Separating the scattering and absorption coefficients using the real and imaginary parts of the refractive index with low-coherence interferometry.

We present an analytical method that yields the real and imaginary parts of the refractive index (RI) from low-coherence interferometry measurements, leading to the separation of the scattering and absorption coefficients of turbid samples. The imaginary RI is measured using time-frequency analysis, with the real part obtained by analyzing the nonlinear phase induced by a sample. A derivation relating the real part of the RI to the nonlinear phase term of the signal is presented, along with measurements from scattering and nonscattering samples that exhibit absorption due to hemoglobin.

Measuring morphological features using light-scattering spectroscopy and Fourier-domain low-coherence interferometry.

We present measurements of morphological features in a thick turbid sample using light-scattering spectroscopy (LSS) and Fourier-domain low-coherence interferometry (fLCI) by processing with the dual-window (DW) method. A parallel frequency domain optical coherence tomography (OCT) system with a white-light source is used to image a two-layer phantom containing polystyrene beads of diameters 4.00 and 6.98 mum on the top and bottom layers, respectively. The DW method decomposes each OCT A-scan into a time-frequency distribution with simultaneously high spectral and spatial resolution. The spectral information from localized regions in the sample is used to determine scatterer structure. The results show that the two scatterer populations can be differentiated using LSS and fLCI.

Detection and Classification of Whale Acoustic Signals

This dissertation focuses on two vital challenges in relation to whale acoustic signals: detection and classification.

In detection, we evaluated the influence of the uncertain ocean environment on the spectrogram-based detector, and derived the likelihood ratio of the proposed Short Time Fourier Transform detector. Experimental results showed that the proposed detector outperforms detectors based on the spectrogram. The proposed detector is more sensitive to environmental changes because it includes phase information.

In classification, our focus is on finding a robust and sparse representation of whale vocalizations. Because whale vocalizations can be modeled as polynomial phase signals, we can represent the whale calls by their polynomial phase coefficients. In this dissertation, we used the Weyl transform to capture chirp rate information, and used a two dimensional feature set to represent whale vocalizations globally. Experimental results showed that our Weyl feature set outperforms chirplet coefficients and MFCC (Mel Frequency Cepstral Coefficients) when applied to our collected data.

Since whale vocalizations can be represented by polynomial phase coefficients, it is plausible that the signals lie on a manifold parameterized by these coefficients. We also studied the intrinsic structure of high dimensional whale data by exploiting its geometry. Experimental results showed that nonlinear mappings such as Laplacian Eigenmap and ISOMAP outperform linear mappings such as PCA and MDS, suggesting that the whale acoustic data is nonlinear.

We also explored deep learning algorithms on whale acoustic data. We built each layer as convolutions with either a PCA filter bank (PCANet) or a DCT filter bank (DCTNet). With the DCT filter bank, each layer has different a time-frequency scale representation, and from this, one can extract different physical information. Experimental results showed that our PCANet and DCTNet achieve high classification rate on the whale vocalization data set. The word error rate of the DCTNet feature is similar to the MFSC in speech recognition tasks, suggesting that the convolutional network is able to reveal acoustic content of speech signals.

Correcting the errors: Volatility forecast evaluation using high-frequency data and realized volatilities

We develop general model-free adjustment procedures for the calculation of unbiased volatility loss functions based on practically feasible realized volatility benchmarks. The procedures, which exploit recent nonparametric asymptotic distributional results, are both easy-to-implement and highly accurate in empirically realistic situations. We also illustrate that properly accounting for the measurement errors in the volatility forecast evaluations reported in the existing literature can result in markedly higher estimates for the true degree of return volatility predictability.

Nonparametric estimation of structural models for high-frequency currency market data

Empirical modeling of high-frequency currency market data reveals substantial evidence for nonnormality, stochastic volatility, and other nonlinearities. This paper investigates whether an equilibrium monetary model can account for nonlinearities in weekly data. The model incorporates time-nonseparable preferences and a transaction cost technology. Simulated sample paths are generated using Marcet's parameterized expectations procedure. The paper also develops a new method for estimation of structural economic models. The method forces the model to match (under a GMM criterion) the score function of a nonparametric estimate of the conditional density of observed data. The estimation uses weekly U.S.-German currency market data, 1975-90. © 1995.

Time-dependent transport through molecular junctions.

We investigate transport properties of molecular junctions under two types of bias--a short time pulse or an ac bias--by combining a solution for Green's functions in the time domain with electronic structure information coming from ab initio density functional calculations. We find that the short time response depends on lead structure, bias voltage, and barrier heights both at the molecule-lead contacts and within molecules. Under a low frequency ac bias, the electron flow either tracks or leads the bias signal (resistive or capacitive response) depending on whether the junction is perfectly conducting or not. For high frequency, the current lags the bias signal due to the kinetic inductance. The transition frequency is an intrinsic property of the junctions.