140 resultados para Zero-coupon yield curve


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We analyze the spectral zero-crossing rate (SZCR) properties of transient signals and show that SZCR contains accurate localization information about the transient. For a train of pulses containing transient events, the SZCR computed on a sliding window basis is useful in locating the impulse locations accurately. We present the properties of SZCR on standard stylized signal models and then show how it may be used to estimate the epochs in speech signals. We also present comparisons with some state-of-the-art techniques that are based on the group-delay function. Experiments on real speech show that the proposed SZCR technique is better than other group-delay-based epoch detectors. In the presence of noise, a comparison with the zero-frequency filtering technique (ZFF) and Dynamic programming projected Phase-Slope Algorithm (DYPSA) showed that performance of the SZCR technique is better than DYPSA and inferior to that of ZFF. For highpass-filtered speech, where ZFF performance suffers drastically, the identification rates of SZCR are better than those of DYPSA.

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In this paper we present a segmentation algorithm to extract foreground object motion in a moving camera scenario without any preprocessing step such as tracking selected features, video alignment, or foreground segmentation. By viewing it as a curve fitting problem on advected particle trajectories, we use RANSAC to find the polynomial that best fits the camera motion and identify all trajectories that correspond to the camera motion. The remaining trajectories are those due to the foreground motion. By using the superposition principle, we subtract the motion due to camera from foreground trajectories and obtain the true object-induced trajectories. We show that our method performs on par with state-of-the-art technique, with an execution time speed-up of 10x-40x. We compare the results on real-world datasets such as UCF-ARG, UCF Sports and Liris-HARL. We further show that it can be used toper-form video alignment.

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The linearization of the Drucker-Prager yield criterion associated with an axisymmetric problem has been achieved by simulating a sphere with the truncated icosahedron with 32 faces and 60 vertices. On this basis, a numerical formulation has been proposed for solving an axisymmetric stability problem with the usage of the lower-bound limit analysis, finite elements, and linear optimization. To compare the results, the linearization of the Mohr-Coulomb yield criterion, by replacing the three cones with interior polyhedron, as proposed earlier by Pastor and Turgeman for an axisymmetric problem, has also been implemented. The two formulations have been applied for determining the collapse loads for a circular footing resting on a cohesive-friction material with nonzero unit weight. The computational results are found to be quite convincing. (C) 2013 American Society of Civil Engineers.

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Uniform La0.6Sr0.4MnO3 (LSMO) nanotubes of an average diameter 180 nm were synthesized by a modified sol-gel method employing nanochannel porous anodic alumina templates. The nanotubes were characterized chemically and structurally by XRD, SEM, EDX, and TEM. Postannealed (700 degrees C for 1 h hour) nanotubes were found to be polycrystalline from XRD and SAED studies. To get further insight into the nanotube structure, HRTEM studies were done, which revealed that obtained LSMO nanotubes were structurally constituted with nanoparticles of 3-12 nm size. These constituent nanoparticles were randomly aligned and self-knitted to build the nanotube wall. Investigation of magnetic properties at this structured nanoscale revealed remarkable irreversibility between the zero field cooling (ZFC) and field cooling (FC) magnetization curves accompanied with a peak in the ZFC curve indicating spin-glass-like behavior. Structural defects and compositional variations at surfaces and grain-boundaries of constituent nanoparticles might be responsible for this anomalous magnetic behavior.

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For one-dimensional flexible objects such as ropes, chains, hair, the assumption of constant length is realistic for large-scale 3D motion. Moreover, when the motion or disturbance at one end gradually dies down along the curve defining the one-dimensional flexible objects, the motion appears ``natural''. This paper presents a purely geometric and kinematic approach for deriving more natural and length-preserving transformations of planar and spatial curves. Techniques from variational calculus are used to determine analytical conditions and it is shown that the velocity at any point on the curve must be along the tangent at that point for preserving the length and to yield the feature of diminishing motion. It is shown that for the special case of a straight line, the analytical conditions lead to the classical tractrix curve solution. Since analytical solutions exist for a tractrix curve, the motion of a piecewise linear curve can be solved in closed-form and thus can be applied for the resolution of redundancy in hyper-redundant robots. Simulation results for several planar and spatial curves and various input motions of one end are used to illustrate the features of motion damping and eventual alignment with the perturbation vector.

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In many applications, when communicating with a host, we may or may not be concerned about the privacy of the data but are mainly concerned about the integrity of data being transmitted. This paper presents a simple algorithm based on zero knowledge proof by which the receiver can confirm the integrity of data without the sender having to send the digital signature of the message directly. Also, if the same document is sent across by the same user multiple times, this scheme results in different digital signature each time thus making it a practical one-time signature scheme.

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In Orthogonal Frequency Division Multiplexing and Discrete Multitone transceivers, a guard interval called Cyclic Prefix (CP) is inserted to avoid inter-symbol interference. The length of the CP is usually greater than the impulse response of the channel resulting in a loss of useful data carriers. In order to avoid long CP, a time domain equalizer is used to shorten the channel. In this paper, we propose a method to include a delay in the zero-forcing equalizer and obtain an optimal value of the delay, based on the location of zeros of the channel. The performance of the algorithms is studied using numerical simulations.

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The First Order Reversal Curve (FORC) method has been utilised to understand the magnetization reversal and the extent of the irreversible magnetization of the soft CoFe2O4-hard SrFe12O19 nanocomposite in the nonexchange spring and the exchange spring regime. The single peak switching behaviour in the FORC distribution of the exchange spring composite confirms the coherent reversal of the soft and hard phases. The onset of the nucleation field and the magnetization reversal by domain wall movement are also evident from the FORC measurements. (C) 2013 AIP Publishing LLC.

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In this paper, the storage-repair-bandwidth (SRB) trade-off curve of regenerating codes is reformulated to yield a tradeoff between two global parameters of practical relevance, namely information rate and repair rate. The new information-repair-rate (IRR) tradeoff provides a different and insightful perspective on regenerating codes. For example, it provides a new motivation for seeking to investigate constructions corresponding to the interior of the SRB tradeoff. Interestingly, each point on the SRB tradeoff corresponds to a curve in the IRR tradeoff setup. We characterize completely, functional repair under the IRR framework, while for exact repair, an achievable region is presented. In the second part of this paper, a rate-half regenerating code for the minimum storage regenerating point is constructed that draws upon the theory of invariant subspaces. While the parameters of this rate-half code are the same as those of the MISER code, the construction itself is quite different.

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Infinite horizon discounted-cost and ergodic-cost risk-sensitive zero-sum stochastic games for controlled Markov chains with countably many states are analyzed. Upper and lower values for these games are established. The existence of value and saddle-point equilibria in the class of Markov strategies is proved for the discounted-cost game. The existence of value and saddle-point equilibria in the class of stationary strategies is proved under the uniform ergodicity condition for the ergodic-cost game. The value of the ergodic-cost game happens to be the product of the inverse of the risk-sensitivity factor and the logarithm of the common Perron-Frobenius eigenvalue of the associated controlled nonlinear kernels. (C) 2013 Elsevier B.V. All rights reserved.

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We consider a discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we present a pair of optimal strategies for both the players.

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There have been attempts at obtaining robust guidance laws to ensure zero miss distance (ZMD) for interceptors with parametric uncertainties. All these laws require the plant to be of minimum phase type to enable the overall guidance loop transfer function to satisfy strict positive realness (SPR). The SPR property implies absolute stability of the closed loop system, and has been shown in the literature to lead to ZMD because it avoids saturation of lateral acceleration. In these works higher order interceptors are reduced to lower order equivalent models for which control laws are designed to ensure ZMD. However, it has also been shown that when the original system with right half plane (RHP) zeros is considered, the resulting miss distances, using such strategies, can be quite high. In this paper, an alternative approach using the circle criterion establishes the conditions for absolute stability of the guidance loop and relaxes the conservative nature of some earlier results arising from assumption of in�nite engagement time. Further, a feedforward scheme in conjunction with a lead-lag compensator is used as one control strategy while a generalized sampled hold function is used as a second strategy, to shift the RHP transmission zeros, thereby achieving ZMD. It is observed that merely shifting the RHP zero(s) to the left half plane reduces miss distances signi�cantly even when no additional controllers are used to ensure SPR conditions.

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The present article describes a working or combined calibration curve in laser-induced breakdown spectroscopic analysis, which is the cumulative result of the calibration curves obtained from neutral and singly ionized atomic emission spectral lines. This working calibration curve reduces the effect of change in matrix between different zone soils and certified soil samples because it includes both the species' (neutral and singly ionized) concentration of the element of interest. The limit of detection using a working calibration curve is found better as compared to its constituent calibration curves (i.e., individual calibration curves). The quantitative results obtained using the working calibration curve is in better agreement with the result of inductively coupled plasma-atomic emission spectroscopy as compared to the result obtained using its constituent calibration curves.

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A combined set of thermo-mechanical steps recommended for high strength beta Ti alloy are homogenization, deformation, recrystallization, annealing and ageing steps in sequence. Recrystallization carried out above or below beta transus temperature generates either beta annealed (lath type morphology of alpha) or bimodal (lath+globular morphology of alpha) microstructure. Through variations in heat treatment parameters at these processing steps, wide ranges of length scales of features have been generated in both types of microstructures in a near beta Ti alloy, Ti-5Al-5Mo-5V-3Cr (Ti-5553). 0.2% Yield strength (YS) has been correlated to various microstructural features and associated heat treatment parameters. Relative importance of microstructural features in influencing YS has been identified. Process parameters at different steps have been identified and recommended for attaining different levels of YS for this near beta Ti alloy. (C) 2014 Elsevier B.V. All rights reserved.

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The occurrence of spurious solutions is a well-known limitation of the standard nodal finite element method when applied to electromagnetic problems. The two commonly used remedies that are used to address this problem are (i) The addition of a penalty term with the penalty factor based on the local dielectric constant, and which reduces to a Helmholtz form on homogeneous domains (regularized formulation); (ii) A formulation based on a vector and a scalar potential. Both these strategies have some shortcomings. The penalty method does not completely get rid of the spurious modes, and both methods are incapable of predicting singular eigenvalues in non-convex domains. Some non-zero spurious eigenvalues are also predicted by these methods on non-convex domains. In this work, we develop mixed finite element formulations which predict the eigenfrequencies (including their multiplicities) accurately, even for nonconvex domains. The main feature of the proposed mixed finite element formulation is that no ad-hoc terms are added to the formulation as in the penalty formulation, and the improvement is achieved purely by an appropriate choice of finite element spaces for the different variables. We show that the formulation works even for inhomogeneous domains where `double noding' is used to enforce the appropriate continuity requirements at an interface. For two-dimensional problems, the shape of the domain can be arbitrary, while for the three-dimensional ones, with our current formulation, only regular domains (which can be nonconvex) can be modeled. Since eigenfrequencies are modeled accurately, these elements also yield accurate results for driven problems. (C) 2014 Elsevier Ltd. All rights reserved.