140 resultados para Zero-coupon yield curve
Resumo:
Storage of water within a river basin is often estimated by analyzing recession flow curves as it cannot be `instantly' estimated with the aid of available technologies. In this study we explicitly deal with the issue of estimation of `drainable' storage, which is equal to the area under the `complete' recession flow curve (i.e. a discharge vs. time curve where discharge continuously decreases till it approaches zero). But a major challenge in this regard is that recession curves are rarely `complete' due to short inter-storm time intervals. Therefore, it is essential to analyze and model recession flows meaningfully. We adopt the wellknown Brutsaert and Nieber analytical method that expresses time derivative of discharge (dQ/dt) as a power law function of Q : -dQ/dt = kQ(alpha). However, the problem with dQ/dt-Q analysis is that it is not suitable for late recession flows. Traditional studies often compute alpha considering early recession flows and assume that its value is constant for the whole recession event. But this approach gives unrealistic results when alpha >= 2, a common case. We address this issue here by using the recently proposed geomorphological recession flow model (GRFM) that exploits the dynamics of active drainage networks. According to the model, alpha is close to 2 for early recession flows and 0 for late recession flows. We then derive a simple expression for drainable storage in terms the power law coefficient k, obtained by considering early recession flows only, and basin area. Using 121 complete recession curves from 27 USGS basins we show that predicted drainable storage matches well with observed drainable storage, indicating that the model can also reliably estimate drainable storage for `incomplete' recession events to address many challenges related to water resources. (C) 2014 Elsevier Ltd. All rights reserved.
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Aims. In this work we search for the signatures of low-dimensional chaos in the temporal behavior of the Kepler-field blazar W2R 1946+42. Methods. We use a publicly available, similar to 160 000-point-long and mostly equally spaced light curve of W2R 1946+42. We apply the correlation integral method to both real datasets and phase randomized surrogates. Results. We are not able to confirm the presence of low-dimensional chaos in the light curve. This result, however, still leads to some important implications for blazar emission mechanisms, which are discussed.
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Compost, vermicompost and biochar amendments are thought to improve soil quality and plant yield. However, little is known about their long-term impact on crop yield and the environment in tropical agro-ecosystems. In this study we investigated the effect of organic amendments (buffalo manure, compost and verrnicompost) and biochar (applied alone or with vermicompost) on plant yield, soil fertility, soil erosion and water dynamics in a degraded Acrisol in Vietnam. Maize growth and yield, as well as weed growth, were examined for three years in terrestrial mesocosms under natural rainfall. Maize yield and growth showed high inter-annual variability depending on the organic amendment. Vermicompost improved maize growth and yield but its effect was rather small and was only significant when water availability was limited (year 2). This suggests that vermicompost could be a promising substrate for improving the resistance of agrosystems to water stress. When the vermicompost biochar mixture was applied, further growth and yield improvements were recorded in some cases. When applied alone, biochar had a positive influence on maize yield and growth, thus confirming its interest for improving long-term soil productivity. All organic amendments reduced water runoff, soil detachment and NH4+ and NO3- transfer to water. These effects were more significant with vermicompost than with buffalo manure and compost, highlighting that the beneficial influence of vermicompost is not limited to its influence on plant yield. In addition, this study showed for the first time that the combination of vermicompost and biochar may not only improve plant productivity but also reduce the negative impact of agriculture on water quality. (C) 2015 Elsevier B.V. All rights reserved.
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A generalized explanation is provided for the existence of the red-and blue-shifting nature of X-Z bonds (Z = H, halogens, chalcogens, pnicogens, etc.) in X-Z center dot center dot center dot Y complexes based on computational studies on a selected set of weakly bonded complexes and analysis of existing literature data. The additional electrons and orbitals available on Z in comparison to H make for dramatic differences between the H-bond and the rest of the Z-bonds. The nature of the X-group and its influence on the X-Z bond length in the parent X-Z molecule largely controls the change in the X-Z bond length on X-Z center dot center dot center dot Y bond formation; the Y-group usually influences only the magnitude of the effects controlled by X. The major factors which control the X-Z bond length change are: (a) negative hyperconjugative donation of electron density from X-group to X-Z sigma* antibonding molecular orbital (ABMO) in the parent X-Z, (b) induced negative hyperconjugation from the lone pair of electrons on Z to the antibonding orbitals of the X-group, and (c) charge transfer (CT) from the Y-group to the X-Z sigma* orbital. The exchange repulsion from the Y-group that shifts partial electron density at the X-Z sigma* ABMO back to X leads to blue-shifting and the CT from the Y-group to the sigma* ABMO of X-Z leads to red-shifting. The balance between these two opposing forces decides red-, zero- or blue-shifting. A continuum of behaviour of X-Z bond length variation is inevitable in X-Z center dot center dot center dot Y complexes.
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We present an analysis of the rate of sign changes in the discrete Fourier spectrum of a sequence. The sign changes of either the real or imaginary parts of the spectrum are considered, and the rate of sign changes is termed as the spectral zero-crossing rate (SZCR). We show that SZCR carries information pertaining to the locations of transients within the temporal observation window. We show duality with temporal zero-crossing rate analysis by expressing the spectrum of a signal as a sum of sinusoids with random phases. This extension leads to spectral-domain iterative filtering approaches to stabilize the spectral zero-crossing rate and to improve upon the location estimates. The localization properties are compared with group-delay-based localization metrics in a stylized signal setting well-known in speech processing literature. We show applications to epoch estimation in voiced speech signals using the SZCR on the integrated linear prediction residue. The performance of the SZCR-based epoch localization technique is competitive with the state-of-the-art epoch estimation techniques that are based on average pitch period.
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The charge-pump (CP) mismatch current is a dominant source of static phase error and reference spur in the nano-meter CMOS PLL implementations due to its worsened channel length modulation effect. This paper presents a charge-pump (CP) mismatch current reduction technique utilizing an adaptive body bias tuning of CP transistors and a zero CP mismatch current tracking PLL architecture for reference spur suppression. A chip prototype of the proposed circuit was implemented in 0.13 mu m CMOS technology. The frequency synthesizer consumes 8.2 mA current from a 13 V supply voltage and achieves a phase noise of -96.01 dBc/Hz @ 1 MHz offset from a 2.4 GHz RF carrier. The charge-pump measurements using the proposed calibration technique exhibited a mismatch current of less than 0.3 mu A (0.55%) over the VCO control voltage range of 0.3-1.0 V. The closed loop measurements show a minimized static phase error of within +/- 70 ps and a similar or equal to 9 dB reduction in reference spur level across the PLL output frequency range 2.4-2.5 GHz. The presented CP calibration technique compensates for the DC current mismatch and the mismatch due to channel length modulation effect and therefore improves the performance of CP-PLLs in nano-meter CMOS implementations. (C) 2015 Elsevier Ltd. All rights reserved.
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In this work, the hypothesis testing problem of spectrum sensing in a cognitive radio is formulated as a Goodness-of-fit test against the general class of noise distributions used in most communications-related applications. A simple, general, and powerful spectrum sensing technique based on the number of weighted zero-crossings in the observations is proposed. For the cases of uniform and exponential weights, an expression for computing the near-optimal detection threshold that meets a given false alarm probability constraint is obtained. The proposed detector is shown to be robust to two commonly encountered types of noise uncertainties, namely, the noise model uncertainty, where the PDF of the noise process is not completely known, and the noise parameter uncertainty, where the parameters associated with the noise PDF are either partially or completely unknown. Simulation results validate our analysis, and illustrate the performance benefits of the proposed technique relative to existing methods, especially in the low SNR regime and in the presence of noise uncertainties.
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n-n isotype heterojunction of InGaN and bare Si (111) was formed by plasma assisted molecular beam epitaxy without nitridation steps or buffer layers. High resolution X-ray diffraction studies were carried out to confirm the formation of epilayers on Si (111). X-ray rocking curves revealed the presence of large number of edge threading dislocations at the interface. Room temperature photoluminescence studies were carried out to confirm the bandgap and the presence of defects. Temperature dependent I-V measurements of Al/InGaN/Si (111)/Al taken in dark confirm the rectifying nature of the device. I-V characteristics under UV illumination, showed modest rectification and was operated at zero bias making it a self-powered device. A band diagram of the heterojunction is proposed to understand the transport mechanism for self-powered functioning of the device. (c) 2015 AIP Publishing LLC.
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In this paper, we consider spatial modulation (SM) operating in a frequency-selective single-carrier (SC) communication scenario and propose zero-padding instead of the cyclic-prefix considered in the existing literature. We show that the zero-padded single-carrier (ZP-SC) SM system offers full multipath diversity under maximum-likelihood (ML) detection, unlike the cyclic-prefix based SM system. Furthermore, we show that the order of ML detection complexity in our proposed ZP-SC SM system is independent of the frame length and depends only on the number of multipath links between the transmitter and the receiver. Thus, we show that the zero-padding applied in the SC SM system has two advantages over the cyclic prefix: 1) achieves full multipath diversity, and 2) imposes a relatively low ML detection complexity. Furthermore, we extend the partial interference cancellation receiver (PIC-R) proposed by Guo and Xia for the detection of space-time block codes (STBCs) in order to convert the ZP-SC system into a set of narrowband subsystems experiencing flat-fading. We show that full rank STBC transmissions over these subsystems achieves full transmit, receive as well as multipath diversity for the PIC-R. Furthermore, we show that the ZP-SC SM system achieves receive and multipath diversity for the PIC-R at a detection complexity order which is the same as that of the SM system in flat-fading scenario. Our simulation results demonstrate that the symbol error ratio performance of the proposed linear receiver for the ZP-SC SM system is significantly better than that of the SM in cyclic prefix based orthogonal frequency division multiplexing as well as of the SM in the cyclic-prefixed and zero-padded single carrier systems relying on zero-forcing/minimum mean-squared error equalizer based receivers.
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The dependence of shear yield strain, the activation energy and volume of shear transformation zone on the glass transition temperature was investigated through the analysis of statistical distributions of the first pop-in events during spherical indentation of four different thin film metallic glasses. Only the Cu-Zr metallic glass exhibits a bimodal distribution of the first pop-in loads, whereas W-Ru-B, Zr-Cu-Ni-Al and La-Co-Al metallic glasses show an unimodal distribution. Results show that shear yield strain and activation energy of shear transformation zone decrease whereas the volume of shear transformation zone increases with increasing homologous temperature, indicating that it is the activation energy rather than the volume of shear transformation zone that controls shear yield strain. (C) 2015 Elsevier B.V. All rights reserved.
Resumo:
We establish zero-crossing rate (ZCR) relations between the input and the subbands of a maximally decimated M-channel power complementary analysis filterbank when the input is a stationary Gaussian process. The ZCR at lag is defined as the number of sign changes between the samples of a sequence and its 1-sample shifted version, normalized by the sequence length. We derive the relationship between the ZCR of the Gaussian process at lags that are integer multiples of Al and the subband ZCRs. Based on this result, we propose a robust iterative autocorrelation estimator for a signal consisting of a sum of sinusoids of fixed amplitudes and uniformly distributed random phases. Simulation results show that the performance of the proposed estimator is better than the sample autocorrelation over the SNR range of -6 to 15 dB. Validation on a segment of a trumpet signal showed similar performance gains.
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Despite the long history, so far there is no general theoretical framework for calculating the acoustic emission spectrum accompanying any plastic deformation. We set up a discrete wave equation with plastic strain rate as a source term and include the Rayleigh-dissipation function to represent dissipation accompanying acoustic emission. We devise a method of bridging the widely separated time scales of plastic deformation and elastic degrees of freedom. While this equation is applicable to any type of plastic deformation, it should be supplemented by evolution equations for the dislocation microstructure for calculating the plastic strain rate. The efficacy of the framework is illustrated by considering three distinct cases of plastic deformation. The first one is the acoustic emission during a typical continuous yield exhibiting a smooth stress-strain curve. We first construct an appropriate set of evolution equations for two types of dislocation densities and then show that the shape of the model stress-strain curve and accompanying acoustic emission spectrum match very well with experimental results. The second and the third are the more complex cases of the Portevin-Le Chatelier bands and the Luders band. These two cases are dealt with in the context of the Ananthakrishna model since the model predicts the three types of the Portevin-Le Chatelier bands and also Luders-like bands. Our results show that for the type-C bands where the serration amplitude is large, the acoustic emission spectrum consists of well-separated bursts of acoustic emission. At higher strain rates of hopping type-B bands, the burst-type acoustic emission spectrum tends to overlap, forming a nearly continuous background with some sharp acoustic emission bursts. The latter can be identified with the nucleation of new bands. The acoustic emission spectrum associated with the continuously propagating type-A band is continuous. These predictions are consistent with experimental results. More importantly, our study shows that the low-amplitude continuous acoustic emission spectrum seen in both the type-B and type-A band regimes is directly correlated to small-amplitude serrations induced by propagating bands. The acoustic emission spectrum of the Luders-like band matches with recent experiments as well. In all of these cases, acoustic emission signals are burstlike, reflecting the intermittent character of dislocation-mediated plastic flow.
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This paper presents a lower bound limit analysis approach for solving an axisymmetric stability problem by using the Drucker-Prager (D-P) yield cone in conjunction with finite elements and nonlinear optimization. In principal stress space, the tip of the yield cone has been smoothened by applying the hyperbolic approximation. The nonlinear optimization has been performed by employing an interior point method based on the logarithmic barrier function. A new proposal has also been given to simulate the D-P yield cone with the Mohr-Coulomb hexagonal yield pyramid. For the sake of illustration, bearing capacity factors N-c, N-q and N-gamma have been computed, as a function of phi, both for smooth and rough circular foundations. The results obtained from the analysis compare quite well with the solutions reported from literature.
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A new monoclinic polymorph, form II (P2(1)/c, Z = 4), has been isolated for 3,4-dimethoxycinnamic acid (DMCA). Its solid-state 2 + 2 photoreaction to the corresponding alpha-truxillic acid is different from that of the first polymorph, the triclinic form I (P (1) over bar, Z = 4) that was reported in 1984. The crystal structures of the two forms are rather different. The two polymorphs also exhibit different photomechanical properties. Form I exhibits photosalient behavior but this effect is absent in form II. These properties can be explained on the basis of the crystal packing in the two forms. The nanoindentation technique is used to shed further insights into these structure-property relationships. A faster photoreaction in form I and a higher yield in form II are rationalized on the basis of the mechanical properties of the individual crystal forms. It is suggested that both Schmidt-type and Kaupp-type topochemistry are applicable for the solid-state trans-cinnamic acid photodimerization reaction. Form I of DMCA is more plastic and seems to react under Kaupp-type conditions with maximum molecular movements. Form II is more brittle, and its interlocked structure seems to favor Schmidt-type topochemistry with minimum molecular movement.
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A range constraint method viz. centroid method is proposed to fuse the navigation information of dual (right and left) foot-mounted Zero-velocity-UPdaTe (ZUPT)-aided Inertial Navigation Systems (INSs). Here, the range constraint means that the distance of separation between the position estimates of right and left foot ZUPT-aided INSs cannot be greater than a quantity known as foot-to-foot maximum separation. We present the experimental results which illustrate the applicability of the proposed method. The results show that the proposed method significantly enhances the accuracy of the navigation solution when compared to using two uncoupled foot-mounted ZUPT-aided INSs. Also, we compare the performance of the proposed method with the existing data fusion methods.