71 resultados para Mean-variance.

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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Molecular communication is set to play an important role in the design of complex biological and chemical systems. An important class of molecular communication systems is based on the timing channel, where information is encoded in the delay of the transmitted molecule - a synchronous approach. At present, a widely used modeling assumption is the perfect synchronization between the transmitter and the receiver. Unfortunately, this assumption is unlikely to hold in most practical molecular systems. To remedy this, we introduce a clock into the model - leading to the molecular timing channel with synchronization error. To quantify the behavior of this new system, we derive upper and lower bounds on the variance-constrained capacity, which we view as the step between the mean-delay and the peak-delay constrained capacity. By numerically evaluating our bounds, we obtain a key practical insight: the drift velocity of the clock links does not need to be significantly larger than the drift velocity of the information link, in order to achieve the variance-constrained capacity with perfect synchronization.

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Although some asthmatic children seem to recover from their asthma, 30–80% develop asthma again in later life. The underlying risk factors are unknown. The hypothesis for this study was that children with apparently outgrown asthma would have underlying airway inflammation. Nonbronchoscopic bronchoalveolar lavage was performed on normal children (n=35) and children who had wheezed previously (n=35). Eosinophils were raised in the lavage fluid of atopic children who had apparently outgrown asthma (median (interquartile range) 0.36 (0.05–0.74) compared to controls 0.10 (0–0.18), p=0.002). There was no relationship between length of remission and degree of airways eosinophilia. Thus, there is persistent airways inflammation in some children with outgrown asthma and this may be a risk factor for future relapse.

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Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of the underlying mechanism. This paper contributes to this recent line of research by analyzing a simple market fraction asset pricing model with two types of traders---fundamentalists who trade on the price deviation from estimated fundamental value and trend followers whose conditional mean and variance of the trend are updated through a geometric learning process. Our analysis shows that agent heterogeneity, risk-adjusted trend chasing through the geometric learning process, and the interplay of noisy fundamental and demand processes and the underlying deterministic dynamics can be the source of power-law distributed fluctuations. In particular, the noisy demand plays an important role in the generation of insignificant autocorrelations (ACs) on returns, while the significant decaying AC patterns of the absolute returns and squared returns are more influenced by the noisy fundamental process. A statistical analysis based on Monte Carlo simulations is conducted to characterize the decay rate. Realistic estimates of the power-law decay indices and the (FI)GARCH parameters are presented.

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In this paper, we investigate the capacity of multiple-input multiple-output (MIMO) wireless communication systems over spatially correlated Rayleigh distributed flat fading channels with complex Gaussian additive noise. Specifically, we derive the probability density function of the mutual information between transmitted and received complex signals of MIMO systems. Using this density we derive the closed-form ergodic capacity (mean), delay-limited capacity, capacity variance and outage capacity formulas for spatially correlated channels and then evaluate these formulas numerically. Numerical results show how the channel correlation degrades the capacity of MIMO communication systems. We also show that the density of mutual information of correlated/uncorrelated MIMO systems can be approximated by a Gaussian density with derived mean and variance, even for a finite number of inputs and outputs.

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This paper introduces a fast algorithm for moving window principal component analysis (MWPCA) which will adapt a principal component model. This incorporates the concept of recursive adaptation within a moving window to (i) adapt the mean and variance of the process variables, (ii) adapt the correlation matrix, and (iii) adjust the PCA model by recomputing the decomposition. This paper shows that the new algorithm is computationally faster than conventional moving window techniques, if the window size exceeds 3 times the number of variables, and is not affected by the window size. A further contribution is the introduction of an N-step-ahead horizon into the process monitoring. This implies that the PCA model, identified N-steps earlier, is used to analyze the current observation. For monitoring complex chemical systems, this work shows that the use of the horizon improves the ability to detect slowly developing drifts.

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The term ‘refugia’ was originally used to describe the restricted full-glacial locations of modern mid- and high-latitude taxa, especially trees and shrubs. We discuss the extension of this original use to other situations, including its widening to encompass ‘interglacial refugia’. Recent genetic work with modern populations suggests that, at the glacial–interglacial transition, those taxa that did vastly increase their ranges and abundances did so from a small subset of their full-glacial populations. We suggest that ‘bottleneck’ might be a more appropriate term to use for temporarily reduced populations, to indicate continuity of the populations, and that individualistic response of taxa to climate change appears to extend to intra-specific levels. The extent to which expanded populations contribute to long-term genetic pools remains uncertain.

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Autism and Asperger's disorder (AD) are neurodevelopmental conditions that affect cognitive and social-communicative function. Using a movement-related potential (MRP) paradigm, we investigated the clinical and neurobiological issue of 'disorder separateness' versus 'disorder variance' in autism and AD. This paradigm has been used to assess basal ganglia/supplementary motor functioning in Parkinson's disease. Three groups (high functioning autism [HFA]: 16 males, 1 female; mean age 12y 5mo [SD 4y 4mo]; AD: 11 males, 2 females; mean age 13y 5mo [SD 3y 8mo]; comparison group: 13 males, 8 females; mean age 13y 10mo, [SD 3y 11 mo]) completed a cued motor task during electroencephalogram recording of MRPs. The HFA group showed reduced peak amplitude at Cz, indicating less activity over the supplementary motor area during movement preparation. Although an overall significant between-group effect was found for early slope and peak amplitude, subanalysis revealed that the group with AD did not differ significantly from either group. However, it is suggested that autism and AD may be dissociated on the basis of brain-behaviour correlations of IQ with specific neurobiological measures. The overlap between MRP traces for autism and Parkinson's disease suggests that the neurobiological wiring of motor functioning in autism may bypass the supplementary motor area/primary motor cortex pathway.

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