34 resultados para trend following mean reversion

em Indian Institute of Science - Bangalore - Índia


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Measurements of the ratio of diffusion coefficient to mobility (D/ mu ) of electrons in SF6-N2 and CCl2F2-N2 mixtures over the range 80mean energies epsilon c.mix corresponding to (E/p)c.mix, are found to vary with the percentage of the electronegative gas in the mixture (F) according to the following relationship: (E/p)c.mix=(E/p)c.N(2)+((E/p)c.A-(E/p)c.N(2)) (1-exp(- beta F/100-F)) and epsilon c.mix= epsilon c.N(2)+( epsilon c.A- epsilon c.N(2)) (1-exp(- beta F/100-F)) where A refers to the attaching gas, either SF6 or CCl2F2 and beta is a constant, equal to 2.43 for SF6 mixtures and 5.12 for CCl2F2 mixtures. In the present study, it has been possible to show that beta is indeed to a factor of synergism. Estimated gamma values (secondary ionisation coefficients) did not show any significant variation with F for F<50.

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The critical behavior of osmotic susceptibility in an aqueous electrolyte mixture 1-propanol (1P)+water (W)+potassium chloride is reported. This mixture exhibits re-entrant phase transitions and has a nearly parabolic critical line with its apex representing a double critical point (DCP). The behavior of the susceptibility exponent is deduced from static light-scattering measurements, on approaching the lower critical solution temperatures (TL’s) along different experimental paths (by varying t) in the one-phase region. The light-scattering data analysis substantiates the existence of a nonmonotonic crossover behavior of the susceptibility exponent in this mixture. For the TL far away from the DCP, the effective susceptibility exponent γeff as a function of t displays a nonmonotonic crossover from its single limit three-dimensional (3D)-Ising value ( ∼ 1.24) toward its mean-field value with increase in t. While for that closest to the DCP, γeff displays a sharp, nonmonotonic crossover from its nearly doubled 3D-Ising value toward its nearly doubled mean-field value with increase in t. The renormalized Ising regime extends over a relatively larger t range for the TL closest to the DCP, and a trend toward shrinkage in the renormalized Ising regime is observed as TL shifts away from the DCP. Nevertheless, the crossover to the mean-field limit extends well beyond t>10−2 for the TL’s studied. The observed crossover behavior is attributed to the presence of strong ion-induced clustering in this mixture, as revealed by various structure probing techniques. As far as the critical behavior in complex or associating mixtures with special critical points (like the DCP) is concerned, our results indicate that the influence of the DCP on the critical behavior must be taken into account not only on the renormalization of the critical exponent but also on the range of the Ising regime, which can shrink with decrease in the influence of the DCP and with the extent of structuring in the system. The utility of the field variable tUL in analyzing re-entrant phase transitions is demonstrated. The effective susceptibility exponent as a function of tUL displays a nonmonotonic crossover from its asymptotic 3D-Ising value toward a value slightly lower than its nonasymptotic mean-field value of 1. This behavior in the nonasymptotic, high tUL region is interpreted in terms of the possibility of a nonmonotonic crossover to the mean-field value from lower values, as foreseen earlier in micellar systems.

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Following transmission, HIV-1 adapts in the new host by acquiring mutations that allow it to escape from the host immune response at multiple epitopes. It also reverts mutations associated with epitopes targeted in the transmitting host but not in the new host. Moreover, escape mutations are often associated with additional compensatory mutations that partially recover fitness costs. It is unclear whether recombination expedites this process of multi-locus adaptation. To elucidate the role of recombination, we constructed a detailed population dynamics model that integrates viral dynamics, host immune response at multiple epitopes through cytotoxic T lymphocytes, and viral evolution driven by mutation, recombination, and selection. Using this model, we compute the expected waiting time until the emergence of the strain that has gained escape and compensatory mutations against the new host's immune response, and reverted these mutations at epitopes no longer targeted. We find that depending on the underlying fitness landscape, shaped by both costs and benefits of mutations, adaptation proceeds via distinct dominant pathways with different effects of recombination, in particular distinguishing escape and reversion. When adaptation at a single epitope is involved, recombination can substantially accelerate immune escape but minimally affects reversion. When multiple epitopes are involved, recombination can accelerate or inhibit adaptation depending on the fitness landscape. Specifically, recombination tends to delay adaptation when a purely uphill fitness landscape is accessible at each epitope, and accelerate it when a fitness valley is associated with each epitope. Our study points to the importance of recombination in shaping the adaptation of HIV-1 following its transmission to new hosts, a process central to T cell-based vaccine strategies. (C) 2015 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license.

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Natural disasters pose a threat to isolated populations of species with restricted distributions, especially those inhabiting islands. The Nicobar long tailed macaque. Macaca fascicularis umbrosus, is one such species found in the three southernmost islands (viz. Great Nicobar, Little Nicobar and Katchal) of the Andaman and Nicobar archipelago, India. These islands were hit by a massive tsunami (Indian Ocean tsunami, 26 December 2004) after a 9.2 magnitude earthquake. Earlier studies Umapathy et al. 2003; Sivakumar, 2004] reported a sharp decline in the population of M. f. umbrosus after thetsunami. We studied the distribution and population status of M. f. umbrosus on thethree Nicobar Islands and compared our results with those of the previous studies. We carried out trail surveys on existing paths and trails on three islands to get encounter rate as measure of abundance. We also checked the degree of inundation due to tsunami by using Normalized Difference Water Index (NDWI) on landsat imageries of the study area before and after tsunami. Theencounter rate of groups per kilometre of M. f. umbrosus in Great Nicobar, Little Nicobar and Katchal was 0.30, 0.35 and 0.48 respectively with the mean group size of 39 in Great Nicobar and 43 in Katchal following the tsunami. This was higher than that reported in the two earlier studies conducted before and after the tsunami. Post tsunami, there was a significant change in the proportion of adult males, adult females and immatures, but mean group size did not differ as compared to pre tsunami. The results show that population has recovered from a drastic decline caused by tsunami, but it cannot be ascertained whether it has reached stability because of the altered group structure. This study demonstrates the effect of natural disasters on island occurring species.

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Semi-rigid molecular tweezers 1, 3 and 4 bind picric acid with more than tenfold increment in tetrachloromethane as compared to chloroform.

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The near-critical behavior of the susceptibility deduced from light-scattering measurements in a ternary liquid mixture of 3-methylpyridine, water, and sodium bromide has been determined. The measurements have been performed in the one-phase region near the lower consolute points of samples with different concentrations of sodium bromide. A crossover from Ising asymptotic behavior to mean-field behavior has been observed. As the concentration of sodium bromide increases, the crossover becomes more pronounced, and the crossover temperature shifts closer to the critical temperature. The data are well described by a model that contains two independent crossover parameters. The crossover of the susceptibility critical exponent γ from its Ising value γ=1.24 to the mean-field value γ=1 is sharp and nonmonotonic. We conclude that there exists an additional length scale in the system due to the presence of the electrolyte which competes with the correlation length of the concentration fluctuations. An analogy with crossover phenomena in polymer solutions and a possible connection with multicritical phenomena is discussed.

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Aerosol black carbon (BC) mass concentrations ([BC]), measured continuously during a multi-platform field experiment, Integrated Campaign for Aerosols gases and Radiation Budget (ICARB, March-May 2006), from a network of eight observatories spread over geographically distinct environments of India, (which included five mainland stations, one highland station, and two island stations (one each ill Arabian Sea and Bay of Bengal)) are examined for their spatio-temporal characteristics. During the period of study, [BC] showed large variations across the country, with values ranging from 27 mu g m(3) over industrial/urban locations to as low as 0.065 mu g m(-3) over the Arabian Sea. For all mainland stations, [BC] remained high compared to highland as well as island stations. Among the island stations, Port Blair (PBR) had higher concentration of BC, compared to Minicoy (MCY), implying more absorbing nature of Bay of Bengal aerosols than Arabian Sea. The highland station Nainital (NTL), in the central Himalayas, showed low values of [BC], comparable or even lower than that of the island station PBR, indicating the prevalence of cleaner environment over there. An examination of the changes in the mean temporal features, as the season advances from winter (December-February) to pre-monsoon (March-May), revealed that: (a) Diurnal variations were pronounced over all the mainland stations, with all afternoon low and a nighttime high: (b) At the islands, the diurnal variations, though resembled those over the mainlands, were less pronounced; and (c) In contrast to this, highland station showed an opposite pattern with an afternoon high and a late night or early morning low. The diurnal variations at all stations are mainly caused by the dynamics of local Atmospheric Boundary Layer (ABL), At the entire mainland as well as island stations (except HYD and DEL), [BC] showed a decreasing trend from January to May, This is attributed to the increased convective mixing and to the resulting enhanced vertical dispersal of species in the ABL. In addition, large short-period modulations were observed at DEL and HYD, which appeared to be episodic, An examination of this in the light of the MODIS-derived fire count data over India along with the back-trajectory analysis revealed that advection of BC from extensive forest fires and biomass-burning regions upwind were largely responsible for this episodic enhancement in BC at HYD and DEL.

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Part I (Manjunath et al., 1994, Chem. Engng Sci. 49, 1451-1463) of this paper showed that the random particle numbers and size distributions in precipitation processes in very small drops obtained by stochastic simulation techniques deviate substantially from the predictions of conventional population balance. The foregoing problem is considered in this paper in terms of a mean field approximation obtained by applying a first-order closure to an unclosed set of mean field equations presented in Part I. The mean field approximation consists of two mutually coupled partial differential equations featuring (i) the probability distribution for residual supersaturation and (ii) the mean number density of particles for each size and supersaturation from which all average properties and fluctuations can be calculated. The mean field equations have been solved by finite difference methods for (i) crystallization and (ii) precipitation of a metal hydroxide both occurring in a single drop of specified initial supersaturation. The results for the average number of particles, average residual supersaturation, the average size distribution, and fluctuations about the average values have been compared with those obtained by stochastic simulation techniques and by population balance. This comparison shows that the mean field predictions are substantially superior to those of population balance as judged by the close proximity of results from the former to those from stochastic simulations. The agreement is excellent for broad initial supersaturations at short times but deteriorates progressively at larger times. For steep initial supersaturation distributions, predictions of the mean field theory are not satisfactory thus calling for higher-order approximations. The merit of the mean field approximation over stochastic simulation lies in its potential to reduce expensive computation times involved in simulation. More effective computational techniques could not only enhance this advantage of the mean field approximation but also make it possible to use higher-order approximations eliminating the constraints under which the stochastic dynamics of the process can be predicted accurately.

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We report an experimental study of a new type of turbulent flow that is driven purely by buoyancy. The flow is due to an unstable density difference, created using brine and water, across the ends of a long (length/diameter = 9) vertical pipe. The Schmidt number Sc is 670, and the Rayleigh number (Ra) based on the density gradient and diameter is about 10(8). Under these conditions the convection is turbulent, and the time-averaged velocity at any point is `zero'. The Reynolds number based on the Taylor microscale, Re-lambda, is about 65. The pipe is long enough for there to be an axially homogeneous region, with a linear density gradient, about 6-7 diameters long in the midlength of the pipe. In the absence of a mean flow and, therefore, mean shear, turbulence is sustained just by buoyancy. The flow can be thus considered to be an axially homogeneous turbulent natural convection driven by a constant (unstable) density gradient. We characterize the flow using flow visualization and particle image velocimetry (PIV). Measurements show that the mean velocities and the Reynolds shear stresses are zero across the cross-section; the root mean squared (r.m.s.) of the vertical velocity is larger than those of the lateral velocities (by about one and half times at the pipe axis). We identify some features of the turbulent flow using velocity correlation maps and the probability density functions of velocities and velocity differences. The flow away from the wall, affected mainly by buoyancy, consists of vertically moving fluid masses continually colliding and interacting, while the flow near the wall appears similar to that in wall-bound shear-free turbulence. The turbulence is anisotropic, with the anisotropy increasing to large values as the wall is approached. A mixing length model with the diameter of the pipe as the length scale predicts well the scalings for velocity fluctuations and the flux. This model implies that the Nusselt number would scale as (RaSc1/2)-Sc-1/2, and the Reynolds number would scale as (RaSc-1/2)-Sc-1/2. The velocity and the flux measurements appear to be consistent with the Ra-1/2 scaling, although it must be pointed out that the Rayleigh number range was less than 10. The Schmidt number was not varied to check the Sc scaling. The fluxes and the Reynolds numbers obtained in the present configuration are Much higher compared to what would be obtained in Rayleigh-Benard (R-B) convection for similar density differences.

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In this paper, downscaling models are developed using a support vector machine (SVM) for obtaining projections of monthly mean maximum and minimum temperatures (T-max and T-min) to river-basin scale. The effectiveness of the model is demonstrated through application to downscale the predictands for the catchment of the Malaprabha reservoir in India, which is considered to be a climatically sensitive region. The probable predictor variables are extracted from (1) the National Centers for Environmental Prediction (NCEP) reanalysis dataset for the period 1978-2000, and (2) the simulations from the third-generation Canadian Coupled Global Climate Model (CGCM3) for emission scenarios A1B, A2, B1 and COMMIT for the period 1978-2100. The predictor variables are classified into three groups, namely A, B and C. Large-scale atmospheric variables Such as air temperature, zonal and meridional wind velocities at 925 nib which are often used for downscaling temperature are considered as predictors in Group A. Surface flux variables such as latent heat (LH), sensible heat, shortwave radiation and longwave radiation fluxes, which control temperature of the Earth's surface are tried as plausible predictors in Group B. Group C comprises of all the predictor variables in both the Groups A and B. The scatter plots and cross-correlations are used for verifying the reliability of the simulation of the predictor variables by the CGCM3 and to Study the predictor-predictand relationships. The impact of trend in predictor variables on downscaled temperature was studied. The predictor, air temperature at 925 mb showed an increasing trend, while the rest of the predictors showed no trend. The performance of the SVM models that are developed, one for each combination of predictor group, predictand, calibration period and location-based stratification (land, land and ocean) of climate variables, was evaluated. In general, the models which use predictor variables pertaining to land surface improved the performance of SVM models for downscaling T-max and T-min

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Immunoneutralization of maternal RCP results in a >90% decrease in the content and the incorporation of [2-14C]riboflavin into embryonic FAD as well as a percentage redistribution of both embryonic FMN and riboflavin. This is unaccompanied by any discernible changes in flavin distribution pattern in the maternal liver. Embryonic α-glycerophosphate dehydrogenase and NADPH-cytochrome c reductase register significant decreases in activities in the RCP antiserum-treated rats. These alterations readily explain the arrest of foetal growth culminating in pregnancy termination in the antiserum-treated animals.

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Doppler weather radars with fast scanning rates must estimate spectral moments based on a small number of echo samples. This paper concerns the estimation of mean Doppler velocity in a coherent radar using a short complex time series. Specific results are presented based on 16 samples. A wide range of signal-to-noise ratios are considered, and attention is given to ease of implementation. It is shown that FFT estimators fare poorly in low SNR and/or high spectrum-width situations. Several variants of a vector pulse-pair processor are postulated and an algorithm is developed for the resolution of phase angle ambiguity. This processor is found to be better than conventional processors at very low SNR values. A feasible approximation to the maximum entropy estimator is derived as well as a technique utilizing the maximization of the periodogram. It is found that a vector pulse-pair processor operating with four lags for clear air observation and a single lag (pulse-pair mode) for storm observation may be a good way to estimate Doppler velocities over the entire gamut of weather phenomena.

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The charge at which adsorption of orgamc compounds attains a maximum ( \sigma MAX M) at an electrochenucal interface is analysed using several multi-state models in a hierarchical manner The analysis is based on statistical mechamcal results for the following models (A) two-state site parity, (B) two-state muhl-slte, and (C) three-state site parity The coulombic interactions due to permanent and reduced dipole effects (using mean field approximation), electrostatic field effects and specific substrate interactions have been taken into account. The simplest model in the hierarchy (two-state site parity) yields the exphcit dependence of ( \sigma MAX M) on the permanent dipole moment, polarizability of the solvent and the adsorbate, lattice spacing, effective coordination number, etc Other models in the baerarchy bring to hght the influence of the solvent structure and the role of substrate interactions, etc As a result of this approach, the "composition" of oM.x m terms of the fundamental molecular constants becomes clear. With a view to use these molecular results to maxamum advantage, the derived results for ( \sigma MAX M) have been converted into those involving experimentally observable parameters lake Co, C 1, E N, etc Wherever possible, some of the earlier phenomenologlcal relations reported for ( \sigma MAX M), notably by Parsons, Damaskm and Frumkln, and Trasattl, are shown to have a certain molecular basis, vlz a simple two-state sate panty model.As a corollary to the hxerarcbacal modelling, \sigma MAX M and the potential corresponding to at (Emax) are shown to be constants independent of 0max or Corg for all models The lmphcatlon of our analysis f o r OmMa x with respect to that predicted by the generalized surface layer equation (which postulates Om~ and Ema x varlaUon with 0) is discussed in detail Finally we discuss an passing o M. and the electrosorptlon valency an this context.

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A modified least mean fourth (LMF) adaptive algorithm applicable to non-stationary signals is presented. The performance of the proposed algorithm is studied by simulation for non-stationarities in bandwidth, centre frequency and gain of a stochastic signal. These non-stationarities are in the form of linear, sinusoidal and jump variations of the parameters. The proposed LMF adaptation is found to have better parameter tracking capability than the LMS adaptation for the same speed of convergence.

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A lattice-gas model of multilayer adsorption has been solved in the mean-field approximation by a different numerical method. Earlier workers obtained a single solution for all values of temperature and pressure. In the present work, multiple solutions have been obtained in certain regions of temperature and pressure which give rise to bysteresis in the adsorption isotherm. In addition, we have obtained a parameter which behaves like an order parameter for the transition. The potential-energy function shows a double minimum in the region of bysteresis and a single maximum elsewhere.