111 resultados para exponentially weighted moving average


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Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving-point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly. Our approach is also well suited to capture waiting-time behaviour efficiently. A finite-difference moving-point scheme is derived and applied in a simplified context (continental radially symmetrical shallow ice approximation). The scheme, which is inexpensive, is verified by comparing the results with steady states obtained from an analytic solution and with exact moving-margin transient solutions. In both cases the scheme is able to track the position of the ice sheet margin with high accuracy.

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The article examines whether commodity risk is priced in the cross-section of global equity returns. We employ a long-only equally-weighted portfolio of commodity futures and a term structure portfolio that captures phases of backwardation and contango as mimicking portfolios for commodity risk. We find that equity-sorted portfolios with greater sensitivities to the excess returns of the backwardation and contango portfolio command higher average excess returns, suggesting that when measured appropriately, commodity risk is pervasive in stocks. Our conclusions are robust to the addition to the pricing model of financial, macroeconomic and business cycle-based risk factors.

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Observers generally fail to recover three-dimensional shape accurately from binocular disparity. Typically, depth is overestimated at near distances and underestimated at far distances [Johnston, E. B. (1991). Systematic distortions of shape from stereopsis. Vision Research, 31, 1351–1360]. A simple prediction from this is that disparity-defined objects should appear to expand in depth when moving towards the observer, and compress in depth when moving away. However, additional information is provided when an object moves from which 3D Euclidean shape can be recovered, be this through the addition of structure from motion information [Richards, W. (1985). Structure from stereo and motion. Journal of the Optical Society of America A, 2, 343–349], or the use of non-generic strategies [Todd, J. T., & Norman, J. F. (2003). The visual perception of 3-D shape from multiple cues: Are observers capable of perceiving metric structure? Perception and Psychophysics, 65, 31–47]. Here, we investigated shape constancy for objects moving in depth. We found that to be perceived as constant in shape, objects needed to contract in depth when moving toward the observer, and expand in depth when moving away, countering the effects of incorrect distance scaling (Johnston, 1991). This is a striking example of the failure of shape con- stancy, but one that is predicted if observers neither accurately estimate object distance in order to recover Euclidean shape, nor are able to base their responses on a simpler processing strategy.

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Mobility is a fundamental facet of being human and should be central to archaeology. Yet mobility itself and the role it plays in the production of social life, is rarely considered as a subject in its own right. This is particularly so with discussions of the Neolithic people where mobility is often framed as being somewhere between a sedentary existence and nomadic movements. This volume examines the importance and complexities of movement and mobility, whether on land or water, in the Neolithic period. It uses movement in its widest sense, ranging from everyday mobilities – the routines and rhythms of daily life – to proscribed mobility, such as movement in and around monuments, and occasional and large-scale movements and migrations around the continent and across seas. Papers are roughly grouped and focus on ‘mobility and the landscape’, ‘monuments and mobility’, ‘travelling by water’, and ‘materials and mobility’. Through these themes the volume considers the movement of people, ideas, animals, objects, and information, and uses a wide range of archaeological evidence from isotope analysis; artefact studies; lithic scatters and assemblage diversity.

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For many tasks, such as retrieving a previously viewed object, an observer must form a representation of the world at one location and use it at another. A world-based 3D reconstruction of the scene built up from visual information would fulfil this requirement, something computer vision now achieves with great speed and accuracy. However, I argue that it is neither easy nor necessary for the brain to do this. I discuss biologically plausible alternatives, including the possibility of avoiding 3D coordinate frames such as ego-centric and world-based representations. For example, the distance, slant and local shape of surfaces dictate the propensity of visual features to move in the image with respect to one another as the observer’s perspective changes (through movement or binocular viewing). Such propensities can be stored without the need for 3D reference frames. The problem of representing a stable scene in the face of continual head and eye movements is an appropriate starting place for understanding the goal of 3D vision, more so, I argue, than the case of a static binocular observer.

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Deuterium (dD) and oxygen (d18O) isotopes are powerful tracers of the hydrological cycle and have been extensively used for paleoclimate reconstructions as they can provide information on past precipitation, temperature and atmospheric circulation. More recently, the use of 17Oexcess derived from precise measurement of d17O and d18O gives new and additional insights in tracing the hydrological cycle whereas uncertainties surround this proxy. However, 17Oexcess could provide additional information on the atmospheric conditions at the moisture source as well as about fractionations associated with transport and site processes. In this paper we trace water stable isotopes (dD, d17O and d18O) along their path from precipitation to cave drip water and finally to speleothem fluid inclusions for Milandre cave in northwestern Switzerland. A two year-long daily resolved precipitation isotope record close to the cave site is compared to collected cave drip water (3 months average resolution) and fluid inclusions of modern and Holocene stalagmites. Amount weighted mean dD, d18O and d17O are �71.0‰, �9.9‰, �5.2‰ for precipitation, �60.3‰, �8.7‰, �4.6‰ for cave drip water and �61.3‰, �8.3‰, �4.7‰ for recent fluid inclusions respectively. Second order parameters have also been derived in precipitation and drip water and present similar values with 18 per meg for 17Oexcess whereas d-excess is 1.5‰ more negative in drip water. Furthermore, the atmospheric signal is shifted towards enriched values in the drip water and fluid inclusions (D of ~ þ 10‰ for dD). The isotopic composition of cave drip water exhibits a weak seasonal signal which is shifted by around 8e10 months (groundwater residence time) when compared to the precipitation. Moreover, we carried out the first d17O measurement in speleothem fluid inclusions, as well as the first comparison of the d17O behaviour from the meteoric water to the fluid inclusions entrapment in speleothems. This study on precipitation, drip water and fluid inclusions will be used as a speleothem proxy calibration for Milandre cave in order to reconstruct paleotemperatures and moisture source variations for Western Central Europe.