3 resultados para Floquet Multiplier

em Universidade do Minho


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A flexible and low cost energy harvester device based on the magnetoelectric (ME) effect has been designed using Fe64Co17Si7B12 as amorphous magnetostrictive ribbons and PVDF as the piezoelectric element. Sandwich-type laminated composite of 3 cm long has been fabricated by gluing these ribbons to the PVDF with the Devcon 5 minute epoxy. Good power output and power density of 6.4 μW and 1.5 mW/cm3, respectively, have been obtained through a multiplier circuit. All values have been measured at the magnetomechanical resonance of the laminate. The effect of the length of the ME laminate on the power output has been also studied, exhibiting a decay as the length of the ME laminate does. Nevertheless, good performance of such device has been obtained for a 0.5 cm long device, working already at 337 KHz, within the low radio frequency (LRF) range.

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In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

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Tese de Doutoramento em Engenharia de Materiais.