Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

Placas de OSB: investigação e estudo laboratorial das suas características de desempenho

A utilização de placas de OSB – Oriented Strand Board está em franca expansão no território nacional e parece ser uma alternativa ecológica e económica aos painéis de derivados de madeira normalmente usados. O OSB é obtido num processo de fabrico resultante da interacção de diversas variáveis, que conferem aos painéis uma vasta gama de aplicações estruturais ou não estruturais (paredes exteriores e interiores, pavimentos, coberturas, componentes de vigas, cofragens, embalagens, móveis, elementos de decoração, etc.). Neste trabalho pretendeu-se investigar, através de pesquisa bibliográfica as características das placas OSB assim como seu processo de fabrico e condicionantes existentes no seu decurso. Em seguida estas foram comparadas com os seus principais concorrentes, o contraplacado e o aglomerado de madeira e cimento. O trabalho experimental realizado teve como objectivo analisar as propriedades de OSB, proveniente do mercado nacional, de acordo com a EN 300:2006 e com os dados recolhidos na pesquisa bibliográfica. Foram executados ensaios de flexão (EN 310:2002), inchamento em espessura (EN 317:2002) e ensaios de flexão após envelhecimento (EN 321:2010). Concluiu-se que o OSB é um material com algumas características de destaque, no entanto a substituição de outros derivados de madeira por este deve ser acompanhada por estudos, principalmente em ambientes húmidos. É importante realçar que este possui modelos com características específicas para determinadas utilizações e ambientes que possibilitam uma optimização do seu comportamento, no entanto, nos ensaios realizados apenas foi utilizado um modelo base de OSB.

A new control strategy with saturation effect compensation for an autonomous induction generator drivenby wide speed range turbines

This paper presents a variable speed autonomous squirrel cage generator excited by a current-controlled voltage source inverter to be used in stand-alone micro-hydro power plants. The paper proposes a system control strategy aiming to properly excite the machine as well as to achieve the load voltage control. A feed-forward control sets the appropriate generator flux by taking into account the actual speed and the desired load voltage. A load voltage control loop is used to adjust the generated active power in order to sustain the load voltage at a reference value. The control system is based on a rotor flux oriented vector control technique which takes into account the machine saturation effect. The proposed control strategy and the adopted system models were validated both by numerical simulation and by experimental results obtained from a laboratory prototype. Results covering the prototype start-up, as well as its steady-state and dynamical behavior are presented. (C) 2011 Elsevier Ltd. All rights reserved.

Microstrip antenna array for multiband dedicated short range communications systems

Dedicated Short Range Communications (DSRC) is the key enabling technology for the present and future vehicular communication for various applications, such as safety improvement and traffic jam mitigation. This paper describes the development of a microstrip antenna array for the roadside equipment of a DSRC system, whose characteristics are according with the vehicular communications standards. The proposed antenna, with circular polarization, has a wide bandwidth, enough to cover the current European DSRC 5.8 GHz band and the future 5.9 GHz band for next generation DSRC communications. (C) 2011 Wiley Periodicals, Inc. Microwave Opt Technol Lett 53: 2794-2796, 2011; View this article online at wileyonlinelibrary.com. DOI 10.1002/mop.26394

Semiconductor Device as Optical Demultiplexer for Short Range Optical Communications

In this paper we present results on the use of a multilayered a-SiC:H heterostructure as a wavelength-division demultiplexing device for the visible light spectrum. The proposed device is composed of two stacked p-i-n photodiodes with intrinsic absorber regions adjusted to short and long wavelength absorption and carrier collection. An optoelectronic characterisation of the device was performed in the visible spectrum. Demonstration of the device functionality for WDM applications was done with three different input channels covering the long, the medium and the short wavelengths in the visible range. The recovery of the input channels is explained using the photocurrent spectral dependence on the applied voltage. An electrical model of the WDM device is proposed and supported by the solution of the respective circuit equations. Short range optical communications constitute the major application field, however other applications are also foreseen.

Modelo SIG para apoio à análise de sistemas de transportes e usos do solo

Dissertação de natureza científica para obtenção do grau de Mestre em Engenharia Civil

Capillary bridging and long-range attractive forces in a mean-field approach

When a mixture is confined, one of the phases can condense out. This condensate, which is otherwise metastable in the bulk, is stabilized by the presence of surfaces. In a sphere-plane geometry, routinely used in atomic force microscope and surface force apparatus, it, can form a bridge connecting the surfaces. The pressure drop in the bridge gives rise to additional long-range attractive forces between them. By minimizing the free energy of a binary mixture we obtain the force-distance curves as well as the structural phase diagram of the configuration with the bridge. Numerical results predict a discontinuous transition between the states with and without the bridge and linear force-distance curves with hysteresis. We also show that similar phenomenon can be observed in a number of different systems, e.g., liquid crystals and polymer mixtures. (C). 2004 American Institute of Physics.

Does diaphragmatic breathing technique really improve its range of motion? An objective assessment

Purpose - To verify the results of a diaphragmatic breathing technique (DBT) on diaphragmatic range of motion in healthy subjects. Methods - A total of 51 healthy subjects (10 male; 41 female), mean age 20 years old and a body mass index (BMI) ranging from 15.6 to 34.9 kg/m2, were enrolled in this study. Diaphragmatic range of motion was assessed by M-mode ultrasound imaging. Measurements were made before and after the DBT implementation in a standard protocol, based on 3 seconds of inspiration starting from a maximum expiration. Differences between assessments were analyzed by descriptive statistics and t-test (p < 0.05). Results - Mean value range of motion before DBT was 55.3 ± 13.4 mm and after DBT was 63.8 ± 13.2 mm showing a significant improvement of 8.5 ± 14.7 mm (p < 0.001). A strong correlation between the slope and the range of motion was found (r = 0.71, p < 0.001). Conclusions - Based on ultrasound measurements, it has been proved that DBT really contributes to a higher diaphragmatic range of motion. Future studies are needed in order to understand the influence of protocol parameters (e.g. inspiration time). Clinical implications - In the contest of evidence-based practice in physiotherapy, it has been showed by objective measurements that DBT improves the diaphragm range of motion, translating into a more efficient ventilatory function and thus can be used in clinical setting. To our knowledge this is the first study to assess the effects of DBT on range of motion of diaphragm muscle with ultrasound imaging.

Besnoitia besnoiti and Toxoplasma gondii: two apicomplexan strategies to manipulate the host cell centrosome and Golgi apparatus

Besnoitia besnoiti and Toxoplasma gondii are two closely related parasites that interact with the host cell microtubule cytoskeleton during host cell invasion. Here we studied the relationship between the ability of these parasites to invade and to recruit the host cell centrosome and the Golgi apparatus. We observed that T. gondii recruits the host cell centrosome towards the parasitophorous vacuole (PV), whereas B. besnoiti does not. Notably, both parasites recruit the host Golgi apparatus to the PV but its organization is affected in different ways. We also investigated the impact of depleting and over-expressing the host centrosomal protein TBCCD1, involved in centrosome positioning and Golgi apparatus integrity, on the ability of these parasites to invade and replicate. Toxoplasma gondii replication rate decreases in cells over-expressing TBCCD1 but not in TBCCD1-depleted cells; while for B. besnoiti no differences were found. However, B. besnoiti promotes a reorganization of the Golgi ribbon previously fragmented by TBCCD1 depletion. These results suggest that successful establishment of PVs in the host cell requires modulation of the Golgi apparatus which probably involves modifications in microtubule cytoskeleton organization and dynamics. These differences in how T. gondii and B. besnoiti interact with their host cells may indicate different evolutionary paths.

Density measurements of compressed dipropyl, dibutul, bis (2-ethylhexyl) adipates from (293 to 373K) at pressures up to about 68MPa

The article reports density measurements of dipropyl (DPA), dibutyl (DBA) and bis(2-ethylhexyl) (DEHA) adipates, using a vibrating U-tube densimeter, model DMA HP, from Anton Paar GmbH. The measurements were performed in the temperature range (293 to 373) K and at pressures up to about 68 MPa, except for DPA for which the upper limits were 363 K and 65 MPa, respectively. The density data for each liquid was correlated with the temperature and pressure using a modified Tait equation. The expanded uncertainty of the present density results is estimated as 0.2% at a 95% confidence level. No literature density data at pressures higher than 0.1 MPa could be found. DEHA literature data at atmospheric pressure agree with the correlation of the present measurements, in the corresponding temperature range, within +/- 0.11%. The isothermal compressibility and the isobaric thermal expansion were calculated by differentiation of the modified Tait correlation equation. These two parameters were also calculated for dimethyl adipate (DMA), from density data reported in a previous work. The uncertainties of isothermal compressibility and the isobaric thermal expansion are estimated to be less than +/- 1.7% and +/- 1.1%, respectively, at a 95% confidence level. Literature data of isothermal compressibility and isobaric thermal expansivity for DMA have an agreement within +/- 1% and +/- 2.4%, respectively, with results calculated in this work. (C) 2014 Elsevier B.V. All rights reserved.

Intrusion of Lamprophyre dyke and related deformation effects in the host rock salt: A case study from the Loulé Diapir, Portugal

A rock salt-lamprophyre dyke contact zone (sub-vertical, NE-SW strike) was investigated for its petrographic, mechanic and physical properties by means of anisotropy of magnetic susceptibility CAMS) and rock magnetic properties, coupled with quantitative microstructural analysis and thermal mathematical modelling. The quantitative microstructural analysis of halite texture and solid inclusions revealed good spatial correlation with AMS and halite fabrics. The fabrics of both lamprophyre and rock salt record the magmatic intrusion, "plastic" flow and regional deformation (characterized by a NW-SE trending steep foliation). AMS and microstructural analysis revealed two deformation fabrics in the rock salt: (1) the deformation fabrics in rock salt on the NW side of the dyke are associated with high temperature and high fluid activity attributed to the dyke emplacement; (2) On the opposite side of the dyke, the emplacement-related fabric is reworked by localized tectonic deformation. The paleomagnetic results suggest significant rotation of the whole dyke, probably during the diapir ascent and/or the regional Tertiary to Quaternary deformation. (C) 2014 Elsevier B.V. All rights reserved.

On semigroups of endomorphisms of a chain with restricted range

Let X be a finite or infinite chain and let be the monoid of all endomorphisms of X. In this paper, we describe the largest regular subsemigroup of and Green's relations on. In fact, more generally, if Y is a nonempty subset of X and is the subsemigroup of of all elements with range contained in Y, we characterize the largest regular subsemigroup of and Green's relations on. Moreover for finite chains, we determine when two semigroups of the type are isomorphic and calculate their ranks.

Study of thermochemical treatments of cork in the 150-400ºC range using colour analysis and Ftir spectroscopy

A study of chemical transformations of cork during heat treatments was made using colour variation and FTIR analysis. The cork enriched fractions from Quercus cerris bark were subjected to isothermal heating in the temperature range 150–400 ◦C and treatment time from 5 to 90 min. Mass loss ranged from 3% (90 min at 150 ◦C) to 71% (60 min at 350 ◦C). FTIR showed that hemicelluloses were thermally degraded first while suberin remained as the most heat resistant component. The change of CIE-Lab parameters was rapid for low intensity treatments where no significant mass loss occurred (at 150 ◦C L* decreased from the initial 51.5 to 37.3 after 20 min). The decrease in all colour parameters continued with temperature until they remained substantially constant with over 40% mass loss. Modelling of the thermally induced mass loss could be made using colour analysis. This is applicable to monitoring the production of heat expanded insulation agglomerates.

Comparison between monopolar and bipolar microsecond range pulsed electric fields in enhancement of apple juice extraction

The effect of monopolar and bipolar shaped pulses in additional yield of apple juice extraction is evaluated. The applied electric field strength, pulsewidth, and number of pulses are assessed for both pulse types, and divergences are analyzed. Variation of electric field strength is ranged from 100 to 1300 V/cm, pulsewidth from 20 to 300 mu s, and the number of pulses from 10 to 200, at a frequency of 200 Hz. Two pulse trains separated by 1 s are applied to apple cubes. Results are plotted against reference untreated samples for all assays. Specific energy consumption is calculated for each experiment as well as qualitative indicators for apple juice of total soluble dry matter and absorbance at 390-nm wavelength. Bipolar pulses demonstrated higher efficiency, and specific energetic consumption has a threshold where higher inputs of energy do not result in higher juice extraction when electric field variation is applied. Total soluble dry matter and absorbance results do not illustrate significant differences between application of monopolar and bipolar pulses, but all values are inside the limits proposed for apple juice intended for human consumption.

Arithmetic-based binary-to-RNS converter modulo {2(n)+/- k} for jn-Bit dynamic range

In this brief, a read-only-memoryless structure for binary-to-residue number system (RNS) conversion modulo {2(n) +/- k} is proposed. This structure is based only on adders and constant multipliers. This brief is motivated by the existing {2(n) +/- k} binary-to-RNS converters, which are particular inefficient for larger values of n. The experimental results obtained for 4n and 8n bits of dynamic range suggest that the proposed conversion structures are able to significantly improve the forward conversion efficiency, with an AT metric improvement above 100%, regarding the related state of the art. Delay improvements of 2.17 times with only 5% area increase can be achieved if a proper selection of the {2(n) +/- k} moduli is performed.