71 resultados para Zero-coupon yield curve


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This paper considers an additive noise channel where the time-κ noise variance is a weighted sum of the squared magnitudes of the previous channel inputs plus a constant. This channel model accounts for the dependence of the intrinsic thermal noise on the data due to the heat dissipation associated with the transmission of data in electronic circuits: the data determine the transmitted signal, which in turn heats up the circuit and thus influences the power of the thermal noise. The capacity of this channel (both with and without feedback) is studied at low transmit powers and at high transmit powers. At low transmit powers, the slope of the capacity-versus-power curve at zero is computed and it is shown that the heating-up effect is beneficial. At high transmit powers, conditions are determined under which the capacity is bounded, i.e., under which the capacity does not grow to infinity as the allowed average power tends to infinity. © 2009 IEEE.

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The increasing pressure on material availability, energy prices, as well as emerging environmental legislation is leading manufacturers to adopt solutions to reduce their material and energy consumption as well as their carbon footprint, thereby becoming more sustainable. Ultimately manufacturers could potentially become zero carbon by having zero net energy demand and zero waste across the supply chain. The literature on zero carbon manufacturing and the technologies that underpin it are growing, but there is little available on how a manufacturer undertakes the transition. Additionally, the work in this area is fragmented and clustered around technologies rather than around processes that link the technologies together. There is a need to better understand material, energy, and waste process flows in a manufacturing facility from a holistic viewpoint. With knowledge of the potential flows, design methodologies can be developed to enable zero carbon manufacturing facility creation. This paper explores the challenges faced when attempting to design a zero carbon manufacturing facility. A broad scope is adopted from legislation to technology and from low waste to consuming waste. A generic material, energy, and waste flow model is developed and presented to show the material, energy, and waste inputs and outputs for the manufacturing system and the supporting facility and, importantly, how they can potentially interact. Finally the application of the flow model in industrial applications is demonstrated to select appropriate technologies and configure them in an integrated way. © 2009 IMechE.

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As a novel implementation of the static random access memory (SRAM), the tunneling SRAM (TSRAM) uses the negative differential resistance of tunnel diodes (TD’s) and potentially offers considerable improvements in both standby power dissipation and integration density compared to the conventional CMOS SRAM. TSRAM has not yet been realized with a useful bit capacity mainly because the level of uniformity required of the nanoscale TD’s has been demanding and difficult to achieve. In this letter, we propose a Monte Carlo approach for estimating the yield of TSRAM cells and show that by optimizing the cell’s external circuit parameters, we can relax the allowable tolerance of a key device parameter of a resonant-TD-(RTD) based cell by three times.

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In this article we call for a new approach to patient safety improvement, one based on the emerging field of evidence-based healthcare risk management (EBHRM). We explore EBHRM in the broader context of the evidence-based healthcare movement, assess the benefits and challenges that might arise in adopting an evidence-based approach, and make recommendations for meeting those challenges and realizing the benefits of a more scientific approach.

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The Phase Response Curve (PRC) has proven a useful tool for the reduction of complex oscillator models. It is also an information often experimentally available to the biologist. This paper introduces a numerical tool based on the sensitivity analysis of the PRC to adapt initial model parameters in order to match a particular PRC shape. We illustrate the approach on a simple biochemical model of circadian oscillator. © 2011 IEEE.

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The paper discusses elementary control strategies to control the phase of an oscillator. Both feedforward and feedback (P and PI) control laws are designed based on the phase response curve (PRC) calculated from the linearized model. The performance is evaluated on a popular model of circadian oscillations. ©2009 IEEE.

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The circumstances are investigated under which high peak acceleration can occur in the internal parts of a system when subjected to impulsive driving on the outside. Previous work using a coupled beam model has highlighted the importance of veering pairs of modes. Such a veering pair can be approximated by a lumped system with two degrees of freedom. The worst case of acceleration amplification is shown to occur when the two oscillators are tuned to the same frequency, and for this case closed-form expressions are derived to show the parameter dependence of the acceleration ratio on the mass ratio and coupling strength. Sensitivity analysis of the eigenvalues and eigenvectors indicates that mass ratio is the most sensitive parameter for altering the veering behaviour in an undamped system. Non-proportional damping is also shown to have a strong influence on the veering behaviour. The study gives design guidelines to allow permissible acceleration levels to be achieved by the choice of the effective mass and damping of the indirectly driven subsystem relative to the directly driven subsystem. © 2013 Elsevier Ltd.

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Structured Light Plethysmography (SLP) is a novel non-invasive method that uses structured light to perform pulmonary function testing that does not require physical contact with a patient. The technique produces an estimate of chest wall volume changes over time. A patient is observed continuously by two cameras and a known pattern of light (i.e. structured light) is projected onto the chest using an off-the-shelf projector. Corner features from the projected light pattern are extracted, tracked and brought into correspondence for both camera views over successive frames. A novel self calibration algorithm recovers the intrinsic and extrinsic camera parameters from these point correspondences. This information is used to reconstruct a surface approximation of the chest wall and several novel ideas for 'cleaning up' the reconstruction are used. The resulting volume and derived statistics (e.g. FVC, FEV) agree very well with data taken with a spirometer. © 2010. The copyright of this document resides with its authors.