11 resultados para power-law distribution of returns

em Aston University Research Archive


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The objective was to test the hypothesis that the size frequency distributions of the prion protein (PrP) plaques in cases of variant Creutzfeldt-Jakob disease (vCJD) follow a power-law function. The design was a retrospective neuropathological study. The patients were 11 cases of clinically and neuropathologically verified vCJD. Size distributions of the diffuse and florid-type plaques were measured in several areas of the cerebral cortex and hippocampus from each case and a power-law function fitted to each distribution. The size distributions of the florid and diffuse plaques were fitted successfully by a powerlaw function in 100% and 42% of brain areas investigated respectively. Processes of aggregation/disaggregation may be more important than surface diffusion in the pathogenesis of the florid plaques. By contrast, surface diffusion may be a more significant factor in the development of the diffuse plaques. © Springer-Verlag Italia 2006.

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The objective is to study beta-amyloid (Abeta) deposition in dementia with Lewy bodies (DLB) with Alzheimer's disease (AD) pathology (DLB/AD). The size frequency distributions of the Abeta deposits were studied and fitted by log-normal and power-law models. Patients were ten clinically and pathologically diagnosed DLB/AD cases. Size distributions had a single peak and were positively skewed and similar to those described in AD and Down's syndrome. Size distributions had smaller means in DLB/AD than in AD. Log-normal and power-law models were fitted to the size distributions of the classic and diffuse deposits, respectively. Size distributions of Abeta deposits were similar in DLB/AD and AD. Size distributions of the diffuse deposits were fitted by a power-law model suggesting that aggregation/disaggregation of Abeta was the predominant factor, whereas the classic deposits were fitted by a log-normal distribution suggesting that surface diffusion was important in the pathogenesis of the classic deposits.

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Two-dimensional optical power distribution of the out-coupled radiation from UV-inscribed tilted fibre Bragg gratings (TFBGs) in multimode fibre (MMF) has been side-detected with high spatial/spectral resolution, showing a near-identical radiation mode profile to that measured from the fibre-end detection method. A comparative investigation of the radiation characteristics of TFBGs fabricated in singlemode fibre (SMF) and MMF clearly indicates that the radiation out-coupling is stronger and spatially more confined in MMF. The unique spatial-to-spectral encoding property of the coupling mechanism offers potential application in low-cost WDM devices.

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Two-dimensional optical power distribution of the out-coupled radiation from UV-inscribed tilted fibre Bragg gratings (TFBGs) in multimode fibre (MMF) has been side-detected with high spatial/spectral resolution, showing a near-identical radiation mode profile to that measured from the fibre-end detection method. A comparative investigation of the radiation characteristics of TFBGs fabricated in singlemode fibre (SMF) and MMF clearly indicates that the radiation out-coupling is stronger and spatially more confined in MMF. The unique spatial-to-spectral encoding property of the coupling mechanism offers potential application in low-cost WDM devices.

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Two-dimensional optical power distribution of the out-coupled radiation from UV-inscribed tilted fibre Bragg gratings (TFBG) in multimode fibre (MMF) has been side-detected with high spatial spectral resolution, showing a near-identical radiation mode profile to that measured from the fibre-end detection method. A comparative investigation of the radiation characteristics of TFBGs fabricated in singlemode fibre (SMF) and MMF clearly indicates that the radiation out-coupling is stronger and spatially more confined in MMF. The unique spatial-to-spectral encoding property of the coupling mechanism offers potential application in low-cost WDM devices.

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The longitudinal distribution of the Stokes-component power in a Raman fibre laser with a random distributed feedback and unidirectional pumping is measured. The fibre parameters (linear loss and Rayleigh backscattering coefficient) are calculated based on the distributions obtained. A numerical model is developed to describe the lasing power distribution. The simulation results are in good agreement with the experimental data. © 2012 Kvantovaya Elektronika and Turpion Ltd.

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A framework that connects computational mechanics and molecular dynamics has been developed and described. As the key parts of the framework, the problem of symbolising molecular trajectory and the associated interrelation between microscopic phase space variables and macroscopic observables of the molecular system are considered. Following Shalizi and Moore, it is shown that causal states, the constituent parts of the main construct of computational mechanics, the e-machine, define areas of the phase space that are optimal in the sense of transferring information from the micro-variables to the macro-observables. We have demonstrated that, based on the decay of their Poincare´ return times, these areas can be divided into two classes that characterise the separation of the phase space into resonant and chaotic areas. The first class is characterised by predominantly short time returns, typical to quasi-periodic or periodic trajectories. This class includes a countable number of areas corresponding to resonances. The second class includes trajectories with chaotic behaviour characterised by the exponential decay of return times in accordance with the Poincare´ theorem.

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Cascaded multilevel inverters-based Static Var Generators (SVGs) are FACTS equipment introduced for active and reactive power flow control. They eliminate the need for zigzag transformers and give a fast response. However, with regard to their application for flicker reduction in using Electric Arc Furnace (EAF), the existing multilevel inverter-based SVGs suffer from the following disadvantages. (1) To control the reactive power, an off-line calculation of Modulation Index (MI) is required to adjust the SVG output voltage. This slows down the transient response to the changes of reactive power; and (2) Random active power exchange may cause unbalance to the voltage of the d.c. link (HBI) capacitor when the reactive power control is done by adjusting the power angle d alone. To resolve these problems, a mathematical model of 11-level cascaded SVG, was developed. A new control strategy involving both MI (modulation index) and power angle (d) is proposed. A selected harmonics elimination method (SHEM) is taken for switching pattern calculations. To shorten the response time and simplify the controls system, feed forward neural networks are used for on-line computation of the switching patterns instead of using look-up tables. The proposed controller updates the MI and switching patterns once each line-cycle according to the sampled reactive power Qs. Meanwhile, the remainder reactive power (compensated by the MI) and the reactive power variations during the line-cycle will be continuously compensated by adjusting the power angles, d. The scheme senses both variables MI and d, and takes action through the inverter switching angle, qi. As a result, the proposed SVG is expected to give a faster and more accurate response than present designs allow. In support of the proposal there is a mathematical model for reactive powered distribution and a sensitivity matrix for voltage regulation assessment, MATLAB simulation results are provided to validate the proposed schemes. The performance with non-linear time varying loads is analysed and refers to a general review of flicker, of methods for measuring flickers due to arc furnace and means for mitigation.

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Many papers claim that a Log Periodic Power Law (LPPL) model fitted to financial market bubbles that precede large market falls or 'crashes', contains parameters that are confined within certain ranges. Further, it is claimed that the underlying model is based on influence percolation and a martingale condition. This paper examines these claims and their validity for capturing large price falls in the Hang Seng stock market index over the period 1970 to 2008. The fitted LPPLs have parameter values within the ranges specified post hoc by Johansen and Sornette (2001) for only seven of these 11 crashes. Interestingly, the LPPL fit could have predicted the substantial fall in the Hang Seng index during the recent global downturn. Overall, the mechanism posited as underlying the LPPL model does not do so, and the data used to support the fit of the LPPL model to bubbles does so only partially. © 2013.

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Clogging is the main operational problem associated with horizontal subsurface flow constructed wetlands (HSSF CWs). The measurement of saturated hydraulic conductivity has proven to be a suitable technique to assess clogging within HSSF CWs. The vertical and horizontal distribution of hydraulic conductivity was assessed in two full-scale HSSF CWs by using two different in situ permeameter methods (falling head (FH) and constant head (CH) methods). Horizontal hydraulic conductivity profiles showed that both methods are correlated by a power function (FH= CH 0.7821, r 2=0.76) within the recorded range of hydraulic conductivities (0-70 m/day). However, the FH method provided lower values of hydraulic conductivity than the CH method (one to three times lower). Despite discrepancies between the magnitudes of reported readings, the relative distribution of clogging obtained via both methods was similar. Therefore, both methods are useful when exploring the general distribution of clogging and, specially, the assessment of clogged areas originated from preferential flow paths within full-scale HSSF CWs. Discrepancy between methods (either in magnitude and pattern) aroused from the vertical hydraulic conductivity profiles under highly clogged conditions. It is believed this can be attributed to procedural differences between the methods, such as the method of permeameter insertion (twisting versus hammering). Results from both methods suggest that clogging develops along the shortest distance between water input and output. Results also evidence that the design and maintenance of inlet distributors and outlet collectors appear to have a great influence on the pattern of clogging, and hence the asset lifetime of HSSF CWs. © Springer Science+Business Media B.V. 2011.

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This paper focuses on the move from buyer dominance toward interdependence between buyers and suppliers in a distribution channel. The paper introduces a case study collected through in-depth interviews and participative observations. It examines the relationships between a timber supplier and its customers in the builders' merchants sector. We stress the relevance of considering actions intended to change the power balance, rather than focusing only on trust. The power balance in a dyadic relationship is dynamic, and power positions need to be constantly re-evaluated. An important power resource is information asymmetry, manifested in the supplier's information about: products, regional and local demand, and the usage of the products. For practitioners, we highlight the possibility of exerting a non-coercive power resource, such as information asymmetry, in order to increase the relative power. Furthermore, being open about the power position between a buyer and a seller can foster a more efficient collaboration.