Stasyszyn, F; Dolag, K; Beck, R; Donnert, J
2010-01-01
Using cosmological MHD simulations of the magnetic field in galaxy clusters and filaments we evaluate the possibility to infer the magnetic field strength in filaments by measuring cross-correlation functions between Faraday Rotation Measures (RM) and the galaxy density field. We also test the reliability of recent estimates considering the problem of data quality and Galactic foreground (GF) removal in current datasets. Besides the two self-consistent simulations of cosmological magnetic fields based on primordial seed fields and galactic outflows analyzed here, we also explore a larger range of models scaling up the resulting magnetic fields of one of the simulations. We find that, if an unnormalized estimator for the cross-correlation functions and a GF removal procedure is used, the detectability of the cosmological signal is only possible for future instruments (e.g. SKA and ASKAP). However, mapping of the observed RM signal to the underlying magnetization of the Universe (both in space and time) is an e...
Clem, Michelle M.; Woike, Mark R.
2013-01-01
The Aeronautical Sciences Project under NASA`s Fundamental Aeronautics Program is extremely interested in the development of novel measurement technologies, such as optical surface measurements in the internal parts of a flow path, for in situ health monitoring of gas turbine engines. In situ health monitoring has the potential to detect flaws, i.e. cracks in key components, such as engine turbine disks, before the flaws lead to catastrophic failure. In the present study, a cross-correlation imaging technique is investigated in a proof-of-concept study as a possible optical technique to measure the radial growth and strain field on an already cracked sub-scale turbine engine disk under loaded conditions in the NASA Glenn Research Center`s High Precision Rotordynamics Laboratory. The optical strain measurement technique under investigation offers potential fault detection using an applied high-contrast random speckle pattern and imaging the pattern under unloaded and loaded conditions with a CCD camera. Spinning the cracked disk at high speeds induces an external load, resulting in a radial growth of the disk of approximately 50.0-im in the flawed region and hence, a localized strain field. When imaging the cracked disk under static conditions, the disk will be undistorted; however, during rotation the cracked region will grow radially, thus causing the applied particle pattern to be .shifted`. The resulting particle displacements between the two images will then be measured using the two-dimensional cross-correlation algorithms implemented in standard Particle Image Velocimetry (PIV) software to track the disk growth, which facilitates calculation of the localized strain field. In order to develop and validate this optical strain measurement technique an initial proof-of-concept experiment is carried out in a controlled environment. Using PIV optimization principles and guidelines, three potential speckle patterns, for future use on the rotating disk, are developed
Clem, Michelle M.; Woike, Mark R.; Abdul-Aziz, Ali
2014-04-01
The Aeronautical Sciences Project under NASA's Fundamental Aeronautics Program is interested in the development of novel measurement technologies, such as optical surface measurements for the in situ health monitoring of critical constituents of the internal flow path. In situ health monitoring has the potential to detect flaws, i.e. cracks in key components, such as engine turbine disks, before the flaws lead to catastrophic failure. The present study, aims to further validate and develop an optical strain measurement technique to measure the radial growth and strain field of an already cracked disk, mimicking the geometry of a sub-scale turbine engine disk, under loaded conditions in the NASA Glenn Research Center's High Precision Rotordynamics Laboratory. The technique offers potential fault detection by imaging an applied high-contrast random speckle pattern under unloaded and loaded conditions with a CCD camera. Spinning the cracked disk at high speeds (loaded conditions) induces an external load, resulting in a radial growth of the disk of approximately 50.0-μm in the flawed region and hence, a localized strain field. When imaging the cracked disk under static conditions, the disk will be undistorted; however, during rotation the cracked region will grow radially, thus causing the applied particle pattern to be `shifted'. The resulting particle displacements between the two images is measured using the two-dimensional cross-correlation algorithms implemented in standard Particle Image Velocimetry (PIV) software to track the disk growth, which facilitates calculation of the localized strain field. A random particle distribution is adhered onto the surface of the cracked disk and two bench top experiments are carried out to evaluate the technique's ability to measure the induced particle displacements. The disk is shifted manually using a translation stage equipped with a fine micrometer and a hotplate is used to induce thermal growth of the disk, causing the
Ruigrok, Elmer; Gibbons, Steven; Wapenaar, Kees
2016-10-01
An areal distribution of sensors can be used for estimating the direction of incoming waves through beamforming. Beamforming may be implemented as a phase-shifting and stacking of data recorded on the different sensors (i.e., conventional beamforming). Alternatively, beamforming can be applied to cross-correlations between the waveforms on the different sensors. We derive a kernel for beamforming cross-correlated data and call it cross-correlation beamforming (CCBF). We point out that CCBF has slightly better resolution and aliasing characteristics than conventional beamforming. When auto-correlations are added to CCBF, the array response functions are the same as for conventional beamforming. We show numerically that CCBF is more resilient to non-coherent noise. Furthermore, we illustrate that with CCBF individual receiver-pairs can be removed to improve mapping to the slowness domain. An additional flexibility of CCBF is that cross-correlations can be time-windowed prior to beamforming, e.g., to remove the directionality of a scattered wavefield. The observations on synthetic data are confirmed with field data from the SPITS array (Svalbard). Both when beamforming an earthquake arrival and when beamforming ambient noise, CCBF focuses more of the energy to a central beam. Overall, the main advantage of CCBF is noise suppression and its flexibility to remove station pairs that deteriorate the signal-related beampower.
Detrended cross-correlation analysis of electroencephalogram
Wang Jun; Zhao Da-Qing
2012-01-01
In the paper we use detrended cross-correlation analysis (DCCA) to study the electroencephalograms of healthy young subjects and healthy old subjects.It is found that the cross-correlation between different leads of a healthy young subject is larger than that of a healthy old subject.It was shown that the cross-correlation relationship decreases with the aging process and the phenomenon can help to diagnose whether the subject's brain function is healthy or not.
Refined Multifractal Cross-Correlation Analysis
Oświȩcimka, Paweł; Forczek, Marcin; Jadach, Stanisław; Kwapień, Jarosław
2013-01-01
We propose a modified algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that is able to consistently identify and quantify multifractal cross-correlations between two time series. Our motivation for introducing this algorithm is that the already existing methods like MF-DXA have serious limitations for most of the signals describing complex natural processes. The principal component of the related improvement is proper incorporation of the sign of fluctuations. We present a broad analysis of the model fractal stochastic processes as well as of the real-world signals and show that MFCCA is a robust tool and allows a reliable quantification of the cross-correlative structure of analyzed processes. We, in particular, analyze a relation between the generalized Hurst exponent and the MFCCA parameter $\\lambda_q$. This relation provides information about the character of potential multifractality in cross-correlations of the processes under study and thus enables selective insight into their dynamics. Us...
Cross correlations of the cosmic infrared background
Zhang, P
2003-01-01
Cosmic infrared background (CIB) is a sensitive measure of the structure formation of the universe, especially the star formation history. But this background is overwhelmed by foregrounds. The cross correlation of CIB with galaxies is able to eliminate such foregrounds, minimize and localize several backgrounds which could bias the study of the star formation history. The cross correlation study of CIB has three advantages. (1) Combining the galaxy photometric redshift information, it directly measures the structure formation history. (2) The sky area used for CIB analysis is no long limited to the relatively clean sky. The utilization of CIB full sky data minimizes the sample variance. (3) The CIB measurement is no longer limited to several narrow frequency windows. This allows the measurement of CIB based on integrated intensity, whose theoretical prediction is based on energy conservation, thus is fairly model independent and robust. The cross correlation can be measured with 10% accuracy (statistical and...
Cross-correlation properties of cyclotomic sequences
Cai, Kai; Zheng, Zhiming
2009-01-01
Sequences with good correlation properties are widely used in engineering applications, especially in the area of communications. Among the known sequences, cyclotomic families have the optimal autocorrelation property. In this paper, we decide the cross-correlation function of the known cyclotomic sequences completely. Moreover, to get our results, the relations between the multiplier group and the decimations of the characteristic sequence are also established for an arbitrary difference set.
Exploiting Cross Correlations and Joint Analyses
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.
Modeling CMB lensing cross correlations with CLEFT
Modi, Chirag; White, Martin; Vlah, Zvonimir
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 σ8 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 Correlation versus Mutual Information for Image Mosaicing
Sherin Ghannam
2013-12-01
Full Text Available This paper reviews the concept of image mosaicing and presents a comparison between two of the most common image mosaicing techniques. The first technique is based on normalized cross correlation (NCC for registering overlapping 2D images of a 3D scene. The second is based on mutual information (MI. The experimental results demonstrate that the two techniques have a similar performance in most cases but there are some interesting differences. The choice of a distinctive template is critical when working with NCC. On the other hand, when using MI, the registration procedure was able to provide acceptable performance even without distinctive templates. But generally the performance when using MI with large rotation angles was not accurate as with NCC.
Cross-correlation Aided Transport in Stochastically Driven Accretion Flows
Nath, Sujit Kumar
2014-01-01
Origin of linear instability resulting in rotating sheared accretion flows has remained a controversial subject for long. While some explanations of such non-normal transient growth of disturbances in the Rayleigh stable limit were available for magnetized accretion flows, similar instabilities in absence of magnetic perturbations remained unexplained. This dichotomy was resolved in two recent publications by Chattopadhyay, {\\it et al} where it was shown that such instabilities, especially for non-magnetized accretion flows, were introduced through interaction of the inherent stochastic noise in the system (even a \\enquote{cold} accretion flow at 3000K is too \\enquote{hot} in the statistical parlance and is capable of inducing strong thermal modes) with the underlying Taylor-Couette flow profiles. Both studies, however, excluded the additional energy influx (or efflux) that could result from nonzero cross-correlation of a noise perturbing the velocity flow, say, with the noise that is driving the vorticity fl...
A New Methodology of Spatial Cross-Correlation Analysis
Chen, Yanguang
2015-01-01
Spatial correlation modeling comprises both spatial autocorrelation and spatial cross-correlation processes. The spatial autocorrelation theory has been well-developed. It is necessary to advance the method of spatial cross-correlation analysis to supplement the autocorrelation analysis. This paper presents a set of models and analytical procedures for spatial cross-correlation analysis. By analogy with Moran’s index newly expressed in a spatial quadratic form, a theoretical framework is derived for geographical cross-correlation modeling. First, two sets of spatial cross-correlation coefficients are defined, including a global spatial cross-correlation coefficient and local spatial cross-correlation coefficients. Second, a pair of scatterplots of spatial cross-correlation is proposed, and the plots can be used to visually reveal the causality behind spatial systems. Based on the global cross-correlation coefficient, Pearson’s correlation coefficient can be decomposed into two parts: direct correlation (partial correlation) and indirect correlation (spatial cross-correlation). As an example, the methodology is applied to the relationships between China’s urbanization and economic development to illustrate how to model spatial cross-correlation phenomena. This study is an introduction to developing the theory of spatial cross-correlation, and future geographical spatial analysis might benefit from these models and indexes. PMID:25993120
Sidescan Sonar Image Matching Using Cross Correlation
Thisen, Erik; Sørensen, Helge Bjarup Dissing; Stage, Bjarne
2003-01-01
When surveying an area for sea mines with a sidescan sonar, the ability to find the same object in two different sonar images is helpful to determine the nature of the object. The main problem with matching two sidescan sonar images is that a scene changes appearance when viewed from different...... viewpoints. This paper presents a novel approach for matching two sidescan sonar images. The method first registers the two images to ground, then uses the cross correlation of the object positions on the seabed to find the correct displacement between the two images. In order to correct any minor...... displacements of the relative objects position as a result of the ground registration, the object position is given an area of influence. The method is compared to an existing method for matching sidescan sonar images based on hypothetical reasoning. The two methods are compared on a number of real sidescan...
Temporal and Cross Correlations in Business News
Mizuno, T.; Takei, K.; Ohnishi, T.; Watanabe, T.
We empirically investigate temporal and cross correlations inthe frequency of news reports on companies, using a dataset of more than 100 million news articles reported in English by around 500 press agencies worldwide for the period 2003--2009. Our first finding is that the frequency of news reports on a company does not follow a Poisson process, but instead exhibits long memory with a positive autocorrelation for longer than one year. The second finding is that there exist significant correlations in the frequency of news across companies. Specifically, on a daily time scale or longer the frequency of news is governed by external dynamics, while on a time scale of minutes it is governed by internal dynamics. These two findings indicate that the frequency of news reports on companies has statistical properties similar to trading volume or price volatility in stock markets, suggesting that the flow of information through company news plays an important role in price dynamics in stock markets.
AN IMPROVED CROSS-CORRELATION METHOD FOR (DIGITAL) PARTICLE IMAGE VELOCIMETRY
翁文国; 范维澄; 廖光煊; 秦俊
2001-01-01
An improved method that brings enhancement in accuracy for the interrogation of (digital) PIV images is described in this paper. This method is based on cross-correlation with discrete window offset, which makes use of a translation of the second interrogation window and rebuilds it considering rotation and shear.The displacement extracted from PIV images is predicted and corrected by means of an iterative procedure. In addition, the displacement vectors are validated at each intermediate of the iteration process. The present improved cross-correlation method is compared with the conventional one in accuracy by interrogation of synthetic and real (digital) PIV images and the interrogation results are discussed.
World currency exchange rate cross-correlations
Droå¼dÅ¼, 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.
Multiscale Detrended Cross-Correlation Analysis of STOCK Markets
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
Robust Statistical Detection of Power-Law Cross-Correlation
Blythe, Duncan A. J.; Nikulin, Vadim V.; Müller, Klaus-Robert
2016-06-01
We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years and the neuronal activity of the human brain lasting for only a few minutes. While such cross-correlations are nonsensical, no current methodology allows them to be reliably discarded, leaving researchers at greater risk when the spurious nature of cross-correlations is not clear from the unrelated origin of the time series and rather requires careful statistical estimation. Here we propose a theory and method (PLCC-test) which allows us to rigorously and robustly test for power-law cross-correlations, correctly detecting genuine and discarding spurious cross-correlations, thus establishing meaningful relationships between processes in complex physical systems. Our method reveals for the first time the presence of power-law cross-correlations between amplitudes of the alpha and beta frequency ranges of the human electroencephalogram.
Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets
He Lingyun, E-mail: lyhe@amss.ac.cn [Center for Futures and Financial Derivatives, College of Economics and Management, China Agricultural University, Beijing 100083 (China); Chen Shupeng [Center for Futures and Financial Derivatives, College of Economics and Management, China Agricultural University, Beijing 100083 (China)
2011-06-15
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 and greater than the latter 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 and greater than the averaged GHE when q > 0.
Multifractal cross-correlation analysis in electricity spot market
Fan, Qingju; Li, Dan
2015-07-01
In this paper, we investigate the multiscale cross-correlations between electricity price and trading volume in Czech market based on a newly developed algorithm, called Multifractal Cross-Correlation Analysis (MFCCA). The new algorithm is a natural multifractal generalization of the Detrended Cross-Correlation Analysis (DCCA), and is sensitive to cross-correlation structure and free from limitations of other algorithms. By considering the original sign of the cross-covariance, it allows us to properly quantify and detect the subtle characteristics of two simultaneous recorded time series. First, the multifractality and the long range anti-persistent auto-correlations of price return and trading volume variation are confirmed using Multifractal Detrended Fluctuation Analysis (MF-DFA). Furthermore, we show that there exist long-range anti-persistent cross-correlations between price return and trading volume variation by MFCCA. And we also identify that the cross-correlations disappear on the level of relative small fluctuations. In order to obtain deeper insight into the dynamics of the electricity market, we analyze the relation between generalized Hurst exponent and the multifractal cross-correlation scaling exponent λq. We find that the difference between the generalized Hurst exponent and the multifractal cross-correlation scaling exponent is significantly different for smaller fluctuation, which indicates that the multifractal character of cross-correlations resembles more each other for electricity price and trading volume on the level of large fluctuations and weakens for the smaller ones.
The influence of noise sources on cross-correlation amplitudes
Hanasoge, Shravan M
2012-01-01
We use analytical examples and asymptotic forms to examine the mathematical structure and physical meaning of the seismic cross correlation measurement. We show that in general, cross correlations are not Green's functions of medium, and may be very different depending on the source distribution. The modeling of noise sources using spatial distributions as opposed to discrete collections of sources is emphasized. When stations are illuminated by spatially complex source distributions, cross correlations show arrivals at a variety of time lags, from zero to the maximum surface-wave arrival time. Here, we demonstrate the possibility of inverting for the source distribution using the energy of the full cross-correlation waveform. The interplay between the source distribution and wave attenuation in determining the functional dependence of cross correlation energies on station-pair distance is quantified. Without question, energies contain information about wave attenuation. However, the accurate interpretation o...
Modeling Complex System Correlation Using Detrended Cross-Correlation Coefficient
Keqiang Dong
2014-01-01
Full Text Available The understanding of complex systems has become an area of active research for physicists because such systems exhibit interesting dynamical properties such as scale invariance, volatility correlation, heavy tails, and fractality. We here focus on traffic dynamic as an example of a complex system. By applying the detrended cross-correlation coefficient method to traffic time series, we find that the traffic fluctuation time series may exhibit cross-correlation characteristic. Further, we show that two traffic speed time series derived from adjacent sections exhibit much stronger cross-correlations than the two speed series derived from adjacent lanes. Similarly, we also demonstrate that the cross-correlation property between the traffic volume variables from two adjacent sections is stronger than the cross-correlation property between the volume variables of adjacent lanes.
Signal Digitizer and Cross-Correlation Application Specific Integrated Circuit
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.
Detrended cross-correlation analysis consistently extended to multifractality.
Oświecimka, Paweł; Drożdż, Stanisław; Forczek, Marcin; Jadach, Stanisław; Kwapień, Jarosław
2014-02-01
We propose an algorithm, multifractal cross-correlation analysis (MFCCA), which constitutes a consistent extension of the detrended cross-correlation analysis and is able to properly identify and quantify subtle characteristics of multifractal cross-correlations between two time series. Our motivation for introducing this algorithm is that the already existing methods, like multifractal extension, have at best serious limitations for most of the signals describing complex natural processes and often indicate multifractal cross-correlations when there are none. The principal component of the present extension is proper incorporation of the sign of fluctuations to their generalized moments. Furthermore, we present a broad analysis of the model fractal stochastic processes as well as of the real-world signals and show that MFCCA is a robust and selective tool at the same time and therefore allows for a reliable quantification of the cross-correlative structure of analyzed processes. In particular, it allows one to identify the boundaries of the multifractal scaling and to analyze a relation between the generalized Hurst exponent and the multifractal scaling parameter λ(q). This relation provides information about the character of potential multifractality in cross-correlations and thus enables a deeper insight into dynamics of the analyzed processes than allowed by any other related method available so far. By using examples of time series from the stock market, we show that financial fluctuations typically cross-correlate multifractally only for relatively large fluctuations, whereas small fluctuations remain mutually independent even at maximum of such cross-correlations. Finally, we indicate possible utility of MFCCA to study effects of the time-lagged cross-correlations.
Vector Velocity Imaging Using Cross-Correlation and Virtual Sources
Holfort, Iben Kraglund; Kortbek, Jacob; Jensen, Jørgen Arendt
2006-01-01
Previous investigations have shown promising results in using the directional cross-correlation method to estimate velocity vectors. The velocity vector estimate provides information on both velocity direction and magnitude. The direction is estimated by beamforming signals along directions...
Low-power Cross-Correlator ASIC Project
National Aeronautics and Space Administration — Pacific MicroCHIP Corporation offers to design an ASIC that includes a cross-correlation unit together with the interfaces to be connected to the output of the...
Improved position measurement of nanoelectromechanical systems using cross correlations
Doiron, C. B.; Trauzettel, B.; Bruder, C.
2007-11-01
We consider position measurements using the cross-correlated output of two tunnel-junction position detectors. Using a fully quantum treatment, we calculate the equation of motion for the density matrix of the coupled detector detector mechanical-oscillator system. After discussing the presence of a bound on the peak-to-background ratio in a position measurement using a single detector, we show how one can use detector cross correlations to overcome this bound. We analyze two different possible experimental realizations of the cross-correlation measurement and show that in both cases, the maximum cross-correlated output is obtained when using twin detectors and applying equal bias to each tunnel junction. Furthermore, we show how the double-detector setup can be exploited to drastically reduce the added displacement noise of the oscillator.
Body Waves Revealed by Spatial Stacking on Long-Term Cross-Correlation of Ambient Noise
Kai Wang; Yinhe Luo; Kaifeng Zhao; Limeng Zhang
2014-01-01
ABSTRCT: Theoretical and experimental studies indicate that complete Green’s Function can be retrieved from cross-correlation in a diffuse field. High SNR (signal-to-noise ratio) surface waves have been extracted from cross-correlations of long-duration ambient noise across the globe. Body waves, not extracted in most of ambient noise studies, are thought to be more difficult to retrieve from regular ambient noise data processing. By stacking cross-correlations of ambient noise in 50 km inter-station distance bins in China, western United States and Europe, we observed coherent 20–100 s core phases (ScS, PKIKPPKIKP, PcPPKPPKP) and crustal-mantle phases (Pn, P, PL, Sn, S, SPL, SnSn, SS, SSPL) at distances ranging from 0 to 4 000 km. Our results show that these crustal-mantle phases show diverse characteristics due to different substructure and sources of body waves beneath different regions while the core phases are relatively robust and can be retrieved as long as stations are available. Further analysis indicates that the SNR of these body-wave phases depends on a compromise between stacking fold in spatial domain and the coherence of pre-stacked cross-correlations.Spatially stacked cross-correlations of seismic noise can provide new virtual seismograms for paths that complement earthquake data and that contain valuable information on the structure of the Earth. The extracted crustal-mantle phases can be used to study lithospheric heterogeneities and the robust core phases are significantly useful to study the deep structure of the Earth, such as detecting fine heterogeneities of the core-mantle boundary and constraining differential rotation of the inner core.
Statistical tests for power-law cross-correlated processes.
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, ρ(DCCA)(T,n), where T is the total length of the time series and n the window size. For ρ(DCCA)(T,n), we numerically calculated the Cauchy inequality -1 ≤ ρ(DCCA)(T,n) ≤ 1. Here we derive -1 ≤ ρ DCCA)(T,n) ≤ 1 for a standard variance-covariance approach and for a detrending approach. For overlapping windows, we find the range of ρ(DCCA) 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 ρ(DCCA)(T,n) tends with increasing T to 1/T. Using ρ(DCCA)(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.
The cross-correlation search for periodic gravitational waves
Dhurandhar, Sanjeev; Mukhopadhyay, Himan; Whelan, John T
2007-01-01
In this paper we study the use of cross-correlations between multiple gravitational wave (GW) data streams for detecting long-lived periodic signals. Cross-correlation searches between data from multiple detectors have traditionally been used to search for stochastic GW signals, but recently they have also been used in directed searches for periodic GWs. Here we further adapt the cross-correlation statistic for periodic GW searches by taking into account both the non-stationarity and the long term-phase coherence of the signal. We study the statistical properties and sensitivity of this search, its relation to existing periodic wave searches, and describe the precise way in which the cross-correlation statistic interpolates between semi-coherent and fully-coherent methods. Depending on the maximum duration over we wish to preserve phase coherence, the cross-correlation statistic can be tuned to go from a standard cross-correlation statistic using data from distinct detectors, to the semi-coherent time-frequen...
Cross correlation of Cosmic Microwave background and Weak Lensing
Lee, Seokcheon
2015-01-01
The integrated Sachs-Wolfe (ISW) effect and its non-linear extension Rees-Sciama (RS) effect provide us the information of the time evolution of gravitational potential. The cross-correlation between the cosmic microwave background (CMB) and the large scale structure (LSS) is known as a promising way to extract the ISW (RS) effect. It is known that the RS effect shows the unique behavior by changing the anti-correlated cross correlation between the CMB and the mass tracer into the positively correlated cross correlation compared to the linear ISW effect. We show that the dependence of this flipping scale of the cross-correlation between RS and weak lensing on dark energy models. However, there exists the degeneracy between DE and $\\Omega_{\\rm{m}0}$ which might be broken by redshift dependent observables. The cross-correlation between the momentum field and the density field might be served as the better observable to be used for this purpose.
Antisymmetric galaxy cross-correlations as a cosmological probe
Dai, Liang; Kamionkowski, Marc; Kovetz, Ely D.; Raccanelli, Alvise; Shiraishi, Maresuke
2015-01-01
The auto-correlation between two members of a galaxy population is symmetric under the interchange of the two galaxies being correlated. The cross-correlation between two different types of galaxies, separated by a vector $\\bf{r}$, is not necessarily the same as that for a pair separated by $-\\bf{r}$. Local anisotropies in the two-point cross-correlation function may thus indicate a specific direction which when mapped as a function of position trace out a vector field. This vector field can ...
Audio Quality Assurance : An Application of Cross Correlation
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...
Power-law cross-correlations estimation under heavy tails
Kristoufek, Ladislav
2016-11-01
We examine the performance of six estimators of the power-law cross-correlations-the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged periodogram estimator, the cross-periodogram estimator and the local cross-Whittle estimator-under heavy-tailed distributions. The selection of estimators allows to separate these into the time and frequency domain estimators. By varying the characteristic exponent of the α-stable distributions which controls the tails behavior, we report several interesting findings. First, the frequency domain estimators are practically unaffected by heavy tails bias-wise. Second, the time domain estimators are upward biased for heavy tails but they have lower estimator variance than the other group for short series. Third, specific estimators are more appropriate depending on distributional properties and length of the analyzed series. In addition, we provide a discussion of implications of these results for empirical applications as well as theoretical explanations.
Unified Green’s Function Retrieval by Cross Correlation
Wapenaar, C.P.A.; Slob, E.C.; Snieder, R.
2006-01-01
It has been shown by many authors that the cross correlation of two recordings of a diffuse wave field at different receivers yields the Green’s function between these receivers. Recently the theory has been extended for situations where time-reversal invariance does not hold (e.g., in attenuating m
Antisymmetric galaxy cross-correlations as a cosmological probe
Dai, Liang; Kovetz, Ely D; Raccanelli, Alvise; Shiraishi, Maresuke
2016-01-01
The auto-correlation between two members of a galaxy population is symmetric under the interchange of the two galaxies being correlated. The cross-correlation between two different types of galaxies, separated by a vector $\\bf{r}$, is not necessarily the same as that for a pair separated by $-\\bf{r}$. Local anisotropies in the two-point cross-correlation function may thus indicate a specific direction which when mapped as a function of position trace out a vector field. This vector field can then be decomposed into longitudinal and transverse components, and those transverse components written as positive- and negative-helicity components. A locally asymmetric cross-correlation of the longitudinal type arises naturally in halo clustering, even with Gaussian initial conditions, and could be enhanced with local-type non-Gaussianity. Early-Universe scenarios that introduce a vector field may also give rise to such effects. These antisymmetric cross-correlations also provide a new possibility to seek a preferred ...
Absence of significant cross-correlation between WMAP and SDSS
Lopez-Corredoira, M; Betancort-Rijo, J
2010-01-01
AIMS. Recently, several authors have claimed to detect a significant cross-correlation between microwave WMAP anisotropies and the SDSS galaxy distribution. We repeat these analyses determining different cross-correlation errors: re-sampling errors, and field-to-field fluctuations. The first type of errors make use of overlapping sky regions, while the second type use non-overlapping sky regions. METHODS. For the re-sampling errors we use bootstrap and jack-knife techniques. For the field-to-field fluctuations we use three methods: 1) evaluating the dispersion of the cross-correlation when correlating separated regions of WMAP with the original region of SDSS; 2) using mock Monte Carlo WMAP maps; 3) a new method (developed herein) which gives the error as an integral of the product of the self-correlations of each map. RESULTS. The average cross-correlation for b>30 deg. is significantly larger than the re-sampling errors--both jack-knife and bootstrap give similar results--but it is of the order of the field...
The Atacama Cosmology Telescope: cross correlation with Planck maps
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.
The Atacama Cosmology Telescope: Cross Correlation with Planck maps
Louis, Thibaut; Hasselfield, Matthew; Bond, J Richard; Calabrese, Erminia; Das, Sudeep; Devlin, Mark J; Dunkley, Joanna; Dünner, Rolando; Gralla, Megan; Hajian, Amir; Hincks, Adam D; Hlozek, Renée; Huffenberger, Kevin; Infante, Leopoldo; Kosowsky, Arthur; Marriage, Tobias A; Moodley, Kavilan; Næss, Sigurd; Niemack, Michael D; Nolta, Michael R; Page, Lyman A; Partridge, Bruce; Sehgal, Neelima; Sievers, Jonathan L; Spergel, David N; Staggs, Suzanne T; Walter, Benjamin Z; Wollack, Edward J
2014-01-01
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 ACTxPlanck cross-spectra. We use these cross-correlations to calibrate the ACT data at 148 and 218 GHz, 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.
Cross-correlation markers in stochastic dynamics of complex systems
Panischev, O Yu; Bhattacharya, J; 10.1016/j.physa.2010.06.026
2010-01-01
The neuromagnetic activity (magnetoencephalogram, MEG) from healthy human brain and from an epileptic patient against chromatic flickering stimuli has been earlier analyzed on the basis of a memory functions formalism (MFF). Information measures of memory as well as relaxation parameters revealed high individuality and unique features in the neuromagnetic brain responses of each subject. The current paper demonstrates new capabilities of MFF by studying cross-correlations between MEG signals obtained from multiple and distant brain regions. It is shown that the MEG signals of healthy subjects are characterized by well-defined effects of frequency synchronization and at the same time by the domination of low-frequency processes. On the contrary, the MEG of a patient is characterized by a sharp abnormality of frequency synchronization, and also by prevalence of high-frequency quasi-periodic processes. Modification of synchronization effects and dynamics of cross-correlations offer a promising method of detectin...
NIRS-BASED CORTICAL ACTIVATION ANALYSIS BY TEMPORAL CROSS CORRELATION
Raul Fernandez-Rojas
2016-02-01
Full Text Available In this study we present a method of signal processing to determine dominant channels in near infrared spectroscopy (NIRS. To compare measuring channels and identify delays between them, cross correlation is computed. Furthermore, to find out possible dominant channels, a visual inspection was performed. The outcomes demonstrated that the visual inspection exhibited evoked-related activations in the primary somatosensory cortex (S1 after stimulation which is consistent with comparable studies and the cross correlation study discovered dominant channels on both cerebral hemispheres. The analysis also showed a relationship between dominant channels and adjacent channels. For that reason, our results present a new method to identify dominant regions in the cerebral cortex using near-infrared spectroscopy. These findings have also implications in the decrease of channels by eliminating irrelevant channels for the experiment.
Channel cross correlations in transport through complex media
Gehler, Stefan; Köber, Bernd; Celardo, Giuseppe Luca; Kuhl, Ulrich
2016-10-01
Measuring transmission between four antennas in microwave cavities, we investigate directly the channel cross correlations C of the cross sections σa b from antenna at r⃗a to antenna r⃗b. Specifically we look for the CΣ and CΛ, where the only difference is that CΛ has none of the four channels in common, whereas CΣ has exactly one channel in common. We find experimentally that these two channel cross correlations are antiphased as a function of the channel coupling strength, as predicted by theory. This anticorrelation is essential to obtain the correct values for the universal conductance fluctuations. To obtain good agreement between experiment and predictions from random matrix theory the effect of absorption has to be included.
Intensity Mapping During Reionization: 21 cm and Cross-correlations
Aguirre, James E.; HERA Collaboration
2016-01-01
The first generation of 21 cm epoch of reionization (EoR) experiments are now reaching the sensitivities necessary for a detection of the power spectrum of plausible reionization models, and with the advent of next-generation capabilities (e.g. the Hydrogen Epoch of Reionization Array (HERA) and the Square Kilometer Array Phase I Low) will move beyond the power spectrum to imaging of the EoR intergalactic medium. Such datasets provide context to galaxy evolution studies for the earliest galaxies on scales of tens of Mpc, but at present wide, deep galaxy surveys are lacking, and attaining the depth to survey the bulk of galaxies responsible for reionization will be challenging even for JWST. Thus we seek useful cross-correlations with other more direct tracers of the galaxy population. I review near-term prospects for cross-correlation studies with 21 cm and CO and CII emission, as well as future far-infrared misions suchas CALISTO.
Audio Quality Assurance : An Application of Cross Correlation
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 research and annotated. They have been applied in a migration scenario, where radio broadcasts are to be migrated for long term preservation....
CMB lensing from SPT+Planck and cross-correlations
Omori, Yuuki; SPT Collaboration; DES Collaboration
2017-01-01
The South Pole Telescope (SPT) SZ survey has observed 2500 square degrees of the Cosmic Microwave Background (CMB) to high accuracy down to 1 arcminute resolution at 150GHz. The Planck satellite has also observed the same patch of the CMB sky at 143GHz, but the two experiments were designed to measure temperature anisotropies optimally at different angular scales. By combining data from these two experiments, we are able to produce a temperature map that has an improved signal-to-noise ratio at all scales. This combined temperature map is used to produce a CMB weak lensing map, which we use for cosmological parameter and cross-correlation analyses. In particular, the SPT footprint has significant overlap with the Dark Energy Survey (DES) observing region, which allows us to cross-correlate the CMB lensing map with galaxy density and galaxy shear measurements obtained by DES. In this talk, I will present the SPT+Planck combining procedure, the CMB lensing reconstruction pipeline, tests performed to verify the lensing map, and finally the cross-correlation measurements.
Multifractal detrending moving-average cross-correlation analysis.
Jiang, Zhi-Qiang; Zhou, Wei-Xing
2011-07-01
There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross correlations. The multifractal detrended cross-correlation analysis (MFDCCA) approaches can be used to quantify such cross correlations, such as the MFDCCA based on the detrended fluctuation analysis (MFXDFA) method. We develop in this work a class of MFDCCA algorithms based on the detrending moving-average analysis, called MFXDMA. The performances of the proposed MFXDMA algorithms are compared with the MFXDFA method by extensive numerical experiments on pairs of time series generated from bivariate fractional Brownian motions, two-component autoregressive fractionally integrated moving-average processes, and binomial measures, which have theoretical expressions of the multifractal nature. In all cases, the scaling exponents h(xy) extracted from the MFXDMA and MFXDFA algorithms are very close to the theoretical values. For bivariate fractional Brownian motions, the scaling exponent of the cross correlation is independent of the cross-correlation coefficient between two time series, and the MFXDFA and centered MFXDMA algorithms have comparative performances, which outperform the forward and backward MFXDMA algorithms. For two-component autoregressive fractionally integrated moving-average processes, we also find that the MFXDFA and centered MFXDMA algorithms have comparative performances, while the forward and backward MFXDMA algorithms perform slightly worse. For binomial measures, the forward MFXDMA algorithm exhibits the best performance, the centered MFXDMA algorithms performs worst, and the backward MFXDMA algorithm outperforms the MFXDFA algorithm when the moment order q0. We apply these algorithms to the return time series of two stock market indexes and to their volatilities. For the returns, the centered MFXDMA algorithm gives the best estimates of h(xy)(q) since its h(xy)(2) is closest to 0.5, as expected, and
Singh, Sukhdeep; Brownstein, Joel R
2016-01-01
We present first results from cross-correlating Planck CMB lensing maps with the Sloan Digital Sky Survey (SDSS) galaxy lensing shape catalog and BOSS galaxy catalogs. For galaxy position vs. CMB lensing cross-correlations, we measure the convergence signal around the galaxies in configuration space, using the BOSS LOWZ ($z\\sim0.30$) and CMASS ($z\\sim0.57$) samples. With fixed Planck 2015 cosmology, doing a joint fit with the galaxy clustering measurement, for the LOWZ (CMASS) sample we find a galaxy bias $b_g=1.75\\pm0.04$ ($1.95\\pm 0.02$) and galaxy-matter cross-correlation coefficient $r_{cc}=1.0\\pm0.2$ ($0.8\\pm 0.1$) using $20
Singh, Sukhdeep; Mandelbaum, Rachel; Brownstein, Joel R.
2017-01-01
We present results from cross-correlating Planck cosmic microwave background (CMB) lensing maps with the Sloan Digital Sky Survey (SDSS) galaxy lensing shape catalogue and BOSS (Baryon Oscillation Spectroscopic Survey) galaxy catalogues. For galaxy position versus CMB lensing cross-correlations, we measure the convergence signal around the galaxies in configuration space, using the BOSS LOWZ (z ˜ 0.30) and CMASS (z ˜ 0.57) samples. With fixed Planck 2015 cosmology, doing a joint fit with the galaxy clustering measurement, for the LOWZ (CMASS) sample we find a galaxy bias bg = 1.75 ± 0.04 (1.95 ± 0.02) and galaxy-matter cross-correlation coefficient rcc = 1.0 ± 0.2 (0.8 ± 0.1) using 20 < rp < 70 h-1 Mpc, consistent with results from galaxy-galaxy lensing. Using the same scales and including the galaxy-galaxy lensing measurements, we constrain Ωm = 0.284 ± 0.024 and relative calibration bias between the CMB lensing and galaxy lensing to be b_γ =0.82^{+0.15}_{-0.14}. The combination of galaxy lensing and CMB lensing also allows us to measure the cosmological distance ratios (with zl ˜ 0.3, zs ˜ 0.5) R=D_s D_{l,*}/D_{* D_{l,s}}=2.68± 0.29, consistent with predictions from the Planck 2015 cosmology (R=2.35). We detect the galaxy position-CMB convergence cross-correlation at small scales, rp < 1 h-1 Mpc, and find consistency with lensing by NFW haloes of mass Mh ˜ 1013 h-1 M⊙. Finally, we measure the CMB lensing-galaxy shear cross-correlation, finding an amplitude of A = 0.76 ± 0.23 (zeff = 0.35, θ < 2°) with respect to Planck 2015 Λ cold dark matter predictions (1σ level consistency). We do not find evidence for relative systematics between the CMB and SDSS galaxy lensing.
Random matrix approach to cross correlations in financial data
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.
Axion inflation with cross-correlated axion isocurvature perturbations
Kadota, Kenji [Center for Theoretical Physics of the Universe, Institute for Basic Science,Daejeon 305-811 (Korea, Republic of); Kobayashi, Tatsuo [Department of Physics, Hokkaido University,Sapporo 060-0810 (Japan); Otsuka, Hajime [Department of Physics, Waseda University,Tokyo 169-8555 (Japan)
2016-01-25
We study the inflation scenarios, in the framework of superstring theory, where the inflaton is an axion producing the adiabatic curvature perturbations while there exists another light axion producing the isocurvature perturbations. We discuss how the non-trivial couplings among string axions can generically arise, and calculate the consequent cross-correlations between the adiabatic and isocurvature modes through concrete examples. Based on the Planck analysis on the generally correlated isocurvature perturbations, we show that there is a preference for the existence of the correlated isocurvature modes for the axion monodromy inflation while the natural inflation disfavors such isocurvature modes.
Axion inflation with cross-correlated axion isocurvature perturbations
Kadota, Kenji; Otsuka, Hajime
2015-01-01
We study the inflation scenarios, in the framework of superstring theory, where the inflaton is an axion producing the adiabatic curvature perturbations while there exists another light axion producing the isocurvature perturbations. We discuss how the non-trivial couplings among string axions can generically arise, and calculate the consequent cross-correlations between the adiabatic and isocurvature modes through concrete examples. Based on the Planck analysis on the generally correlated isocurvature perturbations, we show that there is a preference for the existence of the correlated isocurvature modes for the axion monodromy inflation while the natural inflation disfavors such isocurvature modes.
Magnetic noise measurements using cross-correlated Hall sensor arrays
Jung, G.; Ocio, M.; Paltiel, Y.; Shtrikman, H.; Zeldov, E.
2001-01-01
An experimental technique for measuring magnetic fluctuations by means of a double-layer Hall sensor array is described. The technique relies on cross-correlating Hall signals from two independent sensors positioned one above the other in two separate two-dimensional-electron-gas layers of a GaAs/AlGaAs heterostructure. The effectiveness of the technique is demonstrated by a reduction of the magnitude of the background noise floor of the correlated sensors with respect to the noise level of the best single sensor.
Bunch Length Measurements With Laser/SR Cross-Correlation
Miller, Timothy; /Stanford U., Phys. Dept.; Daranciang, Dan; /Stanford U., Phys. Dept.; Lindenberg, Aaron; /Stanford U., Phys. Dept.; Corbett, Jeff; /SLAC; Fisher, Alan; /SLAC; Goodfellow, John; /SLAC; Huang, Xiaobiao; /SLAC; Mok, Walter; /SLAC; Safranek, James; /SLAC; Wen, Haidan; /SLAC
2012-07-06
By operating SPEAR3 in low-{alpha} mode the storage ring can generate synchrotron radiation pulses of order 1ps. Applications include pump-probe x-ray science and the production of THz radiation in the CSR regime. Measurements of the bunch length are difficult, however, because the light intensity is low and streak cameras typically provide resolution of only a few ps. Tests are now underway to resolve the short bunch length using cross-correlation between a 60-fs Ti:Sapphire laser and the visible SR beam in a BBO crystal. In this paper we report on the experimental setup, preliminary measurements and prospects for further improvement.
Bunch Length Measurements With Laser/SR Cross-Correlation
Miller, Timothy; /Stanford U., Phys. Dept.; Daranciang, Dan; /Stanford U., Phys. Dept.; Lindenberg, Aaron; /Stanford U., Phys. Dept.; Corbett, Jeff; /SLAC; Fisher, Alan; /SLAC; Goodfellow, John; /SLAC; Huang, Xiaobiao; /SLAC; Mok, Walter; /SLAC; Safranek, James; /SLAC; Wen, Haidan; /SLAC
2012-07-06
By operating SPEAR3 in low-{alpha} mode the storage ring can generate synchrotron radiation pulses of order 1ps. Applications include pump-probe x-ray science and the production of THz radiation in the CSR regime. Measurements of the bunch length are difficult, however, because the light intensity is low and streak cameras typically provide resolution of only a few ps. Tests are now underway to resolve the short bunch length using cross-correlation between a 60-fs Ti:Sapphire laser and the visible SR beam in a BBO crystal. In this paper we report on the experimental setup, preliminary measurements and prospects for further improvement.
Study of cross-correlation in a self-affine time series of taxi accidents
Zebende, G. F.; da Silva, P. A.; Machado Filho, A.
2011-05-01
We study in this paper the cross-correlation between self-affine time series of real variables recorded simultaneously in cases of taxi accidents. For this purpose, we apply the DCCA method and show that the cross-correlation can be divided into three distinct groups, if we look for the detrended covariance function, i.e., long-range cross-correlations, short-range cross-correlations and no cross-correlations. Finally, it will be seen that the detrended covariance function is robust, if compared with other methods, in identifying these types of cross-correlations.
Cross-Correlating 2D and 3D Galaxy Surveys
Passaglia, Samuel [Chicago U., KICP; Manzotti, Alessandro [Chicago U., KICP; Dodelson, Scott [Fermilab
2017-02-09
Galaxy surveys probe both structure formation and the expansion rate, making them promising avenues for understanding the dark universe. Photometric surveys accurately map the 2D distribution of galaxy positions and shapes in a given redshift range, while spectroscopic surveys provide sparser 3D maps of the galaxy distribution. We present a way to analyse overlapping 2D and 3D maps jointly and without loss of information. We represent 3D maps using spherical Fourier-Bessel (sFB) modes, which preserve radial coverage while accounting for the spherical sky geometry, and we decompose 2D maps in a spherical harmonic basis. In these bases, a simple expression exists for the cross-correlation of the two fields. One very powerful application is the ability to simultaneously constrain the redshift distribution of the photometric sample, the sample biases, and cosmological parameters. We use our framework to show that combined analysis of DESI and LSST can improve cosmological constraints by factors of ${\\sim}1.2$ to ${\\sim}1.8$ on the region where they overlap relative to identically sized disjoint regions. We also show that in the overlap of DES and SDSS-III in Stripe 82, cross-correlating improves photo-$z$ parameter constraints by factors of ${\\sim}2$ to ${\\sim}12$ over internal photo-$z$ reconstructions.
Probing the circumgalactic baryons through cross-correlations
Singh, Priyanka; Nath, Biman B; Refregier, Alexandre; Silk, Joseph
2015-01-01
We study the cross-correlation of distribution of galaxies, the Sunyaev-Zel'dovich (SZ) and X-ray power spectra of galaxies from current and upcoming surveys and show these to be excellent probes of the nature, i.e. extent, evolution and energetics, of the circumgalactic medium (CGM). For a flat pressure profile, the SZ cross power spectrum shows oscillations at $l$-values corresponding to the length scales smaller than $\\sim \\frac{2}{3}$ times the virial radius of the galaxy. These oscillations are sensitive to the steepness of the pressure profile of the CGM and vanish for a sufficiently steep profile. Similar oscillations are also present in the X-ray cross power spectrum which is, however, more sensitive to the density profile. We forecast the detectability of the cross-correlated galaxy distribution, SZ and X-ray signals by combining SPT-DES and eROSITA-DES/eROSITA-LSST surveys, respectively. We find that, for the SPT-DES survey, the signal-to-noise ratio (SNR) peaks at high mass and redshift with SNR $\\...
Random matrix theory analysis of cross correlations in financial markets.
Utsugi, Akihiko; Ino, Kazusumi; Oshikawa, Masaki
2004-08-01
We confirm universal behaviors such as eigenvalue distribution and spacings predicted by random matrix theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been reported for New York Stock Exchange in previous studies. It is shown that the random part of the eigenvalue distribution of the cross correlation matrix is stable even when deterministic correlations are present. Some deviations in the small eigenvalue statistics outside the bounds of the universality class of RMT are not completely explained with the deterministic correlations as proposed in previous studies. We study the effect of randomness on deterministic correlations and find that randomness causes a repulsion between deterministic eigenvalues and the random eigenvalues. This is interpreted as a reminiscent of "level repulsion" in RMT and explains some deviations from the previous studies observed in the market data. We also study correlated groups of issues in these markets and propose a refined method to identify correlated groups based on RMT. Some characteristic differences between properties of Tokyo Stock Exchange and New York Stock Exchange are found.
Revisiting the WMAP - NVSS angular cross correlation. A skeptic view
Hernandez-Monteagudo, Carlos
2009-01-01
In the context of the study of the ISW, we revisit the angular cross correlation of WMAP CMB data with the NVSS radio survey. We compute 2-point cross functions between the two surveys in real and in Fourier space, paying particular attention on the dependence of results on the flux of NVSS radio sources, the angular scales where correlations arise and the comparison with theoretical expectations. We reproduce previous results that claim an excess of correlation in the angular correlation function (ACF), and we also find some (low significance) similarity between the CMB and radio galaxy data in the multipole range $\\el \\in $ [10, 25]. However, the S/N in the ACFs increases with higher flux thresholds for NVSS sources, but drops a $\\sim$ 30 - 50% in separations of the order of a pixel size, suggesting some residual point source contribution. When restricting our analyses to multipoles $\\el \\gt $60, we fail to find any evidence for cross correlation in the range $\\el \\in [2,10]$, where according to the model p...
Structure of a financial cross-correlation matrix under attack
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.
Cross-correlations between Baltic Dry Index and crude oil prices
Ruan, Qingsong; Wang, Yao; Lu, Xinsheng; Qin, Jing
2016-07-01
This paper examines the cross-correlation properties of Baltic Dry Index (BDI) and crude oil prices using cross-correlation statistics test and multifractal detrended cross-correlation analysis (MF-DCCA). The empirical results show that the cross-correlations between BDI and crude oil prices are significantly multifractal. By introducing the concept of a "crossover", we find that the cross-correlations are strongly persistent in the short term and weakly anti-persistent in the long term. Moreover, cross-correlations of all kinds of fluctuations are persistent in the short time while cross-correlations of small fluctuations are persistent and those of large fluctuations are anti-persistent in the long term. We have also verified that the multifractality of the cross-correlations of BDI and crude oil prices is both attributable to the persistence of fluctuations of time series and fat-tailed distributions.
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.
Using waveform cross correlation for automatic recovery of aftershock sequences
Bobrov, Dmitry; Kitov, Ivan; Rozhkov, Mikhail
2017-04-01
Aftershock sequences of the largest earthquakes are difficult to recover. There can be several hundred mid-sized aftershocks per hour within a few hundred km from each other recorded by the same stations. Moreover, these events generate thousands of reflected/refracted phases having azimuth and slowness close to those from the P-waves. Therefore, aftershock sequences with thousands of events represent a major challenge for automatic and interactive processing at the International Data Centre (IDC) of the Comprehensive Nuclear-Test-Ban Organization (CTBTO). Standard methods of detection and phase association do not use all information contained in signals. As a result, wrong association of the first and later phases, both regular and site specific, produces enormous number of wrong event hypotheses and destroys valid event hypotheses in automatic IDC processing. In turn, the IDC analysts have to reject false and recreate valid hypotheses wasting precious human resources. At the current level of the IDC catalogue completeness, the method of waveform cross correlation (WCC) can resolve most of detection and association problems fully utilizing the similarity of waveforms generated by aftershocks. Array seismic stations of the International monitoring system (IMS) can enhance the performance of the WCC method: reduce station-specific detection thresholds, allow accurate estimate of signal attributes, including relative magnitude, and effectively suppress irrelevant arrivals. We have developed and tested a prototype of an aftershock tool matching all IDC processing requirements and merged it with the current IDC pipeline. This tool includes creation of master events consisting of real or synthetic waveform templates at ten and more IMS stations; cross correlation (CC) of real-time waveforms with these templates, association of arrivals detected at CC-traces in event hypotheses; building events matching the IDC quality criteria; and resolution of conflicts between events
Non-Stationary Effects and Cross Correlations in Solar Activity
Nefedyev, Yuri; Panischev, Oleg; Demin, Sergey
2016-07-01
In this paper within the framework of the Flicker-Noise Spectroscopy (FNS) we consider the dynamic properties of the solar activity by analyzing the Zurich sunspot numbers. As is well-known astrophysics objects are the non-stationary open systems, whose evolution are the quite individual and have the alternation effects. The main difference of FNS compared to other related methods is the separation of the original signal reflecting the dynamics of solar activity into three frequency bands: system-specific "resonances" and their interferential contributions at lower frequencies, chaotic "random walk" ("irregularity-jump") components at larger frequencies, and chaotic "irregularity-spike" (inertial) components in the highest frequency range. Specific parameters corresponding to each of the bands are introduced and calculated. These irregularities as well as specific resonance frequencies are considered as the information carriers on every hierarchical level of the evolution of a complex natural system with intermittent behavior, consecutive alternation of rapid chaotic changes in the values of dynamic variables on small time intervals with small variations of the values on longer time intervals ("laminar" phases). The jump and spike irregularities are described by power spectra and difference moments (transient structural functions) of the second order. FNS allows revealing the most crucial points of the solar activity dynamics by means of "spikiness" factor. It is shown that this variable behaves as the predictor of crucial changes of the sunspot number dynamics, particularly when the number comes up to maximum value. The change of averaging interval allows revealing the non-stationary effects depending by 11-year cycle and by inside processes in a cycle. To consider the cross correlations between the different variables of solar activity we use the Zurich sunspot numbers and the sequence of corona's radiation energy. The FNS-approach allows extracting the
Fluorescence cross-correlation spectroscopy using single wavelength laser
Chao XIE; Chaoqing DONG; Jicun REN
2009-01-01
In this paper, we first introduced the basic principle of fluorescence cross-correlation spectroscopy (FCCS) and then established an FCCS setup using a single wavelength laser. We systematically optimized the setup, and the detection volume reached about 0.7 fL. The home-built setup was successfully applied for the study of the binding reaction of human immunoglobulin G with goat antihuman immunoglobulin G. Using quantum dots (745 nm emission wavelength) and Rhodamine B (580 nm emission wavelength) as labeling probes and 532 nm laser beam as an excitation source, the cross-talk effect was almost completely suppressed. The molecule numbers in a highly focused volume, the concentration, and the diffusion time and hydrodynamic radii of the reaction products can be determined by FCCS system.
Investigation Of The Diffuse IGM By Cross-Correlation Studies
Farnsworth, Damon; Brown, Shea; Rudnick, Lawrence
2009-12-01
We present results from the first cross-correlation search for the synchrotron component of the diffuse intergalactic medium (IGM) in filamentary large scale structure (LSS). We used the low resolution (36') Bonn survey at 21cm, with the infrared 2MASS catalog as a tracer of the LSS. Synchrotron emission likely results from LSS formation shocks and feedback from AGN and galactic winds [2]. We determined 3σ upper limits to the diffuse emission in units of flux per galaxy; these correspond to filament equipartition magnetic fields as low as 0.2 μG. The detection threshold for the average (peak) filament brightness is 1 (7) mK for 0.03Bonn survey, demonstrating the power of this technique.
Accelerating Radio Astronomy Cross-Correlation with Graphics Processing Units
Clark, M A; Greenhill, L J
2011-01-01
We present a highly parallel implementation of the cross-correlation of time-series data using graphics processing units (GPUs), which is scalable to hundreds of independent inputs and suitable for the processing of signals from "Large-N" arrays of many radio antennas. The computational part of the algorithm, the X-engine, is implementated efficiently on Nvidia's Fermi architecture, sustaining up to 79% of the peak single precision floating-point throughput. We compare performance obtained for hardware- and software-managed caches, observing significantly better performance for the latter. The high performance reported involves use of a multi-level data tiling strategy in memory and use of a pipelined algorithm with simultaneous computation and transfer of data from host to device memory. The speed of code development, flexibility, and low cost of the GPU implementations compared to ASIC and FPGA implementations have the potential to greatly shorten the cycle of correlator development and deployment, for case...
Cross-correlation cosmography with HI intensity mapping
Pourtsidou, Alkistis; Crittenden, Robert
2015-01-01
The cross-correlation of a foreground density field with two different background convergence fields can be used to measure cosmographic distance ratios and constrain dark energy parameters. We investigate the possibility of performing such measurements using a combination of optical galaxy surveys and HI intensity mapping surveys, with emphasis on the performance of the planned Square Kilometre Array (SKA). Using HI intensity mapping to probe the foreground density tracer field and/or the background source fields has the advantage of excellent redshift resolution and a longer lever arm achieved by using the lensing signal from high redshift background sources. Our results show that, for our best SKA-optical configuration of surveys, a constant equation of state for dark energy can be constrained to $\\simeq 8\\%$ for a sky coverage $f_{\\rm sky}=0.5$ and assuming a $\\sigma(\\Omega_{\\rm DE})=0.03$ prior for the dark energy density parameter.
Calibrating photometric redshift distributions with cross-correlations
Schulz, A E
2009-01-01
The next generation of proposed galaxy surveys will increase the number of galaxies with photometric redshifts by two orders of magnitude, drastically expanding both redshift range and detection threshold from the current state of the art. Obtaining spectra for a fair sub-sample of this 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. We examine a promising 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, apply it to mock data from N-body simulations, and examine the properties of this redshift distribution estimator. We demonstrate that the method is effective, but the estimator is weakened by two factors. 1) The correlation function of the spectroscopic sample must be measured i...
Cross-correlations of ambient noise recorded by accelerometers.
Rábade García, S. E.; Ramirez-Guzman, L.
2014-12-01
We investigate the ambient noise cross-correlations obtained by using properly corrected accelerometric recordings, and determine velocity structure in central Mexico based on a dispersion analysis. The data used comprise ten months of continuous recordings - from April 2013 to January 2014 - of ambient seismic noise at stations operated by the National Seismological Service of Mexico and the Engineering Strong Ground Motion Network of the National Autonomous University of Mexico (UNAM). The vertical component of ambient noise was base-line corrected, filtered, and properly integrated before extracting Green's functions (GF), which were compared successfully against GF obtained using recordings from broadband velocity sensors. In order to obtain dispersion curves, we estimated group and phase velocities applying the FTAN analysis technique and obtained s-wave velocity profiles at selected regions. We conclude and highlight that the use of widely deployed accelerographs to conduct regional studies using ambient noise tomography is feasible
Bringing the cross-correlation method up to date
Statler, Thomas
1995-03-01
The cross-correlation (XC) method of Tonry & Davis (1979, AJ, 84, 1511) is generalized to arbitrary parametrized line profiles. In the new algorithm the correlation function itself, rather than the observed galaxy spectrum, is fitted by the model line profile: this removes much of the complication in the error analysis caused by template mismatch. Like the Fourier correlation quotient (FCQ) method of Bender (1990, A&A, 229, 441), the inferred line profiles are, up to a normalization constant, independent of template mismatch as long as there are no blended lines. The standard reduced chi2 is a good measure of the fit of the inferred velocity distribution, largely decoupled from the fit of the spectral template. The updated XC method performs as well as other recently developed methods, with the added virtue of conceptual simplicity.
Bringing the cross-correlation method up to date
Statler, Thomas
1995-01-01
The cross-correlation (XC) method of Tonry & Davis (1979, AJ, 84, 1511) is generalized to arbitrary parametrized line profiles. In the new algorithm the correlation function itself, rather than the observed galaxy spectrum, is fitted by the model line profile: this removes much of the complication in the error analysis caused by template mismatch. Like the Fourier correlation quotient (FCQ) method of Bender (1990, A&A, 229, 441), the inferred line profiles are, up to a normalization constant, independent of template mismatch as long as there are no blended lines. The standard reduced chi(exp 2) is a good measure of the fit of the inferred velocity distribution, largely decoupled from the fit of the spectral template. The updated XC method performs as well as other recently developed methods, with the added virtue of conceptual simplicity.
Effect of Cross-Correlation on Geomagnetic Forecast Accuracies
Kuang, Weijia; Wei, Zigang; Tangborn, Andrew
2011-01-01
Surface geomagnetic observation can determine up to degree L = 14 time-varying spherical harmonic coefficients of the poloidal magnetic field. Assimilation of these coefficients to numerical dynamo simulation could help us understand better the dynamical processes in the Earth's outer core, and to provide more accurate forecast of geomagnetic secular variations (SV). In our previous assimilation studies, only the poloidal magnetic field in the core is corrected by the observations in the analysis. Unobservable core state variables (the toroidal magnetic field and the core velocity field) are corrected via the dynamical equations of the geodynamo. Our assimilation experiments show that the assimilated core state converges near the CMB, implying that the dynamo state is strongly constrained by surface geomagnetic observations, and is pulled closer to the truth by the data. We are now carrying out an ensemble of assimilation runs with 1000 years of geomagnetic and archeo/paleo magnetic record. In these runs the cross correlation between the toroidal and the poloidal magnetic fields is incorporated into the analysis. This correlation is derived from the physical boundary conditions of the toroidal field at the core-mantle boundary (CMB). The assimilation results are then compared with those of the ensemble runs without the cross-correlation, aiming at understanding two fundamental issues: the effect of the crosscorrelation on (1) the convergence of the core state, and (2) the SV prediction accuracies. The constrained dynamo solutions will provide valuable insights on interpreting the observed SV, e.g. the near-equator magnetic flux patches, the core-mantle interactions, and possibly other geodynamic observables.
Cross-correlations between spot and futures markets of nonferrous metals
Liu, Li; Wang, Yudong
2014-04-01
In this paper, we investigate cross-correlations between nonferrous metal spot and futures markets using detrended cross-correlation analysis (DCCA). We find the existence of significant cross-correlations for both return and volatility series. The DCCA-based cross-correlation coefficients are very high and decrease with the futures maturity increases. Using the multifractal extension of DCCA, the multifractality in cross-correlations is revealed. We also detect the source of cross-correlations between spot and futures markets. We use the vector error correction model and bivariate BEKK-GARCH to model the interactions between returns and volatilities of spot and futures, respectively. Our findings indicate that the volatility spillover between spot and futures markets contributes major to nonlinear cross-correlation while the contribution of mean spillover is very minor.
Nonlinear ultrasonic measurements based on cross-correlation filtering techniques
Yee, Andrew; Stewart, Dylan; Bunget, Gheorghe; Kramer, Patrick; Farinholt, Kevin; Friedersdorf, Fritz; Pepi, Marc; Ghoshal, Anindya
2017-02-01
Cyclic loading of mechanical components promotes the formation of dislocation dipoles in metals, which can serve as precursors to crack nucleation and ultimately lead to failure. In the laboratory setting, an acoustic nonlinearity parameter has been assessed as an effective indicator for characterizing the progression of fatigue damage precursors. However, the need to use monochromatic waves of medium-to-high acoustic energy has presented a constraint, making it problematic for use in field applications. This paper presents a potential approach for field measurement of acoustic nonlinearity by using general purpose ultrasonic pulser-receivers. Nonlinear ultrasonic measurements during fatigue testing were analyzed by the using contact and immersion pulse-through method. A novel cross-correlation filtering technique was developed to extract the fundamental and higher harmonic waves from the signals. As in the case of the classic harmonic generation, the nonlinearity parameters of the second and third harmonics indicate a strong correlation with fatigue cycles. Consideration was given to potential nonlinearities in the measurement system, and tests have confirmed that measured second harmonic signals exhibit a linear dependence on the input signal strength, further affirming the conclusion that this parameter relates to damage precursor formation from cyclic loading.
Blind Cartography for Side Channel Attacks: Cross-Correlation Cartography
Laurent Sauvage
2012-01-01
Full Text Available Side channel and fault injection attacks are major threats to cryptographic applications of embedded systems. Best performances for these attacks are achieved by focusing sensors or injectors on the sensible parts of the application, by means of dedicated methods to localise them. Few methods have been proposed in the past, and all of them aim at pinpointing the cryptoprocessor. However it could be interesting to exploit the activity of other parts of the application, in order to increase the attack's efficiency or to bypass its countermeasures. In this paper, we present a localisation method based on cross-correlation, which issues a list of areas of interest within the attacked device. It realizes an exhaustive analysis, since it may localise any module of the device, and not only those which perform cryptographic operations. Moreover, it also does not require a preliminary knowledge about the implementation, whereas some previous cartography methods require that the attacker could choose the cryptoprocessor inputs, which is not always possible. The method is experimentally validated using observations of the electromagnetic near field distribution over a Xilinx Virtex 5 FPGA. The matching between areas of interest and the application layout in the FPGA floorplan is confirmed by correlation analysis.
Wei, Yun-Lan; Yu, Zu-Guo; Zou, Hai-Long; Anh, Vo
2017-06-01
A new method—multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA)—is proposed to investigate multifractal cross-correlations in this paper. This new method is based on multifractal temporally weighted detrended fluctuation analysis and multifractal cross-correlation analysis (MFCCA). An innovation of the method is applying geographically weighted regression to estimate local trends in the nonstationary time series. We also take into consideration the sign of the fluctuations in computing the corresponding detrended cross-covariance function. To test the performance of the MF-TWXDFA algorithm, we apply it and the MFCCA method on simulated and actual series. Numerical tests on artificially simulated series demonstrate that our method can accurately detect long-range cross-correlations for two simultaneously recorded series. To further show the utility of MF-TWXDFA, we apply it on time series from stock markets and find that power-law cross-correlation between stock returns is significantly multifractal. A new coefficient, MF-TWXDFA cross-correlation coefficient, is also defined to quantify the levels of cross-correlation between two time series.
Atmospheric stellar parameters from cross-correlation functions
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.
The effects of common risk factors on stock returns: A detrended cross-correlation analysis
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.
Finite sample properties of power-law cross-correlations estimators
Kristoufek, Ladislav
2014-01-01
We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with a special focus on short-term memory bias as well as power-law coherency. Presented broad Monte Carlo simulation study focuses on different time series lengths, specific methods' parameter setting, and memory strength. We find that each method is best suited for different time series dynamics so that there is no clear winner between the three. The method selection should be then made based on observed dynamic properties of the analyzed series.
Detrended cross-correlation analysis on RMB exchange rate and Hang Seng China Enterprises Index
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.
Ravindranathan, Sapna [Institut de Chimie Moleculaire et Biologique, Ecole Polytechnique Federale de Lausanne, BCH (Switzerland); Kim, Chul-Hyun [University of California, Department of Chemistry (United States); Bodenhausen, Geoffrey [Institut de Chimie Moleculaire et Biologique, Ecole Polytechnique Federale de Lausanne, BCH (Switzerland)], E-mail: Geoffrey.Bodenhausen@ens.fr
2003-12-15
Two sets of cross-correlated relaxation rates involving chemical shift anisotropy and dipolar interactions have been measured in an RNA kissing complex. In one case, both the CSA and dipolar interaction tensors are located on the same nucleotide base and are rigidly fixed with respect to each other. In the other case, the CSA tensor is located on the nucleotide base whereas the dipolar interaction is located on the adjoining ribose unit. Analysis of the measured rates in terms of isotropic or anisotropic rotational diffusion has been carried out for both cases. A marked difference between the two models is observed for the cross-correlation rates involving rigidly fixed spin interactions. The influence of internal motions about the glycosidic linkage between the nucleotide base and the ribose unit on cross-correlated relaxation rates has been estimated by applying a model of restricted rotational diffusion. Local motions seem to have a more pronounced effect on cross-correlated relaxation rates when the two spin interactions are not rigidly fixed with respect to each other.
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.
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.
Big Data Solution for CTBT Monitoring Using Global Cross Correlation
Gaillard, P.; Bobrov, D.; Dupont, A.; Grenouille, A.; Kitov, I. O.; Rozhkov, M.
2014-12-01
Due to the mismatch between data volume and the performance of the Information Technology infrastructure used in seismic data centers, it becomes more and more difficult to process all the data with traditional applications in a reasonable elapsed time. To fulfill their missions, the International Data Centre of the Comprehensive Nuclear-Test-Ban Treaty Organization (CTBTO/IDC) and the Département Analyse Surveillance Environnement of Commissariat à l'Energie atomique et aux énergies alternatives (CEA/DASE) collect, process and produce complex data sets whose volume is growing exponentially. In the medium term, computer architectures, data management systems and application algorithms will require fundamental changes to meet the needs. This problem is well known and identified as a "Big Data" challenge. To tackle this major task, the CEA/DASE takes part during two years to the "DataScale" project. Started in September 2013, DataScale gathers a large set of partners (research laboratories, SMEs and big companies). The common objective is to design efficient solutions using the synergy between Big Data solutions and the High Performance Computing (HPC). The project will evaluate the relevance of these technological solutions by implementing a demonstrator for seismic event detections thanks to massive waveform correlations. The IDC has developed an expertise on such techniques leading to an algorithm called "Master Event" and provides a high-quality dataset for an extensive cross correlation study. The objective of the project is to enhance the Master Event algorithm and to reanalyze 10 years of waveform data from the International Monitoring System (IMS) network thanks to a dedicated HPC infrastructure operated by the "Centre de Calcul Recherche et Technologie" at the CEA of Bruyères-le-Châtel. The dataset used for the demonstrator includes more than 300,000 seismic events, tens of millions of raw detections and more than 30 terabytes of continuous seismic data
A cross-correlation search for intermediate-duration gravitational waves from GRB magnetars
Coyne, Robert
2015-04-01
Since the discovery of the afterglow in 1997, the progress made in our understanding of gamma-ray bursts (GRBs) has been spectacular. Yet a direct proof of GRB progenitors is still missing. In the last few years, evidence for a long-lived and sustained central engine in GRBs has mounted. This has called attention to the so-called millisecond-magnetar model, which proposes that a highly magnetized, rapidly-rotating neutron star may exist at the heart of some of these events. The advent of advanced gravitational wave detectors such as LIGO and Virgo may enable us to probe directly, for the first time, the nature of GRB progenitors and their byproducts. In this context, we describe a novel application of a generalized cross-correlation technique optimized for the detection of long-duration gravitational wave signals that may be associated with bar-like deformations of GRB magnetars. The detection of these signals would allow us to answer some of the most intriguing questions on the nature of GRB progenitors, and serve as a starting point for a new class of intermediate-duration gravitational wave searches.
An analysis of the intrinsic cross-correlations between API and meteorological elements using DPCCA
Shen, Chen-hua; Li, Cao-ling
2016-03-01
In order to reveal the intrinsic cross-correlations between air pollution index (API) records and synchronously meteorological elements data, the detrended partial cross-correlation (DPCC) coefficients are analyzed using a detrended partial cross-correlation analysis (DPCCA). DPCC coefficients for different spatial locations and seasons are calculated and compared. The results show that DPCCA can uncover intrinsic cross-correlations between API and meteorological elements, and most of their interactional mechanisms can be explained. DPCC coefficients are either positive or negative, and vary with spatial locations and seasons, with consistently interactional mechanisms. More remarkable, we find that detrended cross-correlation analysis can present the cross-correlations between the fluctuations in two nonstationary time series, but this cross-correlation does not always fully reflect the interactional mechanism for the original time series. Despite this, DPCCA is recommended as a comparatively reliable method for revealing intrinsic cross-correlations between API and meteorological elements, and it can also be useful for our understanding of their interactional mechanisms.
Cross-correlations between crude oil and exchange markets for selected oil rich economies
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.
Artifacts in blood velocity estimation using ultrasound and cross-correlation
Jensen, Jørgen Arendt
1994-01-01
Estimation of blood velocities using ultrasound and time-domain cross-correlation is investigated. The measurement principle is introduced, and the basic properties of the cross-correlation function are discussed. Expressions for the variance of the estimates of the peak location are given, showing...
$m$-Sequences of Different Lengths with Four-Valued Cross Correlation
Helleseth, Tor; Kholosha, Alexander; Johanssen, Aina
2007-01-01
{\\bf Abstract.} Considered is the distribution of the cross correlation between $m$-sequences of length $2^m-1$, where $m$ is even, and $m$-sequences of shorter length $2^{m/2}-1$. The infinite family of pairs of $m$-sequences with four-valued cross correlation is constructed and the complete correlation distribution of this family is determined.
Stationary-phase integrals in the cross correlation of ambient noise
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 tho
Cross-correlations between price and volume in Chinese gold markets
Ruan, Qingsong; Jiang, Wei; Ma, Guofeng
2016-06-01
We apply the multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlation behaviors between price and volume in Chinese gold spot and futures markets. Qualitatively, we find that the price and volume series are significantly cross-correlated using the cross-correlation test statistics Qcc(m) and the ρDCCA coefficients. Quantitatively, by employing the MF-DCCA analysis, we find that there is a power-law cross-correlation and significant multifractal features between price and volume in gold spot and futures markets. Furthermore, by comparing the multifractality of the original series to the shuffled and surrogated series, we find that, for the gold spot market, the main contribution of multifractality is fat-tail distribution; for the gold futures market, both long-range correlations and fat-tail distributions play important roles in the contribution of multifractality. Finally, by employing the method of rolling windows, we undertake further investigation into the time-varying features of the cross-correlations between price and volume. We find that for both spot and futures markets, the cross-correlations are anti-persistent in general. In the short term, the cross-correlation shows obvious fluctuations due to exogenous shocks while, in the long term, the relationship tends to be at a metastable level due to the dynamic mechanism.
Multifractal detrended cross-correlations between the Chinese exchange market and stock market
Cao, Guangxi; Xu, Longbing; Cao, Jie
2012-10-01
Based on the daily price data of the Chinese Yuan (RMB)/US dollar exchange rate and the Shanghai Stock Composite Index, we conducted an empirical analysis of the cross-correlations between the Chinese exchange market and stock market using the multifractal cross-correlation analysis method. The results demonstrate the overall significance of the cross-correlation based on the analysis of a statistic. Multifractality exists in cross-correlations, and the cross-correlated behavior of small fluctuations is more persistent than that of large fluctuations. Moreover, using the rolling windows method, we find that the cross-correlations between the Chinese exchange market and stock market vary with time and are especially sensitive to the reform of the RMB exchange rate regime. The previous reduction in the flexibility of the RMB exchange rate in July 2008 strengthened the persistence of cross-correlations and decreased the degree of multifractality, whereas the enhancement of the flexibility of the RMB exchange rate in June 2010 weakened the persistence of cross-correlations and increased the multifractality. Finally, several relevant discussions are provided to verify the robustness of our empirical analysis.
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.
Asymmetric multiscale detrended cross-correlation analysis of financial time series.
Yin, Yi; Shang, Pengjian
2014-09-01
We propose the asymmetric multiscale detrended cross-correlation analysis (MS-ADCCA) method and apply MS-ADCCA method to explore the existence of asymmetric cross-correlation for daily price returns in US and Chinese stock markets and to assess the properties of these asymmetric cross-correlations. The results all show the existences of asymmetric cross-correlations, while small asymmetries at small scales and larger asymmetries at larger scales are also displayed. There is a strong similarity between S&P500 and DJI, and we reveal that the asymmetries depend more on the cross-correlations of S&P500 vs. DJI, S&P500 vs. NQCI, DJI vs. NQCI, and ShangZheng vs. ShenCheng when the market is falling than rising, respectively. By comparing the spectra of S&P500 vs. NQCI and DJI vs. NQCI with uptrends and downtrends, we detect some new characteristics which lead to some new conclusions. Likewise, some new conclusions also can be drawn by the new characteristics displayed through the comparison between the spectra of ShangZheng vs. HSI and ShenCheng vs. HSI. Obviously, we conclude that although the overall spectra are similar and one market has the same effect when it is rising and falling in the study of asymmetric cross-correlations between it and different markets, the cross-correlations and asymmetries on the trends of the different markets are all different. MS-ADCCA method can detect the differences on the asymmetric cross-correlations by different trends of markets. Moreover, the uniqueness of cross-correlation between NQCI and HSI can be detected in the study of the asymmetric cross-correlations, which confirms that HSI is unique in the Chinese stock markets and NQCI is unique in the US stock markets further.
Cross-correlation between thermal Sunyaev-Zeldovich effect and the integrated Sachs-Wolfe effect
Creque-Sarbinowski, Cyril; Kamionkowski, Marc
2016-01-01
Large-angle fluctuations in the cosmic microwave background (CMB) temperature induced by the integrated Sachs-Wolfe (ISW) effect and Compton-y distortions from the thermal Sunyaev-Zeldovich (tSZ) effect are both due to line-of-sight density perturbations. Here we calculate the cross-correlation between these two signals. Measurement of this cross-correlation can be used to test the redshift distribution of the tSZ distortion. We also evaluate the detectability of a yT cross-correlation from exotic early-Universe sources in the presence of this late-time effect.
Nonlinear Behaviors of Tail Dependence and Cross-Correlation of Financial Time Series Model
Wei Deng
2014-01-01
Full Text Available Nonlinear behaviors of tail dependence and cross-correlation of financial time series are reproduced and investigated by stochastic voter dynamic system. The voter process is a continuous-time Markov process and is one of the interacting dynamic systems. The tail dependence of return time series for pairs of Chinese stock markets and the proposed financial models is studied by copula analysis, in an attempt to detect and illustrate the existence of relevant correlation relationships. Further, the multifractality of cross-correlations for return series is studied by multifractal detrended cross-correlation analysis, which indicates the analogous cross-correlations and some fractal characters for both actual data and simulative data and provides an intuitive evidence for market inefficiency.
1/f behavior in cross-correlations between absolute returns in a US market
Gvozdanovic, Igor; Podobnik, Boris; Wang, Duan; Eugene Stanley, H.
2012-05-01
Employing detrended fluctuation analysis (DFA) and detrended cross-correlations analysis (DCCA), we analyze auto-correlations in the absolute returns for each of 30 Dow Jones Industrial Average (DJIA) constituents, Si, and cross-correlations in the absolute returns between the DJIA and each Si. We find that each DJIA member follows the DJIA in absolute returns, since the DCCA curve for each pair (Si,DJIAi) exhibits strong cross-correlations, with average DCCA exponent =1.03±0.04. This value for implies that the power-law cross-correlations are of the 1/f functional form. For the financial firms comprising the DJIA, we also find that the DFA and DCCA exponents controlling the duration of firm risk are somewhat larger than the corresponding values for the rest of the US financial industry.
Power law cross-correlations between price change and volume change of Indian stocks
Hasan, Rashid; Mohammed Salim, M.
2017-05-01
We study multifractal long-range correlations and cross-correlations of daily price change and volume change of 50 stocks that comprise Nifty index of National Stock Exchange, Mumbai, using MF-DFA and MF-DCCA methods. We find that the time series of price change are uncorrelated, whereas anti-persistent long-range multifractal correlations are found in volume change series. We also find antipersistent long-range multifractal cross-correlations between the time series of price change and volume change. As multifractality is a signature of complexity, we estimate complexity parameters of the time series of price change, volume change, and cross-correlated price-volume change by fitting the fourth-degree polynomials to their multifractal spectra. Our results indicate that the time series of price change display high complexity, whereas the time series of volume change and cross-correlated price-volume change display low complexity.
Yin, Yi; Shang, Pengjian
2015-04-01
In this paper, we propose multiscale detrended cross-correlation analysis (MSDCCA) to detect the long-range power-law cross-correlation of considered signals in the presence of nonstationarity. For improving the performance and getting better robustness, we further introduce the empirical mode decomposition (EMD) to eliminate the noise effects and propose MSDCCA method combined with EMD, which is called MS-EDXA method, then systematically investigate the multiscale cross-correlation structure of the real traffic signals. We apply the MSDCCA and MS-EDXA methods to study the cross-correlations in three situations: velocity and volume on one lane, velocities on the present and the next moment and velocities on the adjacent lanes, and further compare their spectrums respectively. When the difference between the spectrums of MSDCCA and MS-EDXA becomes unobvious, there is a crossover which denotes the turning point of difference. The crossover results from the competition between the noise effects in the original signals and the intrinsic fluctuation of traffic signals and divides the plot of spectrums into two regions. In all the three case, MS-EDXA method makes the average of local scaling exponents increased and the standard deviation decreased and provides a relative stable persistent scaling cross-correlated behavior which gets the analysis more precise and more robust and improves the performance after noises being removed. Applying MS-EDXA method avoids the inaccurate characteristics of multiscale cross-correlation structure at the short scale including the spectrum minimum, the range for the spectrum fluctuation and general trend, which are caused by the noise in the original signals. We get the conclusions that the traffic velocity and volume are long-range cross-correlated, which is accordant to their actual evolution, while velocities on the present and the next moment and velocities on adjacent lanes reflect the strong cross-correlations both in temporal and
Selma, R.
2016-09-01
Paper describes comparison of cross-correlation computation speed of most commonly used computation platforms (CPU, GPU) with an FPGA-based design. It also describes the structure of cross-correlation unit implemented for testing purposes. Speedup of computations was achieved using FPGA-based design, varying between 16 and 5400 times compared to CPU computations and between 3 and 175 times compared to GPU computations.
An Analytic Model of Cross-correlation in a Bottom Bounce Environment
2016-06-07
default output device. Testing of the model was accomplished by comparison with results produced by the GSM . The GSM computes the cross-correlation...the receiver baseline, and receiver 2 is at the same depth as receiver 1. (The sample runstream required to run the GSM for this case is given in...841052 zero attenuation medium). Figure 3 presents for this case the cross-correlations obtained by both the analytic four path model and by the GSM
Fractal approach towards power-law coherency to measure cross-correlations between time series
Kristoufek, Ladislav
2017-09-01
We focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical data, we introduce three estimators of the power-law coherency parameter Hρ based on popular techniques usually utilized for studying power-law cross-correlations - detrended cross-correlation analysis (DCCA), detrending moving-average cross-correlation analysis (DMCA) and height cross-correlation analysis (HXA). In the finite sample properties study, we focus on the bias, variance and mean squared error of the estimators. We find that the DMCA-based method is the safest choice among the three. The HXA method is reasonable for long time series with at least 104 observations, which can be easily attainable in some disciplines but problematic in others. The DCCA-based method does not provide favorable properties which even deteriorate with an increasing time series length. The paper opens a new venue towards studying cross-correlations between time series.
The exceedance and cross-correlations between the gold spot and futures markets
Ruan, Qingsong; Huang, Ying; Jiang, Wei
2016-12-01
This paper investigates the dynamic features of cross-correlations and exceedance correlations between COMEX gold spot and futures returns using the detrended cross-correlation analysis (DCCA) and a test for symmetrical exceedance correlation. First, we examine the cross-correlations both qualitatively and quantitatively by employing the cross-correlations test and the DCCA method. We find that the cross-correlations are significant for all lagged orders and are weakly persistent. Our results from a rolling sample test also show that some exogenous events can apparently affect the cross-correlations between gold spot and futures returns. Second, after employing the test statistic, our empirical results show that the exceedance correlations between spot and futures returns are both positive and symmetric, indicating that the two returns co-move in the same direction and that the correlations between them are symmetrical for the upper and lower of the returns. However, the results from the rolling sample show that occasional events can induce significant asymmetries of exceedance correlations.
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.
Long-range cross-correlation between urban impervious surfaces and land surface temperatures
Qin NIE; Jianhua XU; Wang MAN
2016-01-01
The thermal effect of urban impervious surfaces (UIS) is a complex problem.It is thus necessary to study the relationship between UIS and land surface temperatures (LST) using complexity science theory and methods.This paper investigates the long-range cross-correlation between UIS and LST with detrended cross-correlation analysis and multifractal detrended cross-correlation analysis,utilizing data from downtown Shanghai,China.UIS estimates were obtained from linear spectral mixture analysis,and LST was retrieved through application of the mono-window algorithm,using Landsat Thematic Mapper and Enhanced Thematic Mapper Plus data for 1997-2010.These results highlight a positive long-range cross-correlation between UIS and LST across People's Square in Shanghai.LST has a long memory for a certain spatial range of UIS values,such that a large increment in UIS is likely to be followed by a large increment in LST.While the multifractal long-range cross-correlation between UIS and LST was observed over a longer time period in the W-E direction (2002-2010) than in the N-S (2007-2010),these observed correlations show a weakening during the study period as urbanization increased.
Long-range cross-correlation between urban impervious surfaces and land surface temperatures
Nie, Qin; Xu, Jianhua; Man, Wang
2016-03-01
The thermal effect of urban impervious surfaces (UIS) is a complex problem. It is thus necessary to study the relationship between UIS and land surface temperatures (LST) using complexity science theory and methods. This paper investigates the long-range cross-correlation between UIS and LST with detrended cross-correlation analysis and multifractal detrended cross-correlation analysis, utilizing data from downtown Shanghai, China. UIS estimates were obtained from linear spectral mixture analysis, and LST was retrieved through application of the mono-window algorithm, using Landsat Thematic Mapper and Enhanced Thematic Mapper Plus data for 1997-2010. These results highlight a positive long-range cross-correlation between UIS and LST across People's Square in Shanghai. LST has a long memory for a certain spatial range of UIS values, such that a large increment in UIS is likely to be followed by a large increment in LST. While the multifractal long-range cross-correlation between UIS and LST was observed over a longer time period in the W-E direction (2002-2010) than in the N-S (2007-2010), these observed correlations show a weakening during the study period as urbanization increased.
Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC
Ma, Feng; Wei, Yu; Huang, Dengshi; Zhao, Lin
2013-11-01
In this paper, we investigate the cross-correlation properties between West Texas Intermediate crude oil and the stock markets of the BRIC. We use not only the qualitative analysis of the cross-correlation test, but also take the quantitative analysis of the MF-DXA, confirming the cross-correlation relationship between West Texas Intermediate crude oil and the stock markets of the BRIC (Brazil, Russia, India and China) respectively, which have strongly multifractal features, and the cross-correlations are more strongly multifractal in the short term than in the long term. Furthermore, based on the multifractal spectrum, we also find the multifractality strength between the crude oil WTI and Chinese stock market is stronger than the multifractality strength of other pairs. Based on the Iraq war (Mar 20, 2003) and the Financial crisis in 2008, we divide sample period into four segments to research the degree of the multifractal (ΔH) and the market efficiency (and the risk). Finally, we employ the technique of the rolling window to calculate the time-varying EI (efficiency index) and dependent on the EI, we can easily observe the change of stock markets. Furthermore, we explore the relationship between bivariate cross-correlation exponents (Hxy(q)) and the generalized Hurst exponents.
A Halo Model Approach to the 21 cm and Lyα Cross-correlation
Feng, Chang; Cooray, Asantha; Keating, Brian
2017-09-01
We present a halo-model-based approach to calculate the cross-correlation between 21 {cm} H i intensity fluctuations and {Ly}α emitters (LAE) during the epoch of reionization (EoR). Ionizing radiation around dark matter halos are modeled as bubbles with the size and growth determined based on the reionization photon production, among other physical parameters. The cross-correlation shows a clear negative-to-positive transition, associated with transition from ionized to neutral hydrogen in the intergalactic medium during EoR. The cross-correlation is subject to several foreground contaminants, including foreground radio point sources important for 21 {cm} experiments and low-z interloper emission lines, such as {{H}}α , O iii, and O ii, for {Ly}α experiments. Our calculations show that by masking out high fluxes in the {Ly}α measurement, the correlated foreground contamination on the 21 {cm}–{Ly}α cross-correlation can be dramatically reduced. We forecast the detectability of 21 {cm}–{Ly}α cross-correlation at different redshifts and adopt a Fisher matrix approach to estimate uncertainties on the key EoR parameters that have not been well constrained by other observations of reionization. This halo-model-based approach enables us to explore the EoR parameter space rapidly for different 21 {cm} and {Ly}α experiments.
Coda reconstruction from cross-correlation of a diffuse field on thin elastic plates
Hejazi Nooghabi, Aida; Boschi, Lapo; Roux, Philippe; de Rosny, Julien
2017-09-01
This study contributes to the evaluation of the robustness and accuracy of Green's function reconstruction from cross-correlation of strongly dispersed reverberated signals, with disentangling of the respective roles of ballistic and reverberated ("coda") contributions. We conduct a suite of experiments on a highly reverberating thin duralumin plate, where an approximately diffuse flexural wave field is generated by taking advantage of the plate reverberation and wave dispersion. A large number of impulsive sources that cover the whole surface of the plate are used to validate ambient-noise theory through comparison of the causal and anticausal (i.e., positive- and negative-time) terms of the cross-correlation to one another and to the directly measured Green's function. To quantify the contribution of the ballistic and coda signals, the cross-correlation integral is defined over different time windows of variable length, and the accuracy of the reconstructed Green's function is studied as a function of the initial and end times of the integral. We show that even cross-correlations measured over limited time windows converge to a significant part of the Green's function. Convergence is achieved over a wide time window, which includes not only direct flexural-wave arrivals, but also the multiply reverberated coda. We propose a model, based on normal-mode analysis, that relates the similarity between the cross-correlation and the Green's function to the statistical properties of the plate. We also determine quantitatively how incoherent noise degrades the estimation of the Green's function.
Battaglia, N.; Hill, J. C. [Department of Astrophysical Sciences, Princeton University, Princeton, NJ 08544 (United States); Murray, N. [Canadian Institute for Theoretical Astrophysics, 60 St George, Toronto, ON M5S 3H8 (Canada)
2015-10-20
Recent first detections of the cross-correlation of the thermal Sunyaev–Zel’dovich (tSZ) signal in Planck cosmic microwave background (CMB) temperature maps with gravitational lensing maps inferred from the Planck CMB data and the CFHTLenS galaxy survey provide new probes of the relationship between baryons and dark matter. Using cosmological hydrodynamics simulations, we show that these cross-correlation signals are dominated by contributions from hot gas in the intracluster medium (ICM), rather than diffuse, unbound gas located beyond the virial radius (the “missing baryons”). Thus, these cross-correlations offer a tool with which to study the ICM over a wide range of halo masses and redshifts. In particular, we show that the tSZ—CMB lensing cross-correlation is more sensitive to gas in lower-mass, higher-redshift halos and gas at larger cluster-centric radii than the tSZ—galaxy lensing cross-correlation. Combining these measurements with primary CMB data will constrain feedback models through their signatures in the ICM pressure profile. We forecast the ability of ongoing and future experiments to constrain the parameters of a phenomenological ICM model, including the mean amplitude of the pressure–mass relation, the redshift evolution of this amplitude, and the mean outer logarithmic slope of the pressure profile. The results are promising, with ≈5%–20% precision constraints achievable with upcoming experiments, even after marginalizing over cosmological parameters.
Battaglia, N; Murray, N
2014-01-01
Recent first detections of the cross-correlation of the thermal Sunyaev-Zel'dovich (tSZ) signal in Planck cosmic microwave background (CMB) temperature maps with gravitational lensing maps inferred from the Planck CMB data and the CFHTLenS galaxy survey provide new probes of the relationship between baryons and dark matter. Using cosmological hydrodynamics simulations, we show that these cross-correlation signals are dominated by contributions from hot gas in the intracluster medium (ICM), rather than diffuse, unbound gas located beyond the virial radius (the "missing baryons"). Thus, these cross-correlations offer a tool with which to study the ICM over a wide range of halo masses and redshifts. In particular, we show that the tSZ - CMB lensing cross-correlation is more sensitive to gas in lower-mass, higher-redshift halos and gas at larger cluster-centric radii than the tSZ - galaxy lensing cross-correlation. Combining these measurements with primary CMB data will constrain feedback models through their sig...
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
Kwapien, Jaroslaw; Drozdz, Stanislaw
2015-01-01
The detrended cross-correlation coefficient $\\rho_{\\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analogue of the Pearson coefficient in the case of the fluctuation analysis. The coefficient $\\rho_{\\rm DCCA}$ works well in many practical situations but by construction its applicability is limited to detection of whether two signals are generally cross-correlated, without 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 $\\rho_{\\rm DCCA}$ that exploits the multifractal versions of DFA and DCCA: MFDFA and MFCCA, respectively. The resulting new coefficient $\\rho_q$ not only is able to quantify the strength of correlations, but ...
Cross-correlation of weak lensing and gamma rays: implications for the nature of dark matter
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.
The cross-correlation analysis of multi property of stock markets based on MM-DFA
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.
MEASURING SEA ICE DRIFT VIA CROSS-CORRELATION OF RADAR ICE IMAGES
SUN He-quan; SHEN Yong-ming; Qiu Da-hong
2004-01-01
The motion of sea ice has a great effect on winter navigation, and oil field exploration in the Bohai Sea. It is very important to measure the ice drift accurately and efficiently. As a practical technique, radar imagery has been used for sea ice monitoring and forecasting for a long time. Combining with the radar imagery and cross-correlation technique, a new measurement method based on the cross-correlation of radar ice images is specified in this paper to obtain full field measurement of sea ice drift. The theory and fast implementation of cross-correlation are presented briefly in the paper, including the filtering method to modify the invalid vectors. To show deeply the validity of the present method, the velocity maps of sea ice drift are provided in the paper, which are calculated from the radar images grabbed in the Liaodong Gulf. The comparison with the traditional tracing method is also conducted.
Cross-correlations between the US monetary policy, US dollar index and crude oil market
Sun, Xinxin; Lu, Xinsheng; Yue, Gongzheng; Li, Jianfeng
2017-02-01
This paper investigates the cross-correlations between the US monetary policy, US dollar index and WTI crude oil market, using a dataset covering a period from February 4, 1994 to February 29, 2016. Our study contributes to the literature by examining the effect of the US monetary policy on US dollar index and WTI crude oil through the MF-DCCA approach. The empirical results show that the cross-correlations between the three sets of time series exhibit strong multifractal features with the strength of multifractality increasing over the sample period. Employing a rolling window analysis, our empirical results show that the US monetary policy operations have clear influences on the cross-correlated behavior of the three time series covered by this study.
Cross-Correlation by Single-bit Signal Processing for Ultrasonic Distance Measurement
Hirata, Shinnosuke; Kurosawa, Minoru Kuribayashi; Katagiri, Takashi
Ultrasonic distance measurement using the pulse-echo method is based on the determination of the time of flight of ultrasonic waves. The pulse-compression technique, in which the cross-correlation function of a detected ultrasonic wave and a transmitted ultrasonic wave is obtained, is the conventional method used for improving the resolution of distance measurement. However, the calculation of a cross-correlation operation requires high-cost digital signal processing. This paper presents a new method of sensor signal processing within the pulse-compression technique using a delta-sigma modulated single-bit digital signal. The proposed sensor signal processing method consists of a cross-correlation operation employing single-bit signal processing and a smoothing operation involving a moving average filter. The proposed method reduces the calculation cost of the digital signal processing of the pulse-compression technique.
One-factor model for the cross-correlation matrix in the Vietnamese stock market
Nguyen, Quang
2013-07-01
Random matrix theory (RMT) has been applied to the analysis of the cross-correlation matrix of a financial time series. The most important findings of previous studies using this method are that the eigenvalue spectrum largely follows that of random matrices but the largest eigenvalue is at least one order of magnitude higher than the maximum eigenvalue predicted by RMT. In this work, we investigate the cross-correlation matrix in the Vietnamese stock market using RMT and find similar results to those of studies realized in developed markets (US, Europe, Japan) [9-18] as well as in other emerging markets[20,21,19,22]. Importantly, we found that the largest eigenvalue could be approximated by the product of the average cross-correlation coefficient and the number of stocks studied. We demonstrate this dependence using a simple one-factor model. The model could be extended to describe other characteristics of the realistic data.
Pal, Mayukha; Kiran, V. Satya; Rao, P. Madhusudana; Manimaran, P.
2016-08-01
We characterized the multifractal nature and power law cross-correlation between any pair of genome sequence through an integrative approach combining 2D multifractal detrended cross-correlation analysis and chaos game representation. In this paper, we have analyzed genomes of some prokaryotes and calculated fractal spectra h(q) and f(α) . From our analysis, we observed existence of multifractal nature and power law cross-correlation behavior between any pair of genome sequences. Cluster analysis was performed on the calculated scaling exponents to identify the class affiliation and the same is represented as a dendrogram. We suggest this approach may find applications in next generation sequence analysis, big data analytics etc.
Velocity Distribution Measurement Using Pixel-Pixel Cross Correlation of Electrical Tomography
DENGXiang; PENGLihui; YAODanya; ZHANGBaofen
2004-01-01
Electrical tomography (ET) provides a novel means of visualizing the internal behavior of twophase flow in industrial process. Using a dual-sensingplane Electrical resistance tomography (ERT) or Electrical capacitance tomography (ECT) system, the raw data of two different section images can be acquired synchronously and the two images reflecting the inner medium distribution respectively can also be reconstructed by using imaging algorithm. Further, the analysis of pixel-pixel cross correlation is able to be setup and the measurement of velocity distribution of two-phase flow could be achieved. The principle is described in the paper. The FFT algorithm for gray value computation and cross correlation function calculation is also introduced. Some experimental results of velocity distribution measurement using pixelpixel cross correlation in vertical slug flow are presented.
Measurement of 21 cm brightness fluctuations at z ~ 0.8 in cross-correlation
Masui, K W; Banavar, N; Bandura, K; Blake, C; Calin, L -M; Chang, T -C; Chen, X; Li, Y -C; Liao, Y -W; Natarajan, A; Pen, U -L; Peterson, J B; Shaw, J R; Voytek, T C
2012-01-01
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 < z < 1 over two fields totaling ~41 deg. sq. and 190 hours of radio integration time. The cross-correlation constrains Omega_HI b_HI r = [0.43 \\pm 0.07 (stat.) \\pm 0.04(sys.)] x 10^-3, where Omega_HI is the neutral hydrogen HI fraction, r is the galaxy-hydrogen correlation coefficient, and b_HI is the HI 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.
Needlet estimation of cross-correlation between CMB lensing maps and LSS
Bianchini, Federico; Marinucci, Domenico
2016-01-01
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.
Ryabinin, G V; Polyakov, Yu S; Timashev, S F
2012-01-01
We propose a new type of earthquake precursor based on the analysis of correlation dynamics between geophysical signals of different nature. The precursor is found using a two-parameter cross-correlation function introduced within the framework of flicker-noise spectroscopy, a general statistical physics approach to the analysis of time series. We consider an example of cross-correlation analysis for water salinity time series, an integral characteristic of the chemical composition of groundwater, and geoacoustic emissions recorded at the G-1 borehole on the Kamchatka peninsula in the time frame from 2001 to 2003, which is characterized by a sequence of three groups of significant seismic events. We found that cross-correlation precursors took place 27, 31, and 35 days ahead of the strongest earthquakes for each group of seismic events, respectively. At the same time, precursory anomalies in the signals themselves were observed only in the geoacoustic emissions for one group of earthquakes.
Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System
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 output fluctuation and system-balancing cost in photovoltaic integration
Yuichi Ikeda
2014-10-01
Full Text Available The authors analysed the cross-correlation of photovoltaic (PV output fluctuation for the actual PV output time series data in both the Tokyo area and the whole of Japan using the principal component analysis with the random matrix theory. Based on the obtained cross-correlation coefficients, the forecast error for PV output was estimated with/without considering the cross-correlations. Then the operation schedule of thermal plants is calculated to integrate PV output using the proposed unit commitment model with the estimated forecast error. The system-balancing cost of PV system was also estimated with or without demand response. Finally, validity of the concept of ‘local production for local consumption of renewable energy’ and alternative policy implications were discussed.
Wavelet entropy filter and cross-correlation of gravitational wave data
Terenziand, R
2009-01-01
We present a method for enhancing the cross-correlation of gravitational wave signals eventually present in data streams containing otherwise uncorrelated noise. Such method makes use of the wavelet decomposition to cast the cross-correlation time series in time-frequency space. Then an entropy criterion is applied to identify the best time frequency resolution, i.e. the resolution allowing to concentrate the signal in the smallest number of wavelet coefficients. By keeping only the coefficients above a certain threshold, it is possible to reconstruct a cross-correlation time series where the effect of common signal is stronger. We tested our method against signals injected over two data streams of uncorrelated white noise.
Implementation of ultrasound time-domain cross-correlation blood velocity estimators
Jensen, Jørgen Arendt
1993-01-01
are used in the algorithm, imposing a heavy burden on the signal processing hardware. The algorithm is analyzed with regard to the high sampling frequency, and a method for performing real-time high-speed-movement and cross-correlation is suggested. Implementation schemes based on using the sign......The implementation of real-time blood velocity estimators using time-domain cross-correlation is investigated. The basic algorithm for stationary echo canceling, cross-correlation estimation and subsequent velocity estimation is presented. Sampled data acquired at rates of approximately 20 MHz...... of the data as well as the full precision are proposed. From an analysis of the process it is concluded that the sign data implementation can attain real-time processing. This can also be obtained for the full precision data, but at the expense of using a number of dedicated signal processing chips. Both...
Period-Different $m$-Sequences With At Most A Four-Valued Cross Correlation
Hu, Lei; Li, Nian; Jiang, Wenfeng
2008-01-01
In this paper, we follow the recent work of Helleseth, Kholosha, Johanssen and Ness to study the cross correlation between an $m$-sequence of period $2^m-1$ and the $d$-decimation of an $m$-sequence of shorter period $2^{n}-1$ for an even number $m=2n$. Assuming that $d$ satisfies $d(2^l+1)=2^i({\\rm mod} 2^n-1)$ for some $l$ and $i$, we prove the cross correlation takes exactly either three or four values, depending on ${\\rm gcd}(l,n)$ is equal to or larger than 1. The distribution of the correlation values is also completely determined. Our result confirms the numerical phenomenon Helleseth et al found. It is conjectured that there are no more other cases of $d$ that give at most a four-valued cross correlation apart from the ones proved here.
Cross-correlation between thermal Sunyaev-Zeldovich effect and the integrated Sachs-Wolfe effect
Creque-Sarbinowski, Cyril; Bird, Simeon; Kamionkowski, Marc
2016-09-01
Large-angle fluctuations in the cosmic microwave background temperature induced by the integrated Sachs-Wolfe effect and Compton-y distortions from the thermal Sunyaev-Zeldovich (tSZ) effect are both due to line-of-sight density perturbations. Here we calculate the cross-correlation between these two signals. Measurement of this cross-correlation can be used to test the redshift distribution of the tSZ distortion, which has implications for the redshift at which astrophysical processes in clusters begin to operate. We also evaluate the detectability of a y T cross-correlation from exotic early-Universe sources in the presence of this late-time effect.
Error analysis in cross-correlation of sky maps: application to the ISW detection
Cabre, A; Manera, E G M; Cabre, Anna; Fosalba, Pablo; Manera, Enrique Gaztanaga & Marc
2007-01-01
Constraining cosmological parameters from measurements of the Integrated Sachs-Wolfe effect requires developing robust and accurate methods for computing statistical errors in the cross-correlation between maps. This paper presents a detailed comparison of such error estimation applied to the case of cross-correlation of Cosmic Microwave Background (CMB) and large-scale structure data. We compare theoretical models for error estimation with montecarlo simulations where both the galaxy and the CMB maps vary around a fiducial auto-correlation and cross-correlation model which agrees well with the current concordance LCDM cosmology. Our analysis compares estimators both in harmonic and configuration (or real) space, quantifies the accuracy of the error analysis and discuss the impact of partial sky survey area and the choice of input fiducial model on dark-energy constraints. We show that purely analytic approaches yield accurate errors even in surveys that cover only 10% of the sky and that parameter constraint...
Cross-Correlation-Function-Based Multipath Mitigation Method for Sine-BOC Signals
H. H. Chen
2012-06-01
Full Text Available Global Navigation Satellite Systems (GNSS positioning accuracy indoor and urban canyons environments are greatly affected by multipath due to distortions in its autocorrelation function. In this paper, a cross-correlation function between the received sine phased Binary Offset Carrier (sine-BOC modulation signal and the local signal is studied firstly, and a new multipath mitigation method based on cross-correlation function for sine-BOC signal is proposed. This method is implemented to create a cross-correlation function by designing the modulated symbols of the local signal. The theoretical analysis and simulation results indicate that the proposed method exhibits better multipath mitigation performance compared with the traditional Double Delta Correlator (DDC techniques, especially the medium/long delay multipath signals, and it is also convenient and flexible to implement by using only one correlator, which is the case of low-cost mass-market receivers.
Arif Billah Dar
2014-01-01
Full Text Available This paper investigates the synchronization of fixed income markets within Eurozone countries using the new wavelet based methodology. Conventional wavelet methods that use multivariate set of variables to calculate pairwise correlation and cross correlation lead to spurious correlation due to possible relationships with other variables, amplification of type-1 errors, and results, in the form of large set of erroneous graphs. Given these disadvantages of conventional wavelet based pairwise correlation and cross-correlation method, we avoid these limitations by using wavelet multiple correlation and multiple cross correlations to analyze the relationships in Eurozone fixed income markets. Our results based on this methodology indicate that Eurozone fixed income markets are highly integrated and this integration grows with timescales, and hence there is almost no scope for independent monetary policy and bond diversification in these countries.
On the reliability of direct Rayleigh-wave estimation from multicomponent cross-correlations
Xu, Zongbo; Mikesell, T. Dylan
2017-09-01
Seismic interferometry is routinely used to image and characterize underground geology. The vertical component cross-correlations (CZZ) are often analysed in this process; although one can also use radial component and multicomponent cross-correlations (CRR and CZR, respectively), which have been shown to provide a more accurate Rayleigh-wave Green's function than CZZ when sources are unevenly distributed. In this letter, we identify the relationship between the multicomponent cross-correlations (CZR and CRR) and the Rayleigh-wave Green's functions to show why CZR and CRR are less sensitive than CZZ to non-stationary phase source energy. We demonstrate the robustness of CRR with a synthetic seismic noise data example. These results provide a compelling reason as to why CRR should be used to estimate the dispersive characteristics of the direct Rayleigh wave with seismic interferometry when the signal-to-noise ratio is high.
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.
Effects of Cross-Correlation Colour Noises on Tumour Growth Process
WANG Xian-Ju; ZENG Chang-Chun; DENG Xiao-Yuan; LIU Song-Hao; LIU Liang-Gang
2005-01-01
@@ We present a tumour cell growth process model including a multiplicative coloured noise and an additive coloured noise correlated. How the noise cross-correlation intensity λ and correlation time - can affect the steady state properties of tumour cell growth model are discussed by solving an approximative Fokker-Planck equation. It is found that the increase of noise correlation time т- can cause the tumour cell number increasing, but the increase of multiplicative noise intensity can cause the tumour cell number extinction. We also find that the increase of cross-correlation intensity λ in the case of 0 ＜λ＜ 1 can cause the tumour cell number extinction, whereas increase of cross-correlation intensity λ in the case of λ＜ 0 can cause the tumour cell number increasing.
Evaluation of cross correlation technique to measure flow in pipes of the oil industry
Avilan, Eddie J., E-mail: eddieavilan@gmail.com [Universidad Central de Venezuela (UCV), Facultad de Ingenieria, Departamento de Fisica Aplicada, Caracas (Venezuela, Bolivarian Republic of); Reis, Verginia, E-mail: verginia@nuclear.ufrj.br [Coordenacao dos Programas de Pos-Graduacao em Engenharia (PEN/COPPE/UFRJ), Rio de Janeiro, RJ (Brazil). Programa de Engenharia Nuclear; Barreira, Luis E.; Salgado, Cesar Marques, E-mail: brandao@ien.gov.br, E-mail: otero@ien.gov.br [Instituto de Engenharia Nuclear (DIRA/IEN/CNEN-RJ), Rio de Janeiro, RJ (Brazil). Divisao de Radiofarmacos
2013-07-01
The present work is concerned with the use of the cross correlation technique to measure delay time between two simulated signals displaced with respect to time, in order to develop a cross correlator system that will be used to measure the water and oil pipes flowrate in which the detection system is composed by two external low intensity radiation sources located along the tube and two NaI(Tl) gamma-ray detectors. The final purpose of the correlator system is to use the natural disturbances, as the turbulence in the own flow rather than to inject radioactive tracers to the fluid flow as usually is carried out. In the design of this correlator is evaluated the point-by-point calculation method for the cross correlation function in order to produce a system accurate and fast. This method is divided at the same time in three modes of operation: direct, relay and polarity. (author)
Cross-correlation analysis of stock markets using EMD and EEMD
Xu, Mengjia; Shang, Pengjian; Lin, Aijing
2016-01-01
Empirical mode decomposition (EMD) is a data-driven signal analysis method for nonlinear and nonstationary data. Since it is intuitive, direct, posterior and adaptive, EMD is widely applied to various fields of study. In this paper, EMD and ensemble empirical mode decomposition (EEMD), a modified method of EMD, are applied to financial time series. Through analyzing the intrinsic mode functions (IMFs) of EMD and EEMD, we find EEMD method performs better on the orthogonality of IMFs than EMD. With clustering the ordered frequencies of IMFs, the IMFs obtained from EEMD method are grouped into high-, medium-, and low-frequency components, representing the short-, medium-, and long-term volatilities of the index sequences, respectively. With the cross-correlation analysis of DCCA cross-correlation coefficient, our findings allow us to gain further and detailed insight into the cross-correlations of stock markets.
Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations
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.
KERNEL FEATURE CROSS-CORRELATION FOR UNSUPERVISED QUANTIFICATION OF DAMAGE FROM WINDTHROW IN FORESTS
F. Pirotti
2016-06-01
Full Text Available In this study estimation of tree damage from a windthrow event using feature detection on RGB high resolution imagery is assessed. An accurate quantitative assessment of the damage in terms of volume is important and can be done by ground sampling, which is notably expensive and time-consuming, or by manual interpretation and analyses of aerial images. This latter manual method also requires an expert operator investing time to manually detect damaged trees and apply relation functions between measures and volume which are also error-prone. In the proposed method RGB images with 0.2 m ground sample distance are analysed using an adaptive template matching method. Ten images corresponding to ten separate study areas are tested. A 13x13 pixels kernel with a simplified linear-feature representation of a cylinder is applied at different rotation angles (from 0° to 170° at 10° steps. The higher values of the normalized cross-correlation (NCC of all angles are recorded for each pixel for each image. Several features are tested: percentiles (75, 80, 85, 90, 95, 99, max and sum and number of pixels with NCC above 0.55. Three regression methods are tested, multiple regression (mr, support vector machines (svm with linear kernel and random forests. The first two methods gave the best results. The ground-truth was acquired by ground sampling, and total volumes of damaged trees are estimated for each of the 10 areas. Damaged volumes in the ten areas range from ~1.8 x102 m3 to ~1.2x104 m3. Regression results show that smv regression method over the sum gives an R-squared of 0.92, a mean of absolute errors (MAE of 255 m3 and a relative absolute error (RAE of 34% using leave-one-out cross validation from the 10 observations. These initial results are encouraging and support further investigations on more finely tuned kernel template metrics to define an unsupervised image analysis process to automatically assess forest damage from windthrow.
Kernel Feature Cross-Correlation for Unsupervised Quantification of Damage from Windthrow in Forests
Pirotti, F.; Travaglini, D.; Giannetti, F.; Kutchartt, E.; Bottalico, F.; Chirici, G.
2016-06-01
In this study estimation of tree damage from a windthrow event using feature detection on RGB high resolution imagery is assessed. An accurate quantitative assessment of the damage in terms of volume is important and can be done by ground sampling, which is notably expensive and time-consuming, or by manual interpretation and analyses of aerial images. This latter manual method also requires an expert operator investing time to manually detect damaged trees and apply relation functions between measures and volume which are also error-prone. In the proposed method RGB images with 0.2 m ground sample distance are analysed using an adaptive template matching method. Ten images corresponding to ten separate study areas are tested. A 13x13 pixels kernel with a simplified linear-feature representation of a cylinder is applied at different rotation angles (from 0° to 170° at 10° steps). The higher values of the normalized cross-correlation (NCC) of all angles are recorded for each pixel for each image. Several features are tested: percentiles (75, 80, 85, 90, 95, 99, max) and sum and number of pixels with NCC above 0.55. Three regression methods are tested, multiple regression (mr), support vector machines (svm) with linear kernel and random forests. The first two methods gave the best results. The ground-truth was acquired by ground sampling, and total volumes of damaged trees are estimated for each of the 10 areas. Damaged volumes in the ten areas range from ~1.8 x102 m3 to ~1.2x104 m3. Regression results show that smv regression method over the sum gives an R-squared of 0.92, a mean of absolute errors (MAE) of 255 m3 and a relative absolute error (RAE) of 34% using leave-one-out cross validation from the 10 observations. These initial results are encouraging and support further investigations on more finely tuned kernel template metrics to define an unsupervised image analysis process to automatically assess forest damage from windthrow.
Precise optical modeling for LED lighting verified by cross correlation in the midfield region.
Sun, Ching-Cherng; Lee, Tsung-Xian; Ma, Shih-Hsin; Lee, Ya-Luan; Huang, Shih-Ming
2006-07-15
A novel LED modeling algorithm for precise three-dimensional light pattern simulation is proposed and demonstrated. We propose to use normalized cross correlation to verify the validity of the simulation in one-dimensional intensity patterns as well as two-dimensional irradiance patterns in various midfield distances and to provide feedback to achieve a successful model. The model is demonstrated to obtain an average of 99% in normalized cross correlation between the simulation light pattern and experimental measurement for a truncated inverse pyramid LED.
The cross-correlation analysis in Z source GX 349+2
Ding, G. Q.; Zhang, W.Y.; Wang, Y. N.; Li, Z. B.; Qu, J. L.; Huang, C. P.
2015-01-01
Using all the observations from Rossi X-ray Timing Explorer for Z source GX 349+2, we systematically carry out cross-correlation analysis between its soft and hard X-ray light curves. During the observations from January 9 to January 29, 1998, GX 349+2 traced out the most extensive Z track on its hardness-intensity diagram, making a comprehensive study of cross-correlation on the track. The positive correlations and positively correlated time lags are detected throughout the Z track. Outside ...
Cross-correlation analysis of the AE index and the interplanetary magnetic field Bz component.
Meng, C.-I.; Tsurutani, B.; Kawasaki, K.; Akasofu, S.-I.
1973-01-01
A cross-correlation study between magnetospheric activity (the AE index) and the southward-directed component of the interplanetary magnetic field (IMF) is made for a total of 792 hours (33 days) with a time resolution of about 5.5 min. The peak correlation tends to occur when the interplanetary data are shifted approximately 40 min later with respect to the AE index data. Cross-correlation analysis is conducted on some idealized wave forms to illustrate that this delay between southward turning of the IMF and the AE index should not be interpreted as being the duration of the growth phase.
Versatile soft X-ray-optical cross-correlator for ultrafast applications
Daniel Schick
2016-09-01
eV up to the hard X-ray regime based on a molybdenum-silicon superlattice. The cross-correlation is done by probing intensity and position changes of superlattice Bragg peaks caused by photoexcitation of coherent phonons. This approach is applicable for a wide range of X-ray photon energies as well as for a broad range of excitation wavelengths and requires no external fields or changes of temperature. Moreover, the cross-correlator can be employed on a 10 ps or 100 fs time scale featuring up to 50% total X-ray reflectivity and transient signal changes of more than 20%.
Experience of application of clamp-on cross-correlation flow meter in nuclear industry
Gurevich, Y. [Daystar Technology Inc., Ontario (Canada); Ton, V.; Kotenyov, S.; Zhao, C. [Ontario Power Generation, Ontario (Canada); Sharp, B.; Lopez, A. [Advanced Measurements and Analysis Group Inc., Ontario (Canada)
2010-07-01
The cross-correlation clamp-on flow meter, CROSSFLOW, developed and manufactured by AMAG, has been used over the world for over 15 years for flow measurements in various systems in nuclear and fossil power plants. Prior that, OPG has used similar technology in Canadian nuclear power plants since 1980-ies. Two recent examples of the application of the clamp-on cross-correlation technology are presented in this paper. In first example OPG meter was used to verify accuracy of ASME nozzles installed in condensate flow lines. In second example AMAG meter was used to measure Diesel Cooling Water (DCW). (author)
Singh, Jaswinder
2013-12-01
The analysis of a three-dimensional (3-D) wavelength/time/space (W-T-S) asynchronous optical CDMA code family is presented considering MAI only under relaxed cross-correlation (λc ⩾ 1). Based on the code performance, it is shown that for code-limited systems (when W and/or T are non-prime), the number of generated codes and hence the supported users can be significantly increased by relaxing the cross-correlation constraint if a slight degradation in code performance can be tolerated.
Period-Different $m$-Sequences With At Most A Four-Valued Cross Correlation
Hu, Lei; Zeng, Xiangyong; Li, Nian; Jiang, Wenfeng
2008-01-01
In this paper, we follow the recent work of Helleseth, Kholosha, Johanssen and Ness to study the cross correlation between an $m$-sequence of period $2^m-1$ and the $d$-decimation of an $m$-sequence of shorter period $2^{n}-1$ for an even number $m=2n$. Assuming that $d$ satisfies $d(2^l+1)=2^i({\\rm mod} 2^n-1)$ for some $l$ and $i$, we prove the cross correlation takes exactly either three or four values, depending on ${\\rm gcd}(l,n)$ is equal to or larger than 1. The distribution of the cor...
Scanning cross-correlator for monitoring uniform 3D ellipsoidal laser beams
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.
Refinement of arrival-time picks using a cross-correlation based workflow
Akram, Jubran; Eaton, David W.
2016-12-01
We propose a new iterative workflow based on cross-correlation for improved arrival-time picking on microseismic data. In this workflow, signal-to-noise ratio (S/N) and polarity weighted stacking are used to minimize the effect of S/N and polarity fluctuations on the pilot waveform computation. We use an exhaustive search technique for polarity estimation through stack power maximization. We use pseudo-synthetic and real microseismic data from western Canada in order to demonstrate the effectiveness of proposed workflow relative to Akaike information criterion (AIC) and a previously published cross-correlation based method. The pseudo-synthetic microseismic waveforms are obtained by introducing Gaussian noise and polarity fluctuations into waveforms from a high S/N microseismic event. We find that the cross-correlation based approaches yield more accurate arrival-time picks as compared to AIC for low S/N waveforms. AIC is not affected by waveform polarities as it works on individual receiver levels whereas the accuracy of existing cross-correlation method decreases in spite of using envelope correlation. We show that our proposed workflow yields better and consistent arrival-time picks regardless of waveform amplitude and polarity variations within the receiver array. After refinement, the initial arrival-time picks are located closer to the best estimated manual picks.
Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach
Hussain, Muntazir; Zebende, Gilney Figueira; Bashir, Usman; Donghong, Ding
2017-01-01
Most empirical literature investigates the relation between oil prices and exchange rate through different models. These models measure this relationship on two time scales (long and short terms), and often fail to observe the co-movement of these variables at different time scales. We apply a detrended cross-correlation approach (DCCA) to investigate the co-movements of the oil price and exchange rate in 12 Asian countries. This model determines the co-movements of oil price and exchange rate at different time scale. The exchange rate and oil price time series indicate unit root problem. Their correlation and cross-correlation are very difficult to measure. The result becomes spurious when periodic trend or unit root problem occurs in these time series. This approach measures the possible cross-correlation at different time scale and controlling the unit root problem. Our empirical results support the co-movements of oil prices and exchange rate. Our results support a weak negative cross-correlation between oil price and exchange rate for most Asian countries included in our sample. The results have important monetary, fiscal, inflationary, and trade policy implications for these countries.
Cross-correlations between 21 cm,X-ray and infrared backgrounds
Huan-Yuan Shan; Bo Qin
2009-01-01
The history of the cosmological reionization is still unclear. Two ionizing sources, stars and QSOs, are believed to play important roles during this epoch. Besides the 21 cm signals, the infrared emission from Pop Ⅲ stars and X-ray photons from QSOs can be powerful probes of the reionization. Here we present a cross-correlation study of the 21 cm, infrared and X-ray backgrounds. The advantage of doing such cross-correlations is that we could highlight the correlated signals and eliminate irrelevant fore-grounds. We develop a shell model to describe the 21 cm signals and find that PopⅢ stars can provide higher 21 cm signals than QSOs. Using the ROSAT data for X-ray and AKARI data for infrared, we predict various cross power spectra analytically and dis-cuss prospects for detecting these cross-correlation signals in future low frequency radio surveys. We find that, although these cross-correlational signals have distinct features, so far, they have been difficult to detect due to the high noise of the soft X-ray and infrared backgrounds given by ROSAT and AKARI.
Detectability of the 21-cm CMB cross-correlation from the epoch of reionization
Tashiro, Hiroyuki; Aghanim, Nabila; Langer, Mathieu; Douspis, Marian; Zaroubi, Saleem; Jelic, Vibor
2010-01-01
The 21-cm line fluctuations and the cosmic microwave background (CMB) are powerful probes of the epoch of reionization of the Universe. We study the potential of the cross-correlation between 21-cm line fluctuations and CMB anisotropy to obtain further constraints on the reionization history. We ana
Cross-correlation between X-ray and optical/near-infrared background intensity fluctuations
Mitchell-Wynne, Ketron; Xue, Yongquan; Luo, Bin; Brandt, William; Koekemoer, Anton
2016-01-01
Angular power spectra of optical and infrared background anisotropies at wavelengths between 0.5 to 5 $\\mu$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 $\\mu$m and 4.5 $\\mu$m has been interpreted as evidence for direct collapse blackholes (DCBHs) present at $z > 12$. Here we return to this cross-correlation and study its wavelength dependence from 0.5 to 4.5 $\\mu$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 $\\mu$m, and two $Spitzer$-IRAC bands at 3.6 $\\mu$m and 4.5 $\\mu$m. We confirm the previously seen cross-correlation between 3.6 $\\mu$m (4.5 $\\mu$m) and X-rays wit...
Lenses in the forest: cross--correlation of the Lyman-alpha flux with CMB lensing
Vallinotto, Alberto; /Paris, Inst. Astrophys. /Fermilab; Das, Sudeep; /Princeton U. Observ. /Princeton U.; Spergel, David N.; /Princeton U. Observ. /APC, Paris; Viel, Matteo; /Trieste Observ. /INFN, Trieste
2009-03-01
We present a theoretical estimate for a new observable: the cross-correlation between the Lyman-{alpha}-flux fluctuations in quasar (QSO) spectra and the convergence of the cosmic microwave background (CMB) 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 QSO spectra of SDSSIII with Planck and 20 for cross-correlating with a future polarization based CMB 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 by observations.
An Ultra-Wideband Cross-Correlation Radiometer for Mesoscopic Experiments
Toonen, Ryan; Haselby, Cyrus; Qin, Hua; Eriksson, Mark; Blick, Robert
2007-03-01
We have designed, built and tested a cross-correlation radiometer for detecting statistical order in the quantum fluctuations of mesoscopic experiments at sub-Kelvin temperatures. Our system utilizes a fully analog front-end--operating over the X- and Ku-bands (8 to 18 GHz)--for computing the cross-correlation function. Digital signal processing techniques are used to provide robustness against instrumentation drifts and offsets. The economized version of our instrument can measure, with sufficient correlation efficiency, noise signals having power levels as low as 10 fW. We show that, if desired, we can improve this performance by including cryogenic preamplifiers which boost the signal-to-noise ratio near the signal source. By adding a few extra components, we can measure both the real and imaginary parts of the cross-correlation function--improving the overall signal-to-noise ratio by a factor of sqrt[2]. We demonstrate the utility of our cross-correlator with noise power measurements from a quantum point contact.
Reimus, Paul W [Los Alamos National Laboratory
2011-01-03
Transport parameter cross correlations are rarely considered in models used to predict radionuclide transport in natural systems. In this paper, it is shown that parameter cross correlations could have a significant impact on radionuclide transport predictions in saturated media. In fractured rock, the positive correlation between fracture apertures and groundwater residence times is shown to result in significantly less retardation due to matrix diffusion than is predicted without the correlation. The suppression of matrix diffusion is further amplified by a tendency toward larger apertures, smaller matrix diffusion coefficients, and less sorption capacity in rocks of lower matrix porosity. In a hypothetical example, strong cross correlations between these parameters result in a decrease in predicted radionuclide travel times of an order of magnitude or more relative to travel times calculated with uncorrelated parameters. In porous media, expected correlations between permeability, porosity, and sorption capacity also result in shorter predicted travel times than when the parameters are assumed to be uncorrelated. Individual parameter standard deviations can also have a significant influence on predicted radionuclide travel times, particularly when cross correlations are considered.
Statistical properties of cross-correlation in the Korean stock market
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.
Cross-correlation of weak lensing and gamma rays: implications for the nature of dark matter
Tröster, Tilman; 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
2016-01-01
We measure the cross-correlation between Fermi-LAT gamma-ray photons and over 1000 deg$^2$ 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 $\\langle\\sigma_\\rm{ann} v \\rangle$, decay rate $\\Gamma_\\rm{dec}$, and particle mass $m_\\rm{DM}$. We find that in th...
Fast 2D Convolutions and Cross-Correlations Using Scalable Architectures.
Carranza, Cesar; Llamocca, Daniel; Pattichis, Marios
2017-05-01
The manuscript describes fast and scalable architectures and associated algorithms for computing convolutions and cross-correlations. The basic idea is to map 2D convolutions and cross-correlations to a collection of 1D convolutions and cross-correlations in the transform domain. This is accomplished through the use of the discrete periodic radon transform for general kernels and the use of singular value decomposition -LU decompositions for low-rank kernels. The approach uses scalable architectures that can be fitted into modern FPGA and Zynq-SOC devices. Based on different types of available resources, for P×P blocks, 2D convolutions and cross-correlations can be computed in just O(P) clock cycles up to O(P(2)) clock cycles. Thus, there is a trade-off between performance and required numbers and types of resources. We provide implementations of the proposed architectures using modern programmable devices (Virtex-7 and Zynq-SOC). Based on the amounts and types of required resources, we show that the proposed approaches significantly outperform current methods.
NMR cross-correlated relaxation rates reveal ion coordination sites in DNA
Fiala, R.; Spackova, N.; Foldynová-Trantírková, S.; Sponer, J.; Sklenár, V.; Trantirek, L.
2011-01-01
In this work, a novel NMR method for the identification of preferential coordination sites between physiologically relevant counterions and nucleic acid bases is demonstrated. In this approach, the NMR cross-correlated relaxation rates between the aromatic carbon chemical shift anisotropy and the pr
Dissociative symptoms and interregional EEG cross-correlations in paranoid schizophrenia.
Bob, Petr; Susta, Marek; Glaslova, Katerina; Boutros, Nash N
2010-05-15
Recent findings indicate that binding and synchronization of distributed activities are crucial for the mechanism of consciousness, and there is increased evidence that disruptions in feature binding produce disintegration of consciousness in schizophrenia. These data suggest that the disrupted binding and disintegration of consciousness could be related to dissociation, which is historically linked to Bleuler's concept of splitting in schizophrenia. In the present study we aimed to investigate relations among electroencephalogram (EEG) activities of cortical sites and used psychometric measures of positive and negative schizophrenia symptoms (Positive and Negative Syndrome Scale) and the Dissociative Experiences Scale (DES) in 58 patients with paranoid schizophrenia. The results show statistically significant Spearman correlations of the DES with cross-correlation function in nine (of 16) EEG pairs. Positive symptoms display significant Spearman correlation with mean of cross-correlation function in only one EEG pair (F4-C4). Results of the Mann-Whitney test between patients with higher (DES > or = 30) and lower dissociation show statistically significant differences between the groups for cross-correlations in nine EEG pairs. The results of this study provide the first supportive evidence for a negative relationship between cross-correlation indices and symptoms of dissociation in schizophrenia.
The Cross-correlation of MgII Absorption and Galaxies in BOSS
Pérez-Ràfols, Ignasi; Lundgren, Britt; Ge, Jian; Petitjean, Patrick; Schneider, Donald P; York, Donald G; Weaver, Benjamin A
2014-01-01
We present a measurement of the cross-correlation of MgII absorption and massive galaxies, using the DR11 galaxy sample of the Baryon Oscillation Spectroscopic Survey of SDSS-III, and the DR7 quasar spectra of SDSS-II. The cross-correlation is measured by stacking quasar absorption spectra shifted to the redshift of galaxies that are within a certain impact parameter bin of the quasar, after dividing by a quasar continuum model. This results in an average MgII equivalent width as a function of impact parameter from a galaxy, ranging from 50 kpc to more than 10 Mpc in proper units, which includes all MgII absorbers. We show that special care needs to be taken to use an unbiased quasar continuum estimator, to avoid systematic errors in the measurement of the mean stacked MgII equivalent width. The measured cross-correlation follows the expected shape of the galaxy correlation function, although measurement errors are large. We use the cross-correlation amplitude to derive the bias factor of MgII absorbers, find...
Kahbasi, A.; Moradi, A.
2016-04-01
The presence of man-made explosions in a seismic catalogue leads to errors in statistical analyses of seismicity. Recently, the need to monitor man-made explosions used for mining, road excavating, and other constructional applications has been become a demanding challenge for the seismologists. In this way, we gain new insight into the cross-correlation technique and conduct this approach to discriminate explosions from seismic datasets. Following this, improved P-wave arrival times are used for more precise relocation. In this study, the waveform cross-correlation technique provides a reliable means for discriminating explosions which have cross-correlation coefficients (CC) of 0.6 or greater with their own corresponding stacked waveforms. The results illustrate that approximately 80 % of seismicity of southeast of Tehran, recorded by the Iranian Seismological Center (IRSC), includes events which have cross-correlation coefficients of ≥0.6 with their corresponding stacked waveforms. Furthermore, with improved P-wave arrival time, there is a better chance to relocate explosions precisely in the region under study.
Intensity mapping cross-correlations: connecting the largest scales to galaxy evolution
Wolz, L.; Tonini, C.; Blake, C.; Wyithe, J. S. B.
2016-05-01
Intensity mapping of the neutral hydrogen (H I) is a new observational tool to efficiently map the large-scale structure over wide redshift ranges. The cross-correlation of intensity maps with galaxy surveys is a robust measure of the cosmological power spectrum and the H I content of galaxies which diminishes systematics caused by instrumental effects and foreground removal. We examine the cross-correlation signature at redshift 0.9 using a semi-analytical galaxy formation model in order to model the H I gas of galaxies as well as their optical magnitudes. We determine the scale-dependent clustering of the cross-correlation power for different types of galaxies determined by their colours, which act as a proxy for their star formation activity. We find that the cross-correlation coefficient with H I density for red quiescent galaxies falls off more quickly on smaller scales k > 0.2 h Mpc-1 than for blue star-forming galaxies. Additionally, we create a mock catalogue of highly star-forming galaxies to mimic the WiggleZ Dark Energy Survey, and use this to predict existing and future measurements using data from the Green Bank telescope and Parkes telescope. We find that the cross-power of highly star-forming galaxies shows a higher clustering on small scales than any other galaxy type and that this significantly alters the power spectrum shape on scales k > 0.2 h Mpc-1. We show that the cross-correlation coefficient is not negligible when interpreting the cosmological cross-power spectrum and additionally contains information about the H I content of the optically selected galaxies.
Cross-correlation of bio-signals using continuous wavelet transform and genetic algorithm.
Sukiennik, Piotr; Białasiewicz, Jan T
2015-05-30
Continuous wavelet transform allows to obtain time-frequency representation of a signal and analyze short-lived temporal interaction of concurrent processes. That offers good localization in both time and frequency domain. Scalogram and coscalogram analysis of two signal interaction dynamics gives an indication of the cross-correlation of analyzed signals in both domains. We have used genetic algorithm with a fitness function based on signals convolution to find time delay between investigated signals. Two methods of cross-correlation are proposed: one that finds single delay for analyzed signals, and one returns a vector of delay values for each of wavelet transform sub-band center frequencies. Algorithms were implemented using MATLAB. We have extracted the data of simultaneously recorded encephalogram and arterial blood pressure and have investigated their interaction dynamics. We found time delay whose value cannot be precisely determined by scalograms and coscalogram inspection. The biomedical signals used come from MIMIC database. Cross-correlation of two complex signals is commonly performed using fast Fourier transform. It works well for signals with invariant frequency content. We have determined the time delay between analyzed signals using wavelet scalograms and we have accordingly shifted one of them, aligning associated events. Their coscalogram indicates the cross-correlation of the associated events. Introducing new methods of wavelet transform in cross-correlation analysis has proven to be beneficial to the gain of the information about process interaction. Introduced solutions could be used to reason about causality between processes and gain bigger insight regarding analyzed systems. Copyright © 2015 Elsevier B.V. All rights reserved.
Ma, Pengcheng; Li, Daye; Li, Shuo
2016-02-01
Using one minute high-frequency data of the Shanghai Composite Index (SHCI) and the Shenzhen Composite Index (SZCI) (2007-2008), we employ the detrended fluctuation analysis (DFA) and the detrended cross correlation analysis (DCCA) with rolling window approach to observe the evolution of market efficiency and cross-correlation in pre-crisis and crisis period. Considering the fat-tail distribution of return time series, statistical test based on shuffling method is conducted to verify the null hypothesis of no long-term dependence. Our empirical research displays three main findings. First Shanghai equity market efficiency deteriorated while Shenzhen equity market efficiency improved with the advent of financial crisis. Second the highly positive dependence between SHCI and SZCI varies with time scale. Third financial crisis saw a significant increase of dependence between SHCI and SZCI at shorter time scales but a lack of significant change at longer time scales, providing evidence of contagion and absence of interdependence during crisis.
Three dimensional winds: A maximum cross-correlation application to elastic lidar data
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.
Bobrov, Dmitry; Rozhkov, Mikhail
2013-01-01
Waveform cross correlation is an efficient tool for detection and characterization of seismic signals. The efficiency critically depends on the availability of master events. For the purposes of the Comprehensive Nuclear-Test-Ban Treaty, cross correlation can globally reduce the threshold monitoring by 0.3 to 0.4 magnitude units. In seismically active regions, the optimal choice of master events is straightforward. There are two approaches to populate the global grid in aseismic areas: the replication of real masters and synthetic seismograms calculated for seismic arrays of the International Monitoring System. Synthetic templates depend on the accuracy of shape and amplitude predictions controlled by focal depth and mechanism, source function, velocity structure and attenuation along the master/station path. As in Part I, we test three focal mechanisms (explosion, thrust fault, and actual Harvard CMT solution for one of the April 11, 2012 Sumatera aftershocks) and two velocity structures (ak135 and CRUST 2.0...
Interpreting Cross-correlations of One-bit Filtered Seismic Noise
Hanasoge, Shravan
2013-01-01
Seismic noise, generated by oceanic microseisms and other sources, illuminates the crust in a manner different from tectonic sources, and therefore provides independent information. The primary measurable is the two-point cross-correlation, evaluated using traces recorded at a pair of seismometers over a finite-time interval. However, raw seismic traces contain intermittent large-amplitude perturbations arising from tectonic activity and instrumental errors, which may corrupt the estimated cross-correlations of microseismic fluctuations. In order to diminish the impact of these perturbations, the recorded traces are filtered using the nonlinear one-bit digitizer, which replaces the measurement by its sign. Previous theory shows that for stationary Gaussian-distributed seismic noise fluctuations one-bit and raw correlation functions are related by a simple invertible transformation. Here we extend this to show that the simple correspondence between these two correlation techniques remains valid for {\\it non-st...
Dynamical Analysis of Stock Market Instability by Cross-correlation Matrix
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.
Falsone, G.; Settineri, D.
2011-06-01
A procedure for evaluating the response cross-correlation of a linear structural system subjected to the action of stationary random multi-correlated processes is presented in this work. It is based on the definition of the fourth-order differential equation governing the modal response cross-correlation and of the corresponding solution. This is expressed in terms of the corresponding fundamental matrix, whose expression is related to the fundamental matrices of the differential equations governing the modal responses. The properties of this matrix allows to define a particular unconditionally stable numerical integration approach, which is composed of two independent step-by-step procedures, a progressive one and a regressive one. The applications have shown a level of accuracy comparable to that corresponding to the numerical solution of the double convolution integral, but the presented approach is characterised by a reduced computational effort.
Spatially varying cross-correlation coefficients in the presence of nugget effects
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.
Vibration measurement based on the optical cross-correlation technique with femtosecond pulsed laser
Han, Jibo; Wu, Tengfei; Zhao, Chunbo; Li, Shuyi
2016-10-01
Two vibration measurement methods with femtosecond pulsed laser based on the optical cross-correlation technique are presented independently in this paper. The balanced optical cross-correlation technique can reflect the time jitter between the reference pluses and measurement pluses by detecting second harmonic signals using type II phase-matched nonlinear crystal and balanced amplified photo-detectors. In the first method, with the purpose of attaining the vibration displacement, the time difference of the reference pulses relative to the measurement pluses can be measured using single femtosecond pulsed laser. In the second method, there are a couple of femtosecond pulsed lasers with high pulse repetition frequency. Vibration displacement associated with cavity length can be calculated by means of precisely measuring the pulse repetition frequency. The results show that the range of measurement attains ±150μm for a 500fs pulse. These methods will be suited for vibration displacement measurement, including laboratory use, field testing and industrial application.
Spatial fluorescence cross correlation spectroscopy by means of a spatial light modulator
Blancquaert, Yoann; Derouard, Jacques; Delon, Antoine
2008-01-01
Spatial Fluorescence Cross Correlation Spectroscopy is a rarely investigated version of Fluorescence Correlation Spectroscopy, in which the fluorescence signals from differ-ent observation volumes are cross-correlated. In the reported experiments, two observation volumes, typically shifted by a few $\\mu$m, are produced, with a Spatial Light Modulator and two adjustable pinholes. We illustrated the feasibility and potentiality of this technique by: i) measuring molecular flows, in the range 0.2 - 1.5 $\\mu$m/ms, of solutions seeded with fluorescent nanobeads or rhodamine molecules (simulating active transport phenomenons); ii) investigating the perme-ability of phospholipidic membrane of Giant Unilamellar Vesicles versus hydrophilic or hydrophobic molecules (in that case the laser spots were set on both sides of the mem-brane). Theoretical descriptions are proposed together with a discussion about FCS based, alternative methods.
Estimation of TOA based MUSIC algorithm and cross correlation algorithm of appropriate interval
Lin, Wei; Liu, Jun; Zhou, Yineng; Huang, Jiyan
2017-03-01
Localization of mobile station (MS) has now gained considerable attention due to its wide applications in military, environmental, health and commercial systems. Phrase angle and encode data of MSK system model are two critical parameters in time-of-arrival (TOA) localization technique; nevertheless, precise value of phrase angle and encode data are not easy to achieved in general. In order to meet the actual situation, we should consider the condition that phase angle and encode data is unknown. In this paper, a novel TOA localization method, which combine MUSIC algorithm and cross correlation algorithm in an appropriate interval, is proposed. Simulations show that the proposed method has better performance than music algorithm and cross correlation algorithm of the whole interval.
X-Ray Cross-Correlation Analysis of Disordered Ensembles of Particles: Potentials and Limitations
R. P. Kurta
2013-01-01
Full Text Available Angular X-ray cross-correlation analysis (XCCA is an approach to study the structure of disordered systems using the results of X-ray scattering experiments. In this paper we summarize recent theoretical developments related to the Fourier analysis of the cross-correlation functions. Results of our simulations demonstrate the application of XCCA to two- and three-dimensional (2D and 3D disordered ensembles of particles. We show that the structure of a single particle can be recovered using X-ray data collected from a 2D disordered system of identical particles. We also demonstrate that valuable structural information about the local structure of 3D systems, inaccessible from a standard small-angle X-ray scattering experiment, can be resolved using XCCA.
Cross-correlation function based multipath mitigation technique for cosine-BOC signals
Huihua Chen; Weimin Jia; Minli Yao
2013-01-01
We propose a new multipath mitigation technique based on cross-correlation function for the new cosine phased binary off-set carrier (cosine-BOC) modulated signals, which wil most likely be employed in both European Galileo system and Chinese Com-pass system. This technique is implemented to create an optimum cross-correlation function via designing the modulated symbols of the local signal. And the structure of the code tracking loop for cosine-BOC signals is quite simple including only two real correla-tors. Results demonstrate that the technique efficiently eliminates the ranging errors in the medium and long multipath regions with respect to the conventional receiver correlation techniques.
A cross-correlation based fiber optic white-light interferometry with wavelet transform denoising
Wang, Zhen; Jiang, Yi; Ding, Wenhui; Gao, Ran
2013-09-01
A fiber optic white-light interferometry based on cross-correlation calculation is presented. The detected white-light spectrum signal of fiber optic extrinsic Fabry-Perot interferometric (EFPI) sensor is firstly decomposed by discrete wavelet transform for denoising before interrogating the cavity length of the EFPI sensor. In measurement experiment, the cross-correlation algorithm with multiple-level calculations is performed both for achieving the high measurement resolution and for improving the efficiency of the measurement. The experimental results show that the variation range of the measurement results was 1.265 nm, and the standard deviation of the measurement results can reach 0.375 nm when an EFPI sensor with cavity length of 1500 μm was interrogated.
Yamanaka, Masanori
2013-08-01
We apply the random matrix theory to analyze the molecular dynamics simulation of macromolecules, such as proteins. The eigensystem of the cross-correlation matrix for the time series of the atomic coordinates is analyzed. We study a data set with seven different sampling intervals to observe the characteristic motion at each time scale. In all cases, the unfolded eigenvalue spacings are in agreement with the predictions of random matrix theory. In the short-time scale, the cross-correlation matrix has the universal properties of the Gaussian orthogonal ensemble. The eigenvalue distribution and inverse participation ratio have a crossover behavior between the universal and nonuniversal classes, which is distinct from the known results such as the financial time series. Analyzing the inverse participation ratio, we extract the correlated cluster of atoms and decompose it to subclusters.
Parker, Stephen R; Ivanov, Eugene N; Tobar, Michael E
2015-01-01
Weakly Interacting Slim Particles (WISPs), such as axions, are highly motivated dark matter candidates. The most sensitive experimental searches for these particles exploit WISP-to-photon conversion mechanisms and use resonant cavity structures to enhance the resulting power signal. For WISPs to constitute Cold Dark Matter their required masses correspond to photons in the microwave spectrum. As such, searches for these types of WISPs are primarily limited by the thermal cavity noise and the broadband first-stage amplifier noise. In this work we propose and then verify two cross-correlation measurement techniques for cavity-based WISP searches. These are two channel measurement schemes where the cross-spectrum is computed, rejecting uncorrelated noise sources while still retaining correlated signals such as those generated by WISPs. The first technique allows for the cavity thermal spectrum to be observed with an enhanced resolution. The second technique cross-correlates two individual cavity/amplifier system...
High-dynamic-range cross-correlator for shot-to-shot measurement of temporal contrast
Kon, Akira; Nishiuchi, Mamiko; Kiriyama, Hiromitsu; Ogura, Koichi; Mori, Michiaki; Sakaki, Hironao; Kando, Masaki; Kondo, Kiminori
2017-01-01
The temporal contrast of an ultrahigh-intensity laser is a crucial parameter for laser plasma experiments. We have developed a multichannel cross-correlator (MCCC) for single-shot measurements of the temporal contrast in a high-power laser system. The MCCC is based on third-order cross-correlation, and has four channels and independent optical delay lines. We have experimentally demonstrated that the MCCC system achieves a high dynamic range of ˜1012 and a large temporal window of ˜1 ns. Moreover, we were able to measure the shot-to-shot fluctuations of a short-prepulse intensity at -26 ps and long-pulse (amplified spontaneous emission, ASE) intensities at -30, -450, and -950 ps before the arrival of the main pulse at the interaction point.
Kitov, Ivan; Turuntaev, Sergey; Konovalov, Alexei; Stepnov, Andrey
2016-04-01
Unusually long duration of seismic activity (more than 20 years) was observed in the aftershock area of the 1995 Neftegorsk, Sakhalin, Russia catastrophic earthquake (Ms=7.6). To study the phenomena, we have processed seismic data from 130 events occurred within that area as measured between 2006 and 2015. In order to improve the accuracy of relative location and magnitude estimation of these events we have applied new techniques based on waveform cross correlation. We use 7 three-component (3-C) seismic stations which detected most of these events. Three-component waveform templates were prepared for these stations from those events which had signals with SNR>5 at vertical channels. The events with 3 and more templates are used as master-events for waveform cross correlation. Overall, the re-estimated location and magnitudes demonstrate higher precisions and are used for the statistical analysis and numerical modelling of seismo-tectonic regime within the studied zone.
Analysis of Green functions obtained by cross-correlations for MASE stations
Padilla, G. V. Vera
2012-04-01
We used continuous records of broadband seismic stations of the MASE experiment to obtain observed Green's functions using the method of ambient noise cross-correlations. The experiment consisted of 100 stations distributed along a perpendicular line to the Mesoamerican trench across the Valley of Mexico. The stations recorded continuously at 100 sps for more than two years. The geometry of the array provide a good opportunity to study the attenuation effects along the coast-perpendicular structure. The method we used to compute Green functions involves a strong data pre-processing (temporal normalization and spectral whitening). However, our results show that the amplitude of the cross-correlations still contains information about the surface waves attenuation and probably local amplification effects. Records from two regional earthquakes located close to Acapulco were used for comparison.
Peri-event cross-correlation over time for analysis of interactions in neuronal firing.
Paiva, António R C; Park, Il; Sanchez, Justin C; Príncipe, José C
2008-01-01
Several methods have been described in the literature to verify the presence of couplings between neurons in the brain. In this paper we introduce the peri-event cross-correlation over time (PECCOT) to describe the interaction among the two neurons as a function of the event onset. Instead of averaging over time, the PECCOT averages the cross-correlation over instances of the event. As a consequence, the PECCOT is able to characterize with high temporal resolution the interactions over time among neurons. To illustrate the method, the PECCOT is applied to a simulated dataset and for analysis of synchrony in recordings of a rat performing a go/no go behavioral lever press task. We verify the presence of synchrony before the lever press time and its suppression afterwards.
Multiplexed multiple-{\\tau} auto- and cross- correlators on a single FPGA
Mocsár, Gábor; Buchholz, Jan; Krieger, Jan Wolfgang; Langowski, Jörg; Vámosi, György
2011-01-01
Fluorescence correlation and cross-correlation spectroscopy (FCS, FCCS) are widely used techniques to study the diffusion properties and interactions of fluorescent molecules. Autocorrelation (ACFs) and cross-correlation functions (CCFs) are typically acquired with fast hardware correlators. Here we introduce a new multiple-{\\tau} hardware correlator design for computing ACFs and CCFs in real time. A scheduling algorithm minimizes the use of hardware resources by calculating the different segments of the correlation function on a single correlator block. The program was written in LabVIEW, enabling computation of two multiple-{\\tau} ACFs and two CCFs on a National Instruments FPGA card (NI 7833R) in real time with a minimal sampling time of 400 ns. Raw data are also stored with a time resolution of 50 ns for later analysis. The design can be adapted to other FPGA cards with only minor changes and extended to evaluate more inputs and correlation functions.
Noise characterization of an Optical Frequency Comb using Offline Cross-Correlation
Khayatzadeh, Ramin; Guyomarc'h, Didier; Ferrand, Didier; Hagel, Gaëtan; Houssin, Marie; Morizot, Olivier; Champenois, Caroline; Knoop, Martina
2016-01-01
Using an offline cross-correlation technique, we have analyzed the noise behavior of a new type of optical frequency comb (OFC), which is carrier envelope offset (CEO) free by configuration, due to difference frequency generation. In order to evaluate the instrument's ultimate noise floor, the phase and amplitude noise of a stabilized OFC are measured simultaneously using two analog-to-digital converters. Carrier recovery and phase detection are done by post-processing, eliminating the need for external phase-locked loops and complex calibration techniques. In order to adapt the measurement noise floor and the number of averages used in cross correlation, an adaptive frequency resolution for noise measurement is applied. Phase noise results are in excellent agreement with measurements of the fluctuations of the repetition frequency of the OFC obtained from optical signal.
Optimal cosmic microwave background map-making in the presence of cross-correlated noise
de Gasperis, G.; Buzzelli, A.; Cabella, P.; de Bernardis, P.; Vittorio, N.
2016-08-01
Aims: We present an extension of the ROMA map-making algorithm for the generation of optimal cosmic microwave background polarization maps. The new code allows for a possible cross-correlated noise component among the detectors of a CMB experiment. A promising application is the forthcoming LSPE balloon-borne experiment, which is devoted to the accurate observation of CMB polarization at large angular scales. Methods: We generalized the noise covariance matrix in time domain to account for all the off-diagonal terms due to the detector cross-talk. Hence, we performed preliminary forecasts of the LSPE-SWIPE instrument. Results: We found that considering the noise cross-correlation among the detectors results in a more realistic estimate of the angular power spectra. In particular, the extended ROMA algorithm has provided a considerable reduction of the spectra error bars. We expect that this improvement could be crucial in constraining the B-mode polarization at the largest scales.
Does the Euro crisis change the cross-correlation pattern between bank shares and national indexes?
Ferreira, Paulo
2016-12-01
The objective of this paper is to analyze if the Euro crisis, which started in 2009, changes the cross-correlation pattern of bank shares with the national stock indexes in both in Eurozone and non-Eurozone countries. We study all banks listed in the main stock indexes of European Union countries, applying the detrended cross-correlation coefficient. An increase in the correlation indicates that the banking sector now has a greater influence in the national index, while a decrease in the correlation means the opposite. Our results show that 19 of the 39 banks analyzed in the Eurozone increased their correlation with national indexes, whilst in the non-Eurozone countries this happened with 14 of the 24 studied banks. While some authors argue that the crisis may have been aggravated by the weight of banks in the economy, Eurozone policy makers should pay attention to this feature.
H-ATLAS High-Z Sources: An Optimal Sample for Cross-Correlation Analyses
González-Nuevo, J; Bianchini, F
2014-01-01
We report a highly signicant ( > 10 ) spatial correlation between galaxies with S 350 m 30 mJy detected in the equatorial elds of the Herschel Astrophysical Terahertz Large Area Survey (H-ATLAS) with estimated redshifts & 1 : 5, and SDSS or GAMA galaxies at 0 : 2 z 0 : 6. The signicance of the cross-correlation is much higher than those reported so far for samples with non-overlapping redshift distributions selected in other wavebands.
Cross-correlation of the cosmic 21-cm signal and Lyman α emitters during reionization
Sobacchi, Emanuele; Mesinger, Andrei; Greig, Bradley
2016-07-01
Interferometry of the cosmic 21-cm signal is set to revolutionize our understanding of the Epoch of Reionization (EoR), eventually providing 3D maps of the early Universe. Initial detections however will be low signal to noise, limited by systematics. To confirm a putative 21-cm detection, and check the accuracy of 21-cm data analysis pipelines, it would be very useful to cross-correlate against a genuine cosmological signal. The most promising cosmological signals are wide-field maps of Lyman α emitting galaxies (LAEs), expected from the Subaru Hyper-Suprime Cam ultradeep field (UDF). Here we present estimates of the correlation between LAE maps at z ˜ 7 and the 21-cm signal observed by both the Low Frequency Array (LOFAR) and the planned Square Kilometre Array Phase 1 (SKA1). We adopt a systematic approach, varying both: (i) the prescription of assigning LAEs to host haloes; and (ii) the large-scale structure of neutral and ionized regions (i.e. EoR morphology). We find that the LAE-21cm cross-correlation is insensitive to (i), thus making it a robust probe of the EoR. A 1000 h observation with LOFAR would be sufficient to discriminate at ≳ 1σ a fully ionized Universe from one with a mean neutral fraction of bar{x}_{H I}≈ 0.50, using the LAE-21 cm cross-correlation function on scales of R ≈ 3-10 Mpc. Unlike LOFAR, whose detection of the LAE-21 cm cross-correlation is limited by noise, SKA1 is mostly limited by ignorance of the EoR morphology. However, the planned 100 h wide-field SKA1-Low survey will be sufficient to discriminate an ionized Universe from one with bar{x}_{H I}=0.25, even with maximally pessimistic assumptions.
Li Yue; Yang Baojun; Lu Peng; Li Shizhe
2003-01-01
In this letter, with the synthesis of usual cross-correlation detecting method andchaotic detecting method, a new detecting system for the weak periodic pulse signal is constituted,in which the two methods can play respective preponderance. Theoretical analyses and simulationstudies have shown that the detecting system is very sensitive to the periodic pulse signal understrong noise background and has exceedingly powerful capability of suppressing complex noise.
Modelling Lyman α forest cross-correlations with LyMAS
Lochhaas, Cassandra; Weinberg, David H.; Peirani, Sébastien; Dubois, Yohan; Colombi, Stéphane; Blaizot, Jérémy; Font-Ribera, Andreu; Pichon, Christophe; Devriendt, Julien
2016-10-01
We use the Lyα Mass Association Scheme (LyMAS) to predict cross-correlations at z = 2.5 between dark matter haloes and transmitted flux in the Lyα forest, and compare to cross-correlations measured for quasars and damped Lyα systems (DLAs) from the Baryon Oscillation Spectroscopic Survey (BOSS) by Font-Ribera et al. We calibrate LyMAS using Horizon-AGN hydrodynamical cosmological simulations of a (100 h- 1 Mpc)3 comoving volume. We apply this calibration to a (1 h- 1 Gpc)3 simulation realized with 20483 dark matter particles. In the 100 h- 1 Mpc box, LyMAS reproduces the halo-flux correlations computed from the full hydrodynamic gas distribution very well. In the 1 h- 1 Gpc box, the amplitude of the large-scale cross-correlation tracks the halo bias bh as expected. We provide empirical fitting functions that describe our numerical results. In the transverse separation bins used for the BOSS analyses, LyMAS cross-correlation predictions follow linear theory accurately down to small scales. Fitting the BOSS measurements requires inclusion of random velocity errors; we find best-fitting rms velocity errors of 399 and 252 {km} {s}^{-1} for quasars and DLAs, respectively. We infer bias-weighted mean halo masses of M_h/10^{12} h^{-1} M_{⊙}=2.19^{+0.16}_{-0.15} and 0.69^{+0.16}_{-0.14} for the host haloes of quasars and DLAs, with ˜0.2 dex systematic uncertainty associated with redshift evolution, intergalactic medium parameters, and selection of data fitting range.
Kirk, D.; Omori, Y.; Benoit-Lévy, A.; Cawthon, R.; Chang, C.; Larsen, P.; Amara, A.; Bacon, D.; Crawford, T. M.; Dodelson, S.; Fosalba, P.; Giannantonio, T.; Holder, G.; Jain, B.; Kacprzak, T.; Lahav, O.; MacCrann, N.; Nicola, A.; Refregier, A.; Sheldon, E.; Story, K. T.; Troxel, M. A.; Vieira, J. D.; Vikram, V.; Zuntz, J.; Abbott, T. M. C.; Abdalla, F. B.; Becker, M. R.; Benson, B. A.; Bernstein, G. M.; Bernstein, R. A.; Bleem, L. E.; Bonnett, C.; Bridle, S. L.; Brooks, D.; Buckley-Geer, E.; Burke, D. L.; Capozzi, D.; Carlstrom, J. E.; Rosell, A. Carnero; Kind, M. Carrasco; Carretero, J.; Crocce, M.; Cunha, C. E.; D'Andrea, C. B.; da Costa, L. N.; Desai, S.; Diehl, H. T.; Dietrich, J. P.; Doel, P.; Eifler, T. F.; Evrard, A. E.; Flaugher, B.; Frieman, J.; Gerdes, D. W.; Goldstein, D. A.; Gruen, D.; Gruendl, R. A.; Honscheid, K.; James, D. J.; Jarvis, M.; Kent, S.; Kuehn, K.; Kuropatkin, N.; Lima, M.; March, M.; Martini, P.; Melchior, P.; Miller, C. J.; Miquel, R.; Nichol, R. C.; Ogando, R.; Plazas, A. A.; Reichardt, C. L.; Roodman, A.; Rozo, E.; Rykoff, E. S.; Sako, M.; Sanchez, E.; Scarpine, V.; Schubnell, M.; Sevilla-Noarbe, I.; Simard, G.; Smith, R. C.; Soares-Santos, M.; Sobreira, F.; Suchyta, E.; Swanson, M. E. C.; Tarle, G.; Thomas, D.; Wechsler, R. H.; Weller, J.
2016-06-01
We measure the cross-correlation between weak lensing of galaxy images and of the cosmic microwave background (CMB). The effects of gravitational lensing on different sources will be correlated if the lensing is caused by the same mass fluctuations. We use galaxy shape measurements from 139 deg2 of the Dark Energy Survey (DES) Science Verification data and overlapping CMB lensing from the South Pole Telescope (SPT) and Planck. The DES source galaxies have a median redshift of zmed ˜ 0.7, while the CMB lensing kernel is broad and peaks at z ˜ 2. The resulting cross-correlation is maximally sensitive to mass fluctuations at z ˜ 0.44. Assuming the Planck 2015 best-fitting cosmology, the amplitude of the DES×SPT cross-power is found to be ASPT = 0.88 ± 0.30 and that from DES×Planck to be APlanck = 0.86 ± 0.39, where A = 1 corresponds to the theoretical prediction. These are consistent with the expected signal and correspond to significances of 2.9σ and 2.2σ, respectively. We demonstrate that our results are robust to a number of important systematic effects including the shear measurement method, estimator choice, photo-z uncertainty and CMB lensing systematics. We calculate a value of A = 1.08 ± 0.36 for DES×SPT when we correct the observations with a simple intrinsic alignment model. With three measurements of this cross-correlation now existing in the literature, there is not yet reliable evidence for any deviation from the expected LCDM level of cross-correlation. We provide forecasts for the expected signal-to-noise ratio of the combination of the five-year DES survey and SPT-3G.
The Dynamics of Nonequilibrium Transitions Induced By the Cross-Correlated Noises: Numerical Results
A.N. Vitrenko
2010-01-01
Full Text Available The dynamic system described by the Langevin equation with two cross-correlated Gaussian white noises is considered. The non-equilibrium probability distribution function of the system is calculated by the numerical methods. The time of change of the initially unimodal distribution to the bimodal one is determined for different values of the control parameter. A critical slowing down in the transition dynamics is demonstrated.
Scambos, Theodore A.; Dutkiewicz, Melanie J.; Wison, Jeremy C.; Bindschadler, Robert A.
1992-01-01
A high-resolution map of the velocity field of the central portion of Ice Stream E in West Antarctica, generated by the displacement-measuring technique, is presented. The use of cross-correlation software is found to be a significant improvement over previous manually based photogrammetric methods for velocity measurement, and is far more cost-effective than in situ methods in remote polar areas. A hue-intensity-saturation image of Ice Stream E and its velocity field is shown.
Phase cross-correlation of the WMAP ILC map and foregrounds
Naselsky, P D; Verkhodanov, O V
2003-01-01
We present a circular cross-correlation tests for the phases of the Internal Linear Combination Map (ILC) and {\\it WMAP}'s foregrounds for all K--W frequency bands at the range of multipoles $\\ell\\le 50$. We have found significant deviations from the expected Poissonian statistics for the ILC and the foregrounds phases. Our analysis shows that the low multipole range of the ILC power spectrum contains some of the foregrounds residues.
Pre-Processing Noise Cross-Correlations with Equalizing the Network Covariance Matrix Eigen-Spectrum
Seydoux, L.; de Rosny, J.; Shapiro, N.
2016-12-01
Theoretically, the extraction of Green functions from noise cross-correlation requires the ambient seismic wavefield to be generated by uncorrelated sources evenly distributed in the medium. Yet, this condition is often not verified. Strong events such as earthquakes often produce highly coherent transient signals. Also, the microseismic noise is generated at specific places on the Earth's surface with source regions often very localized in space. Different localized and persistent seismic sources may contaminate the cross-correlations of continuous records resulting in spurious arrivals or asymmetry and, finally, in biased travel-time measurements. Pre-processing techniques therefore must be applied to the seismic data in order to reduce the effect of noise anisotropy and the influence of strong localized events. Here we describe a pre-processing approach that uses the covariance matrix computed from signals recorded by a network of seismographs. We extend the widely used time and spectral equalization pre-processing to the equalization of the covariance matrix spectrum (i.e., its ordered eigenvalues). This approach can be considered as a spatial equalization. This method allows us to correct for the wavefield anisotropy in two ways: (1) the influence of strong directive sources is substantially attenuated, and (2) the weakly excited modes are reinforced, allowing to partially recover the conditions required for the Green's function retrieval. We also present an eigenvector-based spatial filter used to distinguish between surface and body waves. This last filter is used together with the equalization of the eigenvalue spectrum. We simulate two-dimensional wavefield in a heterogeneous medium with strongly dominating source. We show that our method greatly improves the travel-time measurements obtained from the inter-station cross-correlation functions. Also, we apply the developed method to the USArray data and pre-process the continuous records strongly influenced
Serial and cross-correlation in the Spanish Stock Market returns.
Peña, J.; L. A. GIL-ALANA
2007-01-01
In this paper, we test if stock index prices follow random walks in the Spanish Stock Market by means of variance ratios. We find strong evidence of positive autocorrelation for both IGBM and IBEX35 daily returns until 1977, but not after that date. Although weekly and monthly index positive autocorrelations are not significant during the years 1972-2002, there is significant positive monthly cross-correlation between portfolios based on size. In particular, large stock portfolios seem to lea...
High dynamic range multi-channel cross-correlator for single-shot temporal contrast measurement
Kon, A.; Nishiuchi, M.; Kiriyama, H.; Ogura, K.; Mori, M.; Sakaki, H.; Kando, M.; Kondo, K.
2016-05-01
We have developed a multi-channel cross-correlator for high dynamic range (>1010), single-shot temporal contrast measurements. The correlator utilizes a third-order crosscorrelation technique and has a reference channel, to be normalized by the measured peak intensity, and four independent optical delay lines. The measurement results of the shot-to-shot temporal contrast clearly show the intensity fluctuations of short pre-pulses at -4.5 ps and -26 ps before main pulse.
Modeling Lyman-\\alpha\\ Forest Cross-Correlations with LyMAS
Lochhaas, Cassandra; Peirani, Sébastien; Dubois, Yohan; Colombi, Stéphane; Blaizot, Jérémy; Font-Ribera, Andreu; Pichon, Christophe; Devriendt, Julien
2015-01-01
We use the Ly-$\\alpha$ Mass Association Scheme (LyMAS; Peirani et al. 2014) to predict cross-correlations at z = 2.5 between dark matter halos and transmitted flux in the Ly-$\\alpha$ forest, and we compare these predictions to cross-correlations measured for quasars and damped Ly-$\\alpha$ systems (DLAs) from the Baryon Oscillation Spectroscopic Survey (BOSS) by Font-Ribera et al. (2012, 2013). We calibrate and test LyMAS using Horizon-AGN hydrodynamical cosmological simulations of a $(100\\ h^{-1}\\ \\rm{Mpc})^3$ comoving volume with and without AGN feedback. We apply this calibration to a $(1\\ h^{-1}\\ \\rm{Gpc})^3$ simulation realized with $2048^3$ dark matter particles for our primary predictions. In the $100\\ h^{-1}\\ \\rm{Mpc}$ box, LyMAS reproduces the halo-flux correlations computed from the full hydrodynamic gas distribution essentially perfectly. In the $1\\ h^{-1}\\ \\rm{Gpc}$ box, the amplitude of the cross-correlation tracks the halo bias as expected, and the correlation for a halo sample with a distributio...
The CMBR ISW and HI 21-cm Cross-correlation Angular Power Spectrum
Sarkar, Tapomoy Guha; Bharadwaj, Somnath
2008-01-01
The late-time growth of large scale structures (LSS) is imprinted in the CMBR anisotropy through the Integrated Sachs Wolfe (ISW) effect. This is perceived to be a very important observational probe of dark energy. Future observations of redshifted 21-cm radiation from the cosmological neutral hydrogen (HI) distribution hold the potential of probing the LSS over a large redshift range. We have investigated the possibility of detecting the ISW through cross-correlations between the CMBR anisotropies and redshifted 21-cm observations. Assuming that the HI traces the dark matter, we find that the ISW-HI cross-correlation angular power spectrum at an angular multipole l is proportional to the dark matter power spectrum evaluated at the comoving wave number l/r, where r is the comoving distance to the redshift from which the HI signal originated. The amplitude of the cross-correlation signal depends on parameters related to the HI distribution and the growth of cosmological perturbations. However the cross-correla...
International Data Centre: Reviewed Event Bulletin vs. Waveform Cross Correlation Bulletin
Bobrov, Dmitry; Given, Jeffrey; Khukhuudei, Urtnasan; Kitov, Ivan; Sitnikov, Kirill; Spiliopoulos, Spilio; Zerbo, Lassina
2012-01-01
Our objective is to assess the performance of waveform cross-correlation technique, as applied to automatic and interactive processing of the aftershock sequence of the 2012 Sumatera earthquake relative to the Reviewed Event Bulletin (REB) issued by the International Data Centre. The REB includes 1200 aftershocks between April 11 and May 25 with body wave magnitudes from 3.05 to 6.19. To automatically recover the sequence, we selected sixteen aftershocks with mb between 4.5 and 5.0. These events evenly but sparsely cover the area of the most intensive aftershock activity as recorded during the first two days after the main shock. In our study, waveform templates from only seven IMS array stations with the largest SNRs estimated for the signals from the main shock were used to calculate cross-correlation coefficients over the entire period of 44 days. Approximately 1000000 detections obtained using cross-correlation were then used to build events according to the IDC definition. After conflict resolution betwe...
Bobrov, Dmitry; Rozhkov, Mikhail
2013-01-01
Seismic monitoring of the Comprehensive Nuclear-Test-Ban Treaty using waveform cross correlation requires a uniform coverage of the globe with master events well recorded at array stations of the International Monitoring System. The essence of cross correlation as a monitoring tool consists in a continuous comparison of digital waveforms at a given station with waveform templates from the global set of master events. At array stations, cross correlation demonstrates a higher resolution because the time delays at individual sensors from master and slave events are the same but they may differ from theoretical ones used in standard beamforming. In the regions where master events and thus waveform templates are available, one can reduce the amplitude threshold of signal detection by a factor of 2 to 3 relative to standard beamforming and STA/LTA detector used at the International Data Centre. The gain in sensitivity corresponds to a body wave magnitude reduction by 0.3 to 0.4 units and doubles the number of dete...
Cross-correlation of diffuse synchrotron and large-scale structures
Brown, Shea; Farnsworth, Damon; Rudnick, Lawrence
2010-02-01
We explore for the first time the method of cross-correlation of radio synchrotron emission and tracers of large-scale structure in order to detect the warm-hot intergalactic medium (WHIM). We performed a cross-correlation of a 34° × 34° area of Two-Micron All-Sky Survey (2MASS) galaxies for two redshift slices (0.03 Bonn survey. For this analysis, we assumed that the synchrotron surface brightness is linearly proportional to surface density of galaxies. We also sampled the cross-correlation function (CCF) using 24 distant fields of the same size from the Bonn survey, to better assess the noise properties. Though we obtained a null result, we found that by adding a signal weighted by the 2MASS image with a filament (peak) surface brightness of 1 (7) and 7 (49) mK would produce a 3σ positive correlation for the 0.03 Bonn survey, and demonstrates the power of this technique and its utility for upcoming sensitive continuum surveys such as those planned with the Murchison Widefield Array.
Cross Correlations of X-ray and Optically Selected Clusters With Near Infrared and Optical Galaxies
Sánchez, A G; Böhringer, H; Schücker, P; Sanchez, Ariel G.; Lambas, Diego G.; Boehringer, Hans; Schuecker, Peter
2005-01-01
We compute the real-space cluster-galaxy cross-correlation xi_cg(r) using the ROSAT-ESO Flux Limited X-ray (REFLEX) cluster survey, a group catalogue constructed from the final version of the 2dFGRS, and galaxies extracted from 2MASS and APM surveys. This first detailed calculation of the cross-correlation for X-ray clusters and groups, is consistent with previous works and shows that xi_cg(r) can not be described by a single power law. We analyse the clustering dependence on the cluster X-ray luminosity L_X and virial mass M_vir thresholds as well as on the galaxy limiting magnitude. We also make a comparison of our results with those obtained for the halo-mass cross-correlation function in a LambdaCDM N-body simulation to infer the scale dependence of galaxy bias around clusters. Our results indicate that the distribution of galaxies shows a significant anti-bias at highly non-linear small cluster-centric distances (b_cg(r) ~ 0.7), irrespective of the group/cluster virial mass or X-ray luminosity and galaxy...
Dynamic evolution of cross-correlations in the Chinese stock market.
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 asymmetries and causal relationships between stock and market risk.
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.
Cross-correlation asymmetries and causal relationships between stock and market risk.
Stanislav S Borysov
Full Text Available 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.
Determining the H i content of galaxies via intensity mapping cross-correlations
Wolz, L.; Blake, C.; Wyithe, J. S. B.
2017-09-01
We propose an innovative method for measuring the neutral hydrogen (HI) content of an optically-selected spectroscopic sample of galaxies through cross-correlation with HI intensity mapping measurements. We show that the HI-galaxy cross-power spectrum contains an additive shot noise term which scales with the average HI brightness temperature of the optically-selected galaxies, allowing constraints to be placed on the average HI mass per galaxy. This approach can estimate the HI content of populations too faint to directly observe through their 21cm emission over a wide range of redshifts. This cross-correlation, as a function of optical luminosity or colour, can be used to derive HI-scaling relations. We demonstrate that this signal will be detectable by cross-correlating upcoming Australian SKA Pathfinder (ASKAP) observations with existing optically-selected samples. We also use semi-analytic simulations to verify that the HI mass can be successfully recovered by our technique in the range M_HI > 10^8 M_solar, in a manner independent of the underlying power spectrum shape. We conclude that this method is a powerful tool to study galaxy evolution, which only requires a single intensity mapping dataset to infer complementary HI gas information from existing optical and infra-red observations.
Menon, Ravishankar; Gerstoft, Peter; Hodgkiss, William S
2012-11-01
Cross-correlations of diffuse noise fields can be used to extract environmental information. The influence of directional sources (usually ships) often results in a bias of the travel time estimates obtained from the cross-correlations. Using an array of sensors, insights from random matrix theory on the behavior of the eigenvalues of the sample covariance matrix (SCM) in an isotropic noise field are used to isolate the diffuse noise component from the directional sources. A sequential hypothesis testing of the eigenvalues of the SCM reveals eigenvalues dominated by loud sources that are statistical outliers for the assumed diffuse noise model. Travel times obtained from cross-correlations using only the diffuse noise component (i.e., by discarding or attenuating the outliers) converge to the predicted travel times based on the known array sensor spacing and measured sound speed at the site and are stable temporally (i.e., unbiased estimates). Data from the Shallow Water 2006 experiment demonstrates the effectiveness of this approach and that the signal-to-noise ratio builds up as the square root of time, as predicted by theory.
MEASUREMENT OF 21 cm BRIGHTNESS FLUCTUATIONS AT z {approx} 0.8 IN CROSS-CORRELATION
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.
Measuring Distance Ratios with CMB-Galaxy Lensing Cross-correlations
Das, Sudeep; 10.1103/PhysRevD.79.043509
2009-01-01
We propose a method for cosmographic measurements by combining gravitational lensing of the cosmic microwave background (CMB) with cosmic shear surveys. We cross-correlate the galaxy counts in the lens plane with two different source planes: the CMB at $z \\sim 1100$ and galaxies at an intermediate redshift. The ratio of the galaxy count/CMB lensing cross-correlation to the galaxy count/galaxy lensing cross correlation is shown to be a purely geometric quantity, depending only on the distribution function of the source galaxies. By combining Planck, ADEPT and LSST the ratio can be measured to $\\sim 4%$ accuracy, whereas a future polarization based experiment like CMBPOL can make a more precise ($\\sim 1%$) measurement. For cosmological models where the curvature and the equation of state parameter are allowed to vary, the direction of degeneracy defined by the measurement of this ratio is different from that traced out by Baryon Acoustic Oscillation (BAO) measurements. Combining this method with the stacked clu...
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2000-01-01
In most of real operational conditions only response data are measurable while the actual excitations are unknown, so modal parameter must be extracted only from responses. This paper gives a theoretical formulation for the cross-correlation functions and cross-power spectra between the outputs under the assumption of white-noise excitation. It widens the field of modal analysis under ambient excitation because many classical methods by impulse response functions or frequency response functions can be used easily for modal analysis under unknown excitation. The Polyreference Complex Exponential method and Eigensystem Realization Algorithm using cross-correlation functions in time domain and Orthogonal Polynomial method using cross-power spectra in frequency domain are applied to a steel frame to extract modal parameters under operational conditions. The modal properties of the steel frame from these three methods are compared with those from frequency response functions analysis. The results show that the modal analysis method using cross-correlation functions or cross-power spectra presented in this paper can extract modal parameters efficiently under unknown excitation.
Eigenvalue density of cross-correlations in Sri Lankan financial market
Nilantha, K. G. D. R.; Ranasinghe; Malmini, P. K. C.
2007-05-01
We apply the universal properties with Gaussian orthogonal ensemble (GOE) of random matrices namely spectral properties, distribution of eigenvalues, eigenvalue spacing predicted by random matrix theory (RMT) to compare cross-correlation matrix estimators from emerging market data. The daily stock prices of the Sri Lankan All share price index and Milanka price index from August 2004 to March 2005 were analyzed. Most eigenvalues in the spectrum of the cross-correlation matrix of stock price changes agree with the universal predictions of RMT. We find that the cross-correlation matrix satisfies the universal properties of the GOE of real symmetric random matrices. The eigen distribution follows the RMT predictions in the bulk but there are some deviations at the large eigenvalues. The nearest-neighbor spacing and the next nearest-neighbor spacing of the eigenvalues were examined and found that they follow the universality of GOE. RMT with deterministic correlations found that each eigenvalue from deterministic correlations is observed at values, which are repelled from the bulk distribution.
Jackson, Brian E; Christensen, Jordan J; Singh, Saransh; De Graef, Marc; Fullwood, David T; Homer, Eric R; Wagoner, Robert H
2016-08-01
High-resolution (or "cross-correlation") electron backscatter diffraction analysis (HR-EBSD) utilizes cross-correlation techniques to determine relative orientation and distortion of an experimental electron backscatter diffraction pattern with respect to a reference pattern. The integrity of absolute strain and tetragonality measurements of a standard Si/SiGe material have previously been analyzed using reference patterns produced by kinematical simulation. Although the results were promising, the noise levels were significantly higher for kinematically produced patterns, compared with real patterns taken from the Si region of the sample. This paper applies HR-EBSD techniques to analyze lattice distortion in an Si/SiGe sample, using recently developed dynamically simulated patterns. The results are compared with those from experimental and kinematically simulated patterns. Dynamical patterns provide significantly more precision than kinematical patterns. Dynamical patterns also provide better estimates of tetragonality at low levels of distortion relative to the reference pattern; kinematical patterns can perform better at large values of relative tetragonality due to the ability to rapidly generate patterns relating to a distorted lattice. A library of dynamically generated patterns with different lattice parameters might be used to achieve a similar advantage. The convergence of the cross-correlation approach is also assessed for the different reference pattern types.
Intensity Mapping Cross-Correlations: Connecting the Largest Scales to Galaxy Evolution
Wolz, L; Blake, C; Wyithe, J S B
2015-01-01
Intensity mapping of the neutral hydrogen (HI) is a new observational tool that can be used to efficiently map the large-scale structure of the Universe over wide redshift ranges. The power spectrum of the intensity maps contains cosmological information on the matter distribution and probes galaxy evolution by tracing the HI content of galaxies at different redshifts and the scale-dependence of HI clustering. The cross-correlation of intensity maps with galaxy surveys is a robust measure of the power spectrum which diminishes systematics caused by instrumental effects and foreground removal. We examine the cross-correlation signature at redshift z=0.9 using a variant of the semi-analytical galaxy formation model SAGE (Croton et al. 2016) applied to the Millennium simulation in order to model the HI gas of galaxies as well as their optical magnitudes based on their star-formation history. We determine the clustering of the cross-correlation power for different types of galaxies determined by their colours, ac...
Cross-correlation analysis of mechanomyographic signals detected in two axes.
Beck, Travis W; Dillon, Michael A; DeFreitas, Jason M; Stock, Matt S
2009-12-01
The purpose of this study was to use laser displacement sensors to examine the cross-correlation of surface mechanomyographic (MMG) signals detected from the rectus femoris muscle in perpendicular and transverse axes during isometric muscle actions of the leg extensors. Ten healthy men (mean +/- SD age = 22.1 +/- 1.6 years) and ten healthy women (age = 24.4 +/- 2.8 years) volunteered to perform submaximal to maximal isometric muscle actions of the dominant leg extensors. During each muscle action, two separate MMG signals were detected from the rectus femoris with laser displacement sensors. One MMG sensor was oriented in an axis that was perpendicular (PERP) to the muscle surface, and the second sensor was oriented in an axis that was transverse (TRAN) to the muscle surface. For each subject and force level, the MMG signals from the PERP and TRAN sensors were cross-correlated. The results showed maximum cross-correlation coefficients that ranged from R(x)(,y) = 0.273 to 0.989, but all subjects demonstrated at least one coefficient greater than 0.89. These findings showed a high level of association between the MMG signals detected in the perpendicular and transverse axes. Thus, it may not be necessary to detect MMG signals in multiple axes.
Characterization of spatiotemporally complex gait patterns using cross-correlation signatures.
Park, Kiwon; Dankowicz, Harry; Hsiao-Wecksler, Elizabeth T
2012-05-01
We hypothesize that spatiotemporal joint coupling patterns during gait are closely associated with musculoskeletal injury mechanics. Previous studies examining joint coupling, have primarily focused on coupling between single pairs of neighboring body segments or joints; thus falling short of characterizing the full spatiotemporal complexity across the entire gait apparatus. This study proposes the reliance on properties of the temporal cross-correlation of distinct joint variables as a means to characterize and detect differences in multiple segmental coupling pairs and to quantify how these couplings change between different gait conditions or test groups. In particular, for each subject, a characteristic diagram array is obtained whose entries include the maximum values of the cross-correlation between all pairs of joint variables as well as the associated phase shifts at which these maxima are recorded. Paired t-tests are then used to highlight significant differences in the corresponding entries between two gait conditions. In the present study, this technique was applied to angular displacement and velocity histories across 12 lower extremity joint variables, for healthy subjects with and without a brace on the right knee. As expected, the statistical analysis indicated that the temporal cross-correlations associated with the right knee-angle variables differed the most between the two gait conditions. In addition, significant differences (pknee.
A new method to measure galaxy bias by combining the density and weak lensing fields
Pujol, Arnau; Gaztañaga, Enrique; Amara, Adam; Refregier, Alexandre; Bacon, David J; Carretero, Jorge; Castander, Francisco J; Crocce, Martin; Fosalba, Pablo; Manera, Marc; Vikram, Vinu
2016-01-01
We present a new method to measure the redshift-dependent galaxy bias by combining information from the galaxy density field and the weak lensing field. This method is based on Amara et al. (2012), where they use the galaxy density field to construct a bias-weighted convergence field kg. The main difference between Amara et al. (2012) and our new implementation is that here we present another way to measure galaxy bias using tomography instead of bias parameterizations. The correlation between kg and the true lensing field k allows us to measure galaxy bias using different zero-lag correlations, such as / or /. This paper is the first that studies and systematically tests the robustness of this method in simulations. We use the MICE simulation suite, which includes a set of self-consistent N-body simulations, lensing maps, and mock galaxy catalogues. We study the accuracy and systematic uncertainties associated with the implementation of the method, and the regime where it is consistent with the linear galaxy...
Cao, Guangxi; He, Cuiting; Xu, Wei
2016-03-01
This study investigates the correlation between weather and agricultural futures markets on the basis of detrended cross-correlation analysis (DCCA) cross-correlation coefficients and q-dependent cross-correlation coefficients. In addition, detrended fluctuation analysis (DFA) is used to measure extreme weather and thus analyze further the effect of this condition on agricultural futures markets. Cross-correlation exists between weather and agricultural futures markets on certain time scales. There are some correlations between temperature and soybean return associated with medium amplitudes. Under extreme weather conditions, weather exerts different influences on different agricultural products; for instance, soybean return is greatly influenced by temperature, and weather variables exhibit no effect on corn return. Based on the detrending moving-average cross-correlation analysis (DMCA) coefficient and DFA regression results are similar to that of DCCA coefficient.
Crustal tomography of the Aegean-Anatolian domain using noise cross-correlations
Hubans, Fabien; Paul, Anne; Campillo, Michel; Karabulut, Hayrullah; Hatzidimitriou, Panagiotis
2010-05-01
Data of more than 150 temporary and permanent broadband seismological stations deployed in the Aegean-Anatolian domain between May 2007 and May 2009 are grouped in the SIMBAAD (Seismic Imaging of the Mantle Across the Anatolian Domain) dataset. We compute noise cross-correlations between all station pairs on a 1.5-yr duration. We obtain more than 11.000 correlations for each component of the cross-correlation tensor. We apply a MFA (Multiple Filter Analysis) method to measure group velocity dispersion curves of Rayleigh waves on 4 components of the correlation tensor (ZZ, ZR, RZ, RR) and of Love waves on the TT component, both in positive and negative times. According to the theory, a noise cross-correlation converges to the Green function if noise sources are randomly distributed around the station pair. If this condition is fulfilled, the cross-correlation should be symmetrical in time. We compare group velocity measurements between positive and negative times to evaluate the convergence of each cross-correlation to the Green function. The quality of the symmetry is used to weight the time measurements in the inversion for group velocity maps. In the last step, Rayleigh wave group velocity data are inverted for a 3-D model of S-wave velocity. This processing gives an image of the crustal structure in the area [37-41°N ; 23-33°E] with a horizontal resolution of 60 to 200 km depending on depth and station coverage. The shallowest layers clearly display the present-day thick sedimentary basins (Axios, Thrace, Marmara, Bay of Antalya, ...) and older sedimentary nappes (Lycian nappes, Miocene sediments in the Kirsehir block) as strong low velocity anomalies. At larger depth, Southwestern Anatolia is characterized by a broad low velocity anomaly which contrasts with the higher velocities of the Aegean Sea. We clearly image a West to East increase of Moho depth from 20-25 km in the Aegean Sea to 35 km in the Anatolian plateau. This increase located between 27°E and
F2DPR: a fast and robust cross-correlation technique for volumetric PIV
Earl, Thomas; Jeon, Young Jin; Lecordier, Bertrand; David, Laurent
2016-08-01
The current state-of-the-art in cross-correlation based time-resolved particle image velocimetry (PIV) techniques are the fluid trajectory correlation, FTC (Lynch and Scarano 2013) and the fluid trajectory evaluation based on an ensemble-averaged cross-correlation, FTEE (Jeon et al 2014a). These techniques compute the velocity vector as a polynomial trajectory Γ in space and time, enabling the extraction of beneficial quantities such as material acceleration whilst significantly increasing the accuracy of the particle displacement prediction achieved by standard two-frame PIV. In the context of time-resolved volumetric PIV, the drawback of trajectory computation is the computational expense of the three-dimensional (3D) cross-correlation, exacerbated by the requirement to perform N - 1 cross-correlations, where N (for typically 5≤slant N≤slant 9 ) is the number of sequential particle volumes, for each velocity field. Therefore, the acceleration of this calculation is highly desirable. This paper re-examines the application of two-dimensional (2D) cross-correlation methods to three-dimensional (3D) datasets by Bilsky et al (2011) and the binning techniques of Discetti and Astarita (2012). A new and robust version of the 2D methods is proposed and described, called fast 2D projection—re-projection (f2dpr). Performance tests based on computational time and accuracy for both two-frame and multi-frame PIV are carried out on synthetically generated data. The cases presented herein include uniaxial uniform linear displacements and shear, and simulated turbulence data. The proposed algorithm is shown to be in the order of 10 times faster than a standard 3D FFT without loss of precision for a wide range of synthetic test cases, while combining with the binning technique can yield 50 times faster computation. The algorithm is also applied to reconstructed synthetic turbulent particle fields to investigate reconstruction noise on its performance and no
Kirk, D.; et al.
2015-12-14
We measure the cross-correlation between weak lensing of galaxy images and of the cosmic microwave background (CMB). The effects of gravitational lensing on different sources will be correlated if the lensing is caused by the same mass fluctuations. We use galaxy shape measurements from 139 deg$^{2}$ of the Dark Energy Survey (DES) Science Verification data and overlapping CMB lensing from the South Pole Telescope (SPT) and Planck. The DES source galaxies have a median redshift of $z_{\\rm med} {\\sim} 0.7$, while the CMB lensing kernel is broad and peaks at $z{\\sim}2$. The resulting cross-correlation is maximally sensitive to mass fluctuations at $z{\\sim}0.44$. Assuming the Planck 2015 best-fit cosmology, the amplitude of the DES$\\times$SPT cross-power is found to be $A = 0.88 \\pm 0.30$ and that from DES$\\times$Planck to be $A = 0.86 \\pm 0.39$, where $A=1$ corresponds to the theoretical prediction. These are consistent with the expected signal and correspond to significances of $2.9 \\sigma$ and $2.2 \\sigma$ respectively. We demonstrate that our results are robust to a number of important systematic effects including the shear measurement method, estimator choice, photometric redshift uncertainty and CMB lensing systematics. Significant intrinsic alignment of galaxy shapes would increase the cross-correlation signal inferred from the data; we calculate a value of $A = 1.08 \\pm 0.36$ for DES$\\times$SPT when we correct the observations with a simple IA model. With three measurements of this cross-correlation now existing in the literature, there is not yet reliable evidence for any deviation from the expected LCDM level of cross-correlation, given the size of the statistical uncertainties and the significant impact of systematic errors, particularly IAs. We provide forecasts for the expected signal-to-noise of the combination of the five-year DES survey and SPT-3G.
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.
Multifractal cross-correlations between crude oil and tanker freight rate
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.
Dynamic evolution of cross-correlations in the Chinese stock market.
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.
Sodium boiling detection in LMFBRs by acoustic-neutronic cross correlation
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.
Method of Removing the Cross-correlation Noise for Dual-input and Dual-output SAR
Huang Ping-ping
2012-03-01
Full Text Available According to analysis of separating the mixed echo by suppressing the cross-correlation noise in dual-input and dual-output SAR system, a new method based on threshold filter and inverse filter was proposed. The method can eliminate the most energy of cross-correlation noise by threshold filter, which can suppress the cross-correlation noise well. The principle and implementation steps are presented in detail. The computer simulation and account for the integrated sidelobe ratio showed the effectiveness of the proposed method.
On the interplay between short and long term memory in the power-law cross-correlations setting
Kristoufek, Ladislav
2015-03-01
We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with the characteristics of separate processes. Bivariate Hurst exponent is then equal to an average of separate Hurst exponents of the analyzed processes. Strength of short term memory has no effect on these asymptotic properties. Implications of these findings for the power-law cross-correlations concept are further discussed.
Xie Wen-Xian; Xu Wei; Cai Li
2007-01-01
This paper shows the Fokker-Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker-Planck equation and the definition of Shannon's information entropy, the time dependence of entropy flux and entropy production can be calculated. The present results can be used to explain the extremal behaviour of time dependence of entropy flux and entropy production in view of the dissipative parameter γ of the system, coloured cross-correlation time τ and coloured cross-correlation strength λ.
Efficient focusing scheme for transverse velocity estimation using cross-correlation
Jensen, Jørgen Arendt
2001-01-01
The blood velocity can be estimated by cross-correlation of received RE signals, but only the velocity component along the beam direction is found. A previous paper showed that the complete velocity vector can be estimated, if received signals are focused along lines parallel to the direction...... simulations with Field II. A 64-elements, 5 MHz linear array was used. A parabolic velocity profile with a peak velocity of 0.5 m/s was considered for different angles between the flow and the ultrasound beam and for different emit foci. At 60 degrees the relative standard deviation was 0.58 % for a transmit...
Cross-correlations and joint gaussianity in multivariate level crossing models.
Di Bernardino, Elena; León, José; Tchumatchenko, Tatjana
2014-04-17
A variety of phenomena in physical and biological sciences can be mathematically understood by considering the statistical properties of level crossings of random Gaussian processes. Notably, a growing number of these phenomena demand a consideration of correlated level crossings emerging from multiple correlated processes. While many theoretical results have been obtained in the last decades for individual Gaussian level-crossing processes, few results are available for multivariate, jointly correlated threshold crossings. Here, we address bivariate upward crossing processes and derive the corresponding bivariate Central Limit Theorem as well as provide closed-form expressions for their joint level-crossing correlations.
The cross-correlation of signals and spatial impression in surround sound reproduction
无
2010-01-01
The relationship between the cross-correlation coefficients of feeding signals and auditory spatial impression(ASI) which are created by the left,right,left surround and right surround loudspeakers in 5.1 channel surround sound system is investigated by psychoacoustic experiments.The results show that for reproducing by the front left-right or left-right surround loudspeakers pair,the auditory source width(ASW) can be broadened by controlling the crosscorrelation coefficients of feeding signals to some e...
Cross-correlation of the CMB and foregrounds phases derived from the WMAP data
Naselsky, P D; Verkhodanov, O V
2004-01-01
We present circular and linear cross-correlation tests and the "friend-of-friend" analysis for phases of the Internal Linear Combination Map (ILC) and the WMAP foregrounds for all K--W frequency bands at the range of multipoles $\\ell\\le100$. We compare also Tegmark, de Oliveira-Costa and Hamilton (2003) and Naselsky et al. (2003) cleaned maps with corresponding foregrounds. We have found significant deviations from the expected Poissonian statistics for all the cleaned maps and foregrounds. Our analysis shows that, for a low multipole range of the cleaned maps, power spectra contains some of the foregrounds residuals mainly from the W band.
Asymmetry of cross-correlations between intra-day and overnight volatilities
Zadourian, Rubina; Grassberger, Peter
2017-04-01
We point out a stunning time asymmetry in the short-time cross-correlations between intra-day and overnight volatilities (absolute values of log-returns of stock prices). While overnight volatility is significantly (and positively) correlated with the intra-day volatility during the following day (allowing thus non-trivial predictions), it is much less correlated with the intra-day volatility during the preceding day. While the effect is not unexpected in view of previous observations, its robustness and extreme simplicity are remarkable.
Time-dependent cross-correlations between different stock returns: a directed network of influence.
Kullmann, L; Kertész, J; Kaski, K
2002-08-01
We study the time-dependent cross-correlations of stock returns, i.e., we measure the correlation as the function of the time shift between pairs of stock return time series using tick-by-tick data. We find a weak but significant effect showing that in many cases the maximum correlation appears at nonzero time shift, indicating directions of influence between the companies. Due to the weakness of this effect and the shortness of the characteristic time (of the order of a few minutes), our findings are compatible with market efficiency. The interaction of companies defines a directed network of influence.
Superluminal neutrinos and quantum cross-correlation theory of neutrino source location
Rusov, V D; Tarasov, V A; Sharph, I V; Smolyar, V P; Zelentsova, T N; Merkotan, K K; Linnik, E P; Beglaryan, M E
2012-01-01
Based on the developed cross-correlation theory for remote location of neutrino source with two-detector setup for neutrino detection the modification of arrangement of the OPERA experiment is suggested. Within the framework of computing experiment based on the OPERA experimental data we show that the use of this theory makes it possible not only to determine with high accuracy the delay time between neutrino signals but to eliminate the errors of blind analysis by which all necessary time corrections for determination of signal "technologically unremovable" delay time between CERN and GSL are performed.
A new method to measure galaxy bias by combining the density and weak lensing fields
Pujol, Arnau; Chang, Chihway; Gaztañaga, Enrique; Amara, Adam; Refregier, Alexandre; Bacon, David J.; Carretero, Jorge; Castander, Francisco J.; Crocce, Martin; Fosalba, Pablo; Manera, Marc; Vikram, Vinu
2016-10-01
We present a new method to measure redshift-dependent galaxy bias by combining information from the galaxy density field and the weak lensing field. This method is based on the work of Amara et al., who use the galaxy density field to construct a bias-weighted convergence field κg. The main difference between Amara et al.'s work and our new implementation is that here we present another way to measure galaxy bias, using tomography instead of bias parametrizations. The correlation between κg and the true lensing field κ allows us to measure galaxy bias using different zero-lag correlations, such as / or /. Our method measures the linear bias factor on linear scales, under the assumption of no stochasticity between galaxies and matter. We use the Marenostrum Institut de Ciències de l'Espai (MICE) simulation to measure the linear galaxy bias for a flux-limited sample (i < 22.5) in tomographic redshift bins using this method. This article is the first that studies the accuracy and systematic uncertainties associated with the implementation of the method and the regime in which it is consistent with the linear galaxy bias defined by projected two-point correlation functions (2PCF). We find that our method is consistent with a linear bias at the per cent level for scales larger than 30 arcmin, while non-linearities appear at smaller scales. This measurement is a good complement to other measurements of bias, since it does not depend strongly on σ8 as do the 2PCF measurements. We will apply this method to the Dark Energy Survey Science Verification data in a follow-up article.
Perspectives of cross correlation in seismic monitoring at the International Data Centre
Bobrov, Dmitry; Zerbo, Lassina
2011-01-01
We demonstrate that several techniques based on cross correlation are able to significantly reduce the detection threshold of seismic sources worldwide and to improve the reliability of IDC arrivals by a more accurate estimation of their defining parameters. More than ninety per cent of smaller REB events can be built in automatic processing while completely fitting the REB event definition criteria. The rate of false alarms, as compared to the events rejected from the SEL3 in the current interactive processing, has also been dramatically reduced by several powerful filters. The principal filter is the difference of arrival times between the master events and newly built events at three or more primary stations, which should lie in a narrow range of a few seconds. Two effective pre-filters are f-k analysis and Fprob based on correlation traces instead of original waveforms. As a result, cross correlation may reduce the overall workload related to IDC interactive analysis and provide a precise tool for quality...
Measurement of the dipole in the cross-correlation function of galaxies
Gaztanaga, Enrique; Hui, Lam
2017-01-01
It is usually assumed that in the linear regime the two-point correlation function of galaxies contains only a monopole, quadrupole and hexadecapole. Looking at cross-correlations between different populations of galaxies, this turns out not to be the case. In particular, the cross-correlations between a bright and a faint population of galaxies contain also a dipole. In this paper we present the first attempt to measure this dipole. We discuss the four types of effects that contribute to the dipole: relativistic distortions, evolution effect, wide-angle effect and large-angle effect. We show that the first three contributions are intrinsic anti-symmetric contributions that do not depend on the choice of angle used to measure the dipole. On the other hand the large-angle effect appears only if the angle chosen to extract the dipole breaks the symmetry of the problem. We show that the relativistic distortions, the evolution effect and the wide-angle effect are too small to be detected in the LOWz and CMASS sam...
Relative location using waveform cross correlation: comparison of the Aitik and Kiruna mines
Rozhkov, Mikhail; Bobrov, Dmitry; Kitov, Ivan; Yedlin, Matthew
2017-04-01
Waveform cross correlation (WCC) is a powerful tool of signal detection from repeated events like mining blasts. In this study, we use seismic data measured at four array stations (ARCES, FINES, NOA, and HFS) of the International Monitoring System (IMS) from two quarries in Sweden - the Aitik copper and Kiruna iron mines. Both mines are characterized by intensive blasting practice, with hundreds of blasts found by the International Data Centre and available in its Reviewed Events Bulletin. In our previous study, we applied the WCC method to these repeated signals and estimated the overall similarity of signals at one mine and between mines. In order to provide the best use of the whole multitude of historical events and to reduce the number of waveform templates needed for comprehensive signal detection and association, we applied several high-order factorization techniques to the tensor based representation of seismic array data, so the lower order tensor construction was used as synthetic waveform template set. As a result, we found that signals from two mines might correlate and the only reliable method to actually distinguish between blasts conducted at the Aitik and Kiruna mines is to locate them using arrival times obtained by cross correlation. Here, we present select results of detection, relative location and mine identification as obtained since the end of 2016. This is an out-of-sample test of the procedures related to the WCC method.
Herschel-ATLAS/GAMA: SDSS cross-correlation induced by weak lensing
González-Nuevo, J; Negrello, M; Danese, L; De Zotti, G; Amber, S; Baes, M; Bland-Hawthorn, J; Bourne, N; Brough, S; Bussmann, R S; Cai, Z -Y; Cooray, A; Dunne, L; Dye, S; Eales, S; Ibar, E; Ivison, R; Liske, J; Loveday, J; Maddox, S; Michałowski, M J; Schneider, M D; Scott, D; Smith, M W L; Valiante, E; Xia, J -Q
2014-01-01
We report a highly significant ($>10\\sigma$) spatial correlation between galaxies with $S_{350\\mu\\rm m}\\ge 30\\,$mJy detected in the equatorial fields of the \\textsl{Herschel} Astrophysical Terahertz Large Area Survey (H-ATLAS) with estimated redshifts $\\gtrsim 1.5$, and SDSS or GAMA galaxies at $0.2\\le z\\le 0.6$. The significance of the cross-correlation is much higher than those reported so far for samples with non-overlapping redshift distributions selected in other wavebands. Extensive, realistic simulations of clustered sub-mm galaxies amplified by foreground structures confirm that the cross-correlation is explained by weak gravitational lensing ($\\mu<2$). The simulations also show that the measured amplitude and range of angular scales of the signal are larger than can be accounted for by galaxy-galaxy weak lensing. However, for scales $\\lesssim 2\\,$arcmin, the signal can be reproduced if SDSS/GAMA galaxies act as signposts of galaxy groups/clusters with halo masses in the range ~$10^{13.2}$--$10^{14...
Keranmu Xielifuguli
2014-01-01
Full Text Available People often make decisions based on sensitivity rather than rationality. In the field of biological information processing, methods are available for analyzing biological information directly based on electroencephalogram: EEG to determine the pleasant/unpleasant reactions of users. In this study, we propose a sensitivity filtering technique for discriminating preferences (pleasant/unpleasant for images using a sensitivity image filtering system based on EEG. Using a set of images retrieved by similarity retrieval, we perform the sensitivity-based pleasant/unpleasant classification of images based on the affective features extracted from images with the maximum entropy method: MEM. In the present study, the affective features comprised cross-correlation features obtained from EEGs produced when an individual observed an image. However, it is difficult to measure the EEG when a subject visualizes an unknown image. Thus, we propose a solution where a linear regression method based on canonical correlation is used to estimate the cross-correlation features from image features. Experiments were conducted to evaluate the validity of sensitivity filtering compared with image similarity retrieval methods based on image features. We found that sensitivity filtering using color correlograms was suitable for the classification of preferred images, while sensitivity filtering using local binary patterns was suitable for the classification of unpleasant images. Moreover, sensitivity filtering using local binary patterns for unpleasant images had a 90% success rate. Thus, we conclude that the proposed method is efficient for filtering unpleasant images.
Méndez, Vicenç; Denisov, S I; Campos, Daniel; Horsthemke, Werner
2014-07-01
We derive the Fokker-Planck equation for multivariable Langevin equations with cross-correlated Gaussian white noises for an arbitrary interpretation of the stochastic differential equation. We formulate the conditions when the solution of the Fokker-Planck equation does not depend on which stochastic calculus is adopted. Further, we derive an equivalent multivariable Ito stochastic differential equation for each possible interpretation of the multivariable Langevin equation. To demonstrate the usefulness and significance of these general results, we consider the motion of Brownian particles. We study in detail the stability conditions for harmonic oscillators with two white noises, one of which is additive, random forcing, and the other, which accounts for fluctuations of either the damping or the spring coefficient, is multiplicative. We analyze the role of cross correlation in terms of the different noise interpretations and confirm the theoretical predictions via numerical simulations. We stress the interest of our results for numerical simulations of stochastic differential equations with an arbitrary interpretation of the stochastic integrals.
Investigation of cosmic ray penetration with wavelet cross-correlation analysis
Yang, Rui-zhi
2016-01-01
Aims. We use Fermi and Planck data to calculate the cross correlation between gamma ray signal and gas distribution in different scales in giant molecular clouds (GMC). Then we investigate the cosmic rays (CRs) penetration in GMCs with these informations. Methods.We use the wavelet technique to decompose both the gamma ray and dust opacity maps in different scales, then we calculate the wavelet cross correlation functions in these scales. We also define wavelet response as an analog to the impulsive response in Fourier transform and calculate that in different scales down to Fermi angular resolution. Results. The gamma ray maps above 2 GeV show strong correlation with the dust opacity maps, the correlation coefficient is larger than 0.9 above a scale of 0.4 degree.The derived wavelet response is uniform in different scales. Conclusions. We argue that the CR above 10 GeV can penetrate the giant molecular cloud freely and the CRs distributions in the same energy range are uniform down to parsec scale.
Time Reversal Mirrors and Cross Correlation Functions in Acoustic Wave Propagation
Fishman, Louis; Jonsson, B. Lars G.; de Hoop, Maarten V.
2009-03-01
In time reversal acoustics (TRA), a signal is recorded by an array of transducers, time reversed, and then retransmitted into the configuration. The retransmitted signal propagates back through the same medium and retrofocuses on the source that generated the signal. If the transducer array is a single, planar (flat) surface, then this configuration is referred to as a planar, one-sided, time reversal mirror (TRM). In signal processing, for example, in active-source seismic interferometry, the measurement of the wave field at two distinct receivers, generated by a common source, is considered. Cross correlating these two observations and integrating the result over the sources yield the cross correlation function (CCF). Adopting the TRM experiments as the basic starting point and identifying the kinematically correct correspondences, it is established that the associated CCF signal processing constructions follow in a specific, infinite recording time limit. This perspective also provides for a natural rationale for selecting the Green's function components in the TRM and CCF expressions. For a planar, one-sided, TRM experiment and the corresponding CCF signal processing construction, in a three-dimensional homogeneous medium, the exact expressions are explicitly calculated, and the connecting limiting relationship verified. Finally, the TRM and CCF results are understood in terms of the underlying, governing, two-way wave equation, its corresponding time reversal invariance (TRI) symmetry, and the absence of TRI symmetry in the associated one-way wave equations, highlighting the role played by the evanescent modal contributions.
Hojjati, Alireza; Harnois-Deraps, Joachim; Ma, Yin-Zhe; Van Waerbeke, Ludovic; Hinshaw, Gary; Brun, Amandine M C Le
2014-01-01
We use the cosmo-OWLS suite of cosmological hydrodynamical simulations, which includes different galactic feedback models, to predict the cross-correlation signal between weak gravitational lensing and the thermal Sunyaev-Zeldovich (tSZ) $y$-parameter. The predictions are compared to the recent detection reported by van Waerbeke and collaborators. The simulations reproduce the weak lensing-tSZ cross-correlation, $\\xi_{y\\kappa}(\\theta)$, well. The uncertainty arising from different possible feedback models appears to be important on small scales only ($\\theta \\lesssim 10$ arcmin), while the amplitude of the correlation on all scales is sensitive to cosmological parameters that control the growth rate of structure (such as $\\sigma_8$, $\\Omega_m$ and $\\Omega_b$). This study confirms our previous claim (in Ma et al.) that a significant proportion of the signal originates from the diffuse gas component in low-mass ($M_{\\rm{halo}} \\lesssim 10^{14} M_{\\odot}$) clusters as well as from the region beyond the virial ra...
Cross-correlation of the cosmic 21-cm signal and Lyman Alpha Emitters during reionization
Sobacchi, Emanuele; Greig, Bradley
2016-01-01
Interferometry of the cosmic 21-cm signal is set to revolutionize our understanding of the Epoch of Reionization (EoR), eventually providing 3D maps of the early Universe. Initial detections however will be low signal-to-noise, limited by systematics. To confirm a putative 21-cm detection, and check the accuracy of 21-cm data analysis pipelines, it would be very useful to cross-correlate against a genuine cosmological signal. The most promising cosmological signals are wide-field maps of Lyman alpha emitting galaxies (LAEs), expected from the Subaru Hyper-Suprime Cam (HSC) Ultra-Deep field. Here we present estimates of the correlation between LAE maps at z~7 and the 21-cm signal observed by both the Low Frequency Array (LOFAR) and the planned Square Kilometer Array Phase 1 (SKA1). We adopt a systematic approach, varying both: (i) the prescription of assigning LAEs to host halos; and (ii) the large-scale structure of neutral and ionized regions (i.e. EoR morphology). We find that the LAE-21cm cross-correlation...
A cross-correlation objective function for least-squares migration and visco-acoustic imaging
Dutta, Gaurav
2014-08-05
Conventional acoustic least-squares migration inverts for a reflectivity image that best matches the amplitudes of the observed data. However, for field data applications, it is not easy to match the recorded amplitudes because of the visco-elastic nature of the earth and inaccuracies in the estimation of source signature and strength at different shot locations. To relax the requirement for strong amplitude matching of least-squares migration, we use a normalized cross-correlation objective function that is only sensitive to the similarity between the predicted and the observed data. Such a normalized cross-correlation objective function is also equivalent to a time-domain phase inversion method where the main emphasis is only on matching the phase of the data rather than the amplitude. Numerical tests on synthetic and field data show that such an objective function can be used as an alternative to visco-acoustic least-squares reverse time migration (Qp-LSRTM) when there is strong attenuation in the subsurface and the estimation of the attenuation parameter Qp is insufficiently accurate.
Detection of weak gravitational lensing magnification from Galaxy-QSO cross-correlation in the SDSS
Gaztañaga, E
2003-01-01
We report a detection of galaxy-QSO cross-correlation w_{GQ} in the Sloan Digital Sky Survey (SDSS) Early Data Release (EDR) over 0.2-30 arc-minute scales. We cross-correlate galaxy samples of different mean depths r'=19-22 (z_G =0.15-0.35) with the main QSO population (i'_Q <19.2) at \\zbar_Q \\simeq 1.6. We find positive detection in most cases (except for the faintest QSOs as expeceted) with up to 8-sigma significance. The amplitude of the signal on arc-minute scales is about 20% at z_G=0.15 decreasing to 10% at z_G =0.35 This is a few times larger than currently expected from structure formation LCDM models o but confirms, at a higher significance, previous measurements by several groups. The shape and redshift evolution agrees well with being a lensing signal. We also find a 3-sigma detection for the (pseudo) skewness (galaxy-galaxy-QSO correlation): S_3 = 18.6 \\pm 5.7$ The data indicates very strong non-linear amplitude for the underlaying matter fluctuations scales of 0.2$ Mpc/h, in apparent contradic...
Cross-correlation least-squares reverse time migration in the pseudo-time domain
Li, Qingyang; Huang, Jianping; Li, Zhenchun
2017-08-01
The least-squares reverse time migration (LSRTM) method with higher image resolution and amplitude is becoming increasingly popular. However, the LSRTM is not widely used in field land data processing because of its sensitivity to the initial migration velocity model, large computational cost and mismatch of amplitudes between the synthetic and observed data. To overcome the shortcomings of the conventional LSRTM, we propose a cross-correlation least-squares reverse time migration algorithm in pseudo-time domain (PTCLSRTM). Our algorithm not only reduces the depth/velocity ambiguities, but also reduces the effect of velocity error on the imaging results. It relieves the accuracy requirements on the migration velocity model of least-squares migration (LSM). The pseudo-time domain algorithm eliminates the irregular wavelength sampling in the vertical direction, thus it can reduce the vertical grid points and memory requirements used during computation, which makes our method more computationally efficient than the standard implementation. Besides, for field data applications, matching the recorded amplitudes is a very difficult task because of the viscoelastic nature of the Earth and inaccuracies in the estimation of the source wavelet. To relax the requirement for strong amplitude matching of LSM, we extend the normalized cross-correlation objective function to the pseudo-time domain. Our method is only sensitive to the similarity between the predicted and the observed data. Numerical tests on synthetic and land field data confirm the effectiveness of our method and its adaptability for complex models.
Analysis of cross-correlations between financial markets after the 2008 crisis
Sensoy, A.; Yuksel, S.; Erturk, M.
2013-10-01
We analyze the cross-correlation matrix C of the index returns of the main financial markets after the 2008 crisis using methods of random matrix theory. We test the eigenvalues of C for universal properties of random matrices and find that the majority of the cross-correlation coefficients arise from randomness. We show that the eigenvector of the largest deviating eigenvalue of C represents a global market itself. We reveal that high volatility of financial markets is observed at the same times with high correlations between them which lowers the risk diversification potential even if one constructs a widely internationally diversified portfolio of stocks. We identify and compare the connection and cluster structure of markets before and after the crisis using minimal spanning and ultrametric hierarchical trees. We find that after the crisis, the co-movement degree of the markets increases. We also highlight the key financial markets of pre and post crisis using main centrality measures and analyze the changes. We repeat the study using rank correlation and compare the differences. Further implications are discussed.
Measuring two phase flow parameters using impedance cross-correlation flow meter
Muhamedsalih, Y.; Lucas, G.
2012-03-01
This paper describes the design and implementation of an impedance cross correlation flow meter which can be used in solids-water pipe flows to measure the local solids volume fraction distribution and the local solids velocity distribution. The system is composed of two arrays of electrodes, separated by an axial distance of 50 mm and each array contains eights electrodes mounted over the internal circumference of the pipe carrying the flow. Furthermore every electrode in each array can be selected to be either"excitation", "measurement" or "earth". Changing the electrode configuration leads to a change in the electric field, and hence in the region of the flow cross section which is interrogated. The local flow velocity in the interrogated region is obtained by cross correlation between the two electrode arrays. Additionally, the local solids volume fraction can be obtained from the mean mixture conductivity in the region under interrogation. The system is being integrated with a microcontroller to measure the velocity distribution of the solids and the volume fraction distribution of the solids in order to create a portable flow meter capable of measuring the multi-phase flow parameters without the need of a PC to control it. Integration of the product of the local solids volume fraction and the local solids velocity in the flow cross section enables the solids volumetric flow rate to be determined.
Nobi, Ashadun; Maeng, Seong Eun; Ha, Gyeong Gyun; Lee, Jae Woo
2013-02-01
We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in the Korean stock market) by using random matrix theory (RMT). We compared eigenvalues and components of the largest and the second largest eigenvectors of the cross-correlation matrix before, during, and after the global financial the crisis in the year 2008. We find that the majority of its eigenvalues fall within the RMT bounds [ λ -, λ +], where λ - and λ + are the lower and the upper bounds of the eigenvalues of random correlation matrices. The components of the eigenvectors for the largest positive eigenvalues indicate the identical financial market mode dominating the global and local indices. On the other hand, the components of the eigenvector corresponding to the second largest eigenvalue are positive and negative values alternatively. The components before the crisis change sign during the crisis, and those during the crisis change sign after the crisis. The largest inverse participation ratio (IPR) corresponding to the smallest eigenvector is higher after the crisis than during any other periods in the global and local indices. During the global financial the crisis, the correlations among the global indices and among the local stock indices are perturbed significantly. However, the correlations between indices quickly recover the trends before the crisis.
Microevent Detection Based on Waveform Cross-correlation in the Dogye Mining Area, Korea
Son, M.; Shin, J. S.; Kim, G.
2015-12-01
We have studied induced seismicity associated with Dogye coal mine located in the eastern part of Korea. From May 2009 to March 2014, 222 events that occurred at the mining area were reported in our catalog with local magnitudes ranging from 0.6 to 2.4. For 67 events we can observe that the epicenters relocated by the double difference technique with Lg waveform cross-correlation image location of the six clusters classified according to waveform similarity. On May 2014 a broadband seismometer is installed in the mine office to understand seismicity of the mining area. We cross-correlate continuous data of the installed station recorded from May 2014 to April 2015 with a comb-like waveform observed regularly. The comb-like waveform with length of 30 to 60 minutes is a signal train composed of a blast every 30 seconds. We consider the comb-like signal related directly to mining activity from the fact that the signal train appears averagely four times a day on weekdays with its monotonic amplitude. Besides the comb-like signal, events with an irregular occurrence time and amplitude is detected from the one-year continuous record of the installed station. We suggests that most of the undefined events are formed from fracturing in response to stress-perturbation on an active mining face or represent slip in existing shear zones such as a fault or dike.
Kirk, D; Benoit-Lévy, A; Cawthon, R; Chang, C; Larsen, P; Amara, A; Bacon, D; Crawford, T M; Dodelson, S; Fosalba, P; Giannantonio, T; Holder, G; Jain, B; Kacprzak, T; Lahav, O; MacCrann, N; Nicola, A; Refregier, A; Sheldon, E; Story, K T; Troxel, M A; Vieira, J D; Vikram, V; Zuntz, J; Abbott, T M C; Abdalla, F B; Becker, M R; Benson, B A; Bernstein, G M; Bernstein, R A; Bleem, L E; Bonnett, C; Bridle, S L; Brooks, D; Buckley-Geer, E; Burke, D L; Capozzi, D; Carlstrom, J E; Rosell, A Carnero; Kind, M Carrasco; Carretero, J; Crocce, M; Cunha, C E; D'Andrea, C B; da Costa, L N; Desai, S; Diehl, H T; Dietrich, J P; Doel, P; Eifler, T F; Evrard, A E; Flaugher, B; Frieman, J; Gerdes, D W; Goldstein, D A; Gruen, D; Gruendl, R A; Honscheid, K; James, D J; Jarvis, M; Kent, S; Kuehn, K; Kuropatkin, N; Lima, M; March, M; Martini, P; Melchior, P; Miller, C J; Miquel, R; Nichol, R C; Ogando, R; Plazas, A A; Reichardt, C L; Roodman, A; Rozo, E; Rykoff, E S; Sako, M; Sanchez, E; Scarpine, V; Schubnell, M; Sevilla-Noarbe, I; Simard, G; Smith, R C; Soares-Santos, M; Sobreira, F; Suchyta, E; Swanson, M E C; Tarle, G; Thomas, D; Wechsler, R H; Weller, J
2015-01-01
We measure the cross-correlation between weak lensing of galaxy images and of the cosmic microwave background (CMB). The effects of gravitational lensing on different sources will be correlated if the lensing is caused by the same mass fluctuations. We use galaxy shape measurements from 139 deg$^{2}$ of the Dark Energy Survey (DES) Science Verification data and overlapping CMB lensing from the South Pole Telescope (SPT) and Planck. The DES source galaxies have a median redshift of $z_{\\rm med} {\\sim} 0.7$, while the CMB lensing kernel is broad and peaks at $z{\\sim}2$. The resulting cross-correlation is maximally sensitive to mass fluctuations at $z{\\sim}0.44$. Assuming the Planck 2015 best-fit cosmology, the amplitude of the DES$\\times$SPT cross-power is found to be $A = 0.88 \\pm 0.30$ and that from DES$\\times$Planck to be $A = 0.86 \\pm 0.39$, where $A=1$ corresponds to the theoretical prediction. These are consistent with the expected signal and correspond to significances of $2.9 \\sigma$ and $2.2 \\sigma$ re...
Nonclassical cross-correlations of transmitted and fluorescent fields in cavity QED systems
Leach, J [Department of Physics, Miami University, Oxford, OH 45013 (United States); Strimbu, C Elliot [Department of Physics and Astronomy, UCLA, Los Angeles, CA 90095 (United States); Rice, P R [Department of Physics, Miami University, Oxford, OH 45013 (United States)
2004-08-01
We investigate intensity cross-correlation functions for two cavity QED systems. These are a driven optical cavity containing a single two-level atom interacting with a single mode of the cavity field with quantized centre of mass motion, and a two-level atom in an optical parametric oscillator. We find analytic results in the weak driving field limit using quantum trajectory theory. We find large violations of inequalities that must be satisfied by classical fields. One of these inequalities is well known, g{sup 2}{sub ij}({tau}) {<=} {radical}g{sup 2}{sub ii}(0)g{sup 2}{sub jj}(0), where i and j denote two modes of the field. We also derive a new inequality that cross-correlations must satisfy, vertical bar g{sup 2}{sub ij}({tau})-1 vertical bar{sup 2} {<=} vertical bar (g{sup 2}{sub ii}(0)-1)(g{sup 2}{sub jj}(0)-1) vertical bar. Large violations of classical inequalities and asymmetrical behaviour in delay time {tau} are found in complimentary regimes for the cavity QED system with quantized centre of mass motion. They always exist for the two-level atom inside an optical parametric oscillator.
Quasar-Lyman $\\alpha$ Forest Cross-Correlation from BOSS DR11 : Baryon Acoustic Oscillations
Font-Ribera, Andreu; Busca, Nicolas; Miralda-Escudé, Jordi; Ross, Nicholas P; Slosar, Anže; Aubourg, Éric; Bailey, Stephen; Bhardwaj, Vaishali; Bautista, Julian; Beutler, Florian; Bizyaev, Dmitry; Blomqvist, Michael; Brewington, Howard; Brinkmann, Jon; Brownstein, Joel R; Carithers, Bill; Dawson, Kyle S; Delubac, Timothée; Ebelke, Garrett; Eisenstein, Daniel J; Ge, Jian; Kinemuchi, Karen; Lee, Khee-Gan; Malanushenko, Viktor; Malanushenko, Elena; Marchante, Moses; Margala, Daniel; Muna, Demitri; Myers, Adam D; Noterdaeme, Pasquier; Oravetz, Daniel; Palanque-Delabrouille, Nathalie; Pâris, Isabelle; Petitjean, Patrick; Pieri, Matthew M; Rossi, Graziano; Schneider, Donald P; Simmons, Audrey; Viel, Matteo; Yeche, Christophe; York, Donald G
2013-01-01
We measure the large-scale cross-correlation of quasars with the Lyman alpha 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 $c/(H(z=2.36) ~ r_s) = 9.0 \\pm 0.3$ and across the line of sight $D_A(z=2.36)~ / ~ r_s = 10.8 \\pm 0.4$, consistent with CMB and other BAO data. Using the best fit value of the sound horizon from Planck data ($r_s=147.49 Mpc$), we can translate these results to a measurement of the Hubble parameter of $H(z=2.36) = 226 \\pm 8 km/s$ and of the angular diameter distance of $D_A(z=2.36) = 1590 \\pm 60 Mpc$. The measured cross-correlation function and an update of the code to fit the BAO scale (baofit) are made publicly available.
Inter-diffusion and its correlation with dynamical cross correlation in liquid Ce80Ni20
Hu, J. L.; Zhong, L. X.; Zhu, C. A.; Zhang, B.
2017-03-01
We reported the inter-diffusion coefficients in liquid Ce_{80}Ni_{20} measured by the sliding cell technique. Combined with the self-diffusion data of Ni measured by quasi-elastic neutron scattering in the literature, it was found that the relationship between inter-diffusion and self-diffusion in liquid Ce_{80}Ni_{20} was strongly deviated from the standard Darken equation with an abnormally small dynamical cross correlation factor S (the so called Manning factor) in a range of 0.6-0.8, less than unity in standard systems. Through the calculated distinct diffusion coefficient and its deviation from the standard one, it was discovered that the small S value was directly originated from enhanced distinct diffusion between Ce and Ni atoms and reduced distinct diffusion between Ni and Ni atoms. Because the inter-atomic interaction was not considered in the standard liquids, the present small S factor and intrinsic distinct diffusion coefficients were believed to be resulted from the chemical interaction between Ce and Ni in the liquid. The results provide new evidence of the dynamic cross correlation in liquid diffusion, and thus shed light on the understanding of the correlation between dynamics and structure in liquid alloys.
Iterative cross-correlation analysis of resting state functional magnetic resonance imaging data.
Liqin Yang
Full Text Available Seed-based cross-correlation analysis (sCCA and independent component analysis have been widely employed to extract functional networks from the resting state functional magnetic resonance imaging data. However, the results of sCCA, in terms of both connectivity strength and network topology, can be sensitive to seed selection variations. ICA avoids the potential problems due to seed selection, but choosing which component(s to represent the network of interest could be subjective and problematic. In this study, we proposed a seed-based iterative cross-correlation analysis (siCCA method for resting state brain network analysis. The method was applied to extract default mode network (DMN and stable task control network (STCN in two independent datasets acquired from normal adults. Compared with the networks obtained by traditional sCCA and ICA, the resting state networks produced by siCCA were found to be highly stable and independent on seed selection. siCCA was used to analyze DMN in first-episode major depressive disorder (MDD patients. It was found that, in the MDD patients, the volume of DMN negatively correlated with the patients' social disability screening schedule scores.
Modak, Soumita; Chattopadhyay, Asis Kumar
2016-01-01
Formation mechanism of present day population of elliptical galaxies have been revisited in the context of hierarchical cosmological models accompanied by accretion and minor mergers through cross correlation function including spatial effect. The present work investigates the formation and evolution of several components of nearby massive early type galaxies (ETGs) through cross-correlation in the spatial coordinates, right ascension and declination (RA, DEC) and mass-size parameter space with high redshift $(0.5\\leq z\\leq2.7)$ ETGs. It is found that innermost components of nearby ETGs are highly correlated with ETGs in the redshift range $(2\\leq z\\leq2.7)$ known as 'red nuggets'. The intermediate and outermost parts have moderate correlations with ETGs in the redshift range $(0.5\\leq z\\leq0.75)$. The quantitative measures are highly consistent with the two phase formation scenario of massive nearby early type galaxies as suggested by various authors and resolves the conflict raised in a previous work sugges...
The cross-correlation between 3d cosmic shear and the integrated Sachs-Wolfe effect
Zieser, Britta
2016-01-01
We present the first calculation of the cross-correlation between three-dimensional cosmic shear and the integrated Sachs-Wolfe (iSW) effect. Both signals are combined in a single formalism, which permits the computation of the full covariance matrix. In order to avoid the uncertainties presented by the non-linear evolution of the matter power spectrum and intrinsic alignments of galaxies, our analysis is restricted to large scales, i.e. multipoles below l=1000. We demonstrate in a Fisher analysis that this reduction compared to other studies of three-dimensional weak lensing extending to smaller scales is compensated by the information that is gained if the additional iSW signal and in particular its cross-correlation with lensing data are considered. Given the observational standards of upcoming weak lensing surveys like Euclid, marginal errors on cosmological parameters decrease by ten per cent compared to a cosmic shear experiment if both types of information are combined without a CMB prior. Once the con...
Multiple cross-correlation noise induced transition in a stochastic bistable system
Wang, Can-Jun; Yang, Ke-Li; Du, Chun-Yan
2017-03-01
Based on the stochastic equivalent rules, the Fokker-Planck Equation for a general one-dimensional nonlinear system subjected to N-component noises and cross-correlation noises is derived, and the greatest advantage of the method lies in its simplicity. Applying this method, the effects of multiple sources of noise and the correlation forms of noises among them (i.e., two multiplicative noises, an additive noise and the correlation between the three noises) on the steady-state properties and the mean first passage time (MFPT) of a stochastic bistable system are discussed in details. The results show rich transition phenomena, such as the reentrance-like noise-induced phenomenon and the switch between the bimodal and the unimodal structure for different noise intensities. Moreover, the effects of the cross-correlation among the three noise sources on the MFPT are also discussed, and the noise-enhanced stability phenomenon and the resonant activation phenomenon are observed. The numerical results are in basic agreement with the theoretical predictions.
KiDS-450: tomographic cross-correlation of galaxy shear with Planck lensing
Harnois-Déraps, Joachim; Tröster, Tilman; Chisari, Nora Elisa; Heymans, Catherine; van Waerbeke, Ludovic; Asgari, Marika; Bilicki, Maciej; Choi, Ami; Erben, Thomas; Hildebrandt, Hendrik; Hoekstra, Henk; Joudaki, Shahab; Kuijken, Konrad; Merten, Julian; Miller, Lance; Robertson, Naomi; Schneider, Peter; Viola, Massimo
2017-10-01
We present the tomographic cross-correlation between galaxy lensing measured in the Kilo Degree Survey (KiDS-450) with overlapping lensing measurements of the cosmic microwave background (CMB), as detected by Planck 2015. We compare our joint probe measurement to the theoretical expectation for a flat Λ cold dark matter cosmology, assuming the best-fitting cosmological parameters from the KiDS-450 cosmic shear and Planck CMB analyses. We find that our results are consistent within 1σ with the KiDS-450 cosmology, with an amplitude re-scaling parameter AKiDS = 0.86 ± 0.19. Adopting a Planck cosmology, we find our results are consistent within 2σ, with APlanck = 0.68 ± 0.15. We show that the agreement is improved in both cases when the contamination to the signal by intrinsic galaxy alignments is accounted for, increasing A by ∼0.1. This is the first tomographic analysis of the galaxy lensing - CMB lensing cross-correlation signal, and is based on five photometric redshift bins. We use this measurement as an independent validation of the multiplicative shear calibration and of the calibrated source redshift distribution at high redshifts. We find that constraints on these two quantities are strongly correlated when obtained from this technique, which should therefore not be considered as a stand-alone competitive calibration tool.
Development of OCDMA system based on Flexible Cross Correlation (FCC) code with OFDM modulation
Aldhaibani, A. O.; Aljunid, S. A.; Anuar, M. S.; Arief, A. R.; Rashidi, C. B. M.
2015-03-01
The performance of the OCDMA systems is governed by numerous quantitative parameters such as the data rate, simultaneous number of users, the powers of transmitter and receiver, and the type of codes. This paper analyzes the performance of the OCDMA system using OFDM technique to enhance the channel data rate, to save power and increase the number of user of OSCDMA systems compared with previous hybrid subcarrier multiplexing/optical spectrum code division multiplexing (SCM/OSCDM) system. The average received signal to noise ratio (SNR) with the nonlinearity of subcarriers is derived. The theoretical results have been evaluated based on BER and number of users as well as amount of power saved. The proposed system gave better performance and save around -6 dBm of the power as well as increase the number of users twice compare to SCM/OCDMA system. In addition it is robust against interference and much more spectrally efficient than SCM/OCDMA system. The system was designed based on Flexible Cross Correlation (FCC) code which is easier construction, less complexity of encoder/decoder design and flexible in-phase cross-correlation for uncomplicated to implement using Fiber Bragg Gratings (FBGs) for the OCDMA systems for any number of users and weights. The OCDMA-FCC_OFDM improves the number of users (cardinality) 108% compare to SCM/ODCMA-FCC system.
Bing Wang; Xiuqing Wu
2007-01-01
A single-mode laser system with colored cross-correlated additive and multiplicative noise terms is considered. By the means of projection operator method, we study the effects of the cross-correlation time τ and the cross-correlation intensity λ between noises on the normalized intensity correlation function C(s). It is found that if λ＞ 0 (λ＜ 0), the normalized intensity correlation function C(s) increases (decreases) with increasing the cross-correlation time τ, and at large value of τ, the variation of the normalized intensity correlation function C(s) becomes small. With the increase of the net gain a0, C(s) exhibits a maximum when λ is larger. However, a minimum and a maximum appear on C(s) curves with the increase of a0 when λ becomes smaller and smaller.
Kitov, Ivan; Sanina, Irina
2016-04-01
Using the waveform cross-correlation technique, we have re-estimated relative locations and magnitudes of 200 events detected by an array consisting of seven 3-C sensors. All these events were quarry blasts conducted at several local/regional mines, which were detected and identified in the course of regional seismotectonic monitoring. From all detected signals we selected those having the highest quality and created a set of three-component templates for further cross correlation study. By changing the length of correlation window and the frequency band of the templates we selected optimal parameters for robust estimates of cross correlation coefficients and relative amplitudes/magnitudes of all signals. The relative locations and magnitude estimates obtained by cross correlation are compared to those in the catalog created in standard interactive analysis.
On the interplay between short and long term memory in the power-law cross-correlations setting
Kristoufek, Ladislav
2014-01-01
We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with the characteristics of the separate processes. The bivariate Hurst exponent is then equal to an average of the separate Hurst exponents of the analysed processes. Strength of the short term memory has no effect on these asymptotic properties.
Eckert, S., E-mail: sebastian.eckert@helmholtz-berlin.de, E-mail: martin.beye@helmholtz-berlin.de; Beye, M., E-mail: sebastian.eckert@helmholtz-berlin.de, E-mail: martin.beye@helmholtz-berlin.de; Pietzsch, A.; Quevedo, W.; Hantschmann, M. [Institute for Methods and Instrumentation in Synchrotron Radiation Research, Helmholtz-Zentrum Berlin für Materialien und Energie GmbH, Albert-Einstein-Str. 15, 12489 Berlin (Germany); Ochmann, M.; Huse, N. [Institute for Nanostructure and Solid State Physics, University of Hamburg, Jungiusstr. 11, 20355 Hamburg, Germany and Max Planck Institute for the Structure and Dynamics of Matter, Center for Free-Electron Laser Science, Luruper Chaussee 149, 22761 Hamburg (Germany); Ross, M.; Khalil, M. [Department of Chemistry, University of Washington, Box 351700, Seattle, Washington 98195 (United States); Minitti, M. P.; Turner, J. J.; Moeller, S. P.; Schlotter, W. F.; Dakovski, G. L. [LCLS, SLAC National Accelerator Laboratory, 2575 Sand Hill Road, Menlo Park, California 94025 (United States); Föhlisch, A. [Institute for Methods and Instrumentation in Synchrotron Radiation Research, Helmholtz-Zentrum Berlin für Materialien und Energie GmbH, Albert-Einstein-Str. 15, 12489 Berlin (Germany); Institut für Physik und Astronomie, Universität Potsdam, Karl-Liebknecht-Str. 24/25, 14476 Potsdam (Germany)
2015-02-09
The discovery of ultrafast X-ray induced optical reflectivity changes enabled the development of X-ray/optical cross correlation techniques at X-ray free electron lasers worldwide. We have now linked through experiment and theory the fundamental excitation and relaxation steps with the transient optical properties in finite solid samples. Therefore, we gain a thorough interpretation and an optimized detection scheme of X-ray induced changes to the refractive index and the X-ray/optical cross correlation response.
Big Data solution for CTBT monitoring: CEA-IDC joint global cross correlation project
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
CMBR Weak Lensing and HI 21-cm Cross-correlation Angular Power Spectrum
Sarkar, Tapomoy Guha
2009-01-01
Weak gravitational lensing of the CMBR manifests as a secondary anisotropy in the temperature maps. The effect, quantified through the shear and convergence fields imprint the underlying large scale structure (LSS), geometry and evolution history of the Universe. It is hence perceived to be an important observational probe of cosmology. De-lensing the CMBR temperature maps is also crucial for detecting the gravitational wave generated B-modes. Future observations of redshifted 21-cm radiation from the cosmological neutral hydrogen (HI) distribution hold the potential of probing the LSS over a large redshift range. We have investigated the correlation between post-reionization HI signal and weak lensing convergence field. Assuming that the HI follows the dark matter distribution, the cross-correlation angular power spectrum at a multipole \\ell is found to be proportional to the cold dark matter power spectrum evaluated at \\ell/r, where r denotes the comoving distance to the redshift where the HI is located. Th...
Estimation of blood velocity vectors using transverse ultrasound beam focusing and cross-correlation
Jensen, Jørgen Arendt; Lacasa, Isabel Rodriguez
1999-01-01
Modern ultrasound scanners estimate the blood velocity by tracking the movement of the blood scatterers along the ultrasound beam. This is done by emitting pulsed ultrasound fields and finding the shift in position from pulse to pulse by correlating the received signals. Only the velocity component...... along the beam direction is found, and this is a serious limitation in the current scanners, since most blood vessels are parallel to the skin surface. A method to find the velocity across the vessel has been suggested by Bonnefous (1988). Here a number of parallel receive beams are measured and used...... or across it or in any direction to the beam. The focused lines, thus, follow the flow and a cross-correlation of lines from different pulses can find the movement of the blood particles between pulse emissions and, thus, the blood velocity. The new approach is investigated using the Field II simulation...
The Atacama Cosmology Telescope: Calibration with WMAP Using Cross-Correlations
Hajian, Amir; Ade, Peter A R; Aguirre, Paula; Amiri, Mandana; Appel, John William; Barrientos, L Felipe; Battistelli, Elia S; Bond, J Richard; Brown, Ben; Burger, Bryce; Chervenak, Jay; Das, Sudeep; Devlin, Mark J; Dicker, Simon R; Doriese, W Bertrand; Dunkley, Joanna; Dunner, Rolando; Essinger-Hileman, Thomas; Fisher, Ryan P; Fowler, Joseph W; Halpern, Mark; Hasselfield, Matthew; Hernandez-Monteagudo, Carlos; Hilton, Gene C; Hilton, Matt; Hincks, Adam D; Hlozek, Renee; Huffenberger, Kevin M; Hughes, David H; Hughes, John P; Infante, Leopoldo; Irwin, Kent D; Juin, Jean Baptiste; Kaul, Madhuri; Klein, Jeff; Kosowsky, Arthur; Lau, Judy M; Limon, Michele; Lin, Yen-Ting; Lupton, Robert H; Marriage, Tobias A; Marsden, Danica; Mauskopf, Phil; Menanteau, Felipe; Moodley, Kavilan; Moseley, Harvey; Netterfield, Calvin B; Niemack, Michael D; Nolta, Michael R; Page, Lyman A; Parker, Lucas; Partridge, Bruce; Reid, Beth; Sehgal, Neelima; Sherwin, Blake D; Sievers, Jon; Spergel, David N; Staggs, Suzanne T; Swetz, Daniel S; Switzer, Eric R; Thornton, Robert; Trac, Hy; Tucker, Carole; Warne, Ryan; Wollack, Ed; Zhao, Yue
2010-01-01
We present a new calibration method based on cross-correlations with WMAP and apply it to data from the Atacama Cosmology Telescope (ACT). ACT's observing strategy and map making procedure allows an unbiased reconstruction of the modes in the maps over a wide range of multipoles. By directly matching the ACT maps to WMAP observations in the multipole range of 400 < ell < 1000, we determine the absolute calibration with an uncertainty of 2% in temperature. The precise measurement of the calibration error directly impacts the uncertainties in the cosmological parameters estimated from the ACT power spectra. We also present a combined map based on ACT and WMAP data that has high signal-to-noise over a wide range of multipoles.
Timashev, Serge F; Polyakov, Yuriy S; Demin, Sergey A; Kaplan, Alexander Ya
2011-01-01
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 synchroniz...
Hall, Alex
2016-01-01
We investigate the feasibility of measuring the effects of peculiar velocities in large-scale structure using the dipole of the redshift-space cross-correlation function. We combine number counts of galaxies with brightness-temperature fluctuations from 21cm intensity mapping, demonstrating that the dipole may be measured at modest significance ($\\lesssim 2\\sigma$) by combining the upcoming radio survey CHIME with the future redshift surveys of DESI and Euclid. More significant measurements ($\\lesssim~10\\sigma$) will be possible by combining intensity maps from the SKA with these of DESI or Euclid, and an even higher significance measurement ($\\lesssim 100\\sigma$) may be made by combining observables completely internally to the SKA. We account for effects such as contamination by wide-angle terms, interferometer noise and beams in the intensity maps, non-linear enhancements to the power spectrum, stacking multiple populations, sensitivity to the magnification slope, and the possibility that number counts and...
Liu, Xuan; Ramella-Roman, Jessica C; Huang, Yong; Guo, Yuan; Kang, Jin U
2013-01-01
In this study, we propose a generic speckle simulation for optical coherence tomography (OCT) signal, by convolving the point-spread function (PSF) of the OCT system with the numerically synthesized random sample field. We validate our model and use the simulation method to study the statistical properties of cross-correlation coefficients between A-scans, which have been recently applied in transverse motion analysis by our group. The results of simulation show that oversampling is essential for accurate motion tracking; exponential decay of OCT signal leads to an underestimate of motion that can be corrected; lateral heterogeneity of sample leads to an overestimate of motion for a few pixels corresponding to the structural boundary.
Liang, Yunyun; Liu, Sanyang; Zhang, Shengli
2016-12-01
Apoptosis, or programed cell death, plays a central role in the development and homeostasis of an organism. Obtaining information on subcellular location of apoptosis proteins is very helpful for understanding the apoptosis mechanism. The prediction of subcellular localization of an apoptosis protein is still a challenging task, and existing methods mainly based on protein primary sequences. In this paper, we introduce a new position-specific scoring matrix (PSSM)-based method by using detrended cross-correlation (DCCA) coefficient of non-overlapping windows. Then a 190-dimensional (190D) feature vector is constructed on two widely used datasets: CL317 and ZD98, and support vector machine is adopted as classifier. To evaluate the proposed method, objective and rigorous jackknife cross-validation tests are performed on the two datasets. The results show that our approach offers a novel and reliable PSSM-based tool for prediction of apoptosis protein subcellular localization.
Zang, Xiaoqin; Brown, Michael G; Godin, Oleg A
2015-09-01
Theoretical studies have shown that cross-correlation functions (CFs) of time series of ambient noise measured at two locations yield approximations to the Green's functions (GFs) that describe propagation between those locations. Specifically, CFs are estimates of weighted GFs. In this paper, it is demonstrated that measured CFs in the 20-70 Hz band can be accurately modeled as weighted GFs using ambient noise data collected in the Florida Straits at ∼100 m depth with horizontal separations of 5 and 10 km. Two weighting functions are employed. These account for (1) the dipole radiation pattern produced by a near-surface source, and (2) coherence loss of surface-reflecting energy in time-averaged CFs resulting from tidal fluctuations. After describing the relationship between CFs and GFs, the inverse problem is considered and is shown to result in an environmental model for which agreement between computed and simulated CFs is good.
USING CROSS-CORRELATION THEORY TO EXTRACT MODAL PARAMETERS IN FREQUENCY-DOMAIN
无
2003-01-01
Conventional modal parameter identifications are usually based on frequency response functions, which require measurements of both the input force and the resulting response. However, in many cases, only response data are available while the actual excitations (such as wind/wave load) are not measurable. Modal parameters estimation must base itself on response-only data. Over the past years, many time-domain modal parameter identification techniques from output-only are proposed. A poly-reference frequency-domain modal identification scheme on response-only is presented. It is based on coupling the cross-correlation theory with conventional frequency-domain modal parameter extraction. An experiment using an airplane model is performed to verify the proposed method.
Measures of globalization based on cross-correlations of world financial indices
Maslov, Sergei
2001-12-01
The cross-correlation matrix of daily returns of stock market indices in a diverse set of 37 countries worldwide was analyzed. Comparison of the spectrum of this matrix with predictions of random matrix theory provides an empirical evidence of strong interactions between individual economies, as manifested by three largest eigenvalues and the corresponding set of stable, non-random eigenvectors. The observed correlation structure is robust with respect to changes in the time horizon of returns ranging from 1 to 10 trading days, and to replacing individual returns with just their signs. This last observation confirms that it is correlations between signs and not absolute values of fluctuations, which are mostly responsible for the observed effect. Negative changes in the index are somewhat more correlated than the positive ones. Also, in our data set the reaction of Asian stock indices to changes in European and American ones persists for about 3 days.
Changes in Cross-Correlations as an Indicator for Systemic Risk
Zheng, Zeyu; Podobnik, Boris; Feng, Ling; Li, Baowen
2012-11-01
The 2008-2012 global financial crisis began with the global recession in December 2007 and exacerbated in September 2008, during which the U.S. stock markets lost 20% of value from its October 11 2007 peak. Various studies reported that financial crisis are associated with increase in both cross-correlations among stocks and stock indices and the level of systemic risk. In this paper, we study 10 different Dow Jones economic sector indexes, and applying principle component analysis (PCA) we demonstrate that the rate of increase in principle components with short 12-month time windows can be effectively used as an indicator of systemic risk--the larger the change of PC1, the higher the increase of systemic risk. Clearly, the higher the level of systemic risk, the more likely a financial crisis would occur in the near future.
Network structure of cross-correlations among the world market indices
Eryiğit, Mehmet; Eryiğit, Resul
2009-09-01
We report the results of an investigation of the properties of the networks formed by the cross-correlations of the daily and weekly index changes of 143 stock market indices from 59 different countries. Analysis of the asset graphs, minimum spanning trees (MST) and planar maximally filtered graphs (PMFG) of the afermentioned networks confirms that globalization has been increasing in recent years. North American and European markets are observed to be much more strongly connected among themselves compared to the integration with the other geographical regions. Surprisingly, the integration of East Asian markets among themselves as well as to the Western markets is found to be rather weak. MST and PMFG of both daily and weekly return correlations indicates that the clustering of the indices is mostly geographical. The French fsbf250 index is found to be most important node of the MST and PMFG based on several graph centrality measures.
A study of meteorological variables in some extreme environments via cross correlations
Cruz-Kuri, L.; McKay, C. P.; Navarro-Gonzalez, R.
Some of us have been studying soils in the Atacama Desert, Chile and in Pico de Orizaba, Mexico. The Atacama, is an extreme, arid, temperate desert that extends across 1000 km with monthly mean air temperatures between 16 to 14°C and is remarkably uniform throughout the year (±3°C). Pico de Orizaba (19° N) is a mountain that possesses a glacier and has tropical alpine environments. Both of such environments are of interest as models for Mars. Meteorological data for the Yungay area of the Atacama Desert, as well as meteorological data of the Northern and Southern faces of Pico de Orizaba have been collected. Both sets of data were analyzed using the cross correlation technique of multivariate time series. In this report we describe some of the patterns found for these statistics.
Phase noise characterization of sub-hertz linewidth lasers via digital cross correlation
Xie, Xiaopeng; Bouchand, Romain; Nicolodi, Daniele; Lours, Michel; Alexandre, Christophe; Le Coq, Yann
2017-04-01
Phase noise or frequency noise is a key metrics to evaluate the short term stability of a laser. This property is of a great interest for the applications but delicate to characterize, especially for narrow line-width lasers. In this letter, we demonstrate a digital cross correlation scheme to characterize the absolute phase noise of sub-hertz line-width lasers. Three 1,542 nm ultra-stable lasers are used in this approach. For each measurement two lasers act as references to characterize a third one. Phase noise power spectral density from 0.5 Hz to 0.8 MHz Fourier frequencies can be derived for each laser by a mere change in the configuration of the lasers. This is the first time showing the phase noise of sub-hertz line-width lasers with no reference limitation. We also present an analysis of the laser phase noise performance.
Experimental Study of the Convergence of Two-Point Cross-Correlation Toward the Green's Function
Gouedard, P.; Roux, P.; Campillo, M.; Verdel, A.; Campman, X.
2007-12-01
It has been shown theoretically by several authors that cross-correlation of the seismic motion recorded at two points could yield the Green's Function (GF) between these points. Convergence of cross-correlations toward the GF depends on sources positions and/or the nature of the wavefield. Direct waves from an even distribution of sources can be used to retrieve the GF. On the other hand, in an inhomogeneous medium, recording the diffuse field (coda) is theoretically sufficient to retrieve the GF whatever the sources distribution is. Since none of these two conditions (even distribution of sources or a perfectly diffuse field) is satisfied in practice, the question of convergence toward the GF has to be investigated with real data. A 3D exploration survey with sources and receivers on a dense grid offers such an opportunity. We used a high- resolution survey recorded by Petroleum Development Oman in North Oman. The data have been obtained in a 1x1~km area covered with 1600 geophones located on a 25x25~m-cell grid. Records are 4-seconds long. A unique feature of this survey is that vibrators (working in the [8-120~Hz] frequency band), were located on a similar grid shifted with respect to the receiver grid by half a cell (12.5~m) in both directions. This allows us to compare estimated GF's with measured direct waves (GF's) between the geophones. The shallow subsurface is highly heterogeneous and records include seismic coda. From this dataset, we selected two receiver locations (Ra and Rb) distant from d=158~m. We used both different sets of source locations and time windows to compute the cross-correlation between these two receivers. Then we compared the derivatives of correlation functions with the actual GF measured in Rb (resp.~Ra) for a source close to Ra (resp.~Rb). By doing so, we show the actual influence of source locations and scattering (governed by the records' selected time window) on the Signal-to-Noise Ratio (SNR) of the reconstructed GF. When using
Cross-Correlation Detection of Point Sources in the WMAP First Year Data
Jian-Yin Nie; Shuang-Nan Zhang
2007-01-01
We apply a Cross-Correlation (CC) method developed previously for detecting gamma-ray point sources to the WMAP first year data by using the Point-Spread Function of WMAP and obtain a full sky CC coefficient map. We find that the CC method is a powerful tool to examine the WMAP foreground residuals which can be further cleaned accordingly. Evident foreground signals are found in the WMAP foreground cleaned maps and the Tegmark cleaned map. In this process 101 point sources are detected, and 26 of them are new sources additional to the originally listed WMAP 208 sources. We estimate the flux of these new sources and verify them by another method. As a result, a revised mask file based on the WMAP first year data is produced by including these new sources.
Towards a cross-correlation approach to strong-field dynamics in Black Hole spacetimes
Jaramillo, J L; Moesta, P; Rezzolla, L
2012-01-01
The qualitative and quantitative understanding of near-horizon gravitational dynamics in the strong-field regime represents a challenge both at a fundamental level and in astrophysical applications. Recent advances in numerical relativity and in the geometric characterization of black hole horizons open new conceptual and technical avenues into the problem. We discuss here a research methodology in which spacetime dynamics is probed through the cross-correlation of geometric quantities constructed on the black hole horizon and on null infinity. These two hypersurfaces respond to evolving gravitational fields in the bulk, providing canonical "test screens" in a "scattering"-like perspective onto spacetime dynamics. More specifically, we adopt a 3+1 Initial Value Problem approach to the construction of generic spacetimes and discuss the role and properties of dynamical trapping horizons as canonical inner "screens" in this context. We apply these ideas and techniques to the study of the recoil dynamics in post-...
Cross-correlation of CMB with large-scale structure: weak gravitational lensing
Hirata, C M; Seljak, U; Schlegel, D J; Brinkmann, J; Hirata, Christopher M.; Padmanabhan, Nikhil; Seljak, Uros; Schlegel, David; Brinkmann, Jonathan
2004-01-01
We present the results of a search for gravitational lensing of the cosmic microwave background (CMB) in cross-correlation with the projected density of luminous red galaxies (LRGs). The CMB lensing reconstruction is performed using the first year of Wilkinson Microwave Anisotropy Probe (WMAP) data, and the galaxy maps are obtained using the Sloan Digital Sky Survey (SDSS) imaging data. We find no detection of lensing; our constraint on the galaxy bias derived from the galaxy-convergence cross-spectrum is $b_g=1.81\\pm 1.92$ ($1\\sigma$, statistical), as compared to the expected result of $b_g\\sim 1.7$ for this sample. We discuss possible instrument-related systematic errors and show that the Galactic foregrounds are not important. We do not find any evidence for point source or thermal Sunyaev-Zel'dovich effect contamination.
Development of cross-correlation spectrometry and the coherent structures of maser sources
Takefuji, Kazuhiro; Sekido, Mamoru
2016-01-01
We have developed a new method of data processing for radio telescope observation data to measure time-dependent temporal coherence, and we named it cross-correlation spectrometry (XCS). XCS is an autocorrelation procedure that expands time lags over the integration time and is applied to data obtained from a single-dish observation. The temporal coherence property of received signals is enhanced by XCS. We tested the XCS technique using the data of strong H2O masers in W3 (H2O), W49N and W75N. We obtained the temporal coherent lengths of the maser emission to be 17.95 $\\pm$ 0.33 {\\mu}s, 26.89 $\\pm$ 0.49 {\\mu}s and 15.95 $\\pm$ 0.46 {\\mu}s for W3 (H2O), W49N and W75N, respectively. These results may indicate the existence of a coherent astrophysical maser.
Development of cross-correlation spectrometry and the coherent structures of maser sources
Takefuji, Kazuhiro; Imai, Hiroshi; Sekido, Mamoru
2016-10-01
We have developed a new method of data processing for radio telescope observation data to measure time-dependent temporal coherence, and we have named it "cross-correlation spectrometry" (XCS). XCS is an autocorrelation procedure that expands time lags over the integration time and is applied to data obtained from a single-dish observation. The temporal coherence property of received signals is enhanced by XCS. We tested the XCS technique using the data of strong H2O masers in W 3 (H2O), W 49 N, and W 75 N. We obtained the temporal coherent lengths of the maser emission to be 17.95 ± 0.33 μs, 26.89 ± 0.49 μs, and 15.95 ± 0.46 μs for W 3 (H2O), W 49 N, and W 75 N, respectively. These results may indicate the existence of a coherent astrophysical maser.
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.
Pre-processing ambient noise cross-correlations with equalizing the covariance matrix eigenspectrum
Seydoux, Léonard; de Rosny, Julien; Shapiro, Nikolai M.
2017-09-01
Passive imaging techniques from ambient seismic noise requires a nearly isotropic distribution of the noise sources in order to ensure reliable traveltime measurements between seismic stations. However, real ambient seismic noise often partially fulfils this condition. It is generated in preferential areas (in deep ocean or near continental shores), and some highly coherent pulse-like signals may be present in the data such as those generated by earthquakes. Several pre-processing techniques have been developed in order to attenuate the directional and deterministic behaviour of this real ambient noise. Most of them are applied to individual seismograms before cross-correlation computation. The most widely used techniques are the spectral whitening and temporal smoothing of the individual seismic traces. We here propose an additional pre-processing to be used together with the classical ones, which is based on the spatial analysis of the seismic wavefield. We compute the cross-spectra between all available stations pairs in spectral domain, leading to the data covariance matrix. We apply a one-bit normalization to the covariance matrix eigenspectrum before extracting the cross-correlations in the time domain. The efficiency of the method is shown with several numerical tests. We apply the method to the data collected by the USArray, when the M8.8 Maule earthquake occurred on 2010 February 27. The method shows a clear improvement compared with the classical equalization to attenuate the highly energetic and coherent waves incoming from the earthquake, and allows to perform reliable traveltime measurement even in the presence of the earthquake.
Multi-channel analysis of passive surface waves based on cross-correlations
Cheng, F.; Xia, J.; Xu, Z.; Hu, Y.
2015-12-01
Traditional active seismic survey can no longer be properly applied in highly populated urban areas due to restrictions in modern civilian life styles. Passive seismic methods, however, have gained much more attention from the engineering geophysics community because of their environmental friendly and deeper investigation depth. Due to extracting signal from noise has never been as comfortable as that in active seismic survey, how to make it more efficiently and accurately has been emphasized. We propose a multi-channel analysis of passive surface waves (MAPW) based on long noise sequences cross-correlations to meet the demand for increasing investigation depth by acquiring surface-wave data at a relative low-frequency range (1 Hz ≤ f ≤ 10 Hz) in urban areas. We utilize seismic interferometry to produce common virtual source gathers from one-hour-long noise records and do dispersion measurements by using the classic passive multi-channel analysis of surface waves (PMASW). We used synthetic tests to demonstrate the advantages of MAPW for various noise distributions. Results show that our method has the superiority of maximizing the analysis accuracy. Finally, we used two field data applications to demonstrate the advantages of our MAPW over the classic PMASW on isolating azimuth of the predominant noise sources and the effectivity of combined survey of active multi-channel analysis of surface waves (MASW) and MAPW. We suggest, for the field operation using MAPW, that a parallel receiver line which is close to a main road or river, if any, with one or two hours noise observation will be an effective means for an unbiased dispersion image. Keywords: passive seismic method, MAPW, MASW, cross-correlation, directional noise source, spatial-aliasing effects, inversion
Cross-correlating the γ-ray Sky with Catalogs of Galaxy Clusters
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.
Investigation of measurement sensitivities in cross-correlation Doppler global velocimetry
Cadel, Daniel R.; Lowe, K. Todd
2016-11-01
Cross-correlation Doppler global velocimetry (CC-DGV) is a flow measurement technique based on the estimation of Doppler frequency shift of scattered light by means of cross-correlating two filtered intensity signals. The signal characteristics of CC-DGV result in fundamental limits for estimation variance as well as the possibility for estimator bias. The current study assesses these aspects theoretically and via Monte Carlo signal simulations. A signal model is developed using canonical numerical functions for the iodine absorption cell and incorporating Poisson and Gaussian signal noise models. Along with consideration of the analytical form of the Cramér-Rao lower bound, best practices for system settings are discussed. The CC-DGV signal processing routine is then assessed by a series of Monte Carlo simulations studying the effect of temperature mismatch between flow signal and reference detector cells, velocity magnitude, and discretization error in the frequency modulation. A measurement bias was observed; the magnitude of the bias is a weak function of the cell temperature mismatch, but it is independent of the flow velocity magnitude. The measurement variance was found to approach the Cramér-Rao lower bound for optimized conditions. A cyclical bias error resulting from the discrete nature of the laser frequency sweep is also observed with maximum errors of ± 1.0 % of the laser frequency scan step size, corresponding to peak errors of ± 0.61 m s-1 for typical settings. Overall, the signal estimator is found to perform best for matched cell temperatures, small frequency step size, and high velocity regimes, where the relative bias errors are collectively minimized.
Charonko, John J.; Vlachos, Pavlos P.
2013-06-01
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.
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.
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.
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.
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.
Photo-z Quality Cuts and their Effect on the Measured Galaxy Clustering
Martí, Pol; Bauer, Anne; Gaztañaga, Enrique
2014-01-01
Photometric galaxy surveys are an essential tool to further our understanding of the large-scale structure of the universe, its matter and energy content and its evolution. These surveys necessitate the determination of the galaxy redshifts using photometric techniques (photo-z). Oftentimes, it is advantageous to remove from the galaxy sample those for which one suspects that the photo-z estimation might be unreliable. In this paper, we show that applying these photo-z quality cuts blindly can grossly bias the measured galaxy correlations within and across photometric redshift bins. We then extend the work of Ho et al. (2012) and Ross et al. (2011) to develop a simple and effective method to correct for this using the data themselves. Finally, we apply the method to the Mega-Z catalog, containing about a million luminous red galaxies in the redshift range 0.45 < z < 0.65. After splitting the sample into four \\Delta z = 0.05 photo-z bins using the BPZ algorithm, we see how our corrections bring the measu...
Xi, Caiping; Zhang, Shuning; Xiong, Gang; Zhao, Huichang; Yang, Yonghong
2017-02-01
Many complex systems generate multifractal time series which are long-range cross-correlated. This paper introduces three multifractal cross-correlation analysis methods, such as multifractal cross-correlation analysis based on the partition function approach (MFXPF), multifractal detrended cross-correlation analysis (MFDCCA) methods based on detrended fluctuation analysis (MFXDFA) and detrended moving average analysis (MFXDMA), which only consider one moment order. We do comparative analysis of the artificial time series (binomial multiplicative cascades and Cantor sets with different probabilities) by these methods. Then we do a feasibility test of the fixed threshold target detection within sea clutter by applying the multifractal cross-correlation analysis methods to the IPIX radar sea clutter data. The results show that it is feasible to use the method of the fixed threshold based on the multifractal feature parameter Δf(α) by the MFXPF and MFXDFA-1 methods. At last, we give the main conclusions and provide a valuable reference on how to choose the multifractal algorithms, the detection parameters and the target detection methods within sea clutter in practice.
Dong, Keqiang; Zhang, Hong; Gao, You
2017-01-01
Identifying the mutual interaction in aero-engine gas path system is a crucial problem that facilitates the understanding of emerging structures in complex system. By employing the multiscale multifractal detrended cross-correlation analysis method to aero-engine gas path system, the cross-correlation characteristics between gas path system parameters are established. Further, we apply multiscale multifractal detrended cross-correlation distance matrix and minimum spanning tree to investigate the mutual interactions of gas path variables. The results can infer that the low-spool rotor speed (N1) and engine pressure ratio (EPR) are main gas path parameters. The application of proposed method contributes to promote our understanding of the internal mechanisms and structures of aero-engine dynamics.
HANLi-Bo; CAOLi; WUDa-Jin; WANGJun
2004-01-01
By using the linear approximation method, the intensity correlation function and the intensity correlation time are calculated in a gain-noise model of a single-mode laser driven by colored cross-correlated pump noise and quantum noise, each of which is colored. We detect that, when the cross-correlation between both noises is negative, the behavior of the intensity correlation function C(t) versus time t, in addition to decreasing monotonously, also exhibits several other cases, such as one maximum, one minimum, and two extrema (one maximum and one minimum), i.e., some parameters of the noises can greatly change the dependence of the intensity correlation function upon time. Moreover, we find that there is a minimum Tmin in the curve of the intensity correlation time versus the pump noise intensity, and the depth and position of Train strongly depend on the quantum noise self-correlation time T2 and cross-correlation time T3.
Contribution of Cross-Correlations to the 21cm Angular Power Spectrum in the Epoch of Reionization
Zheng, Qian
2009-01-01
Measurement of the 21cm hyperfine transition of neutral hydrogen provides a unique probe of the epoch of reionization and the Dark Ages. Three major mechanisms are believed to dominate the radiation process: emission from neutral hydrogen surrounding the ionized bubbles of first galaxies and/or quasars, emission from neutral hydrogen inside minihalos, and absorption of diffuse neutral hydrogen against the cosmic microwave background. In the present work, by simply combining the existing analytic models for the three mechanisms, we investigate the contribution of cross-correlation between these three components to the total 21cm angular power spectrum, in the sense that neutral hydrogen associated with different radiation processes traces the large-scale structures of underlying density perturbations. While the overall 21cm power spectrum remains almost unchanged with the inclusion of the cross-correlations, the cross-correlation may play a key role in the determination of the 21cm power spectrum during the tr...
DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone
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.
Fan, Xiaoqian; Yuan, Ying; Zhuang, Xintian; Jin, Xiu
2017-03-01
Taking Baidu Index as a proxy for abnormal investor attention (AIA), the long memory property in the AIA of Shanghai Stock Exchange (SSE) 50 Index component stocks was empirically investigated using detrended fluctuation analysis (DFA) method. The results show that abnormal investor attention is power-law correlated with Hurst exponents between 0.64 and 0.98. Furthermore, the cross-correlations between abnormal investor attention and trading volume, volatility respectively are studied using detrended cross-correlation analysis (DCCA) and the DCCA cross-correlation coefficient (ρDCCA). The results suggest that there are positive correlations between AIA and trading volume, volatility respectively. In addition, the correlations for trading volume are in general higher than the ones for volatility. By carrying on rescaled range analysis (R/S) and rolling windows analysis, we find that the results mentioned above are effective and significant.
Cross-correlative 3D micro-structural investigation of human bone processed into bone allografts
Singh, Atul Kumar [Centre for Research in Nanotechnology & Science, Indian Institute of Technology Bombay, Mumbai 400076 (India); Gajiwala, Astrid Lobo [Tissue Bank, Tata Memorial Hospital, Parel, Mumbai 400012 (India); Rai, Ratan Kumar [Centre of Biomedical Research, SGPGIMS Campus, Lucknow 226014 (India); Khan, Mohd Parvez [Division of Endocrinology, Center for Research in Anabolic Skeletal Targets in Health and Illness (ASTHI) CSIR-Central Drug Research Institute, Lucknow 226031 (India); Singh, Chandan [Centre of Biomedical Research, SGPGIMS Campus, Lucknow 226014 (India); Barbhuyan, Tarun [Division of Endocrinology, Center for Research in Anabolic Skeletal Targets in Health and Illness (ASTHI) CSIR-Central Drug Research Institute, Lucknow 226031 (India); Vijayalakshmi, S. [Centre for Research in Nanotechnology & Science, Indian Institute of Technology Bombay, Mumbai 400076 (India); Chattopadhyay, Naibedya [Division of Endocrinology, Center for Research in Anabolic Skeletal Targets in Health and Illness (ASTHI) CSIR-Central Drug Research Institute, Lucknow 226031 (India); Sinha, Neeraj, E-mail: neerajcbmr@gmail.com [Centre of Biomedical Research, SGPGIMS Campus, Lucknow 226014 (India); Kumar, Ashutosh, E-mail: ashutoshk@iitb.ac.in [Department of Biosciences and Bioengineering, Indian Institute of Technology Bombay, Mumbai 400076 (India); Bellare, Jayesh R., E-mail: jb@iitb.ac.in [Centre for Research in Nanotechnology & Science, Indian Institute of Technology Bombay, Mumbai 400076 (India); Department of Chemical Engineering, Indian Institute of Technology Bombay, Mumbai 400076 (India)
2016-05-01
Bone allografts (BA) are a cost-effective and sustainable alternative in orthopedic practice as they provide a permanent solution for preserving skeletal architecture and function. Such BA however, must be processed to be disease free and immunologically safe as well as biologically and clinically useful. Here, we have demonstrated a processing protocol for bone allografts and investigated the micro-structural properties of bone collected from osteoporotic and normal human donor samples. In order to characterize BA at different microscopic levels, a combination of techniques such as Solid State Nuclear Magnetic Resonance (ssNMR), Scanning Electron Microscope (SEM), micro-computed tomography (μCT) and Thermal Gravimetric Analysis (TGA) were used for delineating the ultra-structural property of bone. ssNMR revealed the extent of water, collagen fine structure and crystalline order in the bone. These were greatly perturbed in the bone taken from osteoporotic bone donor. Among the processing methods analyzed, pasteurization at 60 °C and radiation treatment appeared to substantially alter the bone integrity. SEM study showed a reduction in Ca/P ratio and non-uniform distribution of elements in osteoporotic bones. μ-CT and MIMICS® (Materialize Interactive Medical Image Control System) demonstrated that pasteurization and radiation treatment affects the BA morphology and cause a shift in the HU unit. However, the combination of all these processes restored all-important parameters that are critical for BA integrity and sustainability. Cross-correlation between the various probes we used quantitatively demonstrated differences in morphological and micro-structural properties between BA taken from normal and osteoporotic human donor. Such details could also be instrumental in designing an appropriate bone scaffold. For the best restoration of bone microstructure and to be used as a biomaterial allograft, a step-wise processing method is recommended that preserves all
Frequency domain analysis of errors in cross-correlations of ambient seismic noise
Liu, Xin; Ben-Zion, Yehuda; Zigone, Dimitri
2016-12-01
We analyse random errors (variances) in cross-correlations of ambient seismic noise in the frequency domain, which differ from previous time domain methods. Extending previous theoretical results on ensemble averaged cross-spectrum, we estimate confidence interval of stacked cross-spectrum of finite amount of data at each frequency using non-overlapping windows with fixed length. The extended theory also connects amplitude and phase variances with the variance of each complex spectrum value. Analysis of synthetic stationary ambient noise is used to estimate the confidence interval of stacked cross-spectrum obtained with different length of noise data corresponding to different number of evenly spaced windows of the same duration. This method allows estimating Signal/Noise Ratio (SNR) of noise cross-correlation in the frequency domain, without specifying filter bandwidth or signal/noise windows that are needed for time domain SNR estimations. Based on synthetic ambient noise data, we also compare the probability distributions, causal part amplitude and SNR of stacked cross-spectrum function using one-bit normalization or pre-whitening with those obtained without these pre-processing steps. Natural continuous noise records contain both ambient noise and small earthquakes that are inseparable from the noise with the existing pre-processing steps. Using probability distributions of random cross-spectrum values based on the theoretical results provides an effective way to exclude such small earthquakes, and additional data segments (outliers) contaminated by signals of different statistics (e.g. rain, cultural noise), from continuous noise waveforms. This technique is applied to constrain values and uncertainties of amplitude and phase velocity of stacked noise cross-spectrum at different frequencies, using data from southern California at both regional scale (˜35 km) and dense linear array (˜20 m) across the plate-boundary faults. A block bootstrap resampling method
On the reliability of measuring differential rotation of spotted stars
Kővári, Zsolt; Kriskovics, Levente; Vida, Krisztián; Oláh, Katalin
2013-01-01
Cross-correlation of consecutive Doppler images is one of the most common techniques used to detect surface differential rotation (hereafter DR) on spotted stars. The disadvantage of a single cross-correlation is, however, that the expected DR pattern can be overwhelmed by sudden changes in the apparent spot configuration. Another way to reconstruct the image shear using Doppler imaging is to include a predefined latitude-dependent rotation law in the inversion code (`sheared image method'). However, special but not unusual spot distributions, such like a large polar cap or an equatorial belt (e.g., small random spots evenly distributed along the equator), can distort the rotation profile similarly as the DR does, consequently, yielding incorrect measure of the DR from the sheared image method. To avoid these problems, the technique of measuring DR from averaged cross-correlations using time-series Doppler images (`ACCORD') is introduced and the reliability of this tool is demonstrated on artificial data.
Fluid trajectory evaluation based on an ensemble-averaged cross-correlation in time-resolved PIV
Jeon, Young Jin; Chatellier, Ludovic; David, Laurent
2014-07-01
A novel multi-frame particle image velocimetry (PIV) method, able to evaluate a fluid trajectory by means of an ensemble-averaged cross-correlation, is introduced. The method integrates the advantages of the state-of-art time-resolved PIV (TR-PIV) methods to further enhance both robustness and dynamic range. The fluid trajectory follows a polynomial model with a prescribed order. A set of polynomial coefficients, which maximizes the ensemble-averaged cross-correlation value across the frames, is regarded as the most appropriate solution. To achieve a convergence of the trajectory in terms of polynomial coefficients, an ensemble-averaged cross-correlation map is constructed by sampling cross-correlation values near the predictor trajectory with respect to an imposed change of each polynomial coefficient. A relation between the given change and corresponding cross-correlation maps, which could be calculated from the ordinary cross-correlation, is derived. A disagreement between computational domain and corresponding physical domain is compensated by introducing the Jacobian matrix based on the image deformation scheme in accordance with the trajectory. An increased cost of the convergence calculation, associated with the nonlinearity of the fluid trajectory, is moderated by means of a V-cycle iteration. To validate enhancements of the present method, quantitative comparisons with the state-of-arts TR-PIV methods, e.g., the adaptive temporal interval, the multi-frame pyramid correlation and the fluid trajectory correlation, were carried out by using synthetically generated particle image sequences. The performances of the tested methods are discussed in algorithmic terms. A high-rate TR-PIV experiment of a flow over an airfoil demonstrates the effectiveness of the present method. It is shown that the present method is capable of reducing random errors in both velocity and material acceleration while suppressing spurious temporal fluctuations due to measurement noise.
Effects of cross-correlated noises on the intensity fluctuation of the single-mode laser system
Bing Wang; Shuwen Dai; Shuping Ge
2006-01-01
@@ A single-mode laser model with cross-correlated additive and multiplicative noise terms is considered, and the effects of correlation between noises on the relaxation time and the intensity correlation function are studied. Using the projection operator method and taking into account the effects of the memory kernels of the intensity correlation function, the analytic expressions for the relaxation time and the correlation function are derived. Based on numerical computations, it is found that the self-correlation time and the cross-correlation time have the same effects on the single-mode laser system.
Munoz-Diosdado, A [Department of Mathematics, Unidad Profesional Interdisciplinaria de Biotecnologia, Instituto Politecnico Nacional, Av. Acueducto s/n, 07340, Mexico City (Mexico)
2005-01-01
We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems.
Cross-correlation Weak Lensing of SDSS Galaxy Clusters I: Measurements
Sheldon, Erin S.; Johnston, David E.; Scranton, Ryan; Koester, Ben P.; McKay, Timothy A.; Oyaizu, Hiroaki; Cunha, Carlos; Lima, Marcos; Lin, Huan; Frieman, Joshua A.; Wechsler, Risa H.; Annis, James; Mandelbaum, Rachel; Bahcall, Neta A.; Fukugita, Masataka
2007-09-28
This is the first in a series of papers on the weak lensing effect caused by clusters of galaxies in Sloan Digital Sky Survey. The photometrically selected cluster sample, known as MaxBCG, includes {approx}130,000 objects between redshift 0.1 and 0.3, ranging in size from small groups to massive clusters. We split the clusters into bins of richness and luminosity and stack the surface density contrast to produce mean radial profiles. The mean profiles are detected over a range of scales, from the inner halo (25 kpc/h) well into the surrounding large scale structure (30 Mpc/h), with a significance of 15 to 20 in each bin. The signal over this large range of scales is best interpreted in terms of the cluster-mass cross-correlation function. We pay careful attention to sources of systematic error, correcting for them where possible and bounding them where not. We find that the profiles scale strongly with richness and luminosity. We find the signal within a given richness bin depends upon luminosity, suggesting that luminosity is more closely correlated with mass than galaxy counts. We split the samples by redshift but detect no significant evolution. The profiles are not well described by power laws. In a subsequent series of papers we invert the profiles to three-dimensional mass profiles, show that they are well fit by a halo model description, measure mass-to-light ratios and provide a cosmological interpretation.
Cross-correlation Weak Lensing of SDSS Galaxy Clusters III: Mass-to-light Ratios
Sheldon, Erin S; Masjedi, Morad; McKay, Timothy A; Blanton, Michael R; Scranton, Ryan; Wechsler, Risa H; Koester, Ben P; Hansen, Sarah M; Frieman, Joshua A; Annis, James
2007-01-01
We present measurements of the excess mass-to-light ratio (M/L) measured around MaxBCG galaxy clusters observed in the SDSS. Using cross-correlation weak lensing, we measure the excess mass density profile above the universal mean \\Delta \\rho(r) = \\rho(r) - \\bar{\\rho} for clusters in bins of richness and optical luminosity. We also measure the excess ^{0.25}i-band luminosity density \\Delta l(r) = l(r) - \\bar{l}. For both mass and light, we de-project the profiles to produce 3D mass and light profiles over scales from 25 kpc/h to 22 Mpc/h. From these profiles we calculate the cumulative excess mass \\Delta M(r) and excess light \\Delta L(r) as a function of separation from the BCG. On small scales, where \\rho(r) >> \\bar{\\rho}, the integrated M/L profile may be interpreted as the cluster M/L. We find the (\\Delta M/\\Delta L)_{200}, the M/L within r_{200}, scales with cluster mass as a power law with index 0.33+/-0.02. On large scales, where \\rho(r) . We find /b^2_{ml} = 362+/-54 h measured in the ^{0.25}i-bandpass...
Cross-correlation Weak Lensing of SDSS Galaxy Clusters I: Measurements
Sheldon, Erin S; Scranton, Ryan; Koester, Ben P; McKay, Timothy A; Oyaizu, Hiroaki; Cunha, Carlos; Lima, Marcos; Lin, Huan; Frieman, Joshua A; Wechsler, Risa H; Annis, James; Mandelbaum, Rachel; Bahcall, Neta A; Fukugita, Masataka
2007-01-01
This is the first in a series of papers on the weak lensing effect caused by clusters of galaxies in Sloan Digital Sky Survey. The photometrically selected cluster sample, known as MaxBCG, includes ~130,000 objects between redshift 0.1 and 0.3, ranging in size from small groups to massive clusters. We split the clusters into bins of richness and luminosity and stack the surface density contrast to produce mean radial profiles. The mean profiles are detected over a range of scales, from the inner halo (25 kpc/h) well into the surrounding large scale structure (30 Mpc/h), with a significance of 15 to 20 in each bin. The signal over this large range of scales is best interpreted in terms of the cluster-mass cross-correlation function. We pay careful attention to sources of systematic error, correcting for them where possible and bounding them where not. We find that the profiles scale strongly with richness and luminosity. We find the signal within a given richness bin depends upon luminosity, suggesting that lu...
Unified Green's function retrieval by cross-correlation; connection with energy principles.
Snieder, Roel; Wapenaar, Kees; Wegler, Ulrich
2007-03-01
It has been shown theoretically and observationally that the Green's function for acoustic and elastic waves can be retrieved by cross-correlating fluctuations recorded at two locations. We extend the concept of the extraction of the Green's function to a wide class of scalar linear systems. For systems that are not invariant under time reversal, the fluctuations must be excited by volume sources in order to satisfy the energy balance (equipartitioning) that is needed to extract the Green's function. The general theory for retrieving the Green's function is illustrated with examples that include the diffusion equation, Schrödinger's equation, a vibrating string, the acoustic wave equation, a vibrating beam, and the advection equation. Examples are also shown of situations where the Green's function cannot be extracted from ambient fluctuations. The general theory opens up new applications for the extraction of the Green's function from field correlations that include flow in porous media, quantum mechanics, and the extraction of the response of mechanical structures such as bridges.
Tomographic Imaging of Jakarta Area from Cross-correlation of Seismic Ambient Noise
Pranata, B.; Saygin, E.; Cummins, P. R.; Widiyantoro, S.; Nugraha, A. D.; Harjadi, P.; Suhardjono, S.
2012-12-01
Seismic imaging of sediment thickness of Jakarta is crucial where Jakarta city is currently being rapidly developed with major installations and high-rise structures being constructed at a fast pace. Therefore, information of surface geology and surface sediment thickness for Jakarta city is urgently required in order to mitigate the effects of earthquake hazards in the future. Because of this need, we deployed 36 broadband and shortperiod stations across Jakarta to record seismic ambient noise. We apply cross-correlation method to the simultaneously recorded data to retrieve interstation Green's functions. We measure group velocity dispersion of the retrieved Green's functions by applying narrowband filters. Dispersion measurements are then inverted with a nonlinear tomographic technique to image the shallow structure of Jakarta and its surrounding regions. Preliminary results from tomographic maps show low velocities dominantly located in central, west and north Jakarta. While the highest rate obtained is between stations in South Jakarta. This conforms with the known geological conditions in which the structure of sedimentary cover in northern Jakarta is thicker than the southern part.
Dependence of Adaptive Cross-correlation Algorithm Performance on the Extended Scene Image Quality
Sidick, Erkin
2008-01-01
Recently, we reported an adaptive cross-correlation (ACC) algorithm to estimate with high accuracy the shift as large as several pixels between two extended-scene sub-images captured by a Shack-Hartmann wavefront sensor. It determines the positions of all extended-scene image cells relative to a reference cell in the same frame using an FFT-based iterative image-shifting algorithm. It works with both point-source spot images as well as extended scene images. We have demonstrated previously based on some measured images that the ACC algorithm can determine image shifts with as high an accuracy as 0.01 pixel for shifts as large 3 pixels, and yield similar results for both point source spot images and extended scene images. The shift estimate accuracy of the ACC algorithm depends on illumination level, background, and scene content in addition to the amount of the shift between two image cells. In this paper we investigate how the performance of the ACC algorithm depends on the quality and the frequency content of extended scene images captured by a Shack-Hatmann camera. We also compare the performance of the ACC algorithm with those of several other approaches, and introduce a failsafe criterion for the ACC algorithm-based extended scene Shack-Hatmann sensors.
A cross-correlation method to search for gravitational wave bursts with AURIGA and Virgo
Bignotto, M; Cerdonio, M; Conti, L; Drago, M; Liguori, N [Dipartimento di Fisica, Universita di Padova, Via Marzolo 8, 35131 Padova (Italy); Bonaldi, M; Falferi, P; Vinante, A [Istituto di Fotonica e Nanotecnologie, CNR-Fondazione Bruno Kessler, I-38050 Povo (Trento) (Italy); Camarda, M [Dipartimento di Ingegneria Informatica, Universita di Padova, Via G. Gradenigo 6a, 35131 Padova (Italy); Longo, S; Ortolan, A [INFN, Laboratori Nazionali di Legnaro, 35020 Legnaro, Padova (Italy); Mezzena, R; Mion, A; Prodi, G A; Re, V; Salemi, F; Vitale, S [INFN, Gruppo Collegato di Trento, Sezione di Padova, I-38050 Povo, Trento (Italy); Taffarello, L; Vedovato, G; Zendri, J P [INFN, Sezione di Padova, Via Marzolo 8, 35131 Padova (Italy)], E-mail: virginia.re@lnl.infn.it (and others)
2008-06-07
We present a method to search for transient gravitational waves using a network of detectors with different spectral and directional sensitivities: the interferometer Virgo and the bar detector AURIGA. The data analysis method is based on the measurements of the correlated energy in the network by means of a weighted cross-correlation. To limit the computational load, this coherent analysis step is performed around time-frequency coincident triggers selected by an excess power event trigger generator tuned at low thresholds. The final selection of gravitational wave candidates is performed by a combined cut on the correlated energy and on the significance as measured by the event trigger generator. The method has been tested on one day of data of AURIGA and Virgo during September 2005. The outcomes are compared to the results of a stand-alone time-frequency coincidence search. We discuss the advantages and the limits of this approach, in view of a possible future joint search between AURIGA and one interferometric detector.
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.
Sherwin, Blake D; Das, Sudeep; Haijian, Amir; Addison, Graeme; Bond, Richard; Crichton, Devin; Devlin, Mark J.; Dunkley, Joanna; Gralla, Megan B.; Halpern, Mark;
2012-01-01
We measure the cross-correlation of Atacama cosmology telescope cosmic microwave background (CMB) lensing convergence maps with quasar maps made from the Sloan Digital Sky Survey DR8 SDSS-XDQSO photometric catalog. The CMB lensing quasar cross-power spectrum is detected for the first time at a significance of 3.8 sigma, which directly confirms that the quasar distribution traces the mass distribution at high redshifts z > 1. Our detection passes a number of null tests and systematic checks. Using this cross-power spectrum, we measure the amplitude of the linear quasar bias assuming a template for its redshift dependence, and find the amplitude to be consistent with an earlier measurement from clustering; at redshift z ap 1.4, the peak of the distribution of quasars in our maps, our measurement corresponds to a bias of b = 2.5 +/- 0.6. With the signal-to-noise ratio on CMB lensing measurements likely to improve by an order of magnitude over the next few years, our results demonstrate the potential of CMB lensing crosscorrelations to probe astrophysics at high redshifts.
A Joint Analysis for Cosmology and Photometric Redshift Calculation Using Cross Correlations
McLeod, Michael; Abdalla, Filipe B
2016-01-01
We present a method of calibrating the properties of photometric redshift bins as part of a larger Markov Chain Monte Carlo (MCMC) analysis for the inference of cosmological parameters. The redshift bins are characterised by their mean and variance, which are varied as free parameters and marginalised over when obtaining the cosmological parameters. We demonstrate that the likelihood function for cross-correlations in an angular power spectrum framework tightly constrains the properties of bins such that they may be well determined, reducing their influence on cosmological parameters and avoiding the bias from poorly estimated redshift distributions. We demonstrate that even with only three photometric and three spectroscopic bins, we can recover accurate estimates of the mean redshift of a bin to within $\\Delta\\mu \\approx 3-4 \\times10^{-3}$ and the width of the bin to $\\Delta\\sigma \\approx 1\\times10^{-3}$ for galaxies near $z = 1$. This indicates that we may be able to bring down the photometric redshift err...
A Cross-correlation method to search for gravitational wave bursts with AURIGA and Virgo
Bignotto, M; Camarda, M; Cerdonio, M; Conti, L; Drago, M; Falferi, P; Liguori, N; Longo, S; Mezzena, R; Mion, A; Ortolan, A; Prodi, G A; Re, V; Salemi, F; Taffarello, L; Vedovato, G; Vinante, A; Vitale, S; Zendri, J P; Acernese, F; Alshourbagy, M; Amico, P; Antonucci, F; Aoudia, S; Astone, P; Avino, S; Baggio, L; Ballardin, G; Barone, F; Barsotti, L; Barsuglia, M; Bauer, T S; Bigotta, S; Birindelli, S; Boccara, C; Bondu, F; Bosi, L; Braccini, S; Bradaschia, C; Brillet, A; Brisson, V; Buskulic, D; Cagnoli, G; Calloni, E; Campagna, E; Carbognani, F; Cavalier, F; Cavalieri, R; Cella, G; Cesarini, E; Chassande-Mottin, E; Clapson, A C; Cleva, F; Coccia, E; Corda, C; Corsi, A; Cottone, F; Coulon, J P; Cuoco, E; D'Antonio, S; Dari, A; Dattilo, V; Davier, M; De Rosa, R; Del Prete, M; Di Fiore, L; Di Lieto, A; Di Paolo Emilio, M; Di Virgilio, A; Evans, M; Fafone, V; Ferrante, I; Fidecaro, F; Fiori, I; Flaminio, R; Fournier, J D; Frasca, S; Frasconi, F; Gammaitoni, L; Garufi, F; Genin, E; Gennai, A; Giazotto, A; Giordano, L; Granata, V; Greverie, C; Grosjean, D; Guidi, G; Hamdani, S; Hebri, S; Heitmann, H; Hello, P; Huet, D; Kreckelbergh, S; La Penna, P; Laval, M
2008-01-01
We present a method to search for transient GWs using a network of detectors with different spectral and directional sensitivities: the interferometer Virgo and the bar detector AURIGA. The data analysis method is based on the measurements of the correlated energy in the network by means of a weighted cross-correlation. To limit the computational load, this coherent analysis step is performed around time-frequency coincident triggers selected by an excess power event trigger generator tuned at low thresholds. The final selection of GW candidates is performed by a combined cut on the correlated energy and on the significance as measured by the event trigger generator. The method has been tested on one day of data of AURIGA and Virgo during September 2005. The outcomes are compared to the results of a stand-alone time-frequency coincidence search. We discuss the advantages and the limits of this approach, in view of a possible future joint search between AURIGA and one interferometric detector.
Eriksen, Martin
2015-01-01
In the first paper of this series, we studied the effect of baryon acoustic oscillations (BAO), redshift space distortions (RSD) and weak lensing (WL) on measurements of angular cross-correlations in narrow redshift bins. Paper-II presented a multitracer forecast as Figures of Merit (FoM), combining a photometric and spectroscopic stage-IV survey. The uncertainties from galaxy bias, the way light traces mass, is an important ingredient in the forecast. Fixing the bias would increase our FoM equivalent to 3.3 times larger area for the combined constraints. This paper focus on how the modelling of bias affect these results. In the combined forecast, lensing both help and benefit from the improved bias measurements in overlapping surveys after marginalizing over the cosmological parameters. Adding a second lens population in counts-shear does not have a large impact on bias error, but removing all counts-shear information increases the bias error in a significant way. We also discuss the relative impact of WL, m...
Pack, Chan-Gi, E-mail: changipack@amc.seoul.kr [Asan Institute for Life Sciences, University of Ulsan, College of Medicine, Asan Medical Center, Seoul 138-736 (Korea, Republic of); Ahn, Sang-Gun [Dept. of Pathology, College of Dentistry, Chosun University, Seosuk-dong, Dong-gu, Gwangju 501-759 (Korea, Republic of)
2015-07-31
The cellular response to stress is primarily controlled in cells via transcriptional activation by heat shock factor 1 (HSF1). HSF1 is well-known to form homotrimers for activation upon heat shock and subsequently bind to target DNAs, such as heat-shock elements, by forming stress granules. A previous study demonstrated that nuclear HSF1 and HSF2 molecules in live cells interacted with target DNAs on the stress granules. However, the process underlying the binding interactions of HSF family in cells upon heat shock remains unclear. This study demonstrate for the first time that the interaction kinetics among nuclear HSF1, HSF2, and HSF4 upon heat shock can be detected directly in live cells using dual color fluorescence cross-correlation spectroscopy (FCCS). FCCS analyses indicated that the binding between HSFs was dramatically changed by heat shock. Interestingly, the recovery kinetics of interaction between HSF1 molecules after heat shock could be represented by changes in the relative interaction amplitude and mobility. - Highlights: • The binding interactions among nuclear HSFs were successfully detected. • The binding kinetics between HSF1s during recovery was quantified. • HSF2 and HSF4 strongly formed hetero-complex, even before heat shock. • Nuclear HSF2 and HSF4 bound to HSF1 only after heat shock.
Cross-correlation spectroscopy study of the transient spark discharge in atmospheric pressure air
Janda, Mário; Hoder, Tomáš; Sarani, Abdollah; Brandenburg, Ronny; Machala, Zdenko
2017-05-01
A streamer-to-spark transition in a self-pulsing transient spark (TS) discharge of positive polarity in air was investigated using cross-correlation spectroscopy. The entire temporal evolution of the TS was recorded for several spectral bands and lines: the second positive system of N2 (337.1 nm), the first negative system of {{{{N}}}2}+ (391.4 nm), and atomic oxygen (777.1 nm). The results enable the visualization of the different phases of discharge development including the primary streamer, the secondary streamer, and the transition to the spark. The spatio-temporal distribution of the reduced electric field strength during the primary streamer phase of the TS was determined and discussed. The transition from the streamer to the spark proceeds very fast within about 10 ns for the TS with a current pulse repetition rate in the range 8-10 kHz. This is attributed to memory effects, leading to a low net electron attachment rate and faster propagation of the secondary streamer. Gas heating, accumulation of species such as oxygen atoms from the previous TS pulses, as well as generation of charged particles by stepwise ionization seem to play important roles contributing to this fast streamer-to-spark transition.
A Model-Based Cross-Correlation Search for Gravitational Waves from Scorpius X-1
Whelan, John T; Zhang, Yuanhao; Peiris, Prabath
2015-01-01
We consider the cross-correlation search for periodic GWs and its potential application to the LMXB Sco X-1. This method coherently combines data from different detectors at the same time, as well as different times from the same or different detectors. By adjusting the maximum time offset between a pair of data segments to be coherently combined, one can tune the method to trade off sensitivity and computing costs. In particular, the detectable signal amplitude scales as the inverse fourth root of this coherence time. The improvement in amplitude sensitivity for a search with a coherence time of 1hr, compared with a directed stochastic background search with 0.25Hz wide bins is about a factor of 5.4. We show that a search of 1yr of data from Advanced LIGO and Advanced Virgo with a coherence time of 1hr would be able to detect GWs from Sco X-1 at the level predicted by torque balance over a range of signal frequencies from 30-300Hz; if the coherence time could be increased to 10hr, the range would be 20-500Hz...
Constraints on halo formation from cross-correlations with correlated variables
Castorina, Emanuele; Sheth, Ravi K
2016-01-01
Cross-correlations between biased tracers and the dark matter field encode information about the physical variables which characterize these tracers. However, if the physical variables of interest are correlated with one another, then extracting this information is not as straightforward as one might naively have thought. We show how to exploit these correlations so as to estimate scale-independent bias factors of all orders in a model-independent way. We also show that failure to account for this will lead to incorrect conclusions about which variables matter and which do not. Morever, accounting for this allows one to use the scale dependence of bias to constrain the physics of halo formation; to date the argument has been phrased the other way around. We illustrate by showing that the scale dependence of linear and nonlinear bias, measured on nonlinear scales, can be used to provide consistent estimates of how the critical density for halo formation depends on halo mass. Our methods work even when the bias...
Cross-correlation cosmography with intensity mapping of the neutral hydrogen 21 cm emission
Pourtsidou, A.; Bacon, D.; Crittenden, R.
2015-11-01
The cross-correlation of a foreground density field with two different background convergence fields can be used to measure cosmographic distance ratios and constrain dark energy parameters. We investigate the possibility of performing such measurements using a combination of optical galaxy surveys and neutral hydrogen (HI) intensity mapping surveys, with emphasis on the performance of the planned Square Kilometre Array (SKA). Using HI intensity mapping to probe the foreground density tracer field and/or the background source fields has the advantage of excellent redshift resolution and a longer lever arm achieved by using the lensing signal from high redshift background sources. Our results show that, for our best SKA-optical configuration of surveys, a constant equation of state for dark energy can be constrained to ≃8 % for a sky coverage fsky=0.5 and assuming a σ (ΩDE)=0.03 prior for the dark energy density parameter. We also show that using the cosmic microwave background as the second source plane is not competitive, even when considering a COrE-like satellite.
Bailoni, Alberto; Amendola, Luca
2016-01-01
The Fisher matrix is a widely used tool to forecast the performance of future experiments and approximate the likelihood of large data sets. Most of the forecasts for cosmological parameters in galaxy clustering studies rely on the Fisher matrix approach for large-scale experiments like DES, Euclid, or SKA. Here we improve upon the standard method by taking into account three effects: the finite window function, the correlation between redshift bins, and the uncertainty on the bin redshift. The first two effects are negligible only in the limit of infinite surveys. The third effect, on the contrary, is negligible for infinitely small bins. Here we show how to take into account these effects and what the impact on forecasts of a Euclid-type experiment will be. The main result of this article is that the windowing and the bin cross-correlation induce a considerable change in the forecasted errors, of the order of 10-30% for most cosmological parameters, while the redshift bin uncertainty can be neglected for bi...
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.
Natarajan, Aravind; Trac, Hy; Pen, Ue Li; Loeb, Abraham
2012-01-01
We investigate the effect of patchy reionization on the cosmic microwave background temperature. An anisotropic optical depth tau (theta) alters the TT power spectrum on small scales l > 2000. We make use of the correlation between the matter density and the reionization redshift fields to construct full sky maps of tau(theta). Patchy reionization transfers CMB power from large scales to small scales, resulting in a non-zero cross correlation between large and small angular scales. We show that the patchy tau correlator is sensitive to small root mean square values tau_rms ~ 0.003 seen in our maps. We include other secondary anisotropies such as CMB lensing, kinetic and thermal Sunyaev-Zel'dovich terms, as well as the infrared and point source background, and show that patchy reionization may be detected in the low frequency channels ~ 90 GHz, particularly for extended reionization histories. If frequency dependent secondaries can be minimized by a multi-frequency analysis, we show that even small degrees of ...
Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets
Fernández-Macho, Javier
2012-02-01
Statistical studies that consider multiscale relationships among several variables use wavelet correlations and cross-correlations between pairs of variables. This procedure needs to calculate and compare a large number of wavelet statistics. The analysis can then be rather confusing and even frustrating since it may fail to indicate clearly the multiscale overall relationship that might exist among the variables. This paper presents two new statistical tools that help to determine the overall correlation for the whole multivariate set on a scale-by-scale basis. This is illustrated in the analysis of a multivariate set of daily Eurozone stock market returns during a recent period. Wavelet multiple correlation analysis reveals the existence of a nearly exact linear relationship for periods longer than the year, which can be interpreted as perfect integration of these Euro stock markets at the longest time scales. It also shows that small inconsistencies between Euro markets seem to be just short within-year discrepancies possibly due to the interaction of different agents with different trading horizons.
Pipeline Implementation of Real Time Event Cross Correlation for Nuclear Treaty Monitoring
Junek, W. N.; Wehlen, J. A., III
2014-12-01
The United States National Data Center (US NDC) is responsible for monitoring international compliance to nuclear test ban treaties. This mission is performed through real time acquisition, processing, and evaluation of data acquired by a global network of seismic, hydroacoustic, and infrasonic sensors. Automatic and human reviewed event solutions are stored in a data warehouse which contains over 15 years of alphanumeric information and waveform data. A significant effort is underway to employ the data warehouse in real time processing to improve the quality of automatic event solutions, reduce analyst burden, and supply decision makers with information regarding relevant historic events. To this end, the US NDC processing pipeline has been modified to automatically recognize events built in the past. Event similarity information and the most relevant historic solution are passed to the human analyst to assist their evaluation of automatically formed events. This is achieved through real time cross correlation of selected seismograms from automatically formed events against those stored in the data warehouse. Historic events used in correlation analysis are selected based on a set of user defined parameters, which are tuned to maintain pipeline timeliness requirements. Software architecture and database infrastructure were modified using a multithreaded design for increased processing speed, database connection pools for parallel queries, and Oracle spatial indexing to enhance query efficiency. This functionality allows the human analyst to spend more time studying anomalous events and less time rebuilding routine events.
Jammazi, Rania; Aloui, Chaker
2015-10-01
This paper analyzes the interactive linkages between carbon dioxide (CO2) emissions, energy consumption (EC) and economic growth (EG) using a novel approach namely wavelet windowed cross correlation (WWCC) for six oil-exporting countries from the GCC (Gulf Cooperation Council) region over the period 1980-2012. Our empirical results show that there exists a bidirectional causal relationship between EC and EG. However, the results support the occurrence of unidirectional causality from EC to CO2 emissions without any feedback effects, and there exists a bidirectional causal relationship between EG and CO2 emissions for the region as a whole. The study suggests that environmental and energy policies should recognize the differences in the nexus between EC and EG in order to maintain sustainable EG in the GCC region. Our findings will be useful for GCC countries to better evaluate its situation in the future climate negotiations. The overall findings will help GCC countries assess its position better in future climate change negotiations.
Liu, X.; Beroza, G. C.; Ben-Zion, Y.
2016-12-01
We estimate the frequency-dependent amplitude error of ambient noise cross-correlations based on the method of Liu et al. (2016) for different normalizations. We compute the stacked cross spectrum of noise recorded at station pairs in southern California by averaging the cross spectrum of evenly spaced windows of the same length, but offset in time. Windows with signals (e.g. earthquakes) contaminating the ambient seismic noise are removed as statistical outliers. Standard errors of the real and imaginary parts of the stacked cross-spectrum are estimated assuming each window is independent. The autocorrelation of the sequence of cross-spectrum values at a given frequency obtained from different windows are used to test the independence of cross-spectrum values in neighboring time windows. For frequencies below 0.2 Hz, we find temporal correlation in the noise data. We account for temporal correlation in computation of errors using a block bootstrap resampling method. The stacked cross-spectrum and associated amplitude are computed under different normalization methods including deconvolution and whitening applied before or after ensemble average of cross-spectrum values. We estimate the amplitude errors based on error propagation from errors of stacked cross-spectrum and verified by bootstrap method. We propose to use this characterization of amplitude uncertainty to constrain uncertainties in ground motion predictions based on ambient-field observations.
Foreground Analysis Using Cross-Correlations of External Templates on the 7-year WMAP data
Ghosh, Tuhin; Jaffe, Tess; Dickinson, Clive; Davies, Rod; Davis, Richard; Gorski, Krzysztof
2012-01-01
WMAP data when combined with ancillary data on free-free, synchrotron and dust allow an improved understanding of the spectrum of emission from each of these components. Here we examine the sky variation at intermediate and high latitudes using a cross-correlation technique. In particular, we compare the observed emission in several large partitions of the sky plus 33 selected sky regions to three "standard" templates. The regions are selected using a criterion based on the morphology of these template maps. The synchrotron emission shows evidence of steepening between GHz frequencies and the \\emph{WMAP} bands. There are indications of spectral index variations across the sky but the current data are not precise enough to accurately quantify this from region-to-region. The emission correlated with the $H_{\\alpha}$ template shows clear evidence of deviation from a free-free spectrum. The emission can be decomposed into a contribution from both free-free and spinning dust in the warm ionised medium of the Galax...
A Bayesian estimate of the CMB-large scale structure cross-correlation
Santos, E Moura; Penna-Lima, M; Novaes, C P; Wuensche, C A
2015-01-01
Evidences for late-time acceleration of the Universe are provided by multiple complementary probes, such as observations of distant Type Ia supernovae (SNIa), cosmic microwave background (CMB), baryon acoustic oscillations (BAO), large scale structure (LSS), and the integrated Sachs-Wolfe (ISW) effect. In this work we shall focus on the ISW effect, which consists of small secondary fluctuations in the CMB produced whenever the gravitational potentials evolve due to transitions between dominating fluids, e.g., matter to dark energy dominated phase. Therefore, if we assume a flat universe, as supported by primary CMB data, then a detection of the ISW effect can be correlated to a measurement of dark energy and its properties. In this work, we present a Bayesian estimate of the CMB-LSS cross-correlation signal. As local tracers of the matter distribution at large scales we have used the Two Micron All Sky Survey (2MASS) galaxy catalog and, for the CMB temperature fluctuations, the nine-year data release of the W...
Increasing the computational efficient of digital cross correlation by a vectorization method
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.
Experimental cross-correlation nitrogen Q-branch CARS thermometry in a spark ignition engine
Lockett, R. D.; Ball, D.; Robertson, G. N.
2013-07-01
A purely experimental technique was employed to derive temperatures from nitrogen Q-branch Coherent Anti-Stokes Raman Scattering (CARS) spectra, obtained in a high pressure, high temperature environment (spark ignition Otto engine). This was in order to obviate any errors arising from deficiencies in the spectral scaling laws which are commonly used to represent nitrogen Q-branch CARS spectra at high pressure. The spectra obtained in the engine were compared with spectra obtained in a calibrated high pressure, high temperature cell, using direct cross-correlation in place of the minimisation of sums of squares of residuals. The technique is demonstrated through the measurement of air temperature as a function of crankshaft angle inside the cylinder of a motored single-cylinder Ricardo E6 research engine, followed by the measurement of fuel-air mixture temperatures obtained during the compression stroke in a knocking Ricardo E6 engine. A standard CARS programme (SANDIA's CARSFIT) was employed to calibrate the altered non-resonant background contribution to the CARS spectra that was caused by the alteration to the mole fraction of nitrogen in the unburned fuel-air mixture. The compression temperature profiles were extrapolated in order to predict the auto-ignition temperatures.
SKA Weak Lensing I: Cosmological Forecasts and the Power of Radio-Optical Cross-Correlations
Harrison, Ian; Camera, Stefano; Zuntz, Joe; Brown, L.
2016-09-01
We construct forecasts for cosmological parameter constraints from weak gravitational lensing surveys involving the Square Kilometre Array (SKA). Considering matter content, dark energy and modified gravity parameters, we show that the first phase of the SKA (SKA1) can be competitive with other Stage III experiments such as the Dark Energy Survey (DES) and that the full SKA (SKA2) can potentially form tighter constraints than Stage IV optical weak lensing experiments, such as those that will be conducted with LSST, WFIRST-AFTA or Euclid-like facilities. Using weak lensing alone, going from SKA1 to SKA2 represents improvements by factors of ˜10 in matter, ˜10 in dark energy and ˜5 in modified gravity parameters. We also show, for the first time, the powerful result that comparably tight constraints (within ˜5%) for both Stage III and Stage IV experiments, can be gained from cross-correlating shear maps between the optical and radio wavebands, a process which can also eliminate a number of potential sources of systematic errors which can otherwise limit the utility of weak lensing cosmology.
A joint analysis for cosmology and photometric redshift calibration using cross-correlations
McLeod, Michael; Balan, Sreekumar T.; Abdalla, Filipe B.
2017-04-01
We present a method of calibrating the properties of photometric redshift bins as part of a larger nested sampling analysis for the inference of cosmological parameters. The redshift bins are characterized by their mean and variance, which are varied as free parameters and marginalized over when obtaining the cosmological parameters. We demonstrate that the likelihood function for cross-correlations in an angular power spectrum framework tightly constrains the properties of bins such that they may be well determined, reducing their influence on cosmological parameters and avoiding the bias from poorly estimated redshift distributions. We demonstrate that even with only three photometric and three spectroscopic bins, we can recover accurate estimates of the mean redshift of a bin to within Δμ ≈ 3-4 × 10-3 and the width of the bin to Δσ ≈ 1 × 10-3 for galaxies near z = 1. This indicates that we may be able to bring down the photometric redshift errors to a level which is in line with the requirements for the next generation of cosmological experiments.
Environmental Quenching and Galactic Conformity in the Galaxy Cross-Correlation Signal
Hatfield, P W
2016-01-01
It has long been known that environment has a large effect on star formation in galaxies. There are several known plausible mechanisms to remove the cool gas needed for star formation, such as strangulation, harassment and ram-pressure stripping. It is unclear which process is dominant, and over what range of stellar mass. In this paper, we find evidence for suppression of the cross-correlation function between massive galaxies and less massive star-forming galaxies, giving a measure of how less likely a galaxy is to be star-forming in the vicinity of a more massive galaxy. We develop a formalism for modelling environmental quenching mechanisms within the Halo Occupation Distribution formalism. We find that at $z \\sim 2$ environment is not a significant factor in determining quenching of star-forming galaxies, and that galaxies are quenched with similar probabilities in group environments as they are globally. However, by $z \\sim 0.5$ galaxies are much less likely to be star forming when in a group environmen...
Alejos, Ana Vazques; Dawood, Muhammad
2012-06-01
In this contribution we examine the propagation of an ultrawideband (UWB) random noise signal through dispersive media such as soil, vegetation, and water, using Fourier-based analysis. For such media, the propagated signal undergoes medium-specific impairments which degrade the received signal in a different way than the non-dispersive propagation media. Theoretically, larger penetration depths into a dispersive medium can be achieved by identifying and detecting the precursors, thereby offering significantly better signal-to-noise ratio and enhanced imaging. For a random noise signal, well defined precursors in term of peak-amplitude don't occur. The phenomenon must therefore be studied in terms of energy evolution. Additionally, the distortion undergone by the UWB random noise signal through a dispersive medium can introduce frequency-dependent uncertainty or noise in the received signal. This leads to larger degradation of the cross-correlation function (CCF), mainly in terms of sidelobe levels and main peak deformation, and consequently making the information retrieval difficult. We would further analyze one method to restore the shape and carrier frequency of the input UWB random noise signal, thereby, improving the CCF estimation.
Statistical Study of 2XMMi-DR3/SDSS-DR8 Cross-correlation Sample
Yan-Xia, Zhang; Yong-Heng, Zhao; Xue-Bing, Wu; 10.1088/0004-6256/145/2/42
2013-01-01
Cross-correlating the XMM-Newton 2XMMi-DR3 catalog with the Sloan Digital Sky Survey (SDSS) Data Release 8, we obtain one of the largest X-ray/optical catalogs and explore the distribution of various classes of X-ray emitters in the multidimensional photometric parameter space. Quasars and galaxies occupy different zones while stars scatter in them. However, X-ray active stars have a certain distributing rule according to spectral types. The earlier the type of stars, the stronger X-ray emitting. X-ray active stars have a similar distribution to most of stars in the g-r versus r-i diagram. Based on the identified samples with SDSS spectral classification, a random forest algorithm for automatic classification is performed. The result shows that the classification accuracy of quasars and galaxies adds up to more than 93.0% while that of X-ray emitting stars only amounts to 45.3%. In other words, it is easy to separate quasars and galaxies, but it is difficult to discriminate X-ray active stars from quasars and...
Tashiro, Hiroyuki; Aghanim, Nabila; Langer, Mathieu; Douspis, Marian; Zaroubi, Saleem
2008-01-01
The cosmic microwave background (CMB) polarization and the 21-cm line fluctuations are powerful probes of cosmological reionization. We study how the cross-correlation between the CMB polarization (E modes) and the 21-cm line fluctuations can be used to gain further understanding of the reionization
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
Max-Moerbeck, W; Hovatta, T; Pavlidou, V; Pearson, T J; Readhead, A C S
2014-01-01
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 modeled 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 leak...
Huang, Jing; Ma, Jian-hua; Liu, Nan; Qian, Shan-shan
2010-10-01
We designed a weighted cross-correlation coefficient considering the "anchor" of the T cell epitopes, and used an evolutionary algorithm to search for an optimal weight vector. A SVM model with this new peptide similarity kernel was evaluated on a T-cell data set. The results demonstrated a good performance of this method.
Bing Wang; Xiuqing Wu
2008-01-01
@@ Considering a single-mode laser system with cross-correlated additive colored noise and multiplicative colored noise, we study the effects of correlation among noises on the normalized intensity correlation function C(s).C(s) is derived by means of the projection operator method.
Zhang, Mingjing; Wen, Ming; Zhang, Zhi-Min; Lu, Hongmei; Liang, Yizeng; Zhan, Dejian
2015-03-01
Retention time shift is one of the most challenging problems during the preprocessing of massive chromatographic datasets. Here, an improved version of the moving window fast Fourier transform cross-correlation algorithm is presented to perform nonlinear and robust alignment of chromatograms by analyzing the shifts matrix generated by moving window procedure. The shifts matrix in retention time can be estimated by fast Fourier transform cross-correlation with a moving window procedure. The refined shift of each scan point can be obtained by calculating the mode of corresponding column of the shifts matrix. This version is simple, but more effective and robust than the previously published moving window fast Fourier transform cross-correlation method. It can handle nonlinear retention time shift robustly if proper window size has been selected. The window size is the only one parameter needed to adjust and optimize. The properties of the proposed method are investigated by comparison with the previous moving window fast Fourier transform cross-correlation and recursive alignment by fast Fourier transform using chromatographic datasets. The pattern recognition results of a gas chromatography mass spectrometry dataset of metabolic syndrome can be improved significantly after preprocessing by this method. Furthermore, the proposed method is available as an open source package at https://github.com/zmzhang/MWFFT2.
Baheza, Richard A. [Department of Biomedical Engineering and Institute of Imaging Science, Vanderbilt University, Nashville, Tennessee 37232-2310 (United States); Welch, E. Brian [Institute of Imaging Science and Departments of Radiology and Radiological Sciences and Biomedical Engineering, Vanderbilt University, Nashville, Tennessee 37232-2310 (United States); Gochberg, Daniel F. [Institute of Imaging Science and Departments of Radiology and Radiological Sciences, and Physics and Astronomy, Vanderbilt University, Nashville, Tennessee 37232-2310 (United States); Sanders, Melinda [Department of Pathology, Vanderbilt University, Nashville, Tennessee 37232-2310 (United States); Harvey, Sara [Department of Radiology and Radiological Sciences, Vanderbilt University, Nashville, Tennessee 37232-2310 (United States); Gore, John C. [Institute of Imaging Science and Departments of Biomedical Engineering, Radiology and Radiological Sciences, Physics and Astronomy, and Molecular Physiology and Biophysics, Vanderbilt University, Nashville, Tennessee 37232-2310 (United States); Yankeelov, Thomas E., E-mail: thomas.yankeelov@vanderbilt.edu [Institute of Imaging Science and Departments of Radiology and Radiological Sciences, Biomedical Engineering, Physics and Astronomy, and Cancer Biology, Vanderbilt University, Nashville, Tennessee 37232-2310 (United States)
2015-03-15
Purpose: To develop and evaluate a new method for detecting calcium deposits using their characteristic magnetic susceptibility effects on magnetic resonance (MR) images at high fields and demonstrate its potential in practice for detecting breast microcalcifications. Methods: Characteristic dipole signatures of calcium deposits were detected in magnetic resonance phase images by computing the cross-correlation between the acquired data and a library of templates containing simulated phase patterns of spherical deposits. The influence of signal-to-noise ratio and various other MR parameters on the results were assessed using simulations and validated experimentally. The method was tested experimentally for detection of calcium fragments within gel phantoms and calcium-like inhomogeneities within chicken tissue at 7 T with optimized MR acquisition parameters. The method was also evaluated for detection of simulated microcalcifications, modeled from biopsy samples of malignant breast cancer, inserted in silico into breast magnetic resonance imaging (MRIs) of healthy subjects at 7 T. For both assessments of calcium fragments in phantoms and biopsy-based simulated microcalcifications in breast MRIs, receiver operator characteristic curve analyses were performed to determine the cross-correlation index cutoff, for achieving optimal sensitivity and specificity, and the area under the curve (AUC), for measuring the method’s performance. Results: The method detected calcium fragments with sizes of 0.14–0.79 mm, 1 mm calcium-like deposits, and simulated microcalcifications with sizes of 0.4–1.0 mm in images with voxel sizes between (0.2 mm){sup 3} and (0.6 mm){sup 3}. In images acquired at 7 T with voxel sizes of (0.2 mm){sup 3}–(0.4 mm){sup 3}, calcium fragments (size 0.3–0.4 mm) were detected with a sensitivity, specificity, and AUC of 78%–90%, 51%–68%, and 0.77%–0.88%, respectively. In images acquired with a human 7 T scanner, acquisition times below 12
Brunker, J.; Beard, P.
2013-03-01
Blood flow measurements have been demonstrated using the acoustic resolution mode of photoacoustic sensing. This is unlike previous flowmetry methods using the optical resolution mode, which limits the maximum penetration depth to approximately 1mm. Here we describe a pulsed time correlation photoacoustic Doppler technique that is inherently flexible, lending itself to both resolution modes. Doppler time shifts are quantified via cross-correlation of pairs of photoacoustic waveforms generated in moving absorbers using pairs of laser light pulses, and the photoacoustic waves detected using an ultrasound transducer. The acoustic resolution mode is employed by using the transducer focal width, rather than the large illuminated volume, to define the lateral spatial resolution. The use of short laser pulses allows depth-resolved measurements to be obtained with high spatial resolution, offering the prospect of mapping flow within microcirculation. Whilst our previous work has been limited to a non-fluid phantom, we now demonstrate measurements in more realistic blood-mimicking phantoms incorporating fluid suspensions of microspheres flowing along an optically transparent tube. Velocities up to 110 mm/s were measured with accuracies approaching 1% of the known velocities, and resolutions of a few mm/s. The velocity range and resolution are scalable with excitation pulse separation, but the maximum measurable velocity was considerably smaller than the value expected from the detector focal beam width. Measurements were also made for blood flowing at velocities up to 13.5 mm/s. This was for a sample reduced to 5% of the normal haematocrit; increasing the red blood cell concentration limited the maximum measurable velocity so that no results were obtained for concentrations greater than 20% of a physiologically realistic haematocrit. There are several possible causes for this limitation; these include the detector bandwidth and irregularities in the flow pattern. Better
Tal, Balazs; Bencze, Attila; Zoletnik, Sandor; Veres, Gabor [KFKI-Research Institute for Particle and Nuclear Physics, Association EURATOM, PO Box 49, H-1525 Budapest (Hungary); Por, Gabor [Department of Nuclear Techniques, Budapest University of Technology and Economics, Association EURATOM, Muegyetem rkp. 9., H-1111 Budapest (Hungary)
2011-12-15
Time delay estimation methods (TDE) are well-known techniques to investigate poloidal flows in hot magnetized plasmas through the propagation properties of turbulent structures in the medium. One of these methods is based on the estimation of the time lag at which the cross-correlation function (CCF) estimation reaches its maximum value. The uncertainty of the peak location refers to the smallest determinable flow velocity modulation, and therefore the standard deviation of the time delay imposes important limitation to the measurements. In this article, the relative standard deviation of the CCF estimation and the standard deviation of its peak location are calculated analytically using a simple model of turbulent signals. This model assumes independent (non interacting) overlapping events (coherent structures) with randomly distributed spatio-temporal origins moving with background flow. The result of our calculations is the derivation of a general formula for the CCF variance, which is valid not exclusively in the high event density limit, but also for arbitrary event densities. Our formula reproduces the well known expression for high event densities previously published in the literature. In this paper we also present a derivation of the variance of time delay estimation that turns out to be inversely proportional to the applied time window. The derived formulas were tested in real plasma measurements. The calculations are an extension of the earlier work of Bencze and Zoletnik [Phys. Plasmas 12, 052323 (2005)] where the autocorrelation-width technique was developed. Additionally, we show that velocities calculated by a TDE method possess a broadband noise which originates from this variance, its power spectral density cannot be decreased by worsening the time resolution and can be coherent with noises of other velocity measurements where the same turbulent structures are used. This noise should not be confused with the impact of zero mean frequency zonal flow
STATISTICAL STUDY OF 2XMMi-DR3/SDSS-DR8 CROSS-CORRELATION SAMPLE
Zhang Yanxia; Zhou Xinlin; Zhao Yongheng [Key Laboratory of Optical Astronomy, National Astronomical Observatories, Chinese Academy of Sciences, 20A Datun Road, Chaoyang District, 100012 Beijing (China); Wu Xuebing, E-mail: zyx@bao.ac.cn [Department of Astronomy, Peking University, 100871 Beijing (China)
2013-02-01
Cross-correlating the XMM-Newton 2XMMi-DR3 catalog with the Sloan Digital Sky Survey (SDSS) Data Release 8, we obtain one of the largest X-ray/optical catalogs and explore the distribution of various classes of X-ray emitters in the multidimensional photometric parameter space. Quasars and galaxies occupy different zones while stars scatter in them. However, X-ray active stars have a certain distributing rule according to spectral types. The earlier the type of stars, the stronger its X-ray emitting. X-ray active stars have a similar distribution to most stars in the g - r versus r - i diagram. Based on the identified samples with SDSS spectral classification, a random forest algorithm for automatic classification is performed. The result shows that the classification accuracy of quasars and galaxies adds up to more than 93.0% while that of X-ray emitting stars only amounts to 45.3%. In other words, it is easy to separate quasars and galaxies, but it is difficult to discriminate X-ray active stars from quasars and galaxies. If we want to improve the accuracy of automatic classification, it is necessary to increase the number of X-ray emitting stars, since the majority of X-ray emitting sources are quasars and galaxies. The results obtained here will be used for the optical spectral survey performed by the Large sky Area Multi-Object fiber Spectroscopic Telescope (LAMOST, also named the Guo Shou Jing Telescope), which is a Chinese national scientific research facility operated by the National Astronomical Observatories, Chinese Academy of Sciences.
Saltos, Andrea
In efforts to perform accurate dosimetry, Oakes et al. [Nucl. Intrum. Mehods. (2013)] introduced a new portable solid state neutron rem meter based on an adaptation of the Bonner sphere and the position sensitive long counter. The system utilizes high thermal efficiency neutron detectors to generate a linear combination of measurement signals that are used to estimate the incident neutron spectra. The inversion problem associated to deduce dose from the counts in individual detector elements is addressed by applying a cross-correlation method which allows estimation of dose with average errors less than 15%. In this work, an evaluation of the performance of this system was extended to take into account new correlation techniques and neutron scattering contribution. To test the effectiveness of correlations, the Distance correlation, Pearson Product-Moment correlation, and their weighted versions were performed between measured spatial detector responses obtained from nine different test spectra, and the spatial response of Library functions generated by MCNPX. Results indicate that there is no advantage of using the Distance Correlation over the Pearson Correlation, and that weighted versions of these correlations do not increase their performance in evaluating dose. Both correlations were proven to work well even at low integrated doses measured for short periods of time. To evaluate the contribution produced by room-return neutrons on the dosimeter response, MCNPX was used to simulate dosimeter responses for five isotropic neutron sources placed inside different sizes of rectangular concrete rooms. Results show that the contribution of scattered neutrons to the response of the dosimeter can be significant, so that for most cases the dose is over predicted with errors as large as 500%. A possible method to correct for the contribution of room-return neutrons is also assessed and can be used as a good initial estimate on how to approach the problem.
High precision cross-correlated imaging in few-mode fibers
Muliar, Olena; Usuga Castaneda, Mario A.; Kristensen, Torben; Tanggaard Alkeskjold, Thomas; Rottwitt, Karsten; Lægsgaard, Jesper
2017-01-01
The trend of increasing data traffic in conventional communication systems demands utilizing new methods for data transmission, which in combination with traditional techniques, enable overcoming the predicted capacity limit. Mode division multiplexing (MDM), where higher-order modes (HOMs) in a few-mode fiber (FMF) are used as multiple spatial communication channels, comes in this context as a viable approach to enable the optimization of high-capacity links. From this perspective, it becomes highly necessary to possess a diagnostic tool for the precise modal characterization of FMFs. Among existing approaches for modal content analysis, several methods as S2, C2 in time and frequency domain are available. In this contribution we will present an improved time-domain cross-correlated (C2) imaging technique for the experimental evaluation of modal properties in HOM fibers over a broad range of wavelengths. Our modified setup makes it possible to adjust the time resolution of the system according to the needs of the required fiber measurement. We show that by tuning the spectral shape of the source (SuperK EXTREME filtered by SuperK Select), we enhance the time resolution of the system, which allows us to distinguishing differential time delays between HOMs in the picosecond timescale. Broad wavelength scanning in combination with spectral shaping, allows us to estimate the modal behavior of FMF without prior knowledge of the fiber parameters. We performed our demonstration at wavelengths from 850nm to 1100nm which can be easily extended to other wavelengths of interest just by replacing components with the appropriate coating. The method presented here aims to serve as flexible diagnostic tool that can be implemented in MDM systems for judicious evaluation of modal dispersion in FMFs.
Cross-correlation patterns in social opinion formation with sequential data
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.
Monitoring volcanic systems through cross-correlation of coincident A-Train satellite data.
Flower, V. J. B.; Carn, S. A.; Wright, R.
2014-12-01
The remote location and inaccessibility of many active volcanic systems around the world hinders detailed investigation of their eruptive dynamics. One methodology for monitoring such locations is through the utilisation of multiple satellite datasets to elucidate underlying eruption dynamics and aid volcanic hazard mitigation. Whilst satellite datasets are often analysed individually, here we exploit the multi-platform NASA A-Train satellite constellation, including the Ozone Monitoring Instrument (OMI) on Aura and Moderate Resolution Imaging Spectroradiometer (MODIS) on Aqua. OMI measures volcanic emissions (e.g. sulphur dioxide, ash) whilst MODIS enables monitoring of thermal anomalies (e.g. lava flows, lava lakes, pyroclastic deposits), allowing analysis of a more diverse range of volcanic unrest than is possible using a single measurement technique alone, and permitting cross-correlation between datasets for specific locations to assess cyclic activity. A Multi-taper (MTM) Fast Fourier Transform (FFT) analysis was implemented at an initial sample site (Soufriere Hills volcano [SHV], Montserrat) facilitating cycle identification and subsequent comparison with existing ground-based data. Corresponding cycles at intervals of 8, 12 and ~50 days were identified in both the satellite-based SO2 and thermal infrared signals and ground-based SO2 measurements (Nicholson et al. 2013), validating the methodology. Our analysis confirms the potential for identification of cyclical volcanic activity through synergistic analysis of satellite data, which would be of particular value at poorly monitored volcanic systems. Following our initial test at SHV, further sample sites have been selected in locations with varied eruption dynamics and monitoring capabilities including Ambrym (Vanuatu), Kilauea (Hawaii), Nyiragongo (DR Congo) and Etna (Italy) with the intention of identifying not only cyclic signals that can be attributed to volcanic systems but also those which are
A Bayesian Estimate of the CMB-Large-scale Structure Cross-correlation
Moura-Santos, E.; Carvalho, F. C.; Penna-Lima, M.; Novaes, C. P.; Wuensche, C. A.
2016-08-01
Evidences for late-time acceleration of the universe are provided by multiple probes, such as Type Ia supernovae, the cosmic microwave background (CMB), and large-scale structure (LSS). In this work, we focus on the integrated Sachs-Wolfe (ISW) effect, i.e., secondary CMB fluctuations generated by evolving gravitational potentials due to the transition between, e.g., the matter and dark energy (DE) dominated phases. Therefore, assuming a flat universe, DE properties can be inferred from ISW detections. We present a Bayesian approach to compute the CMB-LSS cross-correlation signal. The method is based on the estimate of the likelihood for measuring a combined set consisting of a CMB temperature and galaxy contrast maps, provided that we have some information on the statistical properties of the fluctuations affecting these maps. The likelihood is estimated by a sampling algorithm, therefore avoiding the computationally demanding techniques of direct evaluation in either pixel or harmonic space. As local tracers of the matter distribution at large scales, we used the Two Micron All Sky Survey galaxy catalog and, for the CMB temperature fluctuations, the ninth-year data release of the Wilkinson Microwave Anisotropy Probe (WMAP9). The results show a dominance of cosmic variance over the weak recovered signal, due mainly to the shallowness of the catalog used, with systematics associated with the sampling algorithm playing a secondary role as sources of uncertainty. When combined with other complementary probes, the method presented in this paper is expected to be a useful tool to late-time acceleration studies in cosmology.
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.
Auditory nerve inputs to cochlear nucleus neurons studied with cross-correlation.
Young, E D; Sachs, M B
2008-06-12
The strength of synapses between auditory nerve (AN) fibers and ventral cochlear nucleus (VCN) neurons is an important factor in determining the nature of neural integration in VCN neurons of different response types. Synaptic strength was analyzed using cross-correlation of spike trains recorded simultaneously from an AN fiber and a VCN neuron in anesthetized cats. VCN neurons were classified as chopper, primarylike, and onset using previously defined criteria, although onset neurons usually were not analyzed because of their low discharge rates. The correlograms showed an excitatory peak (EP), consistent with monosynaptic excitation, in AN-VCN pairs with similar best frequencies (49% 24/49 of pairs with best frequencies within +/-5%). Chopper and primarylike neurons showed similar EPs, except that the primarylike neurons had shorter latencies and shorter-duration EPs. Large EPs consistent with end bulb terminals on spherical bushy cells were not observed, probably because of the low probability of recording from one. The small EPs observed in primarylike neurons, presumably spherical bushy cells, could be derived from small terminals that accompany end bulbs on these cells. EPs on chopper or primarylike-with-notch neurons were consistent with the smaller synaptic terminals on multipolar and globular bushy cells. Unexpectedly, EPs were observed only at sound levels within about 20 dB of threshold, showing that VCN responses to steady tones shift from a 1:1 relationship between AN and VCN spikes at low sound levels to a more autonomous mode of firing at high levels. In the high level mode, the pattern of output spikes seems to be determined by the properties of the postsynaptic spike generator rather than the input spike patterns. The EP amplitudes did not change significantly when the presynaptic spike was preceded by either a short or long interspike interval, suggesting that synaptic depression and facilitation have little effect under the conditions studied
Constraints on halo formation from cross-correlations with correlated variables
Castorina, Emanuele; Paranjape, Aseem; Sheth, Ravi K.
2017-07-01
Cross-correlations between biased tracers and the dark matter field encode information about the physical variables that characterize these tracers. However, if the physical variables of interest are correlated with one another, then extracting this information is not as straightforward as one might naively have thought. We show how to exploit these correlations so as to estimate scale-independent bias factors of all orders in a model-independent way. We also show that failure to account for this will lead to incorrect conclusions about which variables matter and which do not. Moreover, accounting for this allows one to use the scale dependence of bias to constrain the physics of halo formation; to date, the argument has been phrased the other way around. We illustrate by showing that the scale dependence of linear and non-linear bias, measured on non-linear scales, can be used to provide consistent estimates of how the critical density for halo formation depends on halo mass. Our methods work even when the bias is non-local and stochastic, such as when, in addition to the spherically averaged density field and its derivatives, the quadrupolar shear field also matters for halo formation. In such models, the non-local bias factors are closely related to the more familiar local non-linear bias factors, which are much easier to measure. Our analysis emphasizes the fact that biased tracers are biased because they do not sample fields (density, velocity, shear, etc.) at all positions in space in the same way as the dark matter does.
Shan, Xinhai; Wei, Yugang; Chen, Zhentao; Fan, Lixia; Shi, Weifei; Yang, Shulong
2014-01-01
Investigations corresponding to the affected factors of the cross-correlation of pair muscles are limited though muscle activation patterns of bilateral erector spinae (ES) during trunk flexion-extension performance in standing have been utilized as an indicator in the evaluation of low back pain condition. The purpose of the study is to evaluate the effect of leg support on the cross-correlation of bilateral ES, and to test if the average of bilateral ES could weaken this effect. Twenty male university students volunteered for this study. Each performed the trunk flexion-extension in three leg support conditions randomly with the condition of single left leg support, double leg support and single right leg support, respectively. Each condition included three trials of trunk flexion-extension with the cycle of 5s flexion and 5s extension in standing. Surface electromyography from the right ES muscle as well as from the left one was recorded. The cross-correlation both in pair muscle of right-left ES and in pair muscle of right-average of bilateral ES was calculated in the flexion as well as extension period. A one-way ANOVA with repeated measures was used. The results showed that leg support has some effect on cross-correlation of bilateral ES, which causes the absolute value of phase lag to be significantly larger in flexion period. It is suggested that this effect could be weakened by the average of bilateral ES through significantly increasing the cross-correlation coefficient, and decreasing the absolute value of phase lag.
DeWalle, David R.; Boyer, Elizabeth W.; Buda, Anthony R.
2016-12-01
Forecasts of ecosystem changes due to variations in atmospheric emissions policies require a fundamental understanding of lag times between changes in chemical inputs and watershed response. Impacts of changes in atmospheric deposition in the United States have been documented using national and regional long-term environmental monitoring programs beginning several decades ago. Consequently, time series of weekly NADP atmospheric wet deposition and monthly EPA-Long Term Monitoring stream chemistry now exist for much of the Northeast which may provide insights into lag times. In this study of Appalachian forest basins, we estimated lag times for S, N and Cl by cross-correlating monthly data from four pairs of stream and deposition monitoring sites during the period from 1978 to 2012. A systems or impulse response function approach to cross-correlation was used to estimate lag times where the input deposition time series was pre-whitened using regression modeling and the stream response time series was filtered using the deposition regression model prior to cross-correlation. Cross-correlations for S were greatest at annual intervals over a relatively well-defined range of lags with the maximum correlations occurring at mean lags of 48 months. Chloride results were similar but more erratic with a mean lag of 57 months. Few high-correlation lags for N were indicated. Given the growing availability of atmospheric deposition and surface water chemistry monitoring data and our results for four Appalachian basins, further testing of cross-correlation as a method of estimating lag times on other basins appears justified.
Keller, C H; Takahashi, T T
1996-07-01
Summing localization describes the perceptions of human listeners to two identical sounds from different locations presented with delays of 0-1 msec. Usually a single source is perceived to be located between the two actual source locations, biased toward the earlier source. We studied neuronal responses within the space map of the barn owl to sounds presented with this same paradigm. The owl's primary cue for localization along the azimuth, interaural time difference (ITD), is based on a cross-correlation-like treatment of the signals arriving at each ear. The output of this cross-correlation is displayed as neural activity across the auditory space map in the external nucleus of the owl's inferior colliculus. Because the ear input signals reflect the physical summing of the signals generated by each speaker, we first recorded the sounds at each ear and computed their cross-correlations at various interstimulus delays. The resulting binaural cross-correlation surface strongly resembles the pattern of activity across the space map inferred from recordings of single space-specific neurons. Four peaks are observed in the cross-correlation surface for any nonzero delay. One peak occurs at the correlation delay equal to the ITD of each speaker. Two additional peaks reflect "phantom sources" occurring at correlation delays that match the signal of the left speaker in one ear with the signal of the right speaker in the other ear. At zero delay, the two phantom peaks coincide. The surface features are complicated further by the interactions of the various correlation peaks.
Vasterling, Margarete; Wegler, Ulrich; Becker, Jan; Brüstle, Andrea; Bischoff, Monika
2016-08-01
We develop and test a real-time envelope cross-correlation detector for use in seismic response plans to mitigate hazard of induced seismicity. The incoming seismological data are cross-correlated in real-time with a set of previously recorded master events. For robustness against small changes in the earthquake source locations or in the focal mechanisms we cross-correlate the envelopes of the seismograms rather than the seismograms themselves. Two sequenced detection conditions are implemented: After passing a single trace cross-correlation condition, a network cross-correlation is calculated taking amplitude ratios between stations into account. Besides detecting the earthquake and assigning it to the respective reservoir, real-time magnitudes are important for seismic response plans. We estimate the magnitudes of induced microseismicity using the relative amplitudes between master event and detected event. The real-time detector is implemented as a SeisComP3 module. We carry out offline and online performance tests using seismic monitoring data of the Insheim and Landau geothermal power plants (Upper Rhine Graben, Germany), also including blasts from a nearby quarry. The comparison of the automatic real-time catalogue with a manually processed catalogue shows, that with the implemented parameters events are always correctly assigned to the respective reservoir (4 km distance between reservoirs) or the quarry (8 km and 10 km distance, respectively, from the reservoirs). The real-time catalogue achieves a magnitude of completeness around 0.0. Four per cent of the events assigned to the Insheim reservoir and zero per cent of the Landau events are misdetections. All wrong detections are local tectonic events, whereas none are caused by seismic noise.
Vasterling, Margarete; Wegler, Ulrich; Becker, Jan; Brüstle, Andrea; Bischoff, Monika
2017-01-01
We develop and test a real-time envelope cross-correlation detector for use in seismic response plans to mitigate hazard of induced seismicity. The incoming seismological data are cross-correlated in real-time with a set of previously recorded master events. For robustness against small changes in the earthquake source locations or in the focal mechanisms we cross-correlate the envelopes of the seismograms rather than the seismograms themselves. Two sequenced detection conditions are implemented: After passing a single trace cross-correlation condition, a network cross-correlation is calculated taking amplitude ratios between stations into account. Besides detecting the earthquake and assigning it to the respective reservoir, real-time magnitudes are important for seismic response plans. We estimate the magnitudes of induced microseismicity using the relative amplitudes between master event and detected event. The real-time detector is implemented as a SeisComP3 module. We carry out offline and online performance tests using seismic monitoring data of the Insheim and Landau geothermal power plants (Upper Rhine Graben, Germany), also including blasts from a nearby quarry. The comparison of the automatic real-time catalogue with a manually processed catalogue shows, that with the implemented parameters events are always correctly assigned to the respective reservoir (4 km distance between reservoirs) or the quarry (8 km and 10 km distance, respectively, from the reservoirs). The real-time catalogue achieves a magnitude of completeness around 0.0. Four per cent of the events assigned to the Insheim reservoir and zero per cent of the Landau events are misdetections. All wrong detections are local tectonic events, whereas none are caused by seismic noise.
Optimization of Ambient Noise Cross-Correlation Imaging Across Large Dense Array
Sufri, O.; Xie, Y.; Lin, F. C.; Song, W.
2015-12-01
Ambient Noise Tomography is currently one of the most studied topics of seismology. It gives possibility of studying physical properties of rocks from the depths of subsurface to the upper mantle depths using recorded noise sources. A network of new seismic sensors, which are capable of recording continuous seismic noise and doing the processing at the same time on-site, could help to assess possible risk of volcanic activity on a volcano and help to understand the changes in physical properties of a fault before and after an earthquake occurs. This new seismic sensor technology could also be used in oil and gas industry to figure out depletion rate of a reservoir and help to improve velocity models for obtaining better seismic reflection cross-sections. Our recent NSF funded project is bringing seismologists, signal processors, and computer scientists together to develop a new ambient noise seismic imaging system which could record continuous seismic noise and process it on-site and send Green's functions and/or tomography images to the network. Such an imaging system requires optimum amount of sensors, sensor communication, and processing of the recorded data. In order to solve these problems, we first started working on the problem of optimum amount of sensors and the communication between these sensors by using small aperture dense network called Sweetwater Array, deployed by Nodal Seismic in 2014. We downloaded ~17 day of continuous data from 2268 one-component stations between March 30-April 16 2015 from IRIS DMC and performed cross-correlation to determine the lag times between station pairs. The lag times were then entered in matrix form. Our goal is to selecting random lag time values in the matrix and assuming all other elements of the matrix either missing or unknown and performing matrix completion technique to find out how close the results from matrix completion technique would be close to the real calculated values. This would give us better idea
Ambient Noise Cross-Correlation in the Eastern Tennessee Seismic Zone (United States)
Kuponiyi, A. P.; Arroucau, P.; Vlahovic, G.; Yongan, T.; Vlahovic, B.
2011-12-01
The Eastern Tennessee Seismic Zone (ETSZ) is an intraplate seismic region characterized by frequent but low magnitude earthquakes and is the second most active seismic area in the United States east of the Rocky Mountains. Since the middle of the seventies, the Center for Earthquake Research and Information (CERI) has installed and maintained several seismic networks in central and eastern United States. In this work, we use the continuous waveforms recorded at 24 short-period stations located in the vicinity of the eastern Tennessee seismic zone (ETSZ) and compute the cross-correlation function of the vertical component of the ambient noise wavefield for simultaneously recording station pairs. The resulting cross-correlograms are analysed by means of frequency-time analysis to extract Rayleigh wave group velocities that we subsequently use to compute Rayleigh wave tomographic maps of the region for periods ranging between 2 and 10 s, i.e. for periods sensitive to the structure of the upper crust. One key question in the ETSZ is the actual relationship between earthquake distribution and geological structure at depth. Seismicity is mostly confined in the Precambrian basement, below the Paleozoic cover of the southern Appalachian fold-and-thrust belt and shows little to no correlation with surface geological features. On the other hand, the earthquakes of the ETSZ clearly follow the trend of a feature observed on magnetic data: the New York-Alabama magnetic lineament (NYAL), a 1600-km long, northeast trending feature that is thought to be the expression of a major strike-slip fault affecting the Precambrian basement from the Mississippi embayment to the Green Mountains (northeast US). The actual extent at depth of this feature is not well established and is of primary interest to understand the seismicity of the ETSZ. By providing new information about the upper crustal structure of this region, this work is a contribution to the understanding of the seismic
Detailed Tremor Migration Styles in Guerrero, Mexico Imaged with Cross-station Cross-correlations
Peng, Y.; Rubin, A. M.
2015-12-01
Tremor occurred downdip of the area that slipped the most during the 2006 slow slip event (SSE) in Guerrero, Mexico, as opposed to Cascadia, where tremor locations and rupture zones of SSEs largely overlap. Here we obtain high resolution tremor locations by applying cross-station cross-correlations [Armbruster et al., 2014] to seismic data from the Meso-America Subduction Experiment deployment. A few 3-station detectors are adopted to capture detailed deformation styles in the tremor "transient zone" and the downdip "sweet spot" as defined in Frank et al., 2014. Similar to Cascadia, tremor activities in our study region were comprised mostly of short tremor bursts lasting minutes to hours. Many of these bursts show clear migration patterns with propagation velocities of hundreds of km/day, comparable to those in Cascadia. However, the propagation of the main tremor front was often not in a simple unilateral fashion. Before the 2006 SSE, we observe 4 large tremor episodes during which both the transient zone and the sweet spot participated, consistent with previous findings [Frank et al., 2014]. The transient zone usually became active a few days after the sweet spot. We find many along-dip migrations with recurrence intervals of about a half day within a region about 10 km along strike and 35 km along dip in the sweet spot, suggesting possible tidal modulation, after the main front moved beyond this region. These migrations appear not to originate at the main front, in contrast to tremor migrations from a few km to tens of km across observed in Cascadia [Rubin and Armbruster, 2013; Peng et al., 2015; Peng and Rubin, submitted], but possibly similar to Shikoku, Japan [Shelly et al., 2007]. We do not observe obvious half-day periodicity for the migrations farther downdip within the sweet spot. During the SSE, the recurrence interval of tremor episodes decreased significantly in both the transient zone and the sweet spot, with that of the former being much shorter
Li Yutong; Jiang Changsheng
2012-01-01
"Repeating earthquakes", identified by cross-correlation of seismic waveforms, are found to be much more abundant in the nature than conventionally expected. In recent years, with the development of digital seismic networks, waveform cross correlation and "repeating earthquakes" have caused much attention to the measuring the variation of crustal medium properties and estimation of location accuracy and fault slip rate at depth or earthquake recurrence intervals. Moreover, as a useful tool, the "repeating earthquake" approach has also been used in the assessment of the accuracy of seismic phase picking, hypocenter location, fault structure and physics of earthquake sources, as well as the study of earthquake prediction. In this paper, we summarized the latest research and applications of "repeating earthquakes".
Kim, Kyungsik; Lee, Dong-In
2013-04-01
There is considerable interest in cross-correlations in collective modes of real data from atmospheric geophysics, seismology, finance, physiology, genomics, and nanodevices. If two systems interact mutually, that interaction gives rise to collective modes. This phenomenon is able to be analyzed using the cross-correlation of traditional methods, random matrix theory, and the detrended cross-correlation analysis method. The detrended cross-correlation analysis method was used in the past to analyze several models such as autoregressive fractionally integrated moving average processes, stock prices and their trading volumes, and taxi accidents. Particulate matter is composed of the organic and inorganic mixtures such as the natural sea salt, soil particle, vehicles exhaust, construction dust, and soot. The PM10 is known as the particle with the aerodynamic diameter (less than 10 microns) that is able to enter the human respiratory system. The PM10 concentration has an effect on the climate change by causing an unbalance of the global radiative equilibrium through the direct effect that blocks the stoma of plants and cuts off the solar radiation, different from the indirect effect that changes the optical property of clouds, cloudiness, and lifetime of clouds. Various factors contribute to the degree of the PM10 concentration. Notable among these are the land-use types, surface vegetation coverage, as well as meteorological factors. In this study, we analyze and simulate cross-correlations in time scales between the PM10 concentration and the meteorological factor (among temperature, wind speed and humidity) using the detrended cross-correlation analysis method through the removal of specific trends at eight cities in the Korean peninsula. We divide time series data into Asian dust events and non-Asian dust events to analyze the change of meteorological factors on the fluctuation of PM10 the concentration during Asian dust events. In particular, our result is
Adrián-Martínez, S; Bou-Cabo, M; Felis, I; Llorens, C; Martínez-Mora, J A; Saldaña, M
2015-01-01
The study and application of signal detection techniques based on cross-correlation method for acoustic transient signals in noisy and reverberant environments are presented. These techniques are shown to provide high signal to noise ratio, good signal discernment from very close echoes and accurate detection of signal arrival time. The proposed methodology has been tested on real data collected in environments and conditions where its benefits can be shown. This work focuses on the acoustic detection applied to tasks of positioning in underwater structures and calibration such those as ANTARES and KM3NeT deep-sea neutrino telescopes, as well as, in particle detection through acoustic events for the COUPP/PICO detectors. Moreover, a method for obtaining the real amplitude of the signal in time (voltage) by using cross correlation has been developed and tested and is described in this work.
T. Guha Sarkar; K. K. Datta; A. K. Pal; T. Roy Choudhury; S. Bharadwaj
2016-12-01
Tomographic intensity mapping of the HI using the redshifted 21-cm observations opens up a new window towards our understanding of cosmological background evolution and structure formation. This is a key science goal of several upcoming radio telescopes including the Square Kilometer Array (SKA). In this article, we focus on the post-reionization signal and investigate the cross correlating of the 21-cm signal with other tracers of the large scale structure. We consider the cross-correlation of the post-reionization 21-cm signal with the Lyman- α forest, Lyman-break galaxies and late time anisotropies in the CMBR maps like weak lensing and the integrated Sachs Wolfe effect. We study the feasibility of detecting the signal and explore the possibility of obtaining constraints on cosmological models using it.
Sarkar, T Guha; Pal, A K; Choudhury, T Roy; Bharadwaj, S
2016-01-01
Tomographic intensity mapping of the HI using the redshifted 21 cm observations opens up a new window towards our understanding of cosmological background evolution and structure formation. This is a key science goal of several upcoming radio telescopes including the Square Kilometer Array (SKA). In this article we focus on the post-reionization signal and investigate the of cross correlating the 21 cm signal with other tracers of the large scale structure. We consider the cross-correlation of the post-reionization 21 cm signal with the Lyman-alpha forest, Lyman-break galaxies and late time anisotropies in the CMBR maps like weak lensing and the Integrated Sachs Wolfe effect. We study the feasibility of detecting the signal and explore the possibility of obtaining constraints on cosmological models using it.
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.
Sun, Xuelian; Liu, Zixian
2016-02-01
In this paper, a new estimator of correlation matrix is proposed, which is composed of the detrended cross-correlation coefficients (DCCA coefficients), to improve portfolio optimization. In contrast to Pearson's correlation coefficients (PCC), DCCA coefficients acquired by the detrended cross-correlation analysis (DCCA) method can describe the nonlinear correlation between assets, and can be decomposed in different time scales. These properties of DCCA make it possible to improve the investment effect and more valuable to investigate the scale behaviors of portfolios. The minimum variance portfolio (MVP) model and the Mean-Variance (MV) model are used to evaluate the effectiveness of this improvement. Stability analysis shows the effect of two kinds of correlation matrices on the estimation error of portfolio weights. The observed scale behaviors are significant to risk management and could be used to optimize the portfolio selection.
Ade, P A R; Akiba, Y; Anthony, A E; Arnold, K; Atlas, M; Barron, D; Boettger, D; Borrill, J; Borys, C; Chapman, S; Chinone, Y; Dobbs, M; Elleflot, T; Errard, J; Fabbian, G; Feng, C; Flanigan, D; Gilbert, A; Grainger, W; Halverson, N W; Hasegawa, M; Hattori, K; Hazumi, M; Holzapfel, W L; Hori, Y; Howard, J; Hyland, P; Inoue, Y; Jaehnig, G C; Jaffe, A; Keating, B; Kermish, Z; Keskitalo, R; Kisner, T; Le Jeune, M; Lee, A T; Leitch, E M; Linder, E; Lungu, M; Matsuda, F; Matsumura, T; Meng, X; Miller, N J; Morii, H; Moyerman, S; Myers, M J; Navaroli, M; Nishino, H; Paar, H; Peloton, J; Poletti, D; Quealy, E; Rebeiz, G; Reichardt, C L; Richards, P L; Ross, C; Rotermund, K; Schanning, I; Schenck, D E; Sherwin, B D; Shimizu, A; Shimmin, C; Shimon, M; Siritanasak, P; Smecher, G; Spieler, H; Stebor, N; Steinbach, B; Stompor, R; Suzuki, A; Takakura, S; Tikhomirov, A; Tomaru, T; Wilson, B; Yadav, A; Zahn, O
2014-04-04
We reconstruct the gravitational lensing convergence signal from cosmic microwave background (CMB) polarization data taken by the Polarbear experiment and cross-correlate it with cosmic infrared background maps from the Herschel satellite. From the cross spectra, we obtain evidence for gravitational lensing of the CMB polarization at a statistical significance of 4.0σ and indication of the presence of a lensing B-mode signal at a significance of 2.3σ. We demonstrate that our results are not biased by instrumental and astrophysical systematic errors by performing null tests, checks with simulated and real data, and analytical calculations. This measurement of polarization lensing, made via the robust cross-correlation channel, not only reinforces POLARBEAR auto-correlation measurements, but also represents one of the early steps towards establishing CMB polarization lensing as a powerful new probe of cosmology and astrophysics.
Ade, P A R; Anthony, A E; Arnold, K; Barron, D; Boettger, D; Borrill, J; Borys, C; Chapman, S; Chinone, Y; Dobbs, M; Elleflot, T; Errard, J; Fabbian, G; Feng, C; Flanigan, D; Gilbert, A; Grainger, W; Halverson, N W; Hasegawa, M; Hattori, K; Hazumi, M; Holzapfel, W L; Hori, Y; Howard, J; Hyland, P; Inoue, Y; Jaehnig, G C; Jaffe, A; Keating, B; Kermish, Z; Keskitalo, R; Kisner, T; Jeune, M Le; Lee, A T; Linder, E; Lungu, M; Matsuda, F; Matsumura, T; Meng, X; Miller, N J; Morii, H; Moyerman, S; Myers, M J; Navaroli, M; Nishino, H; Paar, H; Peloton, J; Quealy, E; Rebeiz, G; Reichardt, C L; Richards, P L; Ross, C; Rotermund, K; Schanning, I; Schenck, D E; Sherwin, B D; Shimizu, A; Shimmin, C; Shimon, M; Siritanasak, P; Smecher, G; Spieler, H; Stebor, N; Steinbach, B; Stompor, R; Suzuki, A; Takakura, S; Tikhomirov, A; Tomaru, T; Wilson, B; Yadav, A; Zahn, O
2013-01-01
We reconstruct the gravitational lensing convergence signal from Cosmic Microwave Background (CMB) polarization data taken by the POLARBEAR experiment and cross-correlate it with Cosmic Infrared Background (CIB) maps from the Herschel satellite. From the cross-spectra, we obtain evidence for gravitational lensing of the CMB polarization at a statistical significance of 4.0$\\sigma$ and evidence for the presence of a lensing $B$-mode signal at a significance of 2.3$\\sigma$. We demonstrate that our results are not biased by instrumental and astrophysical systematic errors by performing null-tests, checks with simulated and real data, and analytical calculations. This measurement of polarization lensing, made via the robust cross-correlation channel, not only reinforces POLARBEAR auto-correlation measurements, but also represents one of the early steps towards establishing CMB polarization lensing as a powerful new probe of cosmology and astrophysics.
A Novel Approach in the WIMP Quest: Cross-Correlation of Gamma-Ray Anisotropies and Cosmic Shear
Marco Regis
2014-12-01
Full Text Available We present the cross-correlation angular power spectrum of cosmic shear and gamma-rays produced by the annihilation/decay of Weakly Interacting Massive Particle (WIMP dark matter (DM, and by astrophysical sources. We show that this observable can provide novel information on the composition of the Extra-galactic Gamma-ray Background (EGB, since the amplitude and shape of the cross-correlation signal depend on which class of sources is responsible for the gamma-ray emission. If the DM contribution to the EGB is significant (at least in a definite energy range, although compatible with current observational bounds, its strong correlation with the cosmic shear (since both signals peak at large halo masses makes such signature potentially detectable by combining Fermi-LAT data with forthcoming galaxy surveys, like Dark Energy Survey and Euclid.
Zhuang, Xiaoyang; Wei, Yu; Ma, Feng
2015-07-01
In this paper, the multifractality and efficiency degrees of ten important Chinese sectoral indices are evaluated using the methods of MF-DFA and generalized Hurst exponents. The study also scrutinizes the dynamics of the efficiency of Chinese sectoral stock market by the rolling window approach. The overall empirical findings revealed that all the sectoral indices of Chinese stock market exist different degrees of multifractality. The results of different efficiency measures have agreed on that the 300 Materials index is the least efficient index. However, they have a slight diffidence on the most efficient one. The 300 Information Technology, 300 Telecommunication Services and 300 Health Care indices are comparatively efficient. We also investigate the cross-correlations between the ten sectoral indices and WTI crude oil price based on Multifractal Detrended Cross-correlation Analysis. At last, some relevant discussions and implications of the empirical results are presented.
2dFLenS and KiDS: Determining source redshift distributions with cross-correlations
Johnson, Andrew; Amon, Alexandra; Erben, Thomas; Glazebrook, Karl; Harnois-Deraps, Joachim; Heymans, Catherine; Hildebrandt, Hendrik; Joudaki, Shahab; Klaes, Dominik; Kuijken, Konrad; Lidman, Chris; Marin, Felipe A; McFarland, John; Morrison, Christopher B; Parkinson, David; Poole, Gregory B; Radovich, Mario; Wolf, Christian
2016-01-01
We develop a statistical estimator to infer the redshift probability distribution of a photometric sample of galaxies from its angular cross-correlation in redshift bins with an overlapping spectroscopic sample. This estimator is a minimum variance weighted quadratic function of the data: a quadratic estimator. This extends and modifies the methodology presented by McQuinn & White (2013). The derived source redshift distribution is degenerate with the source galaxy bias, which must be constrained via additional assumptions. We apply this estimator to constrain source galaxy redshift distributions in the Kilo-Degree imaging survey through cross-correlation with the spectroscopic 2-degree Field Lensing Survey, presenting results first as a binned step-wise distribution in the range z < 0.8, and then building a continuous distribution using a Gaussian process model. We demonstrate the robustness of our methodology using mock catalogues constructed from N-body simulations, and comparisons with other techni...
Oguri, Masamune
2016-01-01
Gravitational waves from inspiraling compact binaries are known to be an excellent absolute distance indicator, yet it is unclear whether electromagnetic counterparts of these events are securely identified for measuring their redshifts, especially in the case of black hole-black hole mergers such as the one recently observed with the Advanced LIGO. We propose to use the cross-correlation between spatial distributions of gravitational wave sources and galaxies with known redshifts as an alternative means of constraining the distance-redshift relation from gravitational waves. In our analysis, we explicitly include the modulation of the distribution of gravitational wave sources due to weak gravitational lensing. We show that the cross-correlation analysis in next-generation observations will be able to tightly constrain the relation between the absolute distance and the redshift, and therefore constrain the Hubble constant as well as dark energy parameters.
2dFLenS and KiDS: determining source redshift distributions with cross-correlations
Johnson, Andrew; Blake, Chris; Amon, Alexandra; Erben, Thomas; Glazebrook, Karl; Harnois-Deraps, Joachim; Heymans, Catherine; Hildebrandt, Hendrik; Joudaki, Shahab; Klaes, Dominik; Kuijken, Konrad; Lidman, Chris; Marin, Felipe A.; McFarland, John; Morrison, Christopher B.; Parkinson, David; Poole, Gregory B.; Radovich, Mario; Wolf, Christian
2017-03-01
We develop a statistical estimator to infer the redshift probability distribution of a photometric sample of galaxies from its angular cross-correlation in redshift bins with an overlapping spectroscopic sample. This estimator is a minimum-variance weighted quadratic function of the data: a quadratic estimator. This extends and modifies the methodology presented by McQuinn & White. The derived source redshift distribution is degenerate with the source galaxy bias, which must be constrained via additional assumptions. We apply this estimator to constrain source galaxy redshift distributions in the Kilo-Degree imaging survey through cross-correlation with the spectroscopic 2-degree Field Lensing Survey, presenting results first as a binned step-wise distribution in the range z inferring the redshift distribution.
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.......0; 95% CI, 1.8-13.5; P = .002). CONCLUSIONS: Persistent and new mechanical dyssynchrony after CRT-D was associated with subsequent complex VA. Dyssynchrony after CRT-D is a marker of poor prognosis....
Eckert, S.; Beye, M.; Schlotter, W. F.; Dakovski, G. L.; Khalil, M.; Huse, N.; Föhlisch, A.; Pietzsch, A.; Quevedo, W.; Hantschmann, M.; Ochmann, M.; Ross, M.; Minitti, M. P.; Turner, J. J.; Moeller, S. P.
2015-01-01
The discovery of ultrafast X-ray induced optical reflectivity changes enabled the development of X-ray/optical cross correlation techniques at X-ray free electron lasers worldwide. We have now linked through experiment and theory the fundamental excitation and relaxation steps with the transient optical properties in finite solid samples. Therefore, we gain a thorough interpretation and an optimized detection scheme of X-ray induced changes to the refractive index and the X-ray/optical cross ...
Meng, Yiqing; Lucas, Gary
2012-01-01
Flow measurements are playing increasingly important roles in many different application areas, such as manufacturing processes and the oil & gas industry. Multiphase flow measurement in particular is becoming increasingly important to the oil industry. This project concerns the design and implementation of a two-phase flow measurement system which integrates an impedance cross correlation (ICC) flow meter - which can be utilized for measuring the local dispersed phase volume fraction distrib...
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.
LIANG Gui-Yun; CAO Li; WANG Jun; Wu Da-Jin
2003-01-01
Applying the approximate Fokker-Planck equation we derived, we obtain the analytic expression of thestationary laser intensity distribution Pst(Ⅰ) by studying the single-mode laser cubic model subject to colored cross-correlation additive and multiplicative noise, each of which is colored. Based on it, we discuss the effects on the stationarylaser intensity distribution Pst(Ⅰ) by cross-correlation between noises and "color" of noises (non-Markovian effect) whenthe laser system is above the threshold. In detail, we analyze two cases: One is that the three correlation-times (i.e.the self-correlation and cross-correlation times of the additive and multiplicative noise) are chosen to be the same value(τ1 = τ2 = τ3 = τ). For this case, the effect of noise cross-correlation is investigated emphatically, and we detect thatonly when λ≠ 0 can the noise-induced transition occur in the Pst(Ⅰ) curve, and only when τ≠ 0 and λ≠ 0, can the"reentrant noise-induced transition" occur. The other case is that the three correlation times are not the same value,τ1 ≠τ2 ≠τ3. For this case, we find that the noise-induced transition occurring in the Pst (Ⅰ) curve is entirely differentwhen the values of τ1, τ2, and τ3 are changed respectively. In particular, when τ2 (self-correlation time of additivenoise) is changing, the ratio of the two maximums of the Pst(Ⅰ) curve R exhibits an interesting phenomenon, "reentrantnoise-induced transition", which demonstrates the effect of noise "color" (non-Markovian effect).
Liu, Li; Zhang, Liang-Ying; Cao, Li
2009-10-01
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 τ3 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 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.
Meecham, W. C.; Hurdle, P. M.
1974-01-01
Cross-correlations are reported of the jet static pressure fluctuations (as measured with a B and K microphone fitted with a nose cone), with the far-field radiated sound pressure. These measurements were made for various probe positions and a large number of far-field positions (at various angles). In addition, the tests were run for a number of different jet exit velocities. The measured, normalized cross-correlation functions vary between 0.004 and 0.155. These values depend upon the angular position of the far-field microphone, the jet exit Mach number, and the position of the probe. In addition, the cross-correlation technique was employed to study the symmetry of the far-field radiated sound about the jet axis. Third-octave analyses of both the probe signal and the far-field radiated sound were made. This is the first time correlation measurements have been made on a jet engine. In addition, a report is given on an extensive noise survey of a model jet. The correlations are related to sound source functions and jet source regions are discussed.
Kuntz, Adrien
2015-01-01
I cross-correlate the galaxy counts from the Canada-France Hawaii Telescope Lensing Survey (CFHTLenS) galaxy catalogue and Cosmic Microwave Background (CMB) convergence from the Planck data release 1 (2013) and 2 (2015), following the work of Omori & Holder (2015). I improve their study by computing an analytic covariance from the Halo Model, implementing simulations to validate the theoretically estimated error bars and the reconstruction method, fitting both a galaxy bias and a cross-correlation amplitude using the joint cross and galaxy auto-correlation, and performing a series of null tests. Using a bayesian analysis, I find a galaxy bias $b=0.92_{-0.02}^{+0.02}$ and a cross-correlation amplitude $A=0.85_{-0.16}^{+0.15}$ for the 2015 release, whereas for the 2013 release I find $b=0.93_{-0.02}^{+0.02}$ and $A=1.05_{-0.15}^{+0.15}$. I thus confirm the difference between the two releases found by Omori & Holder (2015), although both values of the amplitude now appear to be compatible with the fiduci...
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.
Bashir, Usman; Yu, Yugang; Hussain, Muntazir; Zebende, Gilney F.
2016-11-01
This paper investigates the dynamics of the relationship between foreign exchange markets and stock markets through time varying co-movements. In this sense, we analyzed the time series monthly of Latin American countries for the period from 1991 to 2015. Furthermore, we apply Granger causality to verify the direction of causality between foreign exchange and stock market and detrended cross-correlation approach (ρDCCA) for any co-movements at different time scales. Our empirical results suggest a positive cross correlation between exchange rate and stock price for all Latin American countries. The findings reveal two clear patterns of correlation. First, Brazil and Argentina have positive correlation in both short and long time frames. Second, the remaining countries are negatively correlated in shorter time scale, gradually moving to positive. This paper contributes to the field in three ways. First, we verified the co-movements of exchange rate and stock prices that were rarely discussed in previous empirical studies. Second, ρDCCA coefficient is a robust and powerful methodology to measure the cross correlation when dealing with non stationarity of time series. Third, most of the studies employed one or two time scales using co-integration and vector autoregressive approaches. Not much is known about the co-movements at varying time scales between foreign exchange and stock markets. ρDCCA coefficient facilitates the understanding of its explanatory depth.
Cross-correlating Planck tSZ with RCSLenS weak lensing: Implications for cosmology and AGN feedback
Hojjati, Alireza; Harnois-Déraps, Joachim; McCarthy, Ian G; van Waerbeke, Ludovic; Choi, Ami; Erben, Thomas; Heymans, Catherine; Hildebrandt, Hendrik; Hinshaw, Gary; Ma, Yin-Zhe; Miller, Lance; Viola, Massimo; Tanimura, Hideki
2016-01-01
We present measurements of the spatial mapping between (hot) baryons and the total matter in the Universe, via the cross-correlation between the thermal Sunyaev-Zeldovich (tSZ) map from Planck and the weak gravitational lensing maps from the Red Sequence Cluster Survey (RCSLenS). The cross-correlations are performed on the map level where all the sources (including diffuse intergalactic gas) contribute to the signal. We consider two configuration-space correlation function estimators, $\\xi^{ y-\\kappa}$ and $\\xi^ {y-\\gamma_{t}}$, and a Fourier space estimator, $C_{\\ell}^{y-\\kappa}$, in our analysis. We detect a significant correlation out to three degrees of angular separation on the sky. Based on statistical noise only, we can report 13$\\sigma$ and 17$\\sigma$ detections of the cross-correlation using the configuration-space $y-\\kappa$ and $y-\\gamma_{t}$ estimators, respectively. Including a heuristic estimate of the sampling variance yields a detection significance of 6$\\sigma$ and 8$\\sigma$, respectively. A ...
Xia, Jun-Qing; Branchini, Enzo; Viel, Matteo
2015-01-01
Building on our previous cross-correlation analysis (Xia et al. 2011) between the isotropic gamma-ray background (IGRB) and different tracers of the large-scale structure of the universe, we update our results using 60-months of data from the Large Area Telescope (LAT) on board the Fermi Gamma-ray Space Telescope. We perform a cross-correlation analysis between the IGRB and objects that may trace the astrophysical sources of the IGRB: SDSS-DR6 QSOs, the SDSS-DR8 Main Galaxy Sample, Luminous Red Galaxies (LRGs) in the SDSS catalog, 2MASS galaxies, and radio NVSS galaxies. The benefit of correlating the Fermi-LAT signal with catalogs of objects at various redshifts is to provide tomographic information on the IGRB which is crucial to separate the various contributions and to clarify its origin. We observe a significant (>3.5 sigma) cross-correlation signal on angular scales smaller than 1 deg in the NVSS, 2MASS and QSO cases and, at lower statistical significance (~3.0 sigma), with SDSS galaxies. These results ...
Kirk, D.; Omori, Y.; Benoit-Lévy, A.; Cawthon, R.; Chang, C.; Larsen, P.; Amara, A.; Bacon, D.; Crawford, T. M.; Dodelson, S.; Fosalba, P.; Giannantonio, T.; Holder, G.; Jain, B.; Kacprzak, T.; Lahav, O.; MacCrann, N.; Nicola, A.; Refregier, A.; Sheldon, E.; Story, K. T.; Troxel, M. A.; Vieira, J. D.; Vikram, V.; Zuntz, J.; Abbott, T. M. C.; Abdalla, F. B.; Becker, M. R.; Benson, B. A.; Bernstein, G. M.; Bernstein, R. A.; Bleem, L. E.; Bonnett, C.; Bridle, S. L.; Brooks, D.; Buckley-Geer, E.; Burke, D. L.; Capozzi, D.; Carlstrom, J. E.; Rosell, A. Carnero; Kind, M. Carrasco; Carretero, J.; Crocce, M.; Cunha, C. E.; D' Andrea, C. B.; da Costa, L. N.; Desai, S.; Diehl, H. T.; Dietrich, J. P.; Doel, P.; Eifler, T. F.; Evrard, A. E.; Flaugher, B.; Frieman, J.; Gerdes, D. W.; Goldstein, D. A.; Gruen, D.; Gruendl, R. A.; Honscheid, K.; James, D. J.; Jarvis, M.; Kent, S.; Kuehn, K.; Kuropatkin, N.; Lima, M.; March, M.; Martini, P.; Melchior, P.; Miller, C. J.; Miquel, R.; Nichol, R. C.; Ogando, R.; Plazas, A. A.; Reichardt, C. L.; Roodman, A.; Rozo, E.; Rykoff, E. S.; Sako, M.; Sanchez, E.; Scarpine, V.; Schubnell, M.; Sevilla-Noarbe, I.; Simard, G.; Smith, R. C.; Soares-Santos, M.; Sobreira, F.; Suchyta, E.; Swanson, M. E. C.; Tarle, G.; Thomas, D.; Wechsler, R. H.; Weller, J.
2016-03-10
We measure the cross-correlation between weak lensing of galaxy images and of the cosmic microwave background (CMB). The effects of gravitational lensing on different sources will be correlated if the lensing is caused by the same mass fluctuations. We use galaxy shape measurements from 139 deg$^{2}$ of the Dark Energy Survey (DES) Science Verification data and overlapping CMB lensing from the South Pole Telescope (SPT) and Planck. The DES source galaxies have a median redshift of $z_{\\rm med} {\\sim} 0.7$, while the CMB lensing kernel is broad and peaks at $z{\\sim}2$. The resulting cross-correlation is maximally sensitive to mass fluctuations at $z{\\sim}0.44$. Assuming the Planck 2015 best-fit cosmology, the amplitude of the DES$\\times$SPT cross-power is found to be $A = 0.88 \\pm 0.30$ and that from DES$\\times$Planck to be $A = 0.86 \\pm 0.39$, where $A=1$ corresponds to the theoretical prediction. These are consistent with the expected signal and correspond to significances of $2.9 \\sigma$ and $2.2 \\sigma$ respectively. We demonstrate that our results are robust to a number of important systematic effects including the shear measurement method, estimator choice, photometric redshift uncertainty and CMB lensing systematics. Significant intrinsic alignment of galaxy shapes would increase the cross-correlation signal inferred from the data; we calculate a value of $A = 1.08 \\pm 0.36$ for DES$\\times$SPT when we correct the observations with a simple IA model. With three measurements of this cross-correlation now existing in the literature, there is not yet reliable evidence for any deviation from the expected LCDM level of cross-correlation, given the size of the statistical uncertainties and the significant impact of systematic errors, particularly IAs. We provide forecasts for the expected signal-to-noise of the combination of the five-year DES survey and SPT-3G.
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
Zhang, Chun-Xiao; Wang, Fei; Li, Ning; Yan, Jian-Hua; Chi, Yong; Cen, Ke-Fa
2009-10-01
Simultaneous online measurement of gas concentration and velocity can be realized by tunable diode laser absorption spectroscopy (TDLAS) technique and optical signal cross-correlation method. The fundamental and relative factors of gas concentration and velocity measurement are described in the present paper. The spectral lines of NH3 used for gas sensing at communication band in near infrared range were selected and analyzed by the calculation based on the HITRAN database. In the verification experiment, NH3 and N2 were mixed by two mass flow meters and sent to flow through the quartz tube 0. 016 m in inner diameter and 1 m in length at normal temperature and pressure. The spectral line located at 6,548.7 cm(-1) was scanned at high frequency by the diode laser of 15 MHz linewidth and 1 cm' tunable range with no mode hoppings. The instantaneous NH3 absorbance was obtained using direct absorption method and the gas concentration was calculated. At the same time, the non-intrusive optical absorption signal cross-correlation method was utilized to obtain two concentration signals from two adjacent detectors mounted along the gas tube. The corresponding transit time of gas passing through the detectors was calculated by cross-correlation algorithm, and the average gas velocity was inferred according to the distance between the two detectors and the transit time. The relative errors were less than 7% for the gas concentration measurement, and less than 10% for the gas velocity measurement. Experimental results were proved to be of high precision and good repeatability in the lab. The feature of fast response and capacity immune to the in situ disturbance would lead to a potential in industry application for the real time measurement and control of gas pollutant emission in the future.
Cross-correlating Planck tSZ with RCSLenS weak lensing: implications for cosmology and AGN feedback
Hojjati, Alireza; Tröster, Tilman; Harnois-Déraps, Joachim; McCarthy, Ian G.; van Waerbeke, Ludovic; Choi, Ami; Erben, Thomas; Heymans, Catherine; Hildebrandt, Hendrik; Hinshaw, Gary; Ma, Yin-Zhe; Miller, Lance; Viola, Massimo; Tanimura, Hideki
2017-10-01
We present measurements of the spatial mapping between (hot) baryons and the total matter in the Universe, via the cross-correlation between the thermal Sunyaev-Zeldovich (tSZ) map from Planck and the weak gravitational lensing maps from the Red Cluster Sequence Lensing Survey (RCSLenS). The cross-correlations are performed on the map level where all the sources (including diffuse intergalactic gas) contribute to the signal. We consider two configuration-space correlation function estimators, ξy-κ and ξ ^ {y-γ t}, and a Fourier-space estimator, C_{ℓ}^{y-κ}, in our analysis. We detect a significant correlation out to 3° of angular separation on the sky. Based on statistical noise only, we can report 13σ and 17σ detections of the cross-correlation using the configuration-space y-κ and y-γt estimators, respectively. Including a heuristic estimate of the sampling variance yields a detection significance of 7σ and 8σ, respectively. A similar level of detection is obtained from the Fourier-space estimator, C_{ℓ}^{y-κ}. As each estimator probes different dynamical ranges, their combination improves the significance of the detection. We compare our measurements with predictions from the cosmo-OverWhelmingly Large Simulations suite of cosmological hydrodynamical simulations, where different galactic feedback models are implemented. We find that a model with considerable active galactic nuclei (AGN) feedback that removes large quantities of hot gas from galaxy groups and Wilkinson Microwave Anisotropy Probe 7-yr best-fitting cosmological parameters provides the best match to the measurements. All baryonic models in the context of a Planck cosmology overpredict the observed signal. Similar cosmological conclusions are drawn when we employ a halo model with the observed 'universal' pressure profile.
Peterson, Bradley M.; Wanders, Ignaz; Horne, Keith; Collier, Stefan; Alexander, Tal; Kaspi, Shai; Maoz, Dan
1998-01-01
We describe a model-independent method of assessing the uncertainties in cross-correlation lags determined from AGN light curves, and use this method to investigate the reality of lags between UV and optical continuum variations in well-studied AGNs. Our results confirm the existence of such lags in NGC 7469. We find that the continuum variations at 1825 A, 4845 A, and 6962 A follow those at 1315A by 0.22^{+0.12}_{-0.13} days, 1.25^{+0.48}_{-0.35} days, and 1.84^{+0.93}_{-0.94} days, respecti...
Bianchini, Federico; Calabrese, Matteo; Bielewicz, Pawel; Gonzalez-Nuevo, Joaquin; Baccigalupi, Carlo; Danese, Luigi; de Zotti, Gianfranco; Bourne, Nathan; Cooray, Asantha; Dunne, Loretta; Eales, Stephen
2015-01-01
We present an improved and extended analysis of the cross-correlation between the map of the Cosmic Microwave Background (CMB) lensing potential derived from the Planck mission data and the high-redshift galaxies detected by the Herschel Astrophysical Terahertz Large Area Survey (H-ATLAS) in the photometric redshift range $z_{\\rm ph} \\ge 1.5$. We compare the results based on the 2013 and 2015 Planck datasets, and investigate the impact of different selections of the H-ATLAS galaxy samples. Significant improvements over our previous analysis have been achieved thanks to the higher signal-to-noise ratio of the new CMB lensing map recently released by the Planck collaboration. The effective galaxy bias parameter, $b$, for the full galaxy sample, derived from a joint analysis of the cross-power spectrum and of the galaxy auto-power spectrum is found to be $b = 3.54^{+0.15}_{-0.14}$. Furthermore, a first tomographic analysis of the cross-correlation signal is implemented, by splitting the galaxy sample into two re...
Atrio-Barandela, F. [NASA Goddard Space Flight Center, Greenbelt, MD 20771 (United States); Kashlinsky, A., E-mail: atrio@usal.es, E-mail: Alexander.Kashlinsky@nasa.gov [Observational Cosmology Lab, NASA Goddard Space Flight Center, Code 665, Greenbelt, MD 20771 (United States)
2014-12-20
The epoch of first star formation and the state of the intergalactic medium (IGM) at that time are not directly observable with current telescopes. The radiation from those early sources is now part of the cosmic infrared background (CIB) and, as these sources ionize the gas around them, the IGM plasma would produce faint temperature anisotropies in the cosmic microwave background (CMB) via the thermal Sunyaev-Zeldovich (TSZ) effect. While these TSZ anisotropies are too faint to be detected, we show that the cross-correlation of maps of source-subtracted CIB fluctuations from Euclid, with suitably constructed microwave maps at different frequencies, can probe the physical state of the gas during reionization and test/constrain models of the early CIB sources. We identify the frequency-combined, CMB-subtracted microwave maps from space- and ground-based instruments to show that they can be cross-correlated with the forthcoming all-sky Euclid CIB maps to detect the cross-power at scales ∼5'-60' with signal-to-noise ratios (S/Ns) of up to S/N ∼ 4-8 depending on the contribution to the Thomson optical depth during those pre-reionization epochs (Δτ ≅ 0.05) and the temperature of the IGM (up to ∼10{sup 4} K). Such a measurement would offer a new window to explore the emergence and physical properties of these first light sources.
Inter-diffusion and its correlation with dynamical cross correlation in liquid Ce{sub 80}Ni{sub 20}
Hu, J.L.; Zhong, L.X.; Zhu, C.A.; Zhang, B. [Hefei University of Technology, School of Materials Science and Engineering and Anhui Provincial Key Lab of Functional Materials and Devices, Hefei (China)
2017-03-15
We reported the inter-diffusion coefficients in liquid Ce{sub 80}Ni{sub 20} measured by the sliding cell technique. Combined with the self-diffusion data of Ni measured by quasi-elastic neutron scattering in the literature, it was found that the relationship between inter-diffusion and self-diffusion in liquid Ce{sub 80}Ni{sub 20} was strongly deviated from the standard Darken equation with an abnormally small dynamical cross correlation factor S (the so called Manning factor) in a range of 0.6-0.8, less than unity in standard systems. Through the calculated distinct diffusion coefficient and its deviation from the standard one, it was discovered that the small S value was directly originated from enhanced distinct diffusion between Ce and Ni atoms and reduced distinct diffusion between Ni and Ni atoms. Because the inter-atomic interaction was not considered in the standard liquids, the present small S factor and intrinsic distinct diffusion coefficients were believed to be resulted from the chemical interaction between Ce and Ni in the liquid. The results provide new evidence of the dynamic cross correlation in liquid diffusion, and thus shed light on the understanding of the correlation between dynamics and structure in liquid alloys. (orig.)
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.
Dalfes, A.; Beliard, L.; Cazemajou, J.; Froelicher, B. [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires
1967-07-01
Auto and cross-correlation functions of signals given by neutron detectors situated in a subcritical nuclear reactor are determined by a numerical method. Values of the prompt neutrons decay constant obtained by means of the autocorrelation function of each detector and the cross-correlation function of the two detectors are compared to the reference value given by a classical pulsed neutrons measurement. Agreement between results seems to be satisfactory. (authors) [French] Les fonctions d'autocorrelation et d'intercorrelation des signaux issus de deux detecteurs de neutrons places dans un reacteur nucleaire sous critique sont determinees par une methode numerique. On compare les valeurs de la constante de decroissance des neutrons prompts donnees par les fonctions d'autocorrelation de chaque detecteur et la fonction d'intercorrelation des deux detecteurs au resultat de reference fourni par une manipulation dite de 'neutrons pulses'. L'accord entre les resultats parait satisfaisant. (auteurs)
Soltanzadeh, Mohammad Javad; Daliri, Mohammad Reza
2014-01-01
Direction and latency of electrical connectivity between different sites of brain explains brain neural functionality. We compared efficiency of cross correlation and phase locking methods in time lag estimation which are based on local field potential (LFP) and LFP-spike signals, respectively. Signals recorded from MT area of a macaque's brain was used in a simulation approach. The first signal was real brain activity and the second was identical to the first one, but with two kinds of delayed and not delayed forms. Time lag between two signals was estimated by cross correlation and phase locking methods. Both methods estimated the time lags with no errors. Phase locking was not as time efficient as correlation. In addition, phase locking suffered from temporal self bias. Correlation was a more efficient method. Phase locking was not considered as a proper method to estimate the time lags between brain sites due to time inefficiency and self bias, the problems which are reported for the first time about this method.
Chen Ting; He Bing-Shou
2014-01-01
Prestack reverse time migration (PSTM) is a common imaging method; however low-frequency noises reduce the structural imaging precision. Thus, the suppression of migration noises must be considered. The generation mechanism of low-frequency noises is analyzed and the up-, down-, left-, and right-going waves are separated using the Poynting vector of the acoustic wave equation. The computational complexity and memory capacitance of the proposed method are far smaller than that required when using the conventional separation algorithm of 2D Fourier transform. The normalized wavefield separation cross-correlation imaging condition is used to suppress low-frequency noises in reverse time migration and improve the imaging precision. Numerical experiments using the Marmousi model are performed and the results show that the up-, down-, left-, and right-going waves are well separated in the continuation of the wavefi eld using the Poynting vector. We compared the imaging results with the conventional method, Laplacianfi ltering, and wavefi eld separation with the 2D Fourier transform. The comparison shows that the migration noises are well suppressed using the normalized wavefi eld separation cross-correlation imaging condition and higher precision imaging results are obtained.
Vallinotto, Alberto [Los Alamos National Laboratory
2011-01-01
The measurement of Baryon Acoustic Oscillations through the 21-cm intensity mapping technique at redshift z {<=} 4 has the potential to tightly constrain the evolution of dark energy. Crucial to this experimental effort is the determination of the biasing relation connecting fluctuations in the density of neutral hydrogen (HI) with the ones of the underlying dark matter field. In this work I show how the HI bias relevant to these 21-cm intensity mapping experiments can successfully be measured by cross-correlating their signal with the lensing signal obtained from CMB observations. In particular I show that combining CMB lensing maps from Planck with 21-cm field measurements carried out with an instrument similar to the Cylindrical Radio Telescope, this cross-correlation signal can be detected with a signal-to-noise (S/N) ratio of more than 5. Breaking down the signal arising from different redshift bins of thickness {Delta}z = 0.1, this signal leads to constraining the large scale neutral hydrogen bias and its evolution to 4{sigma} level.
Yi-Xiong Zhang
2017-05-01
Full Text Available In wideband radar systems, the performance of motion parameters estimation can significantly affect the performance of object detection and the quality of inverse synthetic aperture radar (ISAR imaging. Although the traditional motion parameters estimation methods can reduce the range migration (RM and Doppler frequency migration (DFM effects in ISAR imaging, the computational complexity is high. In this paper, we propose a new fast non-parameter-searching method for motion parameters estimation based on the cross-correlation of adjacent echoes (CCAE for wideband LFM signals. A cross-correlation operation is carried out for two adjacent echo signals, then the motion parameters can be calculated by estimating the frequency of the correlation result. The proposed CCAE method can be applied directly to the stretching system, which is commonly adopted in wideband radar systems. Simulation results demonstrate that the new method can achieve better estimation performances, with much lower computational cost, compared with existing methods. The experimental results on real radar datasets are also evaluated to verify the effectiveness and superiority of the proposed method compared to the state-of-the-art existing methods.
Yongliang Sun
2013-11-01
Full Text Available A Kalman/map filtering (KMF-aided fast normalized cross correlation (FNCC-based Wi-Fi fingerprinting location sensing system is proposed in this paper. Compared with conventional neighbor selection algorithms that calculate localization results with received signal strength (RSS mean samples, the proposed FNCC algorithm makes use of all the on-line RSS samples and reference point RSS variations to achieve higher fingerprinting accuracy. The FNCC computes efficiently while maintaining the same accuracy as the basic normalized cross correlation. Additionally, a KMF is also proposed to process fingerprinting localization results. It employs a new map matching algorithm to nonlinearize the linear location prediction process of Kalman filtering (KF that takes advantage of spatial proximities of consecutive localization results. With a calibration model integrated into an indoor map, the map matching algorithm corrects unreasonable prediction locations of the KF according to the building interior structure. Thus, more accurate prediction locations are obtained. Using these locations, the KMF considerably improves fingerprinting algorithm performance. Experimental results demonstrate that the FNCC algorithm with reduced computational complexity outperforms other neighbor selection algorithms and the KMF effectively improves location sensing accuracy by using indoor map information and spatial proximities of consecutive localization results.
Jia Zhenglin; Mei Dongcheng, E-mail: charlie@yxnu.ne [Department of Physics, Yunnan University, Kunming 650091, Yunnan (China)
2010-05-01
We investigate the effects of the noise parameters and immunization strength {beta} 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{sub C} and the normalized correlation function C(s) are derived by means of the projection operator method. The results indicate that: (i) T{sub C} as a function of the multiplicative noise intensity {alpha} shows resonance-like behavior, i.e. the curves of T{sub C} versus {alpha} exhibit a single-peak structure and its peak position changes with increasing correlation strength between noises {lambda}, the autocorrelation time of multiplicative noise {tau}{sub 1}, the autocorrelation time of additive noise {tau}{sub 2} and the cross-correlation time {tau}{sub 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 {lambda}, {tau}{sub 1}, {tau}{sub 2} and the additive noise intensity D slow down the fluctuation decay of the tumor population, whereas the increasing {tau}{sub 3} and {beta} speed it up. (iii) C(s) increases as {lambda}, {tau}{sub 1}, {tau}{sub 2} and {beta} increase, while it decreases with {tau}{sub 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.
Ganga, Ken; Cheng, ED; Meyer, Stephan; Page, Lyman
1993-01-01
This letter describes results of a cross-correlation between the 170 GHz partial-sky survey, made with a 3.8 deg beam balloon-borne instrument, and the COBE DMR 'Fit Technique' reduced galaxy all-sky map with a beam of 7 deg. The strong correlation between the data sets implies that the observed structure is consistent with thermal variations in a 2.7 K emitter. A chi-square analysis applied to the correlation function rules out the assumption that there is no structure in either of the two maps. A second test shows that if the DMR map has structure but the 170 GHz map does not, the probability of obtaining the observed correlation is small. Further analyses support the assumption that both maps have structure and that the 170 GHz-DMR cross-correlation is consistent with the analogous DMR correlation function. Maps containing various combinations of noise and Harrison-Zel'dovich power spectra are simulated and correlated to reinforce the result. The correlation provides compelling evidence that both instruments have observed fluctuations consistent with anisotropies in the cosmic microwave background.
Huang, Chang-Wei; Lien, Der-Hsien; Chen, Ben-Ting; Shieh, Jay; Tsui, Po-Hsiang; Chen, Chuin-Shan; Chen, Wen-Shiang
2013-08-01
A hybrid method for estimating temperature with spatial mapping using diagnostic ultrasound, based on detection of echo shifts from tissue undergoing thermal treatment, is proposed. Cross-correlation and zero-crossing tracking are two conventional algorithms used for detecting echo shifts, but their practical applications are limited. The proposed hybrid method combines the advantages of both algorithms with improved accuracy in temperature estimation. In vitro experiments were performed on porcine muscle for preliminary validation and temperature calibration. In addition, thermal mapping of rabbit thigh muscle in vivo during high-intensity focused ultrasound heating was conducted. Results from the in vitro experiments indicated that the difference between the estimated temperature change by the proposed hybrid method and the actual temperature change measured by the thermocouple was generally less than 1 °C when the increase in temperature due to heating was less than 10 °C. For the in vivo study, the area predicted to experience the highest temperature coincided well with the focal point of the high-intensity focused ultrasound transducer. The computational efficiency of the hybrid algorithm was similar to that of the fast cross-correlation algorithm, but with an improved accuracy. The proposed hybrid method could provide an alternative means for non-invasive monitoring of limited temperature changes during hyperthermia therapy.
A Measurement of the Galaxy Group-Thermal Sunyaev-Zel'dovich Effect Cross-Correlation Function
Vikram, Vinu; Jain, Bhuvnesh
2016-01-01
Stacking cosmic microwave background (CMB) maps around known galaxy clusters and groups provides a powerful probe of the distribution of hot gas in these systems via the Sunyaev-Zel'dovich (SZ) effect. A stacking analysis allows one to detect the average SZ signal around low mass halos, and to extend measurements out to large scales, which are too faint to detect individually in the SZ or in X-ray emission. In addition, cross correlations between SZ maps and other tracers of large-scale structure (with known redshifts) can be used to extract the redshift-dependence of the SZ background. Motivated by these exciting prospects, we measure the two-point cross-correlation function between a catalog of $\\sim 380,000$ galaxy groups (with redshifts spanning $z=0.01-0.2$) from the Sloan Digital Sky Survey (SDSS) and Compton-y parameter maps constructed by the Planck collaboration. We find statistically significant correlations between the group catalog and Compton-y maps in each of six separate mass bins, with estimat...
Atrio-Barandela, Fernando
2014-01-01
The epoch of first star formation and the state of the intergalactic medium (IGM) at that time are not directly observable with current telescopes. The radiation from those early sources is now part of the Cosmic Infrared Background (CIB) and, as these sources ionize the gas around them, the IGM plasma would produce faint temperature anisotropies in the Cosmic Microwave Background (CMB) via the thermal Sunyaev-Zeldovich (TSZ) effect. While these TSZ anisotropies are too faint to be detected, we show that the cross-correlation of maps of source-subtracted CIB fluctuations from {\\it Euclid}, with suitably constructed microwave maps at different frequencies can probe the physical state of the gas during reionization and test/constrain models of the early CIB sources. We identify the frequency-combined CMB-subtracted microwave maps from space and ground-based instruments to show that they can be cross-correlated with the forthcoming all-sky {\\it Euclid} CIB maps to detect the cross-power at scales $\\sim 5'-60'$ w...
Goncharov, V. V.; Shurup, A. S.; Godin, O. A.; Zabotin, N. A.; Vedenev, A. I.; Sergeev, S. N.; Brown, M. G.; Shatravin, A. V.
2016-07-01
Based on experimental data obtained in 2012 in the Florida Strait, we study the feasibility of employing ray tomography to retrieve sound speed and flow velocity profiles from measured noise cross-correlation functions. We describe the results of numerical experiments that characterize the inversion errors resulting from peculiarities of the ray structure in shallow water, difficulties in unambiguous identification of ray arrivals, and a decrease in accuracy of ray theory at low frequencies. We show that under conditions of low-mode sound propagation, the use of the classical ray tomography scheme can yield only a rough estimate of the sound speed profile, but it allows approximate reconstruction of the current velocity profile. Application of passive ray tomography to the experimental data yields the current velocity profile in the Straits of Florida, which agrees with independent measurements within the inversion error limit.
Jin Xing; Li Jun; Lin Shu; Zhou Zhengrong; Kang Lanchi; Ou Yiping
2008-01-01
This paper uses the 8 broad-band stations' microseism data recorded by the Seismic Monitoring Network of Fujian Province to calculate the vertical correlation coefficient between two stationsat intervals of 5 minutes. According to the time intervals technique we obtain the different coefficients and then add the correlative coefficients. Depending on this, we extract the group velocity of Rayleigh waves from the cross correlation of the ambient seismic noise between two seismic stations and figure out the group velocity' spatial distribution. The results show that the signal noise ratio (SNR) increases proportionally to the superposition times, but the results from different days are similar to one another. Synchronously, the arrival-time is also stable and there is no obvious change when coming across typhoons. It is found the velocity of the surface wave is 2.9～3. 1km/s in Fujian Province, which is close to the observationally attained value.
Aghamousa, Amir
2014-01-01
The observable time delays between the multiple images of strong lensing systems with time variable sources can provide us with some valuable information to probe the expansion history of the Universe. Estimation of these time delays can be very challenging due to complexities of the observed data where there are seasonal gaps, various noises and systematics such as unknown microlensing effects. In this paper we introduce a novel approach to estimate the time delays for strong lensing systems implementing various statistical methods of data analysis including the method of smoothing and cross-correlation. The method we introduce in this paper has been recently used in TDC0 and TDC1 Strong Lens Time Delay Challenges and has shown its power in reliable and precise estimation of time delays dealing with data with different complexities.
Sarwono, J.; Lam, Y. W.
2002-11-01
This paper discusses the application of a method based on human subjective preference to the acoustic design of a Javanese gamelan performance hall. Some important distinctions between Javanese gamelan ensembles and Western classical orchestra are the tuning system, orchestral blending process, and technique of playing. The results of subjective preference test using the rank order method showed that the subjects preferred 24·25 ms for the initial time delay gap ( ITDG) and the smallest value of the inter-aural cross-correlation ( IACC). The preferred ITDG agree with the ITDG from the room response measured in a traditional pendopo in Indonesia, which is not a common concert hall but an open-sided hall. However, the preferred IACC is not in agreement with the measured ITDG in the pendopo .
Bing Wang; Shaoping Yan
2009-01-01
Considering an optical bistable system with cross-correlated additive white noise and multiplicative colored noise,we study the effects of correlation between the noises on the correlation function C(s)using the unified colored noise approximation and the Stratonovich decoupling ansatz formalism.The effects of the self-correlation time T of the multiplicative colored noise and the correlation intensity A between the two noises are studied with numerical calculation.It is found that C(s)increases with the increase of the self-correlation time r,but decreases with the increase of the correlation intensity A.At large value of T,there is almost no change for C(s)when T changes.
Reza Azad
2013-11-01
Full Text Available Hand gesture recognition possesses extensive applications in virtual reality, sign language recognition, and computer games. The direct interface of hand gestures provides us a new way for communicating with the virtual environment. In this paper a novel and real-time approach for hand gesture recognition system is presented. In the suggested method, first, the hand gesture is extracted from the main image by the image segmentation and morphological operation and then is sent to feature extraction stage. In feature extraction stage the Cross-correlation coefficient is applied on the gesture to recognize it. In the result part, the proposed approach is applied on American Sign Language (ASL database and the accuracy rate obtained 98.34%.
Takahiro eDoi
2014-10-01
Full Text Available Three-dimensional visual perception requires correct matching of images projected to the left and right eyes. The matching process is faced with an ambiguity: part of one eye’s image can be matched to multiple parts of the other eye’s image. This stereo correspondence problem is complicated for random-dot stereograms (RDSs, because dots with an identical appearance produce numerous potential matches. Despite such complexity, human subjects can perceive a coherent depth structure. A coherent solution to the correspondence problem does not exist for anticorrelated RDSs (aRDSs, in which luminance contrast is reversed in one eye. Neurons in the visual cortex reduce disparity selectivity for aRDSs progressively along the visual processing hierarchy. A disparity-energy model followed by threshold nonlinearity (threshold energy model can account for this reduction, providing a possible mechanism for the neural matching process. However, the essential computation underlying the threshold energy model is not clear. Here, we propose that a nonlinear modification of cross-correlation, which we term ‘cross-matching’, represents the essence of the threshold energy model. We placed half-wave rectification within the cross-correlation of the left-eye and right-eye images. The disparity tuning derived from cross-matching was attenuated for aRDSs. We simulated a psychometric curve as a function of graded anticorrelation (graded mixture of aRDS and normal RDS; this simulated curve reproduced the match-based psychometric function observed in human near/far discrimination. The dot density was 25% for both simulation and observation. We predicted that as the dot density increased, the performance for aRDSs should decrease below chance (i.e., reversed depth, and the level of anticorrelation that nullifies depth perception should also decrease. We suggest that cross-matching serves as a simple computation underlying the match-based disparity signals in
Sinha, Sitabhra; Pan, Raj Kumar
The cross-correlations between price fluctuations of 201 frequently traded stocks in the National Stock Exchange (NSE) of India are analyzed in this paper. We use daily closing prices for the period 1996-2006, which coincides with the period of rapid transformation of the market following liberalization. The eigenvalue distribution of the cross-correlation matrix, C, of NSE is found to be similar to that of developed markets, such as the New York Stock Exchange (NYSE): the majority of eigenvalues fall within the bounds expected for a random matrix constructed from mutually uncorrelated time series. Of the few largest eigenvalues that deviate from the bulk, the largest is identified with market-wide movements. The intermediate eigenvalues that occur between the largest and the bulk have been associated in NYSE with specific business sectors with strong intra-group interactions. However, in the Indian market, these deviating eigenvalues are comparatively very few and lie much closer to the bulk. We propose that this is because of the relative lack of distinct sector identity in the market, with the movement of stocks dominantly influenced by the overall market trend. This is shown by explicit construction of the interaction network in the market, first by generating the minimum spanning tree from the unfiltered correlation matrix, and later, using an improved method of generating the graph after filtering out the market mode and random effects from the data. Both methods show, compared to developed markets, the relative absence of clusters of co-moving stocks that belong to the same business sector. This is consistent with the general belief that emerging markets tend to be more correlated than developed markets.
Burkard, R.; Jones, S.; Jones, T.
1994-01-01
Rate-dependent changes in the chick brain-stem auditory evoked response (BAER) using conventional averaging and a cross-correlation technique were investigated. Five 15- to 19-day-old white leghorn chicks were anesthetized with Chloropent. In each chick, the left ear was acoustically stimulated. Electrical pulses of 0.1-ms duration were shaped, attenuated, and passed through a current driver to an Etymotic ER-2 which was sealed in the ear canal. Electrical activity from stainless-steel electrodes was amplified, filtered (300-3000 Hz) and digitized at 20 kHz. Click levels included 70 and 90 dB peSPL. In each animal, conventional BAERs were obtained at rates ranging from 5 to 90 Hz. BAERs were also obtained using a cross-correlation technique involving pseudorandom pulse sequences called maximum length sequences (MLSs). The minimum time between pulses, called the minimum pulse interval (MPI), ranged from 0.5 to 6 ms. Two BAERs were obtained for each condition. Dependent variables included the latency and amplitude of the cochlear microphonic (CM), wave 2 and wave 3. BAERs were observed in all chicks, for all level by rate combinations for both conventional and MLS BAERs. There was no effect of click level or rate on the latency of the CM. The latency of waves 2 and 3 increased with decreasing click level and increasing rate. CM amplitude decreased with decreasing click level, but was not influenced by click rate for the 70 dB peSPL condition. For the 90 dB peSPL click, CM amplitude was uninfluenced by click rate for conventional averaging. For MLS BAERs, CM amplitude was similar to conventional averaging for longer MPIs.(ABSTRACT TRUNCATED AT 250 WORDS).
Dupont, A.; Gaillard, P.; Grenouille, A.; Bui-Quang, P.; Guilhem, A.; Bobrov, D.; Kitov, I. O.; Rozhkov, M.
2015-12-01
We propose here a massive cross-correlation technique applied to seismic events located around volcanoes and recorded at teleseismic distance. Multichannel cross-correlations are performed between 2002 to 2012 using seismic templates occurring at the time of moderate to large volcanic eruptions. The volcanic periods are reported from the Global Volcanism Program database while the waveform data are obtained from the Comprehensive Nuclear-Test-Ban Treaty Organization (CTBTO). The temporal distribution of new seismic events, built from the association of teleseismic detections reveals acceleration patterns, which are highly correlated to the past eruptive activities. These newly detected events are relocated using Bayesian approach and leads to preliminary interpretation of the volcanic plumbing system. Two examples are presented. First, the large 2008 eruption (Volcanic Explosivity Index, VEI4) of Kasatochi (Aleutian Islands, 52.10°N/175.31°W) is used to demonstrate that only few seismic templates (~3) help to reveal the time scale of the eruption. Results are compared to hydroacoustic signal, which is highly correlated to the distribution of new seismic events prior and during eruption. We also show that after the peaked seismic activity (i.e., ~ 100 seismic events in 1 hour) the infrasound signal starts and signs the volcanic plume activity. The second case example reveals with success seven past volcanic eruptions of lower magnitude (VEI1 to VEI2) of the Karangetang volcano (Siau Island in Indonesia, 2.46°N/125.24°E). We show the potential of this method to detect volcanic eruptions in isolated areas. This is of special interest especially when there is no volcano observatory to monitor the volcanic activity, or when the last eruptive period is unknown.
Asano, Kimiyuki; Iwata, Tomotaka; Sekiguchi, Haruko; Somei, Kazuhiro; Miyakoshi, Ken; Aoi, Shin; Kunugi, Takashi
2017-08-01
Inter-station cross-correlation functions estimated using continuous ambient noise or microtremor records were used to extract the seismic wave propagation characteristics of the Osaka sedimentary basin, Japan. Temporary continuous observations were conducted at 15 sites in the Osaka basin between 2011 and 2013. The data were analyzed using seismic interferometry. The target period range was 2-8 s. Cross-correlations between all of the possible station pairs were calculated and stacked to produce a year-long data set, and Rayleigh wave signals in the vertical and radial components and Love wave signals in the transverse component were identified from the results. Simulation of inter-station Green's functions using the finite difference method was conducted to check the performance of the current three-dimensional velocity structure model. The measured time lag between the observed and theoretical Green's functions was less than 2 s for most station pairs, which is less than the wave period of interest in the target frequency range. Group velocity tomography was applied to group delay times estimated by means of multiple filter analysis. The estimated group velocities for longer periods of 5-8 s exhibited spatial variation within the basin, which is consistent with the bedrock depth distribution; however, the group velocities for shorter periods of 2-3 s were almost constant over the studied area. The waveform and group velocity information obtained by seismic interferometry analysis can be useful for future reconstruction of a three-dimensional velocity structure model in the Osaka basin.[Figure not available: see fulltext.
Dutta, Srimonti; Ghosh, Dipak; Samanta, Shukla
2016-04-01
This paper studies the human gait pattern of normal people and patients suffering from Parkinson's disease using the MFDXA (Multifractal Detrended Cross-correlation Analysis) methodology. The auto correlation and cross correlation of the time series of the total force under the left foot and right foot were studied. The study reveals that the degree of multifractality (W) and degree of correlation (γ) are generally more for normal patients than the diseased set. It is also observed that the values of W and γ are nearly same for left foot and right. It is also observed that the study of autocorrelation alone is not sufficient, cross correlations should also be studied to get a better concept of neurodegenerative diseases.
Pintacuda, Guido; Hohenthanner, Karin; Otting, Gottfried; Müller, Norbert
2003-10-01
The (15)N-HSQC spectra of low-spin cyano-met-myoglobin and high-spin fluoro-met-myoglobin were assigned and dipole-dipole-Curie-spin cross-correlated relaxation rates measured. These cross-correlation rates originating from the dipolar (1)H-(15)N interaction and the dipolar interaction between the (1)H and the Curie spin of the paramagnetic center contain long-range angular information about the orientation of the (1)H-(15)N bond with respect to the iron-(1)H vector, with information measurable up to 11 A from the metal for the low-spin complex, and between 10 to 25 A for the high-spin complex. Comparison of the experimental data with predictions from crystal structure data showed that the anisotropy of the magnetic susceptibility tensor in low spin cyano-met-myoglobin significantly influences the cross-correlated dipole-dipole-Curie-spin relaxation rates.
Lionel, Martellini
2015-01-01
Under standard assumptions including stationary and serially uncorrelated Gaussian gravitational wave stochastic background signal and noise distributions, as well as homogenous detector sensitivities, the standard cross-correlation detection statistic is known to be optimal in the sense of minimizing the probability of a false dismissal at a fixed value of the probability of a false alarm. The focus of this paper is to analyze the comparative efficiency of this statistic, versus a simple alternative statistic obtained by cross-correlating the \\textit{squared} measurements, in situations that deviate from such standard assumptions. We find that differences in detector sensitivities have a large impact on the comparative efficiency of the cross-correlation detection statistic, which is dominated by the alternative statistic when these differences reach one order of magnitude. This effect holds even when both the signal and noise distributions are Gaussian. While the presence of non-Gaussian signals has no mate...
Siuly; Yin, Xiaoxia; Hadjiloucas, Sillas; Zhang, Yanchun
2016-04-01
This work provides a performance comparison of four different machine learning classifiers: multinomial logistic regression with ridge estimators (MLR) classifier, k-nearest neighbours (KNN), support vector machine (SVM) and naïve Bayes (NB) as applied to terahertz (THz) transient time domain sequences associated with pixelated images of different powder samples. The six substances considered, although have similar optical properties, their complex insertion loss at the THz part of the spectrum is significantly different because of differences in both their frequency dependent THz extinction coefficient as well as differences in their refractive index and scattering properties. As scattering can be unquantifiable in many spectroscopic experiments, classification solely on differences in complex insertion loss can be inconclusive. The problem is addressed using two-dimensional (2-D) cross-correlations between background and sample interferograms, these ensure good noise suppression of the datasets and provide a range of statistical features that are subsequently used as inputs to the above classifiers. A cross-validation procedure is adopted to assess the performance of the classifiers. Firstly the measurements related to samples that had thicknesses of 2mm were classified, then samples at thicknesses of 4mm, and after that 3mm were classified and the success rate and consistency of each classifier was recorded. In addition, mixtures having thicknesses of 2 and 4mm as well as mixtures of 2, 3 and 4mm were presented simultaneously to all classifiers. This approach provided further cross-validation of the classification consistency of each algorithm. The results confirm the superiority in classification accuracy and robustness of the MLR (least accuracy 88.24%) and KNN (least accuracy 90.19%) algorithms which consistently outperformed the SVM (least accuracy 74.51%) and NB (least accuracy 56.86%) classifiers for the same number of feature vectors across all studies
ZHANG Li; CAO Li; WU Da-Jin
2006-01-01
A two-dimensional single-mode laser model with cross-correlation between the real and imaginary parts of the colored quadric pump noise is investigated. A novel laser amplitude Langevin equation is obtained, in which the cross-correlation λp between the real and imaginary parts of the pump noise appears. The mean, variance, and skewness of first-passage-time are calculated. It is shown that the mean, variance, and skewness of first-passage-time are strongly affected by λp.
Abbott, B.; Abbott, R.; Adhikari, R.; Agresti, J.; Ajith, P.; Allen, B.; Amin, R.; Anderson, S. B.; Anderson, W. G.; Arain, M.; Araya, M.; Armandula, H.; Ashley, M.; Aston, S.; Aufmuth, P.; Aulbert, C.; Babak, S.; Ballmer, S.; Bantilan, H.; Barish, B. C.; Barker, C.; Barker, D.; Barr, B.; Barriga, P.; Barton, M. A.; Bayer, K.; Belczynski, K.; Betzwieser, J.; Beyersdorf, P. T.; Bhawal, B.; Bilenko, I. A.; Billingsley, G.; Biswas, R.; Black, E.; Blackburn, K.; Blackburn, L.; Blair, D.; Bland, B.; Bogenstahl, J.; Bogue, L.; Bork, R.; Boschi, V.; Bose, S.; Brady, P. R.; Braginsky, V. B.; Brau, J. E.; Brinkmann, M.; Brooks, A.; Brown, D. A.; Bullington, A.; Bunkowski, A.; Buonanno, A.; Burgamy, M.; Burmeister, O.; Busby, D.; Byer, R. L.; Cadonati, L.; Cagnoli, G.; Camp, J. B.; Cannizzo, J.; Cannon, K.; Cantley, C. A.; Cao, J.; Cardenas, L.; Casey, M. M.; Castaldi, G.; Cepeda, C.; Chalkey, E.; Charlton, P.; Chatterji, S.; Chelkowski, S.; Chen, Y.; Chiadini, F.; Chin, D.; Chin, E.; Chow, J.; Christensen, N.; Clark, J.; Cochrane, P.; Cokelaer, T.; Colacino, C. N.; Coldwell, R.; Conte, R.; Cook, D.; Corbitt, T.; Coward, D.; Coyne, D.; Creighton, J. D. E.; Creighton, T. D.; Croce, R. P.; Crooks, D. R. M.; Cruise, A. M.; Cumming, A.; Dalrymple, J.; D'Ambrosio, E.; Danzmann, K.; Davies, G.; Debra, D.; Degallaix, J.; Degree, M.; Demma, T.; Dergachev, V.; Desai, S.; Desalvo, R.; Dhurandhar, S.; Díaz, M.; Dickson, J.; di Credico, A.; Diederichs, G.; Dietz, A.; Doomes, E. E.; Drever, R. W. P.; Dumas, J.-C.; Dupuis, R. J.; Dwyer, J. G.; Ehrens, P.; Espinoza, E.; Etzel, T.; Evans, M.; Evans, T.; Fairhurst, S.; Fan, Y.; Fazi, D.; Fejer, M. M.; Finn, L. S.; Fiumara, V.; Fotopoulos, N.; Franzen, A.; Franzen, K. Y.; Freise, A.; Frey, R.; Fricke, T.; Fritschel, P.; Frolov, V. V.; Fyffe, M.; Galdi, V.; Garofoli, J.; Gholami, I.; Giaime, J. A.; Giampanis, S.; Giardina, K. D.; Goda, K.; Goetz, E.; Goggin, L.; González, G.; Gossler, S.; Grant, A.; Gras, S.; Gray, C.; Gray, M.; Greenhalgh, J.; Gretarsson, A. M.; Grosso, R.; Grote, H.; Grunewald, S.; Guenther, M.; Gustafson, R.; Hage, B.; Hamilton, W. O.; Hammer, D.; Hanna, C.; Hanson, J.; Harms, J.; Harry, G.; Harstad, E.; Hayler, T.; Heefner, J.; Heng, I. S.; Heptonstall, A.; Heurs, M.; Hewitson, M.; Hild, S.; Hirose, E.; Hoak, D.; Hosken, D.; Hough, J.; Howell, E.; Hoyland, D.; Huttner, S. H.; Ingram, D.; Innerhofer, E.; Ito, M.; Itoh, Y.; Ivanov, A.; Jackrel, D.; Johnson, B.; Johnson, W. W.; Jones, D. I.; Jones, G.; Jones, R.; Ju, L.; Kalmus, P.; Kalogera, V.; Kasprzyk, D.; Katsavounidis, E.; Kawabe, K.; Kawamura, S.; Kawazoe, F.; Kells, W.; Keppel, D. G.; Khalili, F. Ya.; Kim, C.; King, P.; Kissel, J. S.; Klimenko, S.; Kokeyama, K.; Kondrashov, V.; Kopparapu, R. K.; Kozak, D.; Krishnan, B.; Kwee, P.; Lam, P. K.; Landry, M.; Lantz, B.; Lazzarini, A.; Lee, B.; Lei, M.; Leiner, J.; Leonhardt, V.; Leonor, I.; Libbrecht, K.; Lindquist, P.; Lockerbie, N. A.; Longo, M.; Lormand, M.; Lubiński, M.; Lück, H.; Machenschalk, B.; Macinnis, M.; Mageswaran, M.; Mailand, K.; Malec, M.; Mandic, V.; Marano, S.; Márka, S.; Markowitz, J.; Maros, E.; Martin, I.; Marx, J. N.; Mason, K.; Matone, L.; Matta, V.; Mavalvala, N.; McCarthy, R.; McCaulley, B. J.; McClelland, D. E.; McGuire, S. C.; McHugh, M.; McKenzie, K.; McNabb, J. W. C.; McWilliams, S.; Meier, T.; Melissinos, A.; Mendell, G.; Mercer, R. A.; Meshkov, S.; Messaritaki, E.; Messenger, C. J.; Meyers, D.; Mikhailov, E.; Miller, P.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Miyakawa, O.; Mohanty, S.; Moody, V.; Moreno, G.; Mossavi, K.; Mowlowry, C.; Moylan, A.; Mudge, D.; Mueller, G.; Mukherjee, S.; Müller-Ebhardt, H.; Munch, J.; Murray, P.; Myers, E.; Myers, J.; Nash, T.; Nettles, D.; Newton, G.; Nishizawa, A.; Numata, K.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Paik, H.-J.; Pan, Y.; Papa, M. A.; Parameshwaraiah, V.; Patel, P.; Pedraza, M.; Penn, S.; Pierro, V.; Pinto, I. M.; Pitkin, M.; Pletsch, H.; Plissi, M. V.; Postiglione, F.; Prix, R.; Quetschke, V.; Raab, F.; Rabeling, D.; Radkins, H.; Rahkola, R.; Rainer, N.; Rakhmanov, M.; Ramsunder, M.; Rawlins, K.; Ray-Majumder, S.; Re, V.; Rehbein, H.; Reid, S.; Reitze, D. H.; Ribichini, L.; Riesen, R.; Riles, K.; Rivera, B.; Robertson, N. A.; Robinson, C.; Robinson, E. L.; Roddy, S.; Rodriguez, A.; Rogan, A. M.; Rollins, J.; Romano, J. D.; Romie, J.; Route, R.; Rowan, S.; Rüdiger, A.; Ruet, L.; Russell, P.; Ryan, K.; Sakata, S.; Samidi, M.; Sancho de La Jordana, L.; Sandberg, V.; Sannibale, V.; Saraf, S.; Sarin, P.; Sathyaprakash, B. S.; Sato, S.; Saulson, P. R.; Savage, R.; Savov, P.; Schediwy, S.; Schilling, R.; Schnabel, R.; Schofield, R.; Schutz, B. F.; Schwinberg, P.; Scott, S. M.; Searle, A. C.; Sears, B.; Seifert, F.; Sellers, D.; Sengupta, A. S.; Shawhan, P.; Shoemaker, D. H.; Sibley, A.; Sidles, J. A.; Siemens, X.; Sigg, D.; Sinha, S.; Sintes, A. M.; Slagmolen, B. J. J.; Slutsky, J.; Smith, J. R.; Smith, M. R.; Somiya, K.; Strain, K. A.; Strom, D. M.; Stuver, A.; Summerscales, T. Z.; Sun, K.-X.; Sung, M.; Sutton, P. J.; Takahashi, H.; Tanner, D. B.; Tarallo, M.; Taylor, R.; Taylor, R.; Thacker, J.; Thorne, K. A.; Thorne, K. S.; Thüring, A.; Tokmakov, K. V.; Torres, C.; Torrie, C.; Traylor, G.; Trias, M.; Tyler, W.; Ugolini, D.; Ungarelli, C.; Urbanek, K.; Vahlbruch, H.; Vallisneri, M.; van den Broeck, C.; Varvella, M.; Vass, S.; Vecchio, A.; Veitch, J.; Veitch, P.; Villar, A.; Vorvick, C.; Vyachanin, S. P.; Waldman, S. J.; Wallace, L.; Ward, H.; Ward, R.; Watts, K.; Weaver, J.; Webber, D.; Weber, A.; Weidner, A.; Weinert, M.; Weinstein, A.; Weiss, R.; Wen, S.; Wette, K.; Whelan, J. T.; Whitbeck, D. M.; Whitcomb, S. E.; Whiting, B. F.; Wilkinson, C.; Willems, P. A.; Williams, L.; Willke, B.; Wilmut, I.; Winkler, W.; Wipf, C. C.; Wise, S.; Wiseman, A. G.; Woan, G.; Woods, D.; Wooley, R.; Worden, J.; Wu, W.; Yakushin, I.; Yamamoto, H.; Yan, Z.; Yoshida, S.; Yunes, N.; Zanolin, M.; Zhang, J.; Zhang, L.; Zhang, P.; Zhao, C.; Zotov, N.; Zucker, M.; Zur Mühlen, H.; Zweizig, J.
2007-07-01
Data from the LIGO Livingston interferometer and the ALLEGRO resonant-bar detector, taken during LIGO’s fourth science run, were examined for cross correlations indicative of a stochastic gravitational-wave background in the frequency range 850 950 Hz, with most of the sensitivity arising between 905 and 925 Hz. ALLEGRO was operated in three different orientations during the experiment to modulate the relative sign of gravitational-wave and environmental correlations. No statistically significant correlations were seen in any of the orientations, and the results were used to set a Bayesian 90% confidence level upper limit of Ωgw(f)≤1.02, which corresponds to a gravitational-wave strain at 915 Hz of 1.5×10-23Hz-1/2. In the traditional units of h1002Ωgw(f), this is a limit of 0.53, 2 orders of magnitude better than the previous direct limit at these frequencies. The method was also validated with successful extraction of simulated signals injected in hardware and software.
Tilmann H. Sander
2010-01-01
Full Text Available Neuronal and vascular responses due to finger movements were synchronously measured using dc-magnetoencephalography (dcMEG and time-resolved near-infrared spectroscopy (trNIRS. The finger movements were monitored with electromyography (EMG. Cortical responses related to the finger movement sequence were extracted by independent component analysis from both the dcMEG and the trNIRS data. The temporal relations between EMG rate, dcMEG, and trNIRS responses were assessed pairwise using the cross-correlation function (CCF, which does not require epoch averaging. A positive lag on a scale of seconds was found for the maximum of the CCF between dcMEG and trNIRS. A zero lag is observed for the CCF between dcMEG and EMG. Additionally this CCF exhibits oscillations at the frequency of individual finger movements. These findings show that the dcMEG with a bandwidth up to 8 Hz records both slow and faster neuronal responses, whereas the vascular response is confirmed to change on a scale of seconds.
Miyaji, Takamitsu; Coil, Alison L; Aceves, Hector
2010-01-01
This is the second paper of a series that reports on our investigation of the clustering properties of AGNs in the ROSAT All-Sky Survey (RASS) through cross-correlation functions (CCFs) with Sloan Digital Sky Survey (SDSS) galaxies. In this paper, we apply the Halo Occupation Distribution (HOD) model to the CCFs between the RASS Broad-line AGNs with SDSS Luminous Red Galaxies (LRGs) in the redshift range 0.16
Jean-Matthieu Monnet
2014-09-01
Full Text Available Continuous maps of forest parameters can be derived from airborne laser scanning (ALS remote sensing data. A prediction model is calibrated between local point cloud statistics and forest parameters measured on field plots. Unfortunately, inaccurate positioning of field measures lead to a bad matching of forest measures with remote sensing data. The potential of using tree diameter and position measures in cross-correlation with ALS data to improve co-registration is evaluated. The influence of the correction on ALS models is assessed by comparing the accuracy of basal area prediction models calibrated or validated with or without the corrected positions. In a coniferous, uneven-aged forest with high density ALS data and low positioning precision, the algorithm co-registers 91% of plots within two meters from the operator location when at least the five largest trees are used in the analysis. The new coordinates slightly improve the prediction models and allow a better estimation of their accuracy. In a forest with various stand structures and species, lower ALS density and differential Global Navigation Satellite System measurements, position correction turns out to have only a limited impact on prediction models.
Martins, Jorge H C; Figueira, Pedro; Melo, Claudio
2016-01-01
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 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 habitable zone using the aforementioned technique from theoretical EELT observations. Our results show that for 5 of the selected planets it should be possi...
Bobrov, Dmitry; Rozhkov, Mikhail
2016-01-01
The method of waveform cross correlation (WCC) allows remote monitoring of weak seismic activity induced by underground tests. This type of monitoring is considered as a principal task of on-site inspection under the Comprehensive nuclear-test-ban treaty. On September 11, 2016, a seismic event with body wave magnitude 2.1 was found in automatic processing near the epicenter of the underground explosion conducted by the DPRK on September 9, 2016. This event occurred approximately two days after the test. Using the WCC method, two array stations of the International Monitoring System (IMS), USRK and KSRS, detected Pn-wave arrivals, which were associated with a unique event. Standard automatic processing at the International Data Centre (IDC) did not create an event hypothesis, but in the following interactive processing based on WCC detections, an IDC analyst was able to create a two-station event . Location and other characteristics of this small seismic source indicate that it is likely an aftershock of the p...
Moro, Daniele; Valdrè, Giovanni; Mesto, Ernesto; Scordari, Fernando; Lacalamita, Maria; Ventura, Giancarlo Della; Bellatreccia, Fabio; Scirè, Salvatore; Schingaro, Emanuela
2017-01-01
This study presents a cross-correlated surface and near surface investigation of two phlogopite polytypes from Kasenyi kamafugitic rocks (SW Uganda) by means of advanced Atomic Force Microscopy (AFM), confocal microscopy and Raman micro-spectroscopy. AFM revealed comparable nanomorphology and electrostatic surface potential for the two mica polytypes. A widespread presence of nano-protrusions located on the mica flake surface was also observed, with an aspect ratio (maximum height/maximum width) from 0.01 to 0.09. Confocal microscopy showed these features to range from few nm to several μm in dimension, and shapes from perfectly circular to ellipsoidic and strongly elongated. Raman spectra collected across the bubbles showed an intense and convolute absorption in the range 3000–2800 cm‑1, associated with weaker bands at 1655, 1438 and 1297 cm‑1, indicating the presence of fluid inclusions consisting of aliphatic hydrocarbons, alkanes and cycloalkanes, with minor amounts of oxygenated compounds, such as carboxylic acids. High-resolution Raman images provided evidence that these hydrocarbons are confined within the bubbles. This work represents the first direct evidence that phlogopite, a common rock-forming mineral, may be a possible reservoir for hydrocarbons.
Pearson, Stephen J; Ritchings, Tim; Mohamed, Ahmad S A
2013-04-01
The work describes an automated method of tracking dynamic ultrasound images using a normalized cross-correlation algorithm, applied to the patellar and gastrocnemius tendon. Displacement was examined during active and passive tendon excursions using B-mode ultrasonography. In the passive test where two regions of interest (2-ROI) were tracked, the automated tracking algorithm showed insignificant deviations from relative zero displacement for the knee (0.01 ± 0.04 mm) and ankle (-0.02 ± 0.04 mm) (P > .05). Similarly, when tracking 1-ROI the passive tests showed no significant differences (P > .05) between automatic and manual methods, 7.50 ± 0.60 vs 7.66 ± 0.63 mm for the patellar and 11.28 ± 1.36 vs 11.17 ± 1.35 mm for the gastrocnemius tests. The active tests gave no significant differences (P > .05) between automatic and manual methods with differences of 0.29 ± 0.04 mm for the patellar and 0.26 ± 0.01 mm for the gastrocnemius. This study showed that automatic tracking of in vivo displacement of tendon during dynamic excursion under load is possible and valid when compared with the standardized method. This approach will save time during analysis and enable discrete areas of the tendon to be examined.
Freeman, Simon E; Buckingham, Michael J; Freeman, Lauren A; Lammers, Marc O; D'Spain, Gerald L
2015-01-01
A seven element, bi-linear hydrophone array was deployed over a coral reef in the Papahãnaumokuãkea Marine National Monument, Northwest Hawaiian Islands, in order to investigate the spatial, temporal, and spectral properties of biological sound in an environment free of anthropogenic influences. Local biological sound sources, including snapping shrimp and other organisms, produced curved-wavefront acoustic arrivals at the array, allowing source location via focusing to be performed over an area of 1600 m(2). Initially, however, a rough estimate of source location was obtained from triangulation of pair-wise cross-correlations of the sound. Refinements to these initial source locations, and source frequency information, were then obtained using two techniques, conventional and adaptive focusing. It was found that most of the sources were situated on or inside the reef structure itself, rather than over adjacent sandy areas. Snapping-shrimp-like sounds, all with similar spectral characteristics, originated from individual sources predominantly in one area to the east of the array. To the west, the spectral and spatial distributions of the sources were more varied, suggesting the presence of a multitude of heterogeneous biological processes. In addition to the biological sounds, some low-frequency noise due to distant breaking waves was received from end-fire north of the array.
Heuzé, Céline; Eriksson, Leif; Carvajal, Gisela
2017-04-01
Using sea surface temperature from satellite images to retrieve sea surface currents is not a new idea, but so far its operational near-real time implementation has not been possible. Validation studies are too region-specific or uncertain, due to the errors induced by the images themselves. Moreover, the sensitivity of the most common retrieval method, the maximum cross correlation, to the three parameters that have to be set is unknown. Using model outputs instead of satellite images, biases induced by this method are assessed here, for four different seas of Western Europe, and the best of nine settings and eight temporal resolutions are determined. For all regions, tracking a small 5 km pattern from the first image over a large 30 km region around its original location on a second image, separated from the first image by 6 to 9 hours returned the most accurate results. Moreover, for all regions, the problem is not inaccurate results but missing results, where the velocity is too low to be picked by the retrieval. The results are consistent both with limitations caused by ocean surface current dynamics and with the available satellite technology, indicating that automated sea surface current retrieval from sea surface temperature images is feasible now, for search and rescue operations, pollution confinement or even for more energy efficient and comfortable ship navigation.
Measuring the Halo Mass of z=3 Damped Ly-alpha Absorbers from the Absorber-Galaxy Cross-correlation
Bouche, N; Weinberg, D H; Katz, N; Davé, R; Lowenthal, J D; Bouche, Nicolas; Gardner, Jeffrey P.; Weinberg, David H.; Katz, Neal; Dave, Romeel; Lowenthal, James D.
2005-01-01
[Abridged] We test the reliability of a method to measure the mean halo mass of Damped Ly-alpha absorbers (DLAs). The method is based on measuring the ratio of the cross-correlation between DLAs and galaxies to the auto-correlation of the galaxies themselves ($w_{\\rm dg}/w_{\\rm gg}$), which is (in linear theory) the ratio of their bias factor. This is shown to be true irrespective of the galaxy redshift distribution, provided that one uses the same galaxies for the two correlation functions. The method is applicable to all redshifts. Here, we focus on z=3 DLAs and we demonstrate that the method robustly constrains the mean DLA halo mass using smoothed particle hydrodynamics (SPH) cosmological simulations. If we use the bias formalism of Mo & White (2002) with the DLA and galaxy mass distributions of these simulations, we predict a bias ratio of 0.771. Direct measurement from the simulations of $w_{\\rm dg}/w_{\\rm gg}$ st yields a ratio of 0.73+/-0.08, in excellent agreement with that prediction. Equivalent...
Evolution of cross-correlation and time lag of 4U 1735-44 along the branches
Lei, Ya-Juan; Zhang, Cheng-Min; Qu, Jin-Lu; Yuan, Hai-Long; Dong, Yi-Qiao; Zhao, Yong-Heng; Wang, De-Hua; Yin, Hong-Xing; Song, Li-Ming
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 the anti-correlated soft and hard time lags of about hecto-second. On the island state, the observations do not show any obvious correlations, and most observations of banana branch show positive correlation. However, the anti-correlations are detected on the upper banana branch. These results are different from those of Z sources (Cyg X-2, GX 5-1), where the anti-correlation is detected in the low luminosity states, then the lag timescales of both this atoll and Z sources are found to be similar, at the magnitude of several tens to hundreds of seconds. As a comparison, it is noted that the anti-correlated lags of thousand-second have been reported from the several black hole candidates in their intermediate states. Finally, we compare the correspondent results of atoll source 4U 1735-44 with those observed in black hole candidates and Z sources, and the possible origins of the anti-c...
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.
Cowley, William I; Baugh, Carlton M; Cole, Shaun; Wilkinson, Aaron
2016-01-01
Placing bright sub-millimetre galaxies (SMGs) within the broader context of galaxy formation and evolution requires accurate measurements of their clustering, which can constrain the masses of their host dark matter halos. Recent work has shown that the clustering measurements of these galaxies may be affected by a `blending bias,' which results in the angular correlation function of the sources extracted from single-dish imaging surveys being boosted relative to that of the underlying galaxies. This is due to confusion introduced by the coarse angular resolution of the single-dish telescope and could lead to the inferred halo masses being significantly overestimated. We investigate the extent to which this bias affects the measurement of the correlation function of SMGs when it is derived via a cross-correlation with a more abundant galaxy population. We find that the blending bias is essentially the same as in the auto-correlation case and conclude that the best way to reduce its effects is to calculate the...
Chen, Ying-Nien; Gung, Yuancheng; Chiao, Ling-Yun; Rhie, Junkee
2017-01-01
SUMMARYWe present a quantitative procedure to evaluate the intrinsic noise level (INL) of the noise cross-correlation function (NCF). The method is applied to realistic NCFs derived from the continuous data recorded by the seismic arrays in Taiwan and Korea. The obtained temporal evolution of NCF noise level follows fairly the prediction of the theoretical formulation, confirming the feasibility of the method. We then apply the obtained INL to the assessment of data quality and the source characteristics of ambient noise. We show that the INL-based signal-to-noise ratio provides an exact measure for the true noise level within the NCF and better resolving power for the NCF quality, and such measurement can be implemented to any time windows of the NCFs to evaluate the quality of overtones or coda waves. Moreover, since NCF amplitudes are influenced by both the population and excitation strengths of noises, while INL is primarily sensitive to the overall source population, with information from both measurements, we may better constrain the source characteristics of seismic ambient noises.
Numerical evaluation of the three-point scalar-tensor cross-correlations and the tensor bi-spectrum
Sreenath, V.; Tibrewala, Rakesh; Sriramkumar, L.
2013-12-01
Utilizing the Maldacena formalism and extending the earlier efforts to compute the scalar bi-spectrum, we construct a numerical procedure to evaluate the three-point scalar-tensor cross-correlations as well as the tensor bi-spectrum in single field inflationary models involving the canonical scalar field. We illustrate the accuracy of the adopted procedure by comparing the numerical results with the analytical results that can be obtained in the simpler cases of power law and slow roll inflation. We also carry out such a comparison in the case of the Starobinsky model described by a linear potential with a sudden change in the slope, which provides a non-trivial and interesting (but, nevertheless, analytically tractable) scenario involving a brief period of deviation from slow roll. We then utilize the code we have developed to evaluate the three-point correlation functions of interest (and the corresponding non-Gaussianity parameters that we introduce) for an arbitrary triangular configuration of the wavenumbers in three different classes of inflationary models which lead to features in the scalar power spectrum, as have been recently considered by the Planck team. We also discuss the contributions to the three-point functions during preheating in inflationary models with a quadratic minimum. We conclude with a summary of the main results we have obtained.
Costanzo, M. R.; Nunziata, C.
2017-04-01
Lithospheric VS models are defined in the Campi Flegrei District (southern Italy) through the non-linear inversion of the group velocity dispersion curves of fundamental-mode Rayleigh waves extracted from ambient noise cross-correlations between two receivers, and the regional group and phase velocities of the Italian cellular lithospheric model (1° × 1° cells). Four paths are investigated, of which one (ISCHIA-MIS) across two adjoining cells. The distribution of VS shows a pyroclastic covering with VS increasing from 0.3-0.7 km/s to 2.1 km/s. It rests on a lava or carbonate basement, about 5-6 km thick, with VS increasing from 2.1 km/s to 3.1 km/s at about 2 km of depth and rising to ∼0.6 km towards the island of Procida. A metamorphic layer is detected at an average depth of 7.7 km with VS of 3.8-3.9 km/s, about 5 km thick, overlying a low velocity layer (VS of 3.5 km/s) at about 11-12 km of depth. The VS model along the ISCHIA-MIS path, as average of the models obtained by combining local and regional dispersion data of the two adjoining cells, is well consistent with the other paths. The Moho discontinuity is retrieved at about 23 km of depth with VS of 4.2 km/s.
Yang Zhang
2016-10-01
Full Text Available Ultra-wideband (UWB radar has been widely used for detecting human physiological signals (respiration, movement, etc. in the fields of rescue, security, and medicine owing to its high penetrability and range resolution. In these applications, especially in rescue after disaster (earthquake, collapse, mine accident, etc., the presence, number, and location of the trapped victims to be detected and rescued are the key issues of concern. Ample research has been done on the first issue, whereas the identification and localization of multi-targets remains a challenge. False positive and negative identification results are two common problems associated with the detection of multiple stationary human targets. This is mainly because the energy of the signal reflected from the target close to the receiving antenna is considerably stronger than those of the targets at further range, often leading to missing or false recognition if the identification method is based on the energy of the respiratory signal. Therefore, a novel method based on cross-correlation is proposed in this paper that is based on the relativity and periodicity of the signals, rather than on the energy. The validity of this method is confirmed through experiments using different scenarios; the results indicate a discernible improvement in the detection precision and identification of the multiple stationary targets.
Moro, Daniele; Valdrè, Giovanni; Mesto, Ernesto; Scordari, Fernando; Lacalamita, Maria; Ventura, Giancarlo Della; Bellatreccia, Fabio; Scirè, Salvatore; Schingaro, Emanuela
2017-01-01
This study presents a cross-correlated surface and near surface investigation of two phlogopite polytypes from Kasenyi kamafugitic rocks (SW Uganda) by means of advanced Atomic Force Microscopy (AFM), confocal microscopy and Raman micro-spectroscopy. AFM revealed comparable nanomorphology and electrostatic surface potential for the two mica polytypes. A widespread presence of nano-protrusions located on the mica flake surface was also observed, with an aspect ratio (maximum height/maximum width) from 0.01 to 0.09. Confocal microscopy showed these features to range from few nm to several μm in dimension, and shapes from perfectly circular to ellipsoidic and strongly elongated. Raman spectra collected across the bubbles showed an intense and convolute absorption in the range 3000–2800 cm−1, associated with weaker bands at 1655, 1438 and 1297 cm−1, indicating the presence of fluid inclusions consisting of aliphatic hydrocarbons, alkanes and cycloalkanes, with minor amounts of oxygenated compounds, such as carboxylic acids. High-resolution Raman images provided evidence that these hydrocarbons are confined within the bubbles. This work represents the first direct evidence that phlogopite, a common rock-forming mineral, may be a possible reservoir for hydrocarbons. PMID:28098185
Liu, Qiancheng; Zhang, Jianfeng; Zhang, Hao
2016-07-01
Cross-correlation reverse-time migration is the kernel of two-way wave-equation migration and inversion. However, it more or less tapers the spectrum of receiver data due to a redundant overlay of the source wavelet, whose amplitude spectrum is usually bandlimited and non-flat. To circumvent this issue, there are two optional strategies: whitening the source directly, or preconditioning the seismic traces by division with the amplitude spectrum of the source in the frequency domain. In this paper, we choose the latter one because the source signature is crucial to illumination compensation and seismic inversion. To avoid division by zero, a modified stabilized division algorithm based on the Taylor-expansion is developed. The modified division is easy to complete with computers and can be extend to any order. Moreover, when simulating 2-D source wavefield, the half-integral effect is also considered. We will demonstrate our proposed scheme using the Sigsbee2b synthetic data and a real field data.
Zhuravka Andrey V.
2017-04-01
Full Text Available The article is aimed at exploring the cross-correlation dependency between the 11 selected indicators of the scientific-innovation and educational activity of the regions of Ukraine over the past years using the standard features of the MS Excel software. The calculated values of the pairwise coefficients of Pearson correlation changed from 0,66 to 1. The worst-case correlation coefficient, which changed from 0,7 to 0,8, was observed only with the number of students at the beginning of the academic year 2015/16. The article provides seven selected equations of linear regression and their graphs, with the latter equation corresponding to the worst correlation coefficient between the number of students and doctoral candidates (R = 0,6574. The first five equations of linear regression conform to correlations between financing the costs for completing scientific and scientific-technical works by the regions of Ukraine and various indicators of the scientific-educational potential of personnel. In all five cases, there was a high correlation dependency. As result of the study, fairly high correlation relationships among all indicators have been obtained. Prospect for further research is accounting for a larger number of indicators of the scientific-innovation and educational activity of the regions of Ukraine.
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
Harnois-Déraps, Joachim; Hojjati, Alireza; van Waerbeke, Ludovic; Asgari, Marika; Choi, Ami; Erben, Thomas; Heymans, Catherine; Hildebrandt, Hendrik; Kitching, Thomas D; Miller, Lance; Nakajima, Reiko; Viola, Massimo; Arnouts, Stéphane; Coupon, Jean; Moutard, Thibaud
2016-01-01
We measure the cross-correlation signature between the Planck CMB lensing map and the weak lensing observations from both the Red-sequence Cluster Lensing Survey (RCSLenS) and the Canada-France-Hawai Telescope Lensing Survey (CFHTLenS). In addition to a Fourier analysis, we include the first configuration-space detection, based on the estimators $\\langle \\kappa_{\\rm CMB} \\kappa_{\\rm gal} \\rangle$ and $\\langle \\kappa_{\\rm CMB} \\gamma_{t} \\rangle$. Combining 747.2 deg$^2$ from both surveys, we find a detection significance that exceeds $4.2\\sigma$ in both Fourier- and configuration-space analyses. Scaling the predictions by a free parameter $A$, we obtain $A^{\\rm Planck}_{\\rm CFHT}= 0.68\\pm 0.31 $ and $A^{\\rm Planck}_{\\rm RCS}= 1.31\\pm 0.33$. In preparation for the next generation of measurements similar to these, we quantify the impact of different analysis choices on these results. First, since none of these estimators probes the exact same dynamical range, we improve our detection by combining them. Second, ...
Harnois-Déraps, Joachim; Tröster, Tilman; Hojjati, Alireza; van Waerbeke, Ludovic; Asgari, Marika; Choi, Ami; Erben, Thomas; Heymans, Catherine; Hildebrandt, Hendrik; Kitching, Thomas D.; Miller, Lance; Nakajima, Reiko; Viola, Massimo; Arnouts, Stéphane; Coupon, Jean; Moutard, Thibaud
2016-07-01
We measure the cross-correlation signature between the Planck cosmic microwave background (CMB) lensing map and the weak lensing observations from both the Red-sequence Cluster Lensing Survey and the Canada-France-Hawaii Telescope Lensing Survey. In addition to a Fourier analysis, we include the first configuration-space detection, based on the estimators and . Combining 747.2 deg2 from both surveys, we find a detection significance that exceeds 4.2σ in both Fourier- and configuration-space analyses. Scaling the predictions by a free parameter A, we obtain A^Planck_CFHT= 0.68± 0.31 and A^Planck_RCS= 1.31± 0.33. In preparation for the next generation of measurements similar to these, we quantify the impact of different analysis choices on these results. First, since none of these estimators probes the exact same dynamical range, we improve our detection by combining them. Secondly, we carry out a detailed investigation on the effect of apodization, zero-padding and mask multiplication, validated on a suite of high-resolution simulations, and find that the latter produces the largest systematic bias in the cosmological interpretation. Finally, we show that residual contamination from intrinsic alignment and the effect of photometric redshift error are both largely degenerate with the characteristic signal from massive neutrinos, however the signature of baryon feedback might be easier to distinguish. The three lensing data sets are publicly available.
Abbott, B; Adhikari, R; Agresti, J; Ajith, P; Allen, B; Amin, R; Anderson, S B; Anderson, W G; Arain, M; Araya, M; Armandula, H; Ashley, M; Aston, S; Aufmuth, P; Aulbert, C; Babak, S; Ballmer, S; Bantilan, H; Barish, B C; Barker, C; Barker, D; Barr, B; Barriga, P; Barton, M A; Bayer, K; Belczynski, K; Betzwieser, J; Beyersdorf, P T; Bhawal, B; Bilenko, I A; Billingsley, G; Biswas, R; Black, E; Blackburn, K; Blackburn, L; Blair, D; Bland, B; Bogenstahl, J; Bogue, L; Bork, R; Boschi, V; Bose, S; Brady, P R; Braginsky, V B; Brau, J E; Brinkmann, M; Brooks, A; Brown, D A; Bullington, A; Bunkowski, A; Buonanno, A; Burgamy, M; Burmeister, O; Busby, D; Byer, R L; Cadonati, L; Cagnoli, G; Camp, J B; Cannizzo, J; Cannon, K; Cantley, C A; Cao, J; Cardenas, L; Casey, M M; Castaldi, G; Cepeda, C; Chalkey, E; Charlton, P; Chatterji, S; Chelkowski, S; Chen, Y; Chiadini, F; Chin, D; Chin, E; Chow, J; Christensen, N; Clark, J; Cochrane, P; Cokelaer, T; Colacino, C N; Coldwell, R; Conte, R; Cook, D; Corbitt, T; Coward, D; Coyne, D; Creighton, J D E; Creighton, T D; Croce, R P; Crooks, D R M; Cruise, A M; Cumming, A; Dalrymple, J; D'Ambrosio, E; Danzmann, K; Davies, G; De Bra, D; Degallaix, J; Degree, M; Demma, T; Dergachev, V; Desai, S; DeSalvo, R; Dhurandhar, S V; Díaz, M; Dickson, J; Di Credico, A; Diederichs, G; Dietz, A; Doomes, E E; Drever, R W P; Dumas, J C; Dupuis, R J; Dwyer, J G; Ehrens, P; Espinoza, E; Etzel, T; Evans, M; Evans, T; Fairhurst, S; Fan, Y; Fazi, D; Fejer, M M; Finn, L S; Fiumara, V; Fotopoulos, N; Franzen, A; Franzen, K Y; Freise, A; Frey, R; Fricke, T; Fritschel, P; Frolov, V V; Fyffe, M; Galdi, V; Garofoli, J; Gholami, I; Giaime, J A; Giampanis, S; Giardina, K D; Goda, K; Goetz, E; Goggin, L; González, G; Gossler, S; Grant, A; Gras, S; Gray, C; Gray, M; Greenhalgh, J; Gretarsson, A M; Grosso, R; Grote, H; Grünewald, S; Günther, M; Gustafson, R; Hage, B; Hamilton, W O; Hammer, D; Hanna, C; Hanson, J; Harms, J; Harry, G; Harstad, E; Hayler, T; Heefner, J; Heng, I S; Heptonstall, A; Heurs, M; Hewitson, M; Hild, S; Hirose, E; Hoak, D; Hosken, D; Hough, J; Howell, E; Hoyland, D; Huttner, S H; Ingram, D; Innerhofer, E; Ito, M; Itoh, Y; Ivanov, A; Jackrel, D; Johnson, B; Johnson, W W; Jones, D I; Jones, G; Jones, R; Ju, L; Kalmus, Peter Ignaz Paul; Kalogera, V; Kasprzyk, D; Katsavounidis, E; Kawabe, K; Kawamura, S; Kawazoe, F; Kells, W; Keppel, D G; Khalili, F Ya; Kim, C; King, P; Kissel, J S; Klimenko, S; Kokeyama, K; Kondrashov, V; Kopparapu, R K; Kozak, D; Krishnan, B; Kwee, P; Lam, P K; Landry, M; Lantz, B; Lazzarini, A; Lee, B; Lei, M; Leiner, J; Leonhardt, V; Leonor, I; Libbrecht, K; Lindquist, P; Lockerbie, N A; Longo, M; Lormand, M; Lubinski, M; Luck, H; Machenschalk, B; MacInnis, M; Mageswaran, M; Mailand, K; Malec, M; Mandic, V; Marano, S; Marka, S; Markowitz, J; Maros, E; Martin, I; Marx, J N; Mason, K; Matone, L; Matta, V; Mavalvala, N; McCarthy, R; McClelland, D E; McGuire, S C; McHugh, M; McKenzie, K; McNabb, J W C; McWilliams, S; Meier, T; Melissinos, A C; Mendell, G; Mercer, R A; Meshkov, S; Messaritaki, E; Messenger, C J; Meyers, D; Mikhailov, E; Miller, P; Mitra, S; Mitrofanov, V P; Mitselmakher, G; Mittleman, R; Miyakawa, O; Mohanty, S; Moody, V; Moreno, G; Mossavi, K; Mow Lowry, C; Moylan, A; Mudge, D; Müller, G; Mukherjee, S; Muller-Ebhardt, H; Munch, J; Murray, P; Myers, E; Myers, J; Nettles, D; Newton, G; Nishizawa, A; Numata, K; O'Reilly, B; O'Shaughnessy, R; Ottaway, D J; Overmier, H; Owen, B J; Paik, H J; Pan, Y; Papa, M A; Parameshwaraiah, V; Patel, P; Pedraza, M; Penn, S; Pierro, V; Pinto, I M; Pitkin, M; Pletsch, H; Plissi, M V; Postiglione, F; Prix, R; Quetschke, V; Raab, F; Rabeling, D; Radkins, H; Rahkola, R; Rainer, N; Rakhmanov, M; Ray-Majumder, S; Re, V; Rehbein, H; Reid, S; Reitze, D H; Ribichini, L; Riesen, R; Riles, K; Rivera, B; Robertson, N A; Robinson, C; Robinson, E L; Roddy, S; Rodríguez, A; Rogan, A M; Rollins, J; Romano, J D; Romie, J; Route, R; Rowan, S; Rüdiger, A; Ruet, L; Russell, P; Ryan, K; Sakata, S; Samidi, M; Sancho de la Jordana, L; Sandberg, V; Sannibale, V; Saraf, S; Sarin, P; Sathyaprakash, B S; Sato, S; Saulson, P R; Savage, R; Savov, P; Schediwy, S; Schilling, R; Schnabel, R; Schofield, R; Schutz, B F; Schwinberg, P; Scott, S M; Searle, A C; Sears, B; Seifert, F; Sellers, D; Sengupta, A S; Shawhan, P; Shoemaker, D H; Sibley, A; Sidles, J A; Siemens, X; Sigg, D; Sinha, S; Sintes, A M; Slagmolen, B; Slutsky, J; Smith, J R; Smith, M R; Somiya, K; Strain, K A; Strom, D M; Stuver, A; Summerscales, T Z; Sun, K X; Sung, M; Sutton, P J; Takahashi, H; Tanner, D B; Tarallo, M; Taylor, R; Thacker, J; Thorne, K A; Thorne, K S; Thüring, A; Tokmakov, K V; Torres, C; Torrie, C; Traylor, G; Trias, M; Tyler, W; Ugolini, D W; Ungarelli, C; Urbanek, K; Vahlbruch, H; Vallisneri, M; Van Den Broeck, C; Varvella, M; Vass, S; Vecchio, A; Veitch, J; Veitch, P
2007-01-01
Data from the LIGO Livingston interferometer and the ALLEGRO resonant bar detector, taken during LIGO's fourth science run, were examined for cross-correlations indicative of a stochastic gravitational-wave background in the frequency range 850-950 Hz, with most of the sensitivity arising between 905 Hz and 925 Hz. ALLEGRO was operated in three different orientations during the experiment to modulate the relative sign of gravitational-wave and environmental correlations. No statistically significant correlations were seen in any of the orientations, and the results were used to set a Bayesian 90% confidence level upper limit of Omega_gw(f) <= 1.02, which corresponds to a gravitational wave strain at 915 Hz of 1.5e-23/rHz. In the traditional units of h_100^2 Omega_gw(f), this is a limit of 0.53, two orders of magnitude better than the previous direct limit at these frequencies. The method was also validated with successful extraction of simulated signals injected in hardware and software.
Qorbani, Ehsan; Zigone, Dimitri; Kolinsky, Petr; Fuchs, Florian; Bokelmann, Götz; AlpArray-EASI Working Group
2016-04-01
The eastern part of the Alpine chain is considered as an area of complex tectonics and lithospheric structure. Having a relatively dense network of stations in this region provides an opportunity to study the crustal and lithospheric velocity structure using ambient-noise correlations methods. We used continuous data recorded during 2014 at 50 permanent stations located in Austria, Germany, northern Italy, and Slovenia, along with data from 8 temporary stations of the Eastern Alpine Seismic Investigation (EASI) profile. Cross correlation of ambient noise are performed in order to estimate the Green's functions of surface waves propagating between station pairs. Dispersion curves of Rayleigh and Love waves are constructed between 2 and 30 seconds and are then inverted to obtain group velocity maps at different frequency (depth) levels. We present here a new crustal-lithospheric velocity model for the Southern and Eastern Alps, which reveals clear spatial velocity variation and contrasts, associated with major faults, deformed and damaged zones. In this study, we also assess the azimuthal anisotropy from the group velocity measurements. The new finding together with the previous results from SKS splitting and receiver function provides 3D images of anisotropy at scales ranging from crust to upper mantle. This allows us to discuss the strain field and deformation pattern within both shallow and lithospheric-asthenospheric depth, in relation with the most prominent tectonic processes in the region, such as eastward extrusion of the ALCAPA block (Eastern Alps, Western Carpathian, and Pannonian Basin).
Hoder, T [Department of Physical Electronics, Masaryk University, Kotlarska 2, Brno 611 37 (Czech Republic); SIra, M [Department of Physical Electronics, Masaryk University, Kotlarska 2, Brno 611 37 (Czech Republic); Kozlov, K V [Institute of Physics, Ernst-Moritz-Arndt University, Felix-Hausdorff-Str. 6, D-17489 Greifswald (Germany); Wagner, H-E [Institute of Physics, Ernst-Moritz-Arndt University, Felix-Hausdorff-Str. 6, D-17489 Greifswald (Germany)
2008-02-07
The barrier discharge in the coplanar arrangement operating in a single-filament mode was studied spectroscopically. The evolution of the discharge luminosity was measured by the technique of cross-correlation spectroscopy. The 1D-spatially and temporally resolved luminosities of the first negative (at 391.5 nm) and the second positive (at 337.1 nm) system of molecular nitrogen were recorded using the above-mentioned technique. A cathode-directed ionizing wave (IW) was clearly seen on the plot for radiation intensity at 337.1 nm. In addition to this, also observed was a wave of the enhanced electric field propagating over the anode. In this paper, the propagation of these waves is described and their velocities are determined. The discharge evolution is divided into three phases-the Townsend phase, the phase of the IWs propagation and the extinction phase. Since the above-mentioned luminosity distributions could be interpreted approximately as the electric field (for 391.5 nm) and the electron density (for 337.1 nm) distribution, the qualitative description of the discharge is made accordingly. All these parameters are compared with similar measurements of the volume discharge. Apart from this, an attempt to determine the reduced electric field is made according to the kinetic model.
Numerical evaluation of the three-point scalar-tensor cross-correlations and the tensor bi-spectrum
Sreenath, V.; Sriramkumar, L. [Department of Physics, Indian Institute of Technology Madras, Chennai 600036 (India); Tibrewala, Rakesh, E-mail: sreenath@physics.iitm.ac.in, E-mail: rtibs@iisertvm.ac.in, E-mail: sriram@physics.iitm.ac.in [School of Physics, Indian Institute of Science Education and Research, CET Campus, Thiruvananthapuram 695016 (India)
2013-12-01
Utilizing the Maldacena formalism and extending the earlier efforts to compute the scalar bi-spectrum, we construct a numerical procedure to evaluate the three-point scalar-tensor cross-correlations as well as the tensor bi-spectrum in single field inflationary models involving the canonical scalar field. We illustrate the accuracy of the adopted procedure by comparing the numerical results with the analytical results that can be obtained in the simpler cases of power law and slow roll inflation. We also carry out such a comparison in the case of the Starobinsky model described by a linear potential with a sudden change in the slope, which provides a non-trivial and interesting (but, nevertheless, analytically tractable) scenario involving a brief period of deviation from slow roll. We then utilize the code we have developed to evaluate the three-point correlation functions of interest (and the corresponding non-Gaussianity parameters that we introduce) for an arbitrary triangular configuration of the wavenumbers in three different classes of inflationary models which lead to features in the scalar power spectrum, as have been recently considered by the Planck team. We also discuss the contributions to the three-point functions during preheating in inflationary models with a quadratic minimum. We conclude with a summary of the main results we have obtained.
Childs, Peter R N
2010-01-01
Rotating flow is critically important across a wide range of scientific, engineering and product applications, providing design and modeling capability for diverse products such as jet engines, pumps and vacuum cleaners, as well as geophysical flows. Developed over the course of 20 years' research into rotating fluids and associated heat transfer at the University of Sussex Thermo-Fluid Mechanics Research Centre (TFMRC), Rotating Flow is an indispensable reference and resource for all those working within the gas turbine and rotating machinery industries. Traditional fluid and flow dynamics
Tashiro, Hiroyuki; Aghanim, Nabila; Langer, Mathieu; Douspis, Marian; Zaroubi, Saleem; Jelić, Vibor
2011-01-01
The measurement of the brightness temperature fluctuations of neutral hydrogen 21-cm lines from the epoch of reionization (EoR) is expected to be a powerful tool for revealing the reionization process. We study the 21-cm cross-correlation with cosmic microwave background (CMB) temperature anisotropi
Dost, Michael; Vogel, Dietmar; Winkler, Thomas; Vogel, Juergen; Erb, Rolf; Kieselstein, Eva; Michel, Bernd
2003-07-01
Cross correlation analysis of digitised grey scale patterns is based on - at least - two images which are compared one to each other. Comparison is performed by means of a two-dimensional cross correlation algorithm applied to a set of local intensity submatrices taken from the pattern matrices of the reference and the comparison images in the surrounding of predefined points of interest. Established as an outstanding NDE tool for 2D and 3D deformation field analysis with a focus on micro- and nanoscale applications (microDAC and nanoDAC), the method exhibits an additional potential for far wider applications, that could be used for advancing homeland security. Cause the cross correlation algorithm in some kind seems to imitate some of the "smart" properties of human vision, this "field-of-surface-related" method can provide alternative solutions to some object and process recognition problems that are difficult to solve with more classic "object-related" image processing methods. Detecting differences between two or more images using cross correlation techniques can open new and unusual applications in identification and detection of hidden objects or objects with unknown origin, in movement or displacement field analysis and in some aspects of biometric analysis, that could be of special interest for homeland security.
He, Ling-Yun; Chen, Shu-Peng
2011-01-01
Nonlinear dependency between characteristic financial and commodity market quantities (variables) is crucially important, especially between trading volume and market price. Studies on nonlinear dependency between price and volume can provide practical insights into market trading characteristics, as well as the theoretical understanding of market dynamics. Actually, nonlinear dependency and its underlying dynamical mechanisms between price and volume can help researchers and technical analysts in understanding the market dynamics by integrating the market variables, instead of investigating them in the current literature. Therefore, for investigating nonlinear dependency of price-volume relationships in agricultural commodity futures markets in China and the US, we perform a new statistical test to detect cross-correlations and apply a new methodology called Multifractal Detrended Cross-Correlation Analysis (MF-DCCA), which is an efficient algorithm to analyze two spatially or temporally correlated time series. We discuss theoretically the relationship between the bivariate cross-correlation exponent and the generalized Hurst exponents for time series of respective variables. We also perform an empirical study and find that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the analyzed agricultural commodity futures markets.
Maria Sole Morelli
2016-10-01
Full Text Available Electroencephalographic (EEG irreducible artifacts are common and the removal of corrupted segments from the analysis may be required. The present study aims at exploring the effects of different EEG Missing Data Segment (MDS distributions on cross-correlation analysis, involving EEG and physiological signals. The reliability of cross-correlation analysis both at single subject and at group level as a function of missing data statistics was evaluated using dedicated simulations. Moreover, a Bayesian-based approach for combining the single subject results at group level by considering each subject’s reliability was introduced. Starting from the above considerations, the cross-correlation function between EEG Global Field Power (GFP in delta band and end-tidal CO2 (PETCO2 during rest and voluntary breath-hold was evaluated in six healthy subjects. The analysis of simulated data results at single subject level revealed a worsening of precision and accuracy in the cross-correlation analysis in the presence of MDS. At the group level, a large improvement in the results’ reliability with respect to single subject analysis was observed. The proposed Bayesian approach showed a slight improvement with respect to simple average results. Real data results were discussed in light of the simulated data tests and of the current physiological findings.
Paech, Kerstin; Hamaus, Nico; Hoyle, Ben; Costanzi, Matteo; Giannantonio, Tommaso; Hagstotz, Steffen; Sauerwein, Georg; Weller, Jochen
2017-09-01
We present measurements of angular cross power spectra between galaxies and optically-selected galaxy clusters in the final photometric sample of the Sloan Digital Sky Survey (SDSS). We measure the autocorrelations and cross correlations between galaxy and cluster samples, from which we extract the effective biases and study the shot noise properties. We model the non-Poissonian shot noise by introducing an effective number density of tracers and fit for this quantity. We find that we can only describe the cross-correlation of galaxies and galaxy clusters, as well as the autocorrelation of galaxy clusters, on the relevant scales using a non-Poissonian shot noise contribution. The values of effective bias we finally measure for a volume-limited sample are bcc = 4.09 ± 0.47 for the cluster autocorrelation and bgc = 2.15 ± 0.09 for the galaxy-cluster cross-correlation. We find that these results are consistent with expectations from the autocorrelations of galaxies and clusters and are in good agreement with previous studies. The main result is two-fold: first we provide a measurement of the cross-correlation of galaxies and clusters, which can be used for further cosmological analysis; and secondly we describe an effective treatment of the shot noise.
Risum, Niels; Williams, Eric S; Khouri, Michel G
2013-01-01
Aims Pre-implant assessment of longitudinal mechanical dyssynchrony using cross-correlation analysis (XCA) was tested for association with long-term survival and compared with other tissue Doppler imaging (TDI)-derived indices. Methods and results In 131 patients referred for cardiac resynchroniz...
A Measurement of the Galaxy Group-Thermal Sunyaev-Zel'dovich Effect Cross-Correlation Function
Vikram, Vinu; Lidz, Adam; Jain, Bhuvnesh
2016-12-01
Stacking cosmic microwave background (CMB) maps around known galaxy clusters and groups provides a powerful probe of the distribution of hot gas in these systems via the Sunyaev-Zel'dovich (SZ) effect. A stacking analysis allows one to detect the average SZ signal around low mass halos, to extend measurements out to large scales and measure the redshift-dependence of the SZ background. Motivated by these exciting prospects, we measure the two-point cross-correlation function between ˜380, 000 galaxy groups (at z = 0.01 - 0.2) from the Sloan Digital Sky Survey (SDSS) and Compton-y parameter maps constructed by the Planck collaboration. We find statistically significant correlations in each of six separate mass bins, with halo masses ranging from 1011.5 - 15.5M⊙/h. We compare with halo models of the SZ signal, which describe the stacked measurement in terms of one-halo and two-halo contributions. The one-halo term quantifies the average pressure profile around the groups in a mass bin, while the two-halo term describes the contribution of correlated neighbouring halos. For the massive groups we find clear evidence for the one- and two-halo regimes, while groups with mass below 1013M⊙/h are dominated by the two-halo term given the resolution of Planck data. We use the signal in the two-halo regime to determine the bias-weighted electron pressure of the universe: = 1.50 ± 0.226 × 10-7 keV cm-3 (1-σ) at z ≈ 0.15.
González, J. F.; Lapasset, E.
2003-06-01
We apply the two-dimensional cross-correlation technique TODCOR to derive spectroscopic orbits for the two B-type double-lined spectroscopic binaries HD 66066A and HD 315031, previously mentioned as blue straggler candidates of the open clusters NGC 2516 and NGC 6530, respectively. Reliable radial velocities for both components are measured even for orbital phases for which the separation between the spectral lines are about 0.5 times the quadratic sum of the full-width at half-maximum of the lines. Both binaries have circular orbits and the orbital periods are 1.67 and 1.38 days for HD 66066A and HD 315031, respectively. We calculate minimum masses with errors of 3-5% and obtain the projected radii from the line widths. We derive absolute stellar parameters which are consistent with the age and distance of the clusters. Both binary systems are formed by main-sequence stars and it is expected that they will experience mass-transfer between their components before the end of the core H-burning stage. HD 315031 is likely a triple system as suggested by the variation of the center-of-mass velocity. The observations presented here were obtained at the Complejo Astronómico El Leoncito (CASLEO), which is operated under agreement between the Consejo Nacional de Investigaciones Científicas y Técnicas de la República Argentina (CONICET) and the National Universities of La Plata, Córdoba and San Juan.
Soldati, Gaia; Zaccarelli, Lucia; Faenza, Licia; Michelini, Alberto
2015-07-01
The relative seismic velocity variations possibly associated to large earthquakes can be readily monitored via cross-correlation of seismic noise. In a recently published study, more than 2 yr of continuous seismic records have been analysed from three stations surrounding the epicentre of the 2009 April 6, Mw 6.1 L'Aquila earthquake, observing a clear decrease of seismic velocities likely corresponding to the co-seismic shaking. Here, we extend the analysis in space, including seismic stations within a radius of 60 km from the main shock epicentre, and in time, collecting 5 yr of data for the six stations within 40 km of it. Our aim is to investigate how far the crustal damage is visible through this technique, and to detect a potential post-seismic recovery of velocity variations. We find that the co-seismic drop in velocity variations extends up to 40 km from the epicentre, with spatial distribution (maximum around the fault and in the north-east direction from it) in agreement with the horizontal co-seismic displacement detected by global positioning system (GPS). In the first few months after L'Aquila earthquake, the crust's perturbation in terms of velocity variations displays a very unstable behaviour, followed by a slow linear recovery towards pre-earthquake conditions; by almost 4 yr after the event, the co-seismic drop of seismic velocity is not yet fully recovered. The strong oscillations of the velocity changes in the first months after the earthquake prevent to detect the fast exponential recovery seen by GPS data. A test of differently parametrized fitting curves demonstrate that the post-seismic recovery is best explained by a sum of a logarithmic and a linear term, suggesting that processes like viscoelastic relaxation, frictional afterlip and poroelastic rebound may be acting concurrently.
Forghani-Arani, Farnoush; Behura, Jyoti; Haines, Seth S.; Batzle, Mike
2013-01-01
In studies on heavy oil, shale reservoirs, tight gas and enhanced geothermal systems, the use of surface passive seismic data to monitor induced microseismicity due to the fluid flow in the subsurface is becoming more common. However, in most studies passive seismic records contain days and months of data and manually analysing the data can be expensive and inaccurate. Moreover, in the presence of noise, detecting the arrival of weak microseismic events becomes challenging. Hence, the use of an automated, accurate and computationally fast technique for event detection in passive seismic data is essential. The conventional automatic event identification algorithm computes a running-window energy ratio of the short-term average to the long-term average of the passive seismic data for each trace. We show that for the common case of a low signal-to-noise ratio in surface passive records, the conventional method is not sufficiently effective at event identification. Here, we extend the conventional algorithm by introducing a technique that is based on the cross-correlation of the energy ratios computed by the conventional method. With our technique we can measure the similarities amongst the computed energy ratios at different traces. Our approach is successful at improving the detectability of events with a low signal-to-noise ratio that are not detectable with the conventional algorithm. Also, our algorithm has the advantage to identify if an event is common to all stations (a regional event) or to a limited number of stations (a local event). We provide examples of applying our technique to synthetic data and a field surface passive data set recorded at a geothermal site.
Zhou, Xiaoming; Xing, Da; Tang, Yonghong; Chen, Wei R.
2009-01-01
The safety of genetically modified organisms (GMOs) has attracted much attention recently. Polymerase chain reaction (PCR) amplification is a common method used in the identification of GMOs. However, a major disadvantage of PCR is the potential amplification of non-target DNA, causing false-positive identification. Thus, there remains a need for a simple, reliable and ultrasensitive method to identify and quantify GMO in crops. This report is to introduce a magnetic bead-based PCR-free method for rapid detection of GMOs using dual-color fluorescence cross-correlation spectroscopy (FCCS). The cauliflower mosaic virus 35S (CaMV35S) promoter commonly used in transgenic products was targeted. CaMV35S target was captured by a biotin-labeled nucleic acid probe and then purified using streptavidin-coated magnetic beads through biotin-streptavidin linkage. The purified target DNA fragment was hybridized with two nucleic acid probes labeled respectively by Rhodamine Green and Cy5 dyes. Finally, FCCS was used to detect and quantify the target DNA fragment through simultaneously detecting the fluorescence emissions from the two dyes. In our study, GMOs in genetically engineered soybeans and tomatoes were detected, using the magnetic bead-based PCR-free FCCS method. A detection limit of 50 pM GMOs target was achieved and PCR-free detection of GMOs from 5 µg genomic DNA with magnetic capture technology was accomplished. Also, the accuracy of GMO determination by the FCCS method is verified by spectrophotometry at 260 nm using PCR amplified target DNA fragment from GM tomato. The new method is rapid and effective as demonstrated in our experiments and can be easily extended to high-throughput and automatic screening format. We believe that the new magnetic bead-assisted FCCS detection technique will be a useful tool for PCR-free GMOs identification and other specific nucleic acids. PMID:19956680
Fasoli, Diego; Faugeras, Olivier; Panzeri, Stefano
2015-01-01
We introduce a new formalism for evaluating analytically the cross-correlation structure of a finite-size firing-rate network with recurrent connections. The analysis performs a first-order perturbative expansion of neural activity equations that include three different sources of randomness: the background noise of the membrane potentials, their initial conditions, and the distribution of the recurrent synaptic weights. This allows the analytical quantification of the relationship between anatomical and functional connectivity, i.e. of how the synaptic connections determine the statistical dependencies at any order among different neurons. The technique we develop is general, but for simplicity and clarity we demonstrate its efficacy by applying it to the case of synaptic connections described by regular graphs. The analytical equations so obtained reveal previously unknown behaviors of recurrent firing-rate networks, especially on how correlations are modified by the external input, by the finite size of the network, by the density of the anatomical connections and by correlation in sources of randomness. In particular, we show that a strong input can make the neurons almost independent, suggesting that functional connectivity does not depend only on the static anatomical connectivity, but also on the external inputs. Moreover we prove that in general it is not possible to find a mean-field description à la Sznitman of the network, if the anatomical connections are too sparse or our three sources of variability are correlated. To conclude, we show a very counterintuitive phenomenon, which we call stochastic synchronization, through which neurons become almost perfectly correlated even if the sources of randomness are independent. Due to its ability to quantify how activity of individual neurons and the correlation among them depends upon external inputs, the formalism introduced here can serve as a basis for exploring analytically the computational capability of
EVOLUTION OF THE CROSS-CORRELATION AND TIME LAG OF 4U 1735-44 ALONG THE BRANCHES
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.
Xiaoming Zhou
Full Text Available The safety of genetically modified organisms (GMOs has attracted much attention recently. Polymerase chain reaction (PCR amplification is a common method used in the identification of GMOs. However, a major disadvantage of PCR is the potential amplification of non-target DNA, causing false-positive identification. Thus, there remains a need for a simple, reliable and ultrasensitive method to identify and quantify GMO in crops. This report is to introduce a magnetic bead-based PCR-free method for rapid detection of GMOs using dual-color fluorescence cross-correlation spectroscopy (FCCS. The cauliflower mosaic virus 35S (CaMV35S promoter commonly used in transgenic products was targeted. CaMV35S target was captured by a biotin-labeled nucleic acid probe and then purified using streptavidin-coated magnetic beads through biotin-streptavidin linkage. The purified target DNA fragment was hybridized with two nucleic acid probes labeled respectively by Rhodamine Green and Cy5 dyes. Finally, FCCS was used to detect and quantify the target DNA fragment through simultaneously detecting the fluorescence emissions from the two dyes. In our study, GMOs in genetically engineered soybeans and tomatoes were detected, using the magnetic bead-based PCR-free FCCS method. A detection limit of 50 pM GMOs target was achieved and PCR-free detection of GMOs from 5 microg genomic DNA with magnetic capture technology was accomplished. Also, the accuracy of GMO determination by the FCCS method is verified by spectrophotometry at 260 nm using PCR amplified target DNA fragment from GM tomato. The new method is rapid and effective as demonstrated in our experiments and can be easily extended to high-throughput and automatic screening format. We believe that the new magnetic bead-assisted FCCS detection technique will be a useful tool for PCR-free GMOs identification and other specific nucleic acids.
Zhou, Xiaoming; Xing, Da; Tang, Yonghong; Chen, Wei R
2009-11-26
The safety of genetically modified organisms (GMOs) has attracted much attention recently. Polymerase chain reaction (PCR) amplification is a common method used in the identification of GMOs. However, a major disadvantage of PCR is the potential amplification of non-target DNA, causing false-positive identification. Thus, there remains a need for a simple, reliable and ultrasensitive method to identify and quantify GMO in crops. This report is to introduce a magnetic bead-based PCR-free method for rapid detection of GMOs using dual-color fluorescence cross-correlation spectroscopy (FCCS). The cauliflower mosaic virus 35S (CaMV35S) promoter commonly used in transgenic products was targeted. CaMV35S target was captured by a biotin-labeled nucleic acid probe and then purified using streptavidin-coated magnetic beads through biotin-streptavidin linkage. The purified target DNA fragment was hybridized with two nucleic acid probes labeled respectively by Rhodamine Green and Cy5 dyes. Finally, FCCS was used to detect and quantify the target DNA fragment through simultaneously detecting the fluorescence emissions from the two dyes. In our study, GMOs in genetically engineered soybeans and tomatoes were detected, using the magnetic bead-based PCR-free FCCS method. A detection limit of 50 pM GMOs target was achieved and PCR-free detection of GMOs from 5 microg genomic DNA with magnetic capture technology was accomplished. Also, the accuracy of GMO determination by the FCCS method is verified by spectrophotometry at 260 nm using PCR amplified target DNA fragment from GM tomato. The new method is rapid and effective as demonstrated in our experiments and can be easily extended to high-throughput and automatic screening format. We believe that the new magnetic bead-assisted FCCS detection technique will be a useful tool for PCR-free GMOs identification and other specific nucleic acids.
Lekner, John
2008-01-01
Any free-particle wavepacket solution of Schrodinger's equation can be converted by differentiations to wavepackets rotating about the original direction of motion. The angular momentum component along the motion associated with this rotation is an integral multiple of [h-bar]. It is an "intrinsic" angular momentum: independent of origin and…
Vassiliev, Dmitri
2017-04-01
We consider an infinite three-dimensional elastic continuum whose material points experience no displacements, only rotations. This framework is a special case of the Cosserat theory of elasticity. Rotations of material points are described mathematically by attaching to each geometric point an orthonormal basis that gives a field of orthonormal bases called the coframe. As the dynamical variables (unknowns) of our theory, we choose the coframe and a density. We write down the general dynamic variational functional for our rotational theory of elasticity, assuming our material to be physically linear but the kinematic model geometrically nonlinear. Allowing geometric nonlinearity is natural when dealing with rotations because rotations in dimension three are inherently nonlinear (rotations about different axes do not commute) and because there is no reason to exclude from our study large rotations such as full turns. The main result of the talk is an explicit construction of a class of time-dependent solutions that we call plane wave solutions; these are travelling waves of rotations. The existence of such explicit closed-form solutions is a non-trivial fact given that our system of Euler-Lagrange equations is highly nonlinear. We also consider a special case of our rotational theory of elasticity which in the stationary setting (harmonic time dependence and arbitrary dependence on spatial coordinates) turns out to be equivalent to a pair of massless Dirac equations. The talk is based on the paper [1]. [1] C.G.Boehmer, R.J.Downes and D.Vassiliev, Rotational elasticity, Quarterly Journal of Mechanics and Applied Mathematics, 2011, vol. 64, p. 415-439. The paper is a heavily revised version of preprint https://arxiv.org/abs/1008.3833
Salgado, William L., E-mail: william.otero@hotmail.com [Instituto Federal do Rio de Janeiro (IFRJ), Rio de Janeiro, RJ (Brazil); Brandao, Luiz E.B., E-mail: brandao@ien.gov.br [Instituto de Engenharia Nuclear (IEN/CNEN-RJ), Rio de Janeiro, RJ (Brazil)
2013-07-01
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 ({sup 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)
Li, He; Lee, Wei-Ning
2017-02-01
The anisotropic mechanical properties (mechanical anisotropy) and view-dependent ultrasonic backscattering (acoustic anisotropy) of striated muscle due to the underlying myofiber arrangement have been well documented, but whether they impact on ultrasound strain imaging (USI) techniques remains unclear. The aim of this study was therefore to investigate the performance of a cross-correlation-based two-dimensional (2D) USI method in anisotropic media under controlled quasi-static compression in silico and in vitro. First, synthetic pre- and post-deformed 2D radiofrequency images of anisotropic phantoms were simulated in two scenarios to examine the individual effect of the mechanical and acoustic anisotropies on strain estimation. In the first scenario, the phantom was defined to be transversely isotropic with the scatterer amplitudes following a zero-mean Gaussian distribution, while in the second scenario, the phantom was defined to be mechanically isotropic with Gaussian distributed scatterer amplitudes correlated along the principal directions of pre-defined fibers. These two anisotropies were then jointly incorporated into the ultrasound image simulation model with additional depth-dependent attenuation. Three imaging planes—the fiber plane with the fiber direction perpendicular to the ultrasound beam (TISperp_fb), the fiber plane with the fiber direction parallel to the beam (TISpara), and the transverse fiber plane (TISperp_cfb)—were studied. The absolute relative error (ARE) of the lateral strain estimates in TISperp_fb (20.99 ± 15.65%) was much higher than that in TISperp_cfb (4.14 ± 3.17%). The ARE in TISpara was unavailable owing to the large spatial extent of false peaks. The effect of tissue anisotropy on the performance of the 2D USI was further confirmed in an in vitro porcine skeletal muscle phantom. The best in-plane strain quality was again shown in TISperp_cfb (elastographic signal-to-noise ratio, or SNRe: >25 d
Van Duyne, J.; Lucas, R.; Tamura, T.; Rohde, D.
2004-12-01
Through the tools and technology made available via the Virtual Observatory, we have explored the multiwavelength properties, survey coverage, and environments of a sample of 71 steep (-1.0 < α < 0.5) spectrum radio sources taken from the Texas Interferometer Radio catalog (Douglas et al. 1996). Through the VLA proposal by Lucas & Chambers (1989), these radio sources were observed with the A-array configuration at 20 cm and 1485 MHz and with 1 full Schmidt SRC-J, high-latitude sky survey plate ( ˜ 6 sq deg) down to J ˜ 22 with the purpose of finding optical counterparts of mid-to-high z galaxy clusters. With the knowledge that this field had been imaged via the Sloan Digital Sky Survey (SDSS DR2, r=22.2), we submitted the coordinates of the Lucas & Chambers survey sources to the VO image access protocol (SIAP) to quickly and efficiently explore the SDSS ugriz 5-band color images of these sources, specifically looking for u-band drop-outs. Additionally, we used this same technique to explore the multiwavelength coverage of this field with all surveys registered with the VO (2MASS, ROSAT, VLA FIRST/NVSS, Chandra, XMM) via ˜ 1 arcminute snapshots. This revealed a multitude of interesting objects, such as double-lobed radio galaxies with bent jets, implying intercluster medium interactions, extremely faint optical sources with point source 2MASS/J-band detections, and the re-discovery of 3C 273. Finally, as a proof of concept, we utilized the VO tool Topcat to cross-correlate the radio and X-ray positions of known galaxy clusters via the RBSC-NVSS Sample (Bauer et al. 2000) and ROSAT Brightest Cluster Sample (Ebeling et al. 1998), resulting in 17 clusters matched at < 15 arcsec separation. These results demonstrate the simple, yet highly effective utility of the Virtual Observatory on a sample data set to reveal scientifically interesting objects on a short timescale. We would like to acknowledge the National Virtual Observatory Summer School for supplying the
Yedlin, M. J.; Ben Horin, Y.; Kitov, I. O.; Margrave, G. F.; Rozhkov, M.
2016-12-01
We have collected and processed 1654 Jordan Phosphate Mines quarry blast waveforms recorded by the three component (3-C) station HRFI. Judging by satellite images taken for the same period, the largest spacing between these blasts might exceed 20 km while their seismic (ML) magnitudes vary in the range from 2 to 3. We have selected short waveform segments (8 min.) for each of 1654 signals, and aligned all waveforms to the Pn-wave arrival times as picked by the same detection procedure based on the STA/LTA threshold. For each event, we have created a waveform template. These waveform templates were obtained by appropriate bandpass filtering, with bands chosen heuristically by examining a spectrogram movie constructed from a subset of the data. We cross-correlated 1654x1654 waveform-template pairs in order to estimate the level of similarity between the measured signals as expressed by cross-correlation coefficient (CC). As a result of the cross-correlation procedure, a CC time series is created to which we apply standard STA/LTA detector with the same threshold as for the original waveforms to find arrival times in the CC domain. When only the Z-component is used for CC, the best four 12.5 s long templates can find all other 1653 signals. For 3-C records, there are 119 templates which can find all other signals and these observations highlight the importance of 3-C records for the performance of the waveform cross-correlation (WCC) technique. It is also found that longer templates result in lower cross-correlation because of larger difference in the shape of S-waves. To characterize the overall similarity of the whole set, we have used the Principal Component Analysis (PCA) as based on the Singular Value Decomposition technique. We have demonstrated that the level of eigenvalues falls to 0.2 for the first fifteen components and the first five components are able to find all 1654 signals when WCC is applied. Therefore, the first component obtained by SVD may serve as
Kővári, Zs; Strassmeier, K G; Carroll, T A; Weber, M; Kriskovics, L; Oláh, K; Vida, K; Granzer, T
2016-01-01
According to most stellar dynamo theories, differential rotation (DR) plays a crucial role for the generation of toroidal magnetic fields. Numerical models predict surface differential rotation to be anti-solar for rapidly-rotating giant stars, i.e., their surface angular velocity could increase with stellar latitude. However, surface differential rotation has been derived only for a handful of individual giant stars to date. The spotted surface of the K-giant KU Pegasi is investigated in order to detect its time evolution and quantify surface differential rotation. We present altogether 11 Doppler images from spectroscopic data collected with the robotic telescope STELLA between 2006--2011. All maps are obtained with the surface reconstruction code iMap. Differential rotation is extracted from these images by detecting systematic (latitude-dependent) spot displacements. We apply a cross-correlation technique to find the best differential rotation law. The surface of KU Peg shows cool spots at all latitudes a...
Simon, M. K.; Li, L.
2003-08-01
We show that MIL-STD shaped offset quadrature phase-shift keying (SOQPSK), a highly bandwidth-efficient constant-envelope modulation, can be represented in the form of a cross-correlated trellis-coded quadrature modulation, a generic structure containing both memory and cross-correlation between the in-phase and quadrature-phase channels. Such a representation allows identification of the optimum form of receiver for MIL-STD SOQPSK and at the same time, through modification of the equivalent I and Q encoders to recursive types, allows for it to be embedded as the inner code of a serial or parallel (turbo-like) concatenated coding structure together with iterative decoding.
Cook, Kyle; Carini, M. T.
2010-01-01
For the past 9 years Western Kentucky University has been monitoring approximately 50 Blazar sources at the R-band optical wavelengths. The Fermi Gamma Ray Space Telescope provides a source of gamma-ray data publicly available for cross correlation analysis, and the recent release of the data has made this possible. Such an analysis will prove useful in understanding the processes present in the jets producing the observed emission in these AGN. This type of analysis is being conducted at Western Kentucky University, pulling together the optical data from the WKU telescope network as well as other public databases and comparing them to the released FGST data. Here we present the initial results from the cross-correlation analysis and apply it to sources of interest. This research is funded by the NASA Kentucky Space Grant Consortium.
Zhou, Xinlei; Chen, Ke; Mao, Xuefeng; Peng, Wei; Yu, Qingxu
2015-12-01
We report a high-resolution optical refractometer based on the long-period grating Michelson interferometer. The interferometer phase shift depends on the refractive index that surrounds the fiber probe. A cross-correlation signal-processing method is used to demodulate the interferometer phase shift. Experimental results show that a resolution of 3×10-6 refractive index unit (RIU) can be obtained using this cross-correlation signal processing method. In addition, a measurement sensitivity up to 3×103 deg/RIU is showed as the surrounding refractive index changing from 1.33 to 1.42. Such high-resolution and low-cost optical refractometers would find more applications in chemical or biochemical sensing fields.
梁贵云; 曹力; 张莉; 吴大进
2003-01-01
We study a system for a single-mode laser driven by additive and multiplicative coloured noises with a coloured cross-correlation. The analytical expression of the stationary intensity distribution (SID) for the laser is derived in the case of three different correlation times. The influences of each stochastic parameter on the SID are discussed, the the skewness, λ3(O) of the single-mode laser are investigated. We find that there are colourful phase transitions for the SID above a threshold, and re-entrant transitions induced by the "colour" of the additive noises. Further research of the not only increases with the additive noise correlation time τ2 and the cross-correlation time τs, but also the quality of the output of laser beams is optimized.
Xu, De-Sheng; Cao, Li; Wu, Da-Jin
Based on the single-mode laser noise model driven by quadratic colored pump noise and quantum noise with cross-correlation between real and imaginary parts of noise proposed in International Journal of Modern Physics B 20, 5383 (2006) and Phys. Rev. E 73, 023802 (2006), the stochastic resonance (SR) of laser intensity is investigated by virtue of the linearized approximation. The analytic expression of signal-to-noise ratio (SNR) is calculated. It is found that the phenomena of stochastic resonance respectively exist in the curves of the SNR versus the noise cross-correlation coefficient λp and the SNR versus the pump parameter a, as well as the SNR versus the signal frequency bar {ω } for the model. It is shown that there are three different types of SR in the model: the conventional form of SR, the SR in the broad sense and the bona fide SR.
Maksim Alekhin
2013-01-01
Full Text Available Comparison of bioradiolocation and standard respiratory plethysmography signals during simultaneous registration of different types of the human breathing movements is performed in both time and frequency domains. For all couples of synchronized signals corresponding to bioradiolocation and respiratory plethysmography methods, the cross-correlation and spectral functions are calculated, and estimates of their generalized characteristics are defined. The obtained results consider bioradiolocation to be a reliable remote sensing technique for noncontact monitoring of breathing pattern in medical applications.
Vallinotto, Alberto; Viel, Matteo; Das, Sudeep; Spergel, David N.
2009-10-01
We expect a detectable correlation between two seemingly unrelated quantities: the four point function of the cosmic microwave background (CMB) and the amplitude of flux decrements in quasar (QSO) spectra. The amplitude of CMB convergence in a given direction measures the projected surface density of matter. Measurements of QSO flux decrements trace the small-scale distribution of gas along a given line-of-sight. While the cross-correlation between these two measurements is small for a single line-of-sight, upcoming large surveys should enable its detection. This paper presents analytical estimates for the signal to noise (S/N) for measurements of the cross-correlation between the flux decrement and the convergence, {delta}F{kappa}, and for measurements of the cross-correlation between the variance in flux decrement and the convergence, <({delta}F){sup 2}{kappa}>. For the ongoing BOSS (SDSS III) and Planck surveys, we estimate an S/N of 30 and 9.6 for these two correlations. For the proposed BigBOSS and ACTPOL surveys, we estimate an S/N of 130 and 50 respectively. Since <({delta}F){sup 2}{kappa}> {proportional_to} {delta}{sub s}{sup 4}, the amplitude of these cross-correlations can potentially be used to measure the amplitude of {delta}{sub 8} at z {approx} 2 to 2.5% with BOSS and Planck and even better with future data sets. These measurements have the potential to test alternative theories for dark energy and to constrain the mass of the neutrino. The large potential signal estimated in our analytical calculations motivate tests with non-linear hydrodynamical simulations and analyses of upcoming data sets.
Cai, J. C.; Mei, D. C.
2009-12-01
The effects of time delay on the decline and propagation processes of population in the Malthus-Verhulst model with cross-correlated noises are investigated separately. Through numerically computing and stochastically simulating, we find that: (i) inclusion of time delay in the decline process, increasing the delay time τ weakens the stability of population with short delay and strengthens it with long delay. The stability of population reduces monotonically as the cross-correlated intensity λ increasing. The population of a species goes to extinction with increasing τ and increasing λ; (ii) inclusion of time delay in the propagation process, the increasing τ strengthens the stability of population and the increasing λ weakens it. The increasing τ slows down the growth process of a species while the increasing λ speeds it up. That is, the increasing delay time does not affect roughly the stability of population with short delay but strengthens it with long delay, and the population of species is restricted in the lower level by the larger delay time. The stability of population is weakened and the replacement of old individuals with young ones is accelerated by the increasing cross-correlation intensity between two noises.
Luo, JunYan; Yan, Yiying; Huang, Yixiao; Yu, Li; He, Xiao-Ling; Jiao, HuJun
2017-01-01
We investigate the noise correlations of spin and charge currents through an electron spin resonance (ESR)-pumped quantum dot, which is tunnel coupled to three electrodes maintained at an equivalent chemical potential. A recursive scheme is employed with inclusion of the spin degrees of freedom to account for the spin-resolved counting statistics in the presence of non-Markovian effects due to coupling with a dissipative heat bath. For symmetric spin-up and spin-down tunneling rates, an ESR-induced spin flip mechanism generates a pure spin current without an accompanying net charge current. The stochastic tunneling of spin carriers, however, produces universal shot noises of both charge and spin currents, revealing the effective charge and spin units of quasiparticles in transport. In the case of very asymmetric tunneling rates for opposite spins, an anomalous relationship between noise autocorrelations and cross correlations is revealed, where super-Poissonian autocorrelation is observed in spite of a negative cross correlation. Remarkably, with strong dissipation strength, non-Markovian memory effects give rise to a positive cross correlation of the charge current in the absence of a super-Poissonian autocorrelation. These unique noise features may offer essential methods for exploiting internal spin dynamics and various quasiparticle tunneling processes in mesoscopic transport.
Merkel, Philipp M.; Schäfer, Björn Malte
2017-10-01
Cross-correlating the lensing signals of galaxies and comic microwave background (CMB) fluctuations is expected to provide valuable cosmological information. In particular, it may help tighten constraints on parameters describing the properties of intrinsically aligned galaxies at high redshift. To access the information conveyed by the cross-correlation signal, its accurate theoretical description is required. We compute the bias to CMB lensing-galaxy shape cross-correlation measurements induced by non-linear structure growth. Using tree-level perturbation theory for the large-scale structure bispectrum, we find that the bias is negative on most angular scales, therefore mimicking the signal of intrinsic alignments. Combining Euclid-like galaxy lensing data with a CMB experiment comparable to the Planck satellite mission, the bias becomes significant only on smallest scales (ℓ ≳ 2500). For improved CMB observations, however, the corrections amount to 10-15 per cent of the CMB lensing-intrinsic alignment signal over a wide multipole range (10 ≲ ℓ ≲ 2000). Accordingly, the power spectrum bias, if uncorrected, translates into 2σ and 3σ errors in the determination of the intrinsic alignment amplitude in the case of CMB stage III and stage IV experiments, respectively.
Carucci, Isabella P; Viel, Matteo
2016-01-01
We investigate the cross-correlation signal between 21cm intensity mapping maps and the Lyman-alpha forest in the fully non-linear regime using state-of-the-art hydrodynamic simulations. The cross-correlation signal between these fields can provide a coherent and comprehensive picture of the neutral hydrogen (HI) content of our Universe in the post-reionization era, probing both its mass content and volume distribution. We compute the auto-power spectra of both fields together with their cross-power spectrum at z = 2.4 and find that on large scales the fields are completely anti-correlated. This anti-correlation arises because regions with high (low) 21cm emission, such as those with a large (low) concentration of damped Lyman-alpha systems, will show up as regions with low (high) transmitted flux. We find that on scales smaller than k = 0.2 h/Mpc the cross-correlation coefficient departs from -1, at a scale where non-linearities show up. We use the anisotropy of the power spectra in redshift-space to determi...
Linker, Raphael; Kenny, Amit; Shaviv, Avi; Singher, Liviu; Shmulevich, Itzhak
2004-05-01
This paper investigates the use of Fourier transform infrared (FTIR) attenuated total reflectance (ATR) spectroscopy as a fast and simple way for direct determination of nitrate concentration in soil pastes, which would assist precision fertilizer placement and reduce nitrate pollution. Eight types of soils are investigated, with nitrate concentrations ranging from 0 to 1000 ppm-N. The spectral region around the nitrate band (1300-1550 cm(-1)) is analyzed by (1) principal component regression (PCR), (2) partial least squares (PLS), and (3) cross-correlation with reference libraries that include spectra of pure ions and/or soils. The main obstacle to accurate nitrate measurement appears to be an interfering band present in calcareous soils. This band, which may be due to carbonate, is located around 1450 cm(-1) and overlaps with the nitrate band centered around 1370 cm(-1). For non-calcareous soils, and in particular for light sandy agricultural soils, PLS and cross-correlation with a reference library containing only spectra of ions in water give similar results (about 8 ppm-N on dry soil basis), while PCR leads to slightly poorer results. When calcareous soils are included in the analysis, the prediction errors are about twice as large. In this case, the best results are obtained using PLS, followed by PCR, while cross-correlation with reference libraries leads to poorer results.
Sun, Hong-Mei; Jia, Rui-Sheng; Du, Qian-Qian; Fu, You
2016-06-01
A micro-seismic signal's transient features are non-stationary. The traditional weighted generalized cross-correlation (GCC) algorithm is based on the cross-power spectrum density. This algorithm diminishes the performance of the time delay estimation for homologous micro-seismic signals. This paper analyzed the influence of calculation error on the cross-power spectrum density of a non-stationary signal and proposed a new cross-correlation analysis and time delay estimation method for homologous micro-seismic signals based on the Hilbert-Huang transform (HHT). First, the original signals are decomposed into intrinsic mode function (IMF) components using empirical mode decomposition (EMD) for de-noising. Subsequently, the IMF components and the original signals are analyzed using a cross-correlation analysis. The IMF components are subsequently remodeled at different scales using the Hilbert transform. The marginal spectrum density is obtained via a time integration of the remodeled components. The cross-marginal spectrum density of the two signals can also be obtained. Finally, the cross-marginal spectrum density is used in the weighted GCC algorithm for time delay estimation instead of the cross-power spectrum density. The time delay estimation is determined by searching for the weighted GCC function peak. The experiments demonstrated the superior time delay estimation performance of the new method for non-stationary transient signals. Therefore, a new time delay estimation method for non-stationary random signals is presented in this paper.