales of the periodic and nonperiodic components of the autocorrelation function. By considering the Laplace transform of the density function, we show that incorporating correlation between successive intervals is essential to obtaining accurate results for the interval variance. The same method enables prediction of the density function tail in some regions, and we suggest approaches for extending this to cover all regions. In an ever-more complex world, the potential applications for this scale of regularity in a random process are far reaching and powerful.

Periodicity in the autocorrelation function as a mechanism for regularly occurring zero crossings or extreme values of a Gaussian process

Science.gov (United States)

Wilson, Lorna R. M.; Hopcraft, Keith I.

2017-12-01

The problem of zero crossings is of great historical prevalence and promises extensive application. The challenge is to establish precisely how the autocorrelation function or power spectrum of a one-dimensional continuous random process determines the density function of the intervals between the zero crossings of that process. This paper investigates the case where periodicities are incorporated into the autocorrelation function of a smooth process. Numerical simulations, and statistics about the number of crossings in a fixed interval, reveal that in this case the zero crossings segue between a random and deterministic point process depending on the relative time scales of the periodic and nonperiodic components of the autocorrelation function. By considering the Laplace transform of the density function, we show that incorporating correlation between successive intervals is essential to obtaining accurate results for the interval variance. The same method enables prediction of the density function tail in some regions, and we suggest approaches for extending this to cover all regions. In an ever-more complex world, the potential applications for this scale of regularity in a random process are far reaching and powerful.

Personality correlates of Managerial talent: Cross cultural comparison

Directory of Open Access Journals (Sweden)

A. D. de Bod

1983-11-01

Full Text Available In spite of the worldwide use of the Managerial Assessment Centre, little, if any, cross-cultural research has been done on the method. Another neglected area of AC-research, is the study of personality. This study is aimed at making a contribution towards both these areas by investigating the relationship between the managerial dimensions and personality attributes for a group of Canadian (N = 1199 and a group of South African (N = 177 middle level managers. The first step was to compare the measuring instruments which were used to test the two groups, so as to ascertain any similarities and/or differences between the two instruments. The data which was generated by the application of the instruments was then subjected to a correlational and discriminant function analysis. The result of these analyses was used to (a define the personality correlates of managerial talent and (b to identify broad tendencies with regard to the relative influence of culture on the relationship between personality and managerial talent. Opsomming Ten spyte van die wêreldwye gebruik van die bestuursbeoordelingsentrum (AC is daar tot dusver weinig kruiskulturele navorsing hieroor gedoen. 'n Verdere verwaarloosde area van AC-navorsing, is die bestudering van persoonlikheid. Hierdie studie ondersoek die verwantskap tussen bestuursdimensies en persoonlikheidsattribute van 'n groep Kanadese (N = 1199 en 'n groep Suid-Afrikaanse (N = 177 middelvlakbestuurders. Die eerste stap was om die meetinstrumente wat gebruik is te toets en die twee groepe te vergelyk. Die ingesamelde data vir beide groepe is aan 'n korrelatiewe en diskriminant-funksie ontleding onderwerp. Die ontledings is gebruik om (a die persoonlikheidskorrelate van bestuurstalent te omlyn en (b breë tendense bloot te lê ten opsigte van die relatiewe invloed van kultuur op die verwantskap tussen persoonlikheid en bestuurstalent.

Locality of correlation in density functional theory

Energy Technology Data Exchange (ETDEWEB)

Burke, Kieron [Department of Chemistry, University of California, Irvine, California 92697 (United States); Cancio, Antonio [Department of Physics and Astronomy, Ball State University, Muncie, Indiana 47306 (United States); Gould, Tim [Qld Micro- and Nanotechnology Centre, Griffith University, Nathan, Qld 4111 (Australia); Pittalis, Stefano [CNR-Istituto di Nanoscienze, Via Campi 213A, I-41125 Modena (Italy)

2016-08-07

The Hohenberg-Kohn density functional was long ago shown to reduce to the Thomas-Fermi (TF) approximation in the non-relativistic semiclassical (or large-Z) limit for all matter, i.e., the kinetic energy becomes local. Exchange also becomes local in this limit. Numerical data on the correlation energy of atoms support the conjecture that this is also true for correlation, but much less relevant to atoms. We illustrate how expansions around a large particle number are equivalent to local density approximations and their strong relevance to density functional approximations. Analyzing highly accurate atomic correlation energies, we show that E{sub C} → −A{sub C} ZlnZ + B{sub C}Z as Z → ∞, where Z is the atomic number, A{sub C} is known, and we estimate B{sub C} to be about 37 mhartree. The local density approximation yields A{sub C} exactly, but a very incorrect value for B{sub C}, showing that the local approximation is less relevant for the correlation alone. This limit is a benchmark for the non-empirical construction of density functional approximations. We conjecture that, beyond atoms, the leading correction to the local density approximation in the large-Z limit generally takes this form, but with B{sub C} a functional of the TF density for the system. The implications for the construction of approximate density functionals are discussed.

Background Noise Reduction Using Adaptive Noise Cancellation Determined by the Cross-Correlation

Science.gov (United States)

Spalt, Taylor B.; Brooks, Thomas F.; Fuller, Christopher R.

2012-01-01

Background noise due to flow in wind tunnels contaminates desired data by decreasing the Signal-to-Noise Ratio. The use of Adaptive Noise Cancellation to remove background noise at measurement microphones is compromised when the reference sensor measures both background and desired noise. The technique proposed modifies the classical processing configuration based on the cross-correlation between the reference and primary microphone. Background noise attenuation is achieved using a cross-correlation sample width that encompasses only the background noise and a matched delay for the adaptive processing. A present limitation of the method is that a minimum time delay between the background noise and desired signal must exist in order for the correlated parts of the desired signal to be separated from the background noise in the crosscorrelation. A simulation yields primary signal recovery which can be predicted from the coherence of the background noise between the channels. Results are compared with two existing methods.

Causal Correlation Functions and Fourier Transforms: Application in Calculating Pressure Induced Shifts

Science.gov (United States)

Ma, Q.; Tipping, R. H.; Lavrentieva, N. N.

2012-01-01

By adopting a concept from signal processing, instead of starting from the correlation functions which are even, one considers the causal correlation functions whose Fourier transforms become complex. Their real and imaginary parts multiplied by 2 are the Fourier transforms of the original correlations and the subsequent Hilbert transforms, respectively. Thus, by taking this step one can complete the two previously needed transforms. However, to obviate performing the Cauchy principal integrations required in the Hilbert transforms is the greatest advantage. Meanwhile, because the causal correlations are well-bounded within the time domain and band limited in the frequency domain, one can replace their Fourier transforms by the discrete Fourier transforms and the latter can be carried out with the FFT algorithm. This replacement is justified by sampling theory because the Fourier transforms can be derived from the discrete Fourier transforms with the Nyquis rate without any distortions. We apply this method in calculating pressure induced shifts of H2O lines and obtain more reliable values. By comparing the calculated shifts with those in HITRAN 2008 and by screening both of them with the pair identity and the smooth variation rules, one can conclude many of shift values in HITRAN are not correct.

Cross-organism learning method to discover new gene functionalities.

Science.gov (United States)

Domeniconi, Giacomo; Masseroli, Marco; Moro, Gianluca; Pinoli, Pietro

2016-04-01

Knowledge of gene and protein functions is paramount for the understanding of physiological and pathological biological processes, as well as in the development of new drugs and therapies. Analyses for biomedical knowledge discovery greatly benefit from the availability of gene and protein functional feature descriptions expressed through controlled terminologies and ontologies, i.e., of gene and protein biomedical controlled annotations. In the last years, several databases of such annotations have become available; yet, these valuable annotations are incomplete, include errors and only some of them represent highly reliable human curated information. Computational techniques able to reliably predict new gene or protein annotations with an associated likelihood value are thus paramount. Here, we propose a novel cross-organisms learning approach to reliably predict new functionalities for the genes of an organism based on the known controlled annotations of the genes of another, evolutionarily related and better studied, organism. We leverage a new representation of the annotation discovery problem and a random perturbation of the available controlled annotations to allow the application of supervised algorithms to predict with good accuracy unknown gene annotations. Taking advantage of the numerous gene annotations available for a well-studied organism, our cross-organisms learning method creates and trains better prediction models, which can then be applied to predict new gene annotations of a target organism. We tested and compared our method with the equivalent single organism approach on different gene annotation datasets of five evolutionarily related organisms (Homo sapiens, Mus musculus, Bos taurus, Gallus gallus and Dictyostelium discoideum). Results show both the usefulness of the perturbation method of available annotations for better prediction model training and a great improvement of the cross-organism models with respect to the single-organism ones

The role of triplet correlation function in dense fluids

International Nuclear Information System (INIS)

Rashid, R.I.M.A.

1993-09-01

In the theory of dense liquids, one usually introduces various correlation functions for describing properties of such systems. It has proved impossible to solve these correlation functions exactly and as such one often resorts to some meaningful approximations for their solutions. It is well known that unless proper precautions are taken, the approximate solutions will violate some useful sum rules and thermodynamic consistency conditions. Here the general rules for generating thermodynamically consistent approximate correlation functions are discussed. The role of triplet correlation is elucidated further by calculating a residual correction to the vacancy formation energy via three-particle correlation in rare gas solids. (author). 16 refs, 4 figs, 1 tab

The effect of high column density systems on the measurement of the Lyman-α forest correlation function

Energy Technology Data Exchange (ETDEWEB)

Font-Ribera, Andreu [Institut de Ciències de l' Espai (IEEC-CSIC), E. de Ciències, Torre C5, Bellaterra, Catalonia (Spain); Miralda-Escudé, Jordi, E-mail: font@physik.uzh.ch, E-mail: miralda@icc.ub.edu [Institució Catalana de Recerca i Estudis Avançats, Passeig Lluís Companys 23, 08010 Barcelona, Catalonia (Spain)

2012-07-01

We present a study of the effect of High Column Density (HCD) systems on the Lyα forest correlation function on large scales. We study the effect both numerically, by inserting HCD systems on mock spectra for a specific model, and analytically, in the context of two-point correlations and linear theory. We show that the presence of HCDs substantially contributes to the noise of the correlation function measurement, and systematically alters the measured redshift-space correlation function of the Lyα forest, increasing the value of the density bias factor and decreasing the redshift distortion parameter β{sub α} of the Lyα forest. We provide simple formulae for corrections on these derived parameters, as a function of the mean effective optical depth and bias factor of the host halos of the HCDs, and discuss the conditions under which these expressions should be valid. In practice, precise corrections to the measured parameters of the Lyα forest correlation for the HCD effects are more complex than the simple analytical approximations we present, owing to non-linear effects of the damped wings of the HCD systems and the presence of three-point terms. However, we conclude that an accurate correction for these HCD effects can be obtained numerically and calibrated with observations of the HCD-Lyα cross-correlation. We also discuss an analogous formalism to treat and correct for the contaminating effect of metal lines overlapping the Lyα forest spectra.

Two-detector cross-correlation noise technique and its application in measuring reactor kinetic parameters

International Nuclear Information System (INIS)

Lu Guiping; Peng Feng; Yi Jieyi

1988-01-01

The two-detector cross-correlation noise technique is a new method of measuring reactor kinetic parameters developed in the sixties. It has the advantages of non-perturbation in core, high signal to noise ratio, low space dependent effect, and simple and reliable in measurement. A special set of cross-correlation analyzer has been prepared for measuring kinetic parameters of several reactor assemblies, such as the High Flux Engineering Test Reactor, its zero power mock up facility and a low enriched uranium light water lattice zero power facility

Correlation of tomographic findings with pulmonary function parameters in nonsmoking patients with idiopathic pulmonary fibrosis

International Nuclear Information System (INIS)

Lopes, Agnaldo Jose; Capone, Domenico; Mogami, Roberto; Jansen, Jose Manoel .E mail: phel.lop@uol.com.br; Cunha, Daniel Leme da; Melo, Pedro Lopes de

2007-01-01

Objective: To correlate tomographic findings with pulmonary function parameters in patients with idiopathic pulmonary fibrosis (IPF). Methods: A cross-sectional study was carried out, in which 30 nonsmoking patients with IPF were evaluated. Using a semiquantitative scoring system, the following high-resolution computerized tomography findings were quantified: total interstitial disease (TID), reticular abnormality/honeycombing, and ground-glass opacity (GGO). The functional variables were measured by spirometry, forced oscillation technique (FOT), helium dilution method, as well as the single-breath method of measuring diffusion capacity of the lung for carbon monoxide (DLCO). Results: Of the 30 patients studied, 18 were female, and 12 were male, with a mean age of 70.9 years. We found that TID and reticular abnormality and honeycombing correlated significantly (negative correlations) with the measurements of forced vital capacity (FVC), total lung capacity (TLC), DLCO, and dynamic respiratory compliance were found, as well as that GGO correlated significantly (and positively) with residual volume/TLC. The ratio of forced expiratory flow between 25 and 75% of FVC to FVC (FEF25-75%/FVC) correlated positively with TID, reticular abnormality/honeycombing, and GGO. Conclusion: In IPF patients, the measurements of volume, diffusion, and dynamic compliance are the physiological variables which best reflect the extent of the interstitial disease on HRCT scans. (author)

Correlation of tomographic findings with pulmonary function parameters in nonsmoking patients with idiopathic pulmonary fibrosis

Energy Technology Data Exchange (ETDEWEB)

Lopes, Agnaldo Jose; Capone, Domenico; Mogami, Roberto; Jansen, Jose Manoel [Universidade do Estado do Rio de Janeiro (UERJ), RJ (Brazil). School of Medical Sciences].E mail: phel.lop@uol.com.br; Cunha, Daniel Leme da [Universidade do Estado do Rio de Janeiro (UERJ), RJ (Brazil). Pedro Ernesto University Hospital. Dept. of Radiology and Diagnostic Imaging; Melo, Pedro Lopes de [Universidade do Estado do Rio de Janeiro (UERJ), RJ (Brazil). Inst. of Biology

2007-11-15

Objective: To correlate tomographic findings with pulmonary function parameters in patients with idiopathic pulmonary fibrosis (IPF). Methods: A cross-sectional study was carried out, in which 30 nonsmoking patients with IPF were evaluated. Using a semiquantitative scoring system, the following high-resolution computerized tomography findings were quantified: total interstitial disease (TID), reticular abnormality/honeycombing, and ground-glass opacity (GGO). The functional variables were measured by spirometry, forced oscillation technique (FOT), helium dilution method, as well as the single-breath method of measuring diffusion capacity of the lung for carbon monoxide (DLCO). Results: Of the 30 patients studied, 18 were female, and 12 were male, with a mean age of 70.9 years. We found that TID and reticular abnormality and honeycombing correlated significantly (negative correlations) with the measurements of forced vital capacity (FVC), total lung capacity (TLC), DLCO, and dynamic respiratory compliance were found, as well as that GGO correlated significantly (and positively) with residual volume/TLC. The ratio of forced expiratory flow between 25 and 75% of FVC to FVC (FEF25-75%/FVC) correlated positively with TID, reticular abnormality/honeycombing, and GGO. Conclusion: In IPF patients, the measurements of volume, diffusion, and dynamic compliance are the physiological variables which best reflect the extent of the interstitial disease on HRCT scans. (author)

New real space correlated-basis-functions approach for the electron correlations of the semiconductor inversion layer

International Nuclear Information System (INIS)

Feng Weiguo; Wang Hongwei; Wu Xiang

1989-12-01

Based on the real space Correlated-Basis-Functions theory and the collective oscillation behaviour of the electron gas with effective Coulomb interaction, the many body wave function is obtained for the quasi-two-dimensional electron system in the semiconductor inversion layer. The pair-correlation function and the correlation energy of the system have been calculated by the integro-differential method in this paper. The comparison with the other previous theoretical results is also made. The new theoretical approach and its numerical results show that the pair-correlation functions are definitely positive and satisfy the normalization condition. (author). 10 refs, 2 figs

DARK MATTER SEARCHES IN THE GAMMA-RAY EXTRAGALACTIC BACKGROUND VIA CROSS-CORRELATIONS WITH GALAXY CATALOGS

International Nuclear Information System (INIS)

Cuoco, Alessandro; Regis, Marco; Fornengo, Nicolao; Xia, Jun-Qing; Branchini, Enzo; Viel, Matteo

2015-01-01

We compare the measured angular cross-correlation between the Fermi-Large Area Telescope γ-ray sky and catalogs of extragalactic objects with the expected signal induced by weakly interacting massive particle (WIMP) dark matter (DM). We include a detailed description of the contribution of astrophysical γ-ray emitters such as blazars, misaligned active galactic nucleus (AGN), and star-forming galaxies, and perform a global fit to the measured cross-correlation. Five catalogs are considered: Sloan Digital Sky Survey (SDSS)-DR6 quasars, Two Micron All Sky Survey galaxies, NRAO VLA Sky Survey radio galaxies, SDSS-DR8 Luminous Red Galaxies, and the SDSS-DR8 main galaxy sample. To model the cross-correlation signal, we use the halo occupation distribution formalism to estimate the number of galaxies of a given catalog in DM halos and their spatial correlation properties. We discuss uncertainties in the predicted cross-correlation signal arising from the DM clustering and WIMP microscopic properties, which set the DM γ-ray emission. The use of different catalogs probing objects at different redshifts significantly reduces, though not completely, the degeneracy among the different γ-ray components. We find that the presence of a significant WIMP DM signal is allowed by the data but not significantly preferred by the fit, although this is mainly due to a degeneracy with the misaligned AGN component. With modest substructure boost, the sensitivity of this method excludes thermal annihilation cross sections at 95% level for WIMP masses up to few tens of GeV. Constraining the low-redshift properties of astrophysical populations with future data will further improve the sensitivity to DM

Dark Matter Searches in the Gamma-ray Extragalactic Background via Cross-correlations with Galaxy Catalogs

Science.gov (United States)

Cuoco, Alessandro; Xia, Jun-Qing; Regis, Marco; Branchini, Enzo; Fornengo, Nicolao; Viel, Matteo

2015-12-01

We compare the measured angular cross-correlation between the Fermi-Large Area Telescope γ-ray sky and catalogs of extragalactic objects with the expected signal induced by weakly interacting massive particle (WIMP) dark matter (DM). We include a detailed description of the contribution of astrophysical γ-ray emitters such as blazars, misaligned active galactic nucleus (AGN), and star-forming galaxies, and perform a global fit to the measured cross-correlation. Five catalogs are considered: Sloan Digital Sky Survey (SDSS)-DR6 quasars, Two Micron All Sky Survey galaxies, NRAO VLA Sky Survey radio galaxies, SDSS-DR8 Luminous Red Galaxies, and the SDSS-DR8 main galaxy sample. To model the cross-correlation signal, we use the halo occupation distribution formalism to estimate the number of galaxies of a given catalog in DM halos and their spatial correlation properties. We discuss uncertainties in the predicted cross-correlation signal arising from the DM clustering and WIMP microscopic properties, which set the DM γ-ray emission. The use of different catalogs probing objects at different redshifts significantly reduces, though not completely, the degeneracy among the different γ-ray components. We find that the presence of a significant WIMP DM signal is allowed by the data but not significantly preferred by the fit, although this is mainly due to a degeneracy with the misaligned AGN component. With modest substructure boost, the sensitivity of this method excludes thermal annihilation cross sections at 95% level for WIMP masses up to few tens of GeV. Constraining the low-redshift properties of astrophysical populations with future data will further improve the sensitivity to DM.

DARK MATTER SEARCHES IN THE GAMMA-RAY EXTRAGALACTIC BACKGROUND VIA CROSS-CORRELATIONS WITH GALAXY CATALOGS

Energy Technology Data Exchange (ETDEWEB)

Cuoco, Alessandro; Regis, Marco; Fornengo, Nicolao [Dipartimento di Fisica, Università di Torino, via P. Giuria 1, I-10125 Torino (Italy); Xia, Jun-Qing [Department of Astronomy, Beijing Normal University, Beijing 100875 (China); Branchini, Enzo [Dipartimento di Matematica e Fisica, Università degli Studi “Roma Tre,” via della Vasca Navale 84, I-00146 Roma (Italy); Viel, Matteo, E-mail: cuoco@to.infn.it, E-mail: regis@to.infn.it, E-mail: fornengo@to.infn.it, E-mail: xiajq@bnu.edu.cn, E-mail: branchin@fis.uniroma3.it, E-mail: viel@oats.inaf.it [INAF Osservatorio Astronomico di Trieste, Via G. B. Tiepolo 11, I-34141, Trieste (Italy)

2015-12-15

We compare the measured angular cross-correlation between the Fermi-Large Area Telescope γ-ray sky and catalogs of extragalactic objects with the expected signal induced by weakly interacting massive particle (WIMP) dark matter (DM). We include a detailed description of the contribution of astrophysical γ-ray emitters such as blazars, misaligned active galactic nucleus (AGN), and star-forming galaxies, and perform a global fit to the measured cross-correlation. Five catalogs are considered: Sloan Digital Sky Survey (SDSS)-DR6 quasars, Two Micron All Sky Survey galaxies, NRAO VLA Sky Survey radio galaxies, SDSS-DR8 Luminous Red Galaxies, and the SDSS-DR8 main galaxy sample. To model the cross-correlation signal, we use the halo occupation distribution formalism to estimate the number of galaxies of a given catalog in DM halos and their spatial correlation properties. We discuss uncertainties in the predicted cross-correlation signal arising from the DM clustering and WIMP microscopic properties, which set the DM γ-ray emission. The use of different catalogs probing objects at different redshifts significantly reduces, though not completely, the degeneracy among the different γ-ray components. We find that the presence of a significant WIMP DM signal is allowed by the data but not significantly preferred by the fit, although this is mainly due to a degeneracy with the misaligned AGN component. With modest substructure boost, the sensitivity of this method excludes thermal annihilation cross sections at 95% level for WIMP masses up to few tens of GeV. Constraining the low-redshift properties of astrophysical populations with future data will further improve the sensitivity to DM.

Redshift distortions of galaxy correlation functions

International Nuclear Information System (INIS)

Fry, J.N.; Florida Univ., Gainesville, FL; Gaztanaga, E.; Oxford Univ.

1993-01-01

To examine how peculiar velocities can affect the 2-, 3-, and 4-point correlation functions, we evaluate volume-average correlations for configurations that emphasize and minimize distortions for four different volume-limited samples from each of the CfA, SSRS, and IRAS redshift catalogs. We present the results as the correlation length r 0 and power index γ of the 2-point correlation, anti Ξ 2 = (r 0 /r) γ , and as the hierarchical amplitudes of the 3- and 4-point functions, S 3 = anti Ξ 3 /anti Ξ 2 2 and S 4 = anti Ξ/anti Ξ 2 3 . We find a characteristic distortion for anti Ξ 2 : The slope γ is flatter and the correlation length is larger in redshift space than in real space; that is, redshift distortions ''move'' correlations from small to large scales. At the largest scales, extra power in the redshift distribution is compatible with Ω 4/7 /b ∼ 1; we find 0.53 ± 0.15, 1.10 ± 0.16 and 0.84 ± 0.45 for the CfA, SSRS and IRAS catalogs. Higher order correlations anti Ξ 3 and anti Ξ 4 suffer similar redshift distortions, but in such a way that, within the accuracy of our analysis, the normalized amplitudes S 3 and S 4 are insensitive to this effect. The hierarchical amplitudes S 3 and S 4 are constant as a function of scale between 1-12 h -1 Mpc and have similar values in all samples and catalogues, S 3 ∼ 2 and S 4 ∼ 6, despite the fact that anti Ξ 2 , anti Ξ 3 , and anti Ξ 4 differ from one sample to another by large factors. The agreement between the independent estimations of S 3 and S 4 is remarkable given the different criteria in the selection of galaxies and also the difference in the resulting range of densities, luminosities and locations between samples

Using cross correlations of turbulent flow-induced ambient vibrations to estimate the structural impulse response. Application to structural health monitoring.

Science.gov (United States)

Sabra, Karim G; Winkel, Eric S; Bourgoyne, Dwayne A; Elbing, Brian R; Ceccio, Steve L; Perlin, Marc; Dowling, David R

2007-04-01

It has been demonstrated theoretically and experimentally that an estimate of the impulse response (or Green's function) between two receivers can be obtained from the cross correlation of diffuse wave fields at these two receivers in various environments and frequency ranges: ultrasonics, civil engineering, underwater acoustics, and seismology. This result provides a means for structural monitoring using ambient structure-borne noise only, without the use of active sources. This paper presents experimental results obtained from flow-induced random vibration data recorded by pairs of accelerometers mounted within a flat plate or hydrofoil in the test section of the U.S. Navy's William B. Morgan Large Cavitation Channel. The experiments were conducted at high Reynolds number (Re > 50 million) with the primary excitation source being turbulent boundary layer pressure fluctuations on the upper and lower surfaces of the plate or foil. Identical deterministic time signatures emerge from the noise cross-correlation function computed via robust and simple processing of noise measured on different days by a pair of passive sensors. These time signatures are used to determine and/or monitor the structural response of the test models from a few hundred to a few thousand Hertz.

Mechanical Dyssynchrony by Tissue Doppler Cross-Correlation is Associated with Risk for Complex Ventricular Arrhythmias after Cardiac Resynchronization Therapy

DEFF Research Database (Denmark)

Tayal, Bhupendar; Gorcsan, John; Delgado-Montero, Antonia

2015-01-01

BACKGROUND: Tissue Doppler cross-correlation analysis has been shown to be associated with long-term survival after cardiac resynchronization defibrillator therapy (CRT-D). Its association with ventricular arrhythmia (VA) is unknown. METHODS: From two centers 151 CRT-D patients (New York Heart...... Association functional classes II-IV, ejection fraction ≤ 35%, and QRS duration ≥ 120 msec) were prospectively included. Tissue Doppler cross-correlation analysis of myocardial acceleration curves from the basal segments in the apical views both at baseline and 6 months after CRT-D implantation was performed...... with a substantially increased risk for VA (hazard ratio [HR], 4.4; 95% CI, 1.2-16.3; P = .03) and VA or death (HR, 4.0; 95% CI, 1.7-9.6; P = .002) after adjusting for other covariates. Similarly, patients with new dyssynchrony had increased risk for VA (HR, 10.6; 95% CI, 2.8-40.4; P = .001) and VA or death (HR, 5...

Structure-Function Correlation Using Confocal Laser Ophthalmoscope in Primary Open-Angle Glaucoma and Pseudoexfoliative Glaucoma.

Science.gov (United States)

Pappas, Theofanis; Founti, Panayiota; Yin, Xiang Jun; Koskosas, Archimidis; Anastasopoulos, Eleftherios; Salonikiou, Angeliki; Kilintzis, Vasilios; Antoniadis, Antonios; Ziakas, Nikolaos; Topouzis, Fotis

2016-04-01

To compare Heidelberg Retina Tomograph (HRT) optic disc parameters and structure-function correlation between primary open-angle glaucoma (POAG) and pseudoexfoliative glaucoma (PEXG). Prospective, observation case series. A total of 54 POAG and 33 PEXG cases, consecutively recruited from a University Glaucoma Service, underwent a comprehensive ophthalmic examination, including HRT optic disc imaging. Glaucoma definition required the presence of both structural and functional damage. One eye per subject was included in the analysis. T test, Mann-Whitney U test, and analysis of covariance were used to compare HRT parameters between POAG and PEXG, adjusting for age, mean deviation (MD) in the visual field, intraocular pressure, and disc area. The correlation between HRT and MD was assessed in each group. Cup area (P=0.048), height variation contour (P=0.016), and cup/disc area ratio (P=0.023) were higher in POAG, whereas the mean retinal nerve fiber layer thickness (P=0.048), retinal nerve fiber layer cross-section area (P=0.044), and rim area (P=0.048) were lower in POAG, compared with PEXG. The correlation of HRT parameters with MD was significant only in the POAG group. At a similar level of functional damage, POAG subjects presented with more pronounced structural damage than PEXG subjects. The correlation between HRT and visual field parameters was more evident in POAG, compared with PEXG.

Uncertainty estimation of core safety parameters using cross-correlations of covariance matrix

International Nuclear Information System (INIS)

Yamamoto, Akio; Yasue, Yoshihiro; Endo, Tomohiro; Kodama, Yasuhiro; Ohoka, Yasunori; Tatsumi, Masahiro

2013-01-01

An uncertainty reduction method for core safety parameters, for which measurement values are not obtained, is proposed. We empirically recognize that there exist some correlations among the prediction errors of core safety parameters, e.g., a correlation between the control rod worth and the assembly relative power at corresponding position. Correlations of errors among core safety parameters are theoretically estimated using the covariance of cross sections and sensitivity coefficients of core parameters. The estimated correlations of errors among core safety parameters are verified through the direct Monte Carlo sampling method. Once the correlation of errors among core safety parameters is known, we can estimate the uncertainty of a safety parameter for which measurement value is not obtained. (author)

Cross-correlation Doppler global velocimetry (CC-DGV)

Science.gov (United States)

Cadel, Daniel R.; Lowe, K. Todd

2015-08-01

A flow velocimetry method, cross-correlation Doppler global velocimetry (CC-DGV), is presented as a robust, simplified, and high dynamic range implementation of the Doppler global/planar Doppler velocimetry technique. A sweep of several gigahertz of the vapor absorption spectrum is used for each velocity sample, with signals acquired from both Doppler-shifted scattered light within the flow and a non-Doppler shifted reference beam. Cross-correlation of these signals yields the Doppler shift between them, averaged over the duration of the scan. With presently available equipment, velocities from 0 ms-1 to over 3000 ms-1 can notionally be measured simultaneously, making the technique ideal for high speed flows. The processing routine is shown to be robust against large changes in the vapor pressure of the iodine cell, benefiting performance of the system in facilities where ambient conditions cannot be easily regulated. Validation of the system was performed with measurements of a model wind turbine blade boundary layer made in a 1.83 m by 1.83 m subsonic wind tunnel for which laser Doppler velocimetry (LDV) measurements were acquired alongside the CC-DGV results. CC-DGV uncertainties of ±1.30 ms-1, ±0.64 ms-1, and ±1.11 ms-1 were determined for the orthogonal stream-wise, transverse-horizontal, and transverse-vertical velocity components, and root-mean-square deviations of 2.77 ms-1 and 1.34 ms-1 from the LDV validation results were observed for Reynolds numbers of 1.5 million and 2 million, respectively. Volumetric mean velocity measurements are also presented for a supersonic jet, with velocity uncertainties of ±4.48 ms-1, ±16.93 ms-1, and ±0.50 ms-1 for the orthogonal components, and self-validation done by collapsing the data with a physical scaling.

A study on Improvisation in a Musical performance using Multifractal Detrended Cross Correlation Analysis

Science.gov (United States)

Sanyal, Shankha; Banerjee, Archi; Patranabis, Anirban; Banerjee, Kaushik; Sengupta, Ranjan; Ghosh, Dipak

2016-11-01

MFDFA (the most rigorous technique to assess multifractality) was performed on four Hindustani music samples played on same 'raga' sung by the same performer. Each music sample was divided into six parts and 'multifractal spectral width' was determined for each part corresponding to the four samples. The results obtained reveal that different parts of all the four sound signals possess spectral width of widely varying values. This gives a cue of the so called 'musical improvisation' in all music samples, keeping in mind they belong to the bandish part of the same raga. Formal compositions in Hindustani raga are juxtaposed with the improvised portions, where an artist manoeuvers his/her own creativity to bring out a mood that is specific for that particular performance, which is known as 'improvisation'. Further, this observation hints at the association of different emotions even in the same bandish of the same raga performed by the same artist, this interesting observation cannot be revealed unless rigorous non-linear technique explores the nature of musical structure. In the second part, we applied MFDXA technique to explore more in-depth about 'improvisation' and association with emotion. This technique is applied to find the degree of cross-correlation (γx) between the different parts of the samples. Pronounced correlation has been observed in the middle parts of the all the four samples evident from higher values of γx ​whereas the other parts show weak correlation. This gets further support from the values of spectral width from different parts of the sample - width of those parts is significantly different from other parts. This observation is extremely new both in respect of musical structure of so called improvisation and associated emotion. The importance of this study in application area of cognitive music therapy is immense.

Potential Biases in the Estimation of the Delay Time in Multivariate Time Series: An application to Climate Data and Functional Networks

Science.gov (United States)

Martin, E.; Davidsen, J.; Complexity Science Group

2011-12-01

Measuring cross-correlations is of vital importance to science in general and is a key ingredient in functional networks, which are being widely applied to geophysical systems. A functional network is a collection of nodes (e.g. global positions), and two nodes are connected by a link if their joint behaviour satisfies some criteria. In most cases each node is associated with a time series, and a link is created between two nodes if their time series have a cross-correlation that is deemed significant. However, the spatial distance between nodes and the resolution of the time series, Δ t, can mean that it is unphysical for a signal to propagate from one node to another within a time Δ t. One way to account for this is to measure the cross-correlation at a number of different time lags and use the time delay for which it is a maximum. Here we show that this method is biased for a large class of time series that are common to geophysical systems, namely long-range correlated time series. These are time series which show persistence, for example, a warm day is more likely to be followed by another warm day than a cold one. If one randomly generates two series which each have long-range correlations, the naive assumption is that the maximum cross-correlation between them is equally likely to be found at every time lag. However, the cross-correlation between the series is more likely to be a maximum at the largest and smallest (in this work we allow time lags to be negative) time lags measured. This is a systematic effect which can, and should, be corrected for when judging if a correlation is significant. Whereas the traditional null model is that each time lag is equally likely to give the maximum cross-correlation, our work provides a more correct null model for this class of systems. We apply this to climate data, as well as go on to discuss other potential issues when measuring cross-correlations in this context.

MEASUREMENT OF 21 cm BRIGHTNESS FLUCTUATIONS AT z ∼ 0.8 IN CROSS-CORRELATION

International Nuclear Information System (INIS)

Masui, K. W.; Switzer, E. R.; Calin, L.-M.; Pen, U.-L.; Shaw, J. R.; Banavar, N.; Bandura, K.; Blake, C.; Chang, T.-C.; Liao, Y.-W.; Chen, X.; Li, Y.-C.; Natarajan, A.; Peterson, J. B.; Voytek, T. C.

2013-01-01

In this Letter, 21 cm intensity maps acquired at the Green Bank Telescope are cross-correlated with large-scale structure traced by galaxies in the WiggleZ Dark Energy Survey. The data span the redshift range 0.6 HI b HI r = [0.43 ± 0.07(stat.) ± 0.04(sys.)] × 10 –3 , where Ω HI is the neutral hydrogen (H I) fraction, r is the galaxy-hydrogen correlation coefficient, and b HI is the H I bias parameter. This is the most precise constraint on neutral hydrogen density fluctuations in a challenging redshift range. Our measurement improves the previous 21 cm cross-correlation at z ∼ 0.8 both in its precision and in the range of scales probed.

A prototype of on-line digital flow rate meter based on cross-correlation principle

International Nuclear Information System (INIS)

Sun Xiaodong; Dai Zhenxi; Xu Jijun

1997-01-01

An on-line, digital prototype of flow rate measurement system based on cross-correlation principle is developed. Laboratory measurements using the prototype show that sufficiently large temperature fluctuations exist naturally and that measurements are possible. Temperature fluctuations are detected by two identical thermocouples spaced along the flow direction and are pre-processed by a thermocouple signal amplifier. The pre-processed temperature fluctuations are analyzed by a cross-correlator which measures the transit time of temperature fluctuations between two thermocouples directly. Thus, the so-called correlation velocity can be determined by a chip microprocessor 8031. Experimental results with single-phase under steady conditions also show that the distance between two thermocouples and the Reynolds number of fluid are the most important parameters to the measurement

A study of correlation functions for the delta-function fermi gas

International Nuclear Information System (INIS)

Berkovich, A.

1987-01-01

In this dissertation, the author considers the quantum nonlinear Schrodinger model, describing a non-relativistic, finite-density gas of one-dimensional fermions with repulsive delta-function interaction. The author employs the quantum inverse scattering method and temperature Green function technique to derive some new results for the two-point, equal-time correlation function. For the case of zero temperature, it is shown that the correlation function in the infinite coupling limit (c → ∞) can be expressed concisely in terms of the solution of the Painleve equation of the fifth kind. The author, then, extends this result and obtains an exact expression for the order (1/c) correction to the two-point function in terms of the Painleve transcendents. This work is essentially self-contained; both old and new results are presented and discussed at some length

The correlation function for density perturbations in an expanding universe. III The three-point and predictions of the four-point and higher order correlation functions

Science.gov (United States)

Mcclelland, J.; Silk, J.

1978-01-01

Higher-order correlation functions for the large-scale distribution of galaxies in space are investigated. It is demonstrated that the three-point correlation function observed by Peebles and Groth (1975) is not consistent with a distribution of perturbations that at present are randomly distributed in space. The two-point correlation function is shown to be independent of how the perturbations are distributed spatially, and a model of clustered perturbations is developed which incorporates a nonuniform perturbation distribution and which explains the three-point correlation function. A model with hierarchical perturbations incorporating the same nonuniform distribution is also constructed; it is found that this model also explains the three-point correlation function, but predicts different results for the four-point and higher-order correlation functions than does the model with clustered perturbations. It is suggested that the model of hierarchical perturbations might be explained by the single assumption of having density fluctuations or discrete objects all of the same mass randomly placed at some initial epoch.

General solution of an exact correlation function factorization in conformal field theory

International Nuclear Information System (INIS)

Simmons, Jacob J H; Kleban, Peter

2009-01-01

The correlation function factorization with K a boundary operator product expansion coefficient, is known to hold for certain scaling operators at the two-dimensional percolation point and in a few other cases. Here the correlation functions are evaluated in the upper half-plane (or any conformally equivalent region) with x 1 and x 2 arbitrary points on the real axis, and z an arbitrary point in the interior. This type of result is of interest because it is both exact and universal, relates higher-order correlation functions to lower-order ones and has a simple interpretation in terms of cluster or loop probabilities in several statistical models. This motivated us to use the techniques of conformal field theory to determine the general conditions for its validity. Here, we discover that either (see display) factorizes in this way for any central charge c, generalizing previous results. In particular, the factorization holds for either FK (Fortuin–Kasteleyn) or spin clusters in the Q-state Potts models; it also applies to either the dense or dilute phases of the O(n) loop models. Further, only one other non-trivial set of highest-weight operators (in an irreducible Verma module) factorizes in this way. In this case the operators have negative dimension (for c<1) and do not seem to have a physical realization

The Cross-Correlation and Reshuffling Tests in Discerning Induced Seismicity

Science.gov (United States)

Schultz, Ryan; Telesca, Luciano

2018-05-01

In recent years, cases of newly emergent induced clusters have increased seismic hazard and risk in locations with social, environmental, and economic consequence. Thus, the need for a quantitative and robust means to discern induced seismicity has become a critical concern. This paper reviews a Matlab-based algorithm designed to quantify the statistical confidence between two time-series datasets. Similar to prior approaches, our method utilizes the cross-correlation to delineate the strength and lag of correlated signals. In addition, use of surrogate reshuffling tests allows for the dynamic testing against statistical confidence intervals of anticipated spurious correlations. We demonstrate the robust nature of our algorithm in a suite of synthetic tests to determine the limits of accurate signal detection in the presence of noise and sub-sampling. Overall, this routine has considerable merit in terms of delineating the strength of correlated signals, one of which includes the discernment of induced seismicity from natural.

Assessment of Musculoskeletal Function and its Correlation with Radiological Joint Score in Children with Hemophilia A.

Science.gov (United States)

Gupta, Samriti; Garg, Kapil; Singh, Jagdish

2015-12-01

To evaluate the functional independence of children with hemophilia A and its correlation to radiological joint score. The present cross sectional study was conducted at SPMCHI, SMS Medical College, Jaipur, India. Children in the age group of 4-18 y affected with severe, moderate and mild hemophilia A and with a history of hemarthrosis who attended the OPD, emergency or got admitted in wards of SPMCHI, SMS Medical College were examined. Musculoskeletal function was measured in 98 patients using Functional Independence Score in Hemophilia (FISH) and index joints (joints most commonly affected with repeated bleeding) were assessed radiologically with plain X rays using Pettersson score. The mean FISH score was 28.07 ± 3.90 (range 17-32) with squatting, running and step climbing as most affected tasks. The mean Pettersson score was 3.8 ± 3.2. A significant correlation was found between mean Pettersson score and FISH (r = -0.875, P hemophilia A.

The importance of parameter variances, correlations lengths, and cross-correlations in reactive transport models: key considerations for assessing the need for microscale information

Energy Technology Data Exchange (ETDEWEB)

Reimus, Paul W [Los Alamos National Laboratory

2010-12-08

A process-oriented modeling approach is implemented to examine the importance of parameter variances, correlation lengths, and especially cross-correlations in contaminant transport predictions over large scales. It is shown that the most important consideration is the correlation between flow rates and retardation processes (e.g., sorption, matrix diffusion) in the system. lf flow rates are negatively correlated with retardation factors in systems containing multiple flow pathways, then characterizing these negative correlation(s) may have more impact on reactive transport modeling than microscale information. Such negative correlations are expected in porous-media systems where permeability is negatively correlated with clay content and rock alteration (which are usually associated with increased sorption). Likewise, negative correlations are expected in fractured rocks where permeability is positively correlated with fracture apertures, which in turn are negatively correlated with sorption and matrix diffusion. Parameter variances and correlation lengths are also shown to have important effects on reactive transport predictions, but they are less important than parameter cross-correlations. Microscale information pertaining to contaminant transport has become more readily available as characterization methods and spectroscopic instrumentation have achieved lower detection limits, greater resolution, and better precision. Obtaining detailed mechanistic insights into contaminant-rock-water interactions is becoming a routine practice in characterizing reactive transport processes in groundwater systems (almost necessary for high-profile publications). Unfortunately, a quantitative link between microscale information and flow and transport parameter distributions or cross-correlations has not yet been established. One reason for this is that quantitative microscale information is difficult to obtain in complex, heterogeneous systems. So simple systems that lack the

Uncertainty estimation of core safety parameters using cross-correlations of covariance matrix

International Nuclear Information System (INIS)

Yamamoto, A.; Yasue, Y.; Endo, T.; Kodama, Y.; Ohoka, Y.; Tatsumi, M.

2012-01-01

An uncertainty estimation method for core safety parameters, for which measurement values are not obtained, is proposed. We empirically recognize the correlations among the prediction errors among core safety parameters, e.g., a correlation between the control rod worth and assembly relative power of corresponding position. Correlations of uncertainties among core safety parameters are theoretically estimated using the covariance of cross sections and sensitivity coefficients for core parameters. The estimated correlations among core safety parameters are verified through the direct Monte-Carlo sampling method. Once the correlation of uncertainties among core safety parameters is known, we can estimate the uncertainty of a safety parameter for which measurement value is not obtained. Furthermore, the correlations can be also used for the reduction of uncertainties of core safety parameters. (authors)

A partitioned correlation function interaction approach for describing electron correlation in atoms

International Nuclear Information System (INIS)

Verdebout, S; Godefroid, M; Rynkun, P; Jönsson, P; Gaigalas, G; Fischer, C Froese

2013-01-01

The traditional multiconfiguration Hartree–Fock (MCHF) and configuration interaction (CI) methods are based on a single orthonormal orbital basis. For atoms with many closed core shells, or complicated shell structures, a large orbital basis is needed to saturate the different electron correlation effects such as valence, core–valence and correlation within the core shells. The large orbital basis leads to massive configuration state function (CSF) expansions that are difficult to handle, even on large computer systems. We show that it is possible to relax the orthonormality restriction on the orbital basis and break down the originally very large calculations into a series of smaller calculations that can be run in parallel. Each calculation determines a partitioned correlation function (PCF) that accounts for a specific correlation effect. The PCFs are built on optimally localized orbital sets and are added to a zero-order multireference (MR) function to form a total wave function. The expansion coefficients of the PCFs are determined from a low dimensional generalized eigenvalue problem. The interaction and overlap matrices are computed using a biorthonormal transformation technique (Verdebout et al 2010 J. Phys. B: At. Mol. Phys. 43 074017). The new method, called partitioned correlation function interaction (PCFI), converges rapidly with respect to the orbital basis and gives total energies that are lower than the ones from ordinary MCHF and CI calculations. The PCFI method is also very flexible when it comes to targeting different electron correlation effects. Focusing our attention on neutral lithium, we show that by dedicating a PCF to the single excitations from the core, spin- and orbital-polarization effects can be captured very efficiently, leading to highly improved convergence patterns for hyperfine parameters compared with MCHF calculations based on a single orthogonal radial orbital basis. By collecting separately optimized PCFs to correct the

A partitioned correlation function interaction approach for describing electron correlation in atoms

Science.gov (United States)

Verdebout, S.; Rynkun, P.; Jönsson, P.; Gaigalas, G.; Froese Fischer, C.; Godefroid, M.

2013-04-01

The traditional multiconfiguration Hartree-Fock (MCHF) and configuration interaction (CI) methods are based on a single orthonormal orbital basis. For atoms with many closed core shells, or complicated shell structures, a large orbital basis is needed to saturate the different electron correlation effects such as valence, core-valence and correlation within the core shells. The large orbital basis leads to massive configuration state function (CSF) expansions that are difficult to handle, even on large computer systems. We show that it is possible to relax the orthonormality restriction on the orbital basis and break down the originally very large calculations into a series of smaller calculations that can be run in parallel. Each calculation determines a partitioned correlation function (PCF) that accounts for a specific correlation effect. The PCFs are built on optimally localized orbital sets and are added to a zero-order multireference (MR) function to form a total wave function. The expansion coefficients of the PCFs are determined from a low dimensional generalized eigenvalue problem. The interaction and overlap matrices are computed using a biorthonormal transformation technique (Verdebout et al 2010 J. Phys. B: At. Mol. Phys. 43 074017). The new method, called partitioned correlation function interaction (PCFI), converges rapidly with respect to the orbital basis and gives total energies that are lower than the ones from ordinary MCHF and CI calculations. The PCFI method is also very flexible when it comes to targeting different electron correlation effects. Focusing our attention on neutral lithium, we show that by dedicating a PCF to the single excitations from the core, spin- and orbital-polarization effects can be captured very efficiently, leading to highly improved convergence patterns for hyperfine parameters compared with MCHF calculations based on a single orthogonal radial orbital basis. By collecting separately optimized PCFs to correct the MR

Cross correlation of chemical profiles in minerals: insights into the architecture of magmatic reservoirs

Science.gov (United States)

Probst, Line; Caricchi, Luca; Gander, Martin; Wallace, Glenn

2016-04-01

Analysis of chemical zoning in minerals offers the opportunity to reconstruct the pre-eruptive conditions and the temporal evolution of magmatic reservoirs. The chemical composition of minerals is a function of the thermodynamic conditions of the reservoir from which they grow and therefore minerals record the evolution and variation of residual melt chemistry and intensive parameters within the magmatic system. A quantitative approach is required to determine if similar crystals actually shared a portion of their crystallisation history. These analyses are in many cases extremely time consuming and rather expensive. Therefore, it is not always possible to analyse a statically significant number of crystals, especially within their textural context in thin sections and that is the main reason to build automated methods. We are presenting a numerical cross-correlation method that compares the zonation pattern of minerals to identify if they share the totality or part of their growth history. We modified the method first developed by Wallace and Bergantz (2004) to compare profiles in minerals also from samples collected in different outcrops and that can be used for any dataset (i.e. geochemical proxies in stratigraphic sections). The main purpose of this method is to objectively compare chemical profiles in minerals (collected by electron microprobe, LA-ICP-MS or cathodoluminescence images) and quantify their degree of similarity. For this purpose, we use a well-known mathematical tool: the cross correlation which is a way of quantifying the difference between two given signals at a given position. Once our program was built, we performed tests using a set of synthetic profiles, profiles acquired along different transects of the same mineral and also on different minerals. Finally we applied our program to about 100 zircons from Kilgore Tuff, Heise Volcanic Field (USA) collected at different stratigraphic levels in two different outcrops. The correlation shows that

Measurement of zero power reactor dynamic response by cross correlation method; Merenje dinamickog odziva reaktora nulte snage kros korelacionom metodom

Energy Technology Data Exchange (ETDEWEB)

Kostic, Lj; Petrovic, M [Boris Kidric Institute of Nuclear Sciences Vinca, Beograd (Yugoslavia)

1969-07-15

Pulse response is comprehensive description of linear system dynamics. In this paper, cross correlation method was used for measuring the response of zero power reactor. Reactor system was perturbed by pseudo-random signal, which was cross correlated with the reactor signal responding to this perturbation on the digital ZUSE Z-23 computer. Cross-correlation functions were measured for different positions of stochastic oscillator and ionization chamber in the critical system. From numerical processing of performed experimental data, it was concluded that a more powerful faster computer would be needed for processing statistical experiments. In that case it would be possible to obtain information about spatial effects in the reactor and propagation of neutron waves in the multiplication medium. Impulsni odziv je potpuni opis dinamike linearnog sistema. Za merenje impulsnog odziva nultog reaktora, u ovom radu, koriscena je kros korelaciona metoda. Reaktorski sistem je perturbovan pseudoslucajnim signalom, koji je u digitalnom racunaru ZUSE Z-23 kroskorelisan sa signalom odziva reaktora na ove perturbacije. Merene su kroskorelacione funkcije za razlicite polozaje stohastickog oscilatora i jonizacione komore u kriticnom sistemu. Iz numericki obradjivanih eksperimenta namece se kao zakljucak da bi za obradu statistickih eksperimenata kod nultih reaktora bio potreban racunar veceg kapaciteta i brzine. U tom slucaju bi se iz ovako postavljenog eksperimenta moglo doci i do informacija o prostornim efektima u reaktoru i prostiranju neutronskih talasa kroz multiplikativnu sredinu. (author)

Lung scan abnormalities in asthma and their correlation with lung function

International Nuclear Information System (INIS)

Vernon, P.; Burton, G.H.; Seed, W.A.; Charing Cross Hospital, London

1986-01-01

We have used asthma as a model of airways disease to test how well an automated, quantitative method of analysis of lung scans correlates with physiological measurements of disturbed lung function and gas exchange. We studies 25 asthmatics (age 16-73) of widely differing severity (forced expiratory volume in 1-s FEV 1 22%-123% of predicted value), who had airways tests, arterial blood gas analysis, and krypton-technetium lung scans within a short time of each other. In all patients with airways obstruction and in some with normal function during remission, scans showed the typical appearances of multiple defects of ventilation and perfusion. The severity of ventilation defects was assessed from the posterior view of the krypton scan compared to an age- and sex-matched normal range to yield an underventilation score. This correlated closely with the severity of airways obstruction as measured by forced expiratory manouevres. Ventilation and perfusion defects were usually imperfectly matched; the severity of this was computed using a subtraction method applied to the counts on the posterior krypton and technetium scans. The degree of mismatch was inversely related to the arterial partial pressure of oxygen (r=-0.86). The results suggest that computer scan analysis can provide usual functional information about the lung in airways disease. (orig.)

Analysis of correlation functions in Toda theory and the Alday-Gaiotto-Tachikawa-Wyllard relation for SU(3) quiver

International Nuclear Information System (INIS)

Kanno, Shoichi; Matsuo, Yutaka; Shiba, Shotaro

2010-01-01

We give some evidences of the Alday-Gaiotto-Tachikawa-Wyllard relation between SU(3) quiver gauge theories and A 2 Toda theory. In particular, we derive the explicit form of 5-point correlation functions in the lower orders and confirm the agreement with Nekrasov's partition function for SU(3)xSU(3) quiver gauge theory. The algorithm to derive the correlation functions can be applied to a general n-point function in A 2 Toda theory, which will be useful to establish the relation for more generic quivers. Partial analysis is also given for the SU(3)xSU(2) case, and we comment on some technical issues that need clarification before establishing the relation.

Functional connectivity and structural covariance between regions of interest can be measured more accurately using multivariate distance correlation.

Science.gov (United States)

Geerligs, Linda; Cam-Can; Henson, Richard N

2016-07-15

Studies of brain-wide functional connectivity or structural covariance typically use measures like the Pearson correlation coefficient, applied to data that have been averaged across voxels within regions of interest (ROIs). However, averaging across voxels may result in biased connectivity estimates when there is inhomogeneity within those ROIs, e.g., sub-regions that exhibit different patterns of functional connectivity or structural covariance. Here, we propose a new measure based on "distance correlation"; a test of multivariate dependence of high dimensional vectors, which allows for both linear and non-linear dependencies. We used simulations to show how distance correlation out-performs Pearson correlation in the face of inhomogeneous ROIs. To evaluate this new measure on real data, we use resting-state fMRI scans and T1 structural scans from 2 sessions on each of 214 participants from the Cambridge Centre for Ageing & Neuroscience (Cam-CAN) project. Pearson correlation and distance correlation showed similar average connectivity patterns, for both functional connectivity and structural covariance. Nevertheless, distance correlation was shown to be 1) more reliable across sessions, 2) more similar across participants, and 3) more robust to different sets of ROIs. Moreover, we found that the similarity between functional connectivity and structural covariance estimates was higher for distance correlation compared to Pearson correlation. We also explored the relative effects of different preprocessing options and motion artefacts on functional connectivity. Because distance correlation is easy to implement and fast to compute, it is a promising alternative to Pearson correlations for investigating ROI-based brain-wide connectivity patterns, for functional as well as structural data. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

EVOLUTION OF THE CROSS-CORRELATION AND TIME LAG OF 4U 1735-44 ALONG THE BRANCHES

International Nuclear Information System (INIS)

Lei Yajuan; Zhang Haotong; Zhang Chengmin; Yuan Hailong; Dong Yiqiao; Zhao Yongheng; Zhang Yanxia; Qu Jinlu; Song Liming; Wang Dehua; Yin Hongxing

2013-01-01

We analyze the cross-correlation function between the soft and hard X-rays of atoll source 4U 1735-44 with RXTE data, and find anti-correlated soft and hard time lags of about a hecto-second. In the island state, the observations do not show any obvious correlations, and most observations of the banana branch show a positive correlation. However, anti-correlations are detected in the upper banana branch. These results are different from those of Z-sources (Cyg X-2, GX 5-1), where anti-correlations are detected in the horizontal branch and upper normal branch. In this case, the lag timescales of both this atoll and Z-sources are found to be similar, at a magnitude of several tens to hundreds of seconds. As a comparison, it is noted that anti-correlated lags lasting thousands of seconds have been reported from several black hole candidates in their intermediate states. In addition, for an observation containing four segments that show positive or anti-correlation, we analyze the spectral evolution with the hybrid model. In the observation, the anti-correlation is detected at the highest flux. The fitting results show that the Comptonized component is not the lowest at the highest flux, which suggests that the anti-correlation corresponds to the transition between the soft and hard states. Finally, we compare the corresponding results of atoll source 4U 1735-44 with those observed in Z-sources and black hole candidates, and the possible origins of the anti-correlated time lags are discussed

EVOLUTION OF THE CROSS-CORRELATION AND TIME LAG OF 4U 1735-44 ALONG THE BRANCHES

Energy Technology Data Exchange (ETDEWEB)

Lei Yajuan; Zhang Haotong; Zhang Chengmin; Yuan Hailong; Dong Yiqiao; Zhao Yongheng; Zhang Yanxia [Key Laboratory of Optical Astronomy, National Astronomical Observatories, Chinese Academy of Sciences, Beijing 100012 (China); Qu Jinlu; Song Liming [Particle Astrophysics Center, Institute of High Energy Physics, Chinese Academy of Sciences, Beijing 100049 (China); Wang Dehua [Astronomy Department, Beijing Normal University, Beijing 100875 (China); Yin Hongxing, E-mail: leiyjcwmy@163.com [School of Space Science and Physics, Shandong University, Weihai 264209 (China)

2013-09-15

We analyze the cross-correlation function between the soft and hard X-rays of atoll source 4U 1735-44 with RXTE data, and find anti-correlated soft and hard time lags of about a hecto-second. In the island state, the observations do not show any obvious correlations, and most observations of the banana branch show a positive correlation. However, anti-correlations are detected in the upper banana branch. These results are different from those of Z-sources (Cyg X-2, GX 5-1), where anti-correlations are detected in the horizontal branch and upper normal branch. In this case, the lag timescales of both this atoll and Z-sources are found to be similar, at a magnitude of several tens to hundreds of seconds. As a comparison, it is noted that anti-correlated lags lasting thousands of seconds have been reported from several black hole candidates in their intermediate states. In addition, for an observation containing four segments that show positive or anti-correlation, we analyze the spectral evolution with the hybrid model. In the observation, the anti-correlation is detected at the highest flux. The fitting results show that the Comptonized component is not the lowest at the highest flux, which suggests that the anti-correlation corresponds to the transition between the soft and hard states. Finally, we compare the corresponding results of atoll source 4U 1735-44 with those observed in Z-sources and black hole candidates, and the possible origins of the anti-correlated time lags are discussed.

Quantification of the impact of a confounding variable on functional connectivity confirms anti-correlated networks in the resting-state.

Science.gov (United States)

Carbonell, F; Bellec, P; Shmuel, A

2014-02-01

The effect of regressing out the global average signal (GAS) in resting state fMRI data has become a concern for interpreting functional connectivity analyses. It is not clear whether the reported anti-correlations between the Default Mode and the Dorsal Attention Networks are intrinsic to the brain, or are artificially created by regressing out the GAS. Here we introduce a concept, Impact of the Global Average on Functional Connectivity (IGAFC), for quantifying the sensitivity of seed-based correlation analyses to the regression of the GAS. This voxel-wise IGAFC index is defined as the product of two correlation coefficients: the correlation between the GAS and the fMRI time course of a voxel, times the correlation between the GAS and the seed time course. This definition enables the calculation of a threshold at which the impact of regressing-out the GAS would be large enough to introduce spurious negative correlations. It also yields a post-hoc impact correction procedure via thresholding, which eliminates spurious correlations introduced by regressing out the GAS. In addition, we introduce an Artificial Negative Correlation Index (ANCI), defined as the absolute difference between the IGAFC index and the impact threshold. The ANCI allows a graded confidence scale for ranking voxels according to their likelihood of showing artificial correlations. By applying this method, we observed regions in the Default Mode and Dorsal Attention Networks that were anti-correlated. These findings confirm that the previously reported negative correlations between the Dorsal Attention and Default Mode Networks are intrinsic to the brain and not the result of statistical manipulations. Our proposed quantification of the impact that a confound may have on functional connectivity can be generalized to global effect estimators other than the GAS. It can be readily applied to other confounds, such as systemic physiological or head movement interferences, in order to quantify their

Dark Energy Survey Year 1 results: cross-correlation redshifts - methods and systematics characterization

Science.gov (United States)

Gatti, M.; Vielzeuf, P.; Davis, C.; Cawthon, R.; Rau, M. M.; DeRose, J.; De Vicente, J.; Alarcon, A.; Rozo, E.; Gaztanaga, E.; Hoyle, B.; Miquel, R.; Bernstein, G. M.; Bonnett, C.; Carnero Rosell, A.; Castander, F. J.; Chang, C.; da Costa, L. N.; Gruen, D.; Gschwend, J.; Hartley, W. G.; Lin, H.; MacCrann, N.; Maia, M. A. G.; Ogando, R. L. C.; Roodman, A.; Sevilla-Noarbe, I.; Troxel, M. A.; Wechsler, R. H.; Asorey, J.; Davis, T. M.; Glazebrook, K.; Hinton, S. R.; Lewis, G.; Lidman, C.; Macaulay, E.; Möller, A.; O'Neill, C. R.; Sommer, N. E.; Uddin, S. A.; Yuan, F.; Zhang, B.; Abbott, T. M. C.; Allam, S.; Annis, J.; Bechtol, K.; Brooks, D.; Burke, D. L.; Carollo, D.; Carrasco Kind, M.; Carretero, J.; Cunha, C. E.; D'Andrea, C. B.; DePoy, D. L.; Desai, S.; Eifler, T. F.; Evrard, A. E.; Flaugher, B.; Fosalba, P.; Frieman, J.; García-Bellido, J.; Gerdes, D. W.; Goldstein, D. A.; Gruendl, R. A.; Gutierrez, G.; Honscheid, K.; Hoormann, J. K.; Jain, B.; James, D. J.; Jarvis, M.; Jeltema, T.; Johnson, M. W. G.; Johnson, M. D.; Krause, E.; Kuehn, K.; Kuhlmann, S.; Kuropatkin, N.; Li, T. S.; Lima, M.; Marshall, J. L.; Melchior, P.; Menanteau, F.; Nichol, R. C.; Nord, B.; Plazas, A. A.; Reil, K.; Rykoff, E. S.; Sako, M.; Sanchez, E.; Scarpine, V.; Schubnell, M.; Sheldon, E.; Smith, M.; Smith, R. C.; Soares-Santos, M.; Sobreira, F.; Suchyta, E.; Swanson, M. E. C.; Tarle, G.; Thomas, D.; Tucker, B. E.; Tucker, D. L.; Vikram, V.; Walker, A. R.; Weller, J.; Wester, W.; Wolf, R. C.

2018-06-01

We use numerical simulations to characterize the performance of a clustering-based method to calibrate photometric redshift biases. In particular, we cross-correlate the weak lensing source galaxies from the Dark Energy Survey Year 1 sample with redMaGiC galaxies (luminous red galaxies with secure photometric redshifts) to estimate the redshift distribution of the former sample. The recovered redshift distributions are used to calibrate the photometric redshift bias of standard photo-z methods applied to the same source galaxy sample. We apply the method to two photo-z codes run in our simulated data: Bayesian Photometric Redshift and Directional Neighbourhood Fitting. We characterize the systematic uncertainties of our calibration procedure, and find that these systematic uncertainties dominate our error budget. The dominant systematics are due to our assumption of unevolving bias and clustering across each redshift bin, and to differences between the shapes of the redshift distributions derived by clustering versus photo-zs. The systematic uncertainty in the mean redshift bias of the source galaxy sample is Δz ≲ 0.02, though the precise value depends on the redshift bin under consideration. We discuss possible ways to mitigate the impact of our dominant systematics in future analyses.

Whistler-mode signals: Group delay by cross correlation

International Nuclear Information System (INIS)

Thomson, N.R.

1975-01-01

Group travel times of 18.6 kHz whistler-mode signals from NLK, Seattle, to Wellington, New Zealand, are now being measured using the normal FSK transmissions. This is done using a mini-computer programmed to perform real-time cross correlations between two receivers: one receiver gets its signal from a whip aerial on which the ground wave (subionospheric mode) dominates, while the other gets its signal from a loop oriented for minimum ground wave. Group travel time can thus be measured continuously while there are whistler-mode signals present. Delays of 0.2--0.8 seconds have been found

Approximate self-consistent potentials for density-functional-theory exchange-correlation functionals

International Nuclear Information System (INIS)

Cafiero, Mauricio; Gonzalez, Carlos

2005-01-01

We show that potentials for exchange-correlation functionals within the Kohn-Sham density-functional-theory framework may be written as potentials for simpler functionals multiplied by a factor close to unity, and in a self-consistent field calculation, these effective potentials find the correct self-consistent solutions. This simple theory is demonstrated with self-consistent exchange-only calculations of the atomization energies of some small molecules using the Perdew-Kurth-Zupan-Blaha (PKZB) meta-generalized-gradient-approximation (meta-GGA) exchange functional. The atomization energies obtained with our method agree with or surpass previous meta-GGA calculations performed in a non-self-consistent manner. The results of this work suggest the utility of this simple theory to approximate exchange-correlation potentials corresponding to energy functionals too complicated to generate closed forms for their potentials. We hope that this method will encourage the development of complex functionals which have correct boundary conditions and are free of self-interaction errors without the worry that the functionals are too complex to differentiate to obtain potentials

Some sources of the underestimation of evaluated cross section uncertainties

International Nuclear Information System (INIS)

Badikov, S.A.; Gai, E.V.

2003-01-01

The problem of the underestimation of evaluated cross-section uncertainties is addressed. Two basic sources of the underestimation of evaluated cross-section uncertainties - a) inconsistency between declared and observable experimental uncertainties and b) inadequacy between applied statistical models and processed experimental data - are considered. Both the sources of the underestimation are mainly a consequence of existence of the uncertainties unrecognized by experimenters. A model of a 'constant shift' is proposed for taking unrecognised experimental uncertainties into account. The model is applied for statistical analysis of the 238 U(n,f)/ 235 U(n,f) reaction cross-section ratio measurements. It is demonstrated that multiplication by sqrt(χ 2 ) as instrument for correction of underestimated evaluated cross-section uncertainties fails in case of correlated measurements. It is shown that arbitrary assignment of uncertainties and correlation in a simple least squares fit of two correlated measurements of unknown mean leads to physically incorrect evaluated results. (author)

Increasing the computational efficient of digital cross correlation by a vectorization method

Science.gov (United States)

Chang, Ching-Yuan; Ma, Chien-Ching

2017-08-01

This study presents a vectorization method for use in MATLAB programming aimed at increasing the computational efficiency of digital cross correlation in sound and images, resulting in a speedup of 6.387 and 36.044 times compared with performance values obtained from looped expression. This work bridges the gap between matrix operations and loop iteration, preserving flexibility and efficiency in program testing. This paper uses numerical simulation to verify the speedup of the proposed vectorization method as well as experiments to measure the quantitative transient displacement response subjected to dynamic impact loading. The experiment involved the use of a high speed camera as well as a fiber optic system to measure the transient displacement in a cantilever beam under impact from a steel ball. Experimental measurement data obtained from the two methods are in excellent agreement in both the time and frequency domain, with discrepancies of only 0.68%. Numerical and experiment results demonstrate the efficacy of the proposed vectorization method with regard to computational speed in signal processing and high precision in the correlation algorithm. We also present the source code with which to build MATLAB-executable functions on Windows as well as Linux platforms, and provide a series of examples to demonstrate the application of the proposed vectorization method.

Lifetime information from correlation functions selected by directional cuts

International Nuclear Information System (INIS)

Gelbke, C.K.

1995-01-01

Two-particle correlation functions provide information on the space-time characteristics of the emitting source. In many cases, ambiguities of the relative magnitudes of source radius and lifetime can be reduced by analysis of correlation functions evaluated for specific directional cuts on the relative velocity of the coincident particle pair. Information on non-spherical breakup geometries is more difficult to extract. Examples of two-proton correlation functions in which directional cuts are employed to reduce existing space-time ambiguities for the emitting system are presented. (author). 50 refs., 10 figs

Physical and mental health-related correlates of physical function in community dwelling older adults: a cross sectional study

Directory of Open Access Journals (Sweden)

Burbank Patricia A

2010-02-01

Full Text Available Abstract Background Physical function is the ability to perform both basic and instrumental activities of daily living, and the ability of older adults to reside in the community depends to a large extent on their level of physical function. Multiple physical and health-related variables may differentially affect physical function, but they have not been well characterized. The purpose of this investigation was to identify and examine physical and mental health-related correlates of physical function in a sample of community-dwelling older adults. Methods Nine hundred and four community dwelling older men (n = 263 and women (n = 641 with a mean (95% Confidence Interval age of 76.6 (76.1, 77.1 years underwent tests of physical function (Timed Up and Go; TUG, Body Mass Index (BMI was calculated from measured height and weight, and data were collected on self-reported health quality of life (SF-36, falls during the past 6 months, number of medications per day, depression (Geriatric Depression Scale; GDS, social support, and sociodemographic variables. Results Subjects completed the TUG in 8.7 (8.2, 9.2 seconds and expended 6,976 (6,669, 7,284 Kcal.wk-1 in physical activity. The older persons had a mean BMI of 27. 6 (27.2, 28.0, 62% took 3 or more medications per day, and14.4% had fallen one or more times over the last 6 months. Mean scores on the Mental Component Summary (MCS was 50.6 (50.2, 51,0 and the Physical Component Summary (PCS was 41.3 (40.8, 41.8. Multiple sequential regression analysis showed that, after adjustment for TUG floor surface correlates of physical function included age, sex, education, physical activity (weekly energy expenditure, general health, bodily pain, number of medications taken per day, depression and Body Mass Index. Further, there is a dose response relationship such that greater degree of physical function impairment is associated with poorer scores on physical health-related variables. Conclusions Physical

A test of conformal invariance: Correlation functions on a disk