927 resultados para Modal Correlation
Resumo:
A test for time-varying correlation is developed within the framework of a dynamic conditional score (DCS) model for both Gaussian and Student t-distributions. The test may be interpreted as a Lagrange multiplier test and modified to allow for the estimation of models for time-varying volatility in the individual series. Unlike standard moment-based tests, the score-based test statistic includes information on the level of correlation under the null hypothesis and local power arguments indicate the benefits of doing so. A simulation study shows that the performance of the score-based test is strong relative to existing tests across a range of data generating processes. An application to the Hong Kong and South Korean equity markets shows that the new test reveals changes in correlation that are not detected by the standard moment-based test.
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The compositional, structural, microstructural, dc electrical conductivity and optical properties of undoped zinc oxide films prepared by the sol-gel process using a spin-coating technique were investigated. The ZnO films were obtained by 5 cycle spin-coated and dried zinc oxide films followed by annealing in air at 600 A degrees C. The films deposited on the platinum coated silicon substrate were crystallized in a hexagonal wurtzite form. The energy-dispersive X-ray (EDX) spectrometry shows Zn and O elements in the products with an approximate molar ratio. TEM image of ZnO thin film shows that a grain of about 60-80 nm in size is really an aggregate of many small crystallites of around 10-20 nm. Electron diffraction pattern shows that the ZnO films exhibited hexagonal structure. The SEM micrograph showed that the films consist in nanocrystalline grains randomly distributed with voids in different regions. The dc conductivity found in the range of 10(-5)-10(-6) (Omega cm)(-1). The optical study showed that the spectra for all samples give the transparency in the visible range.
Resumo:
Residual viscosity is a unique function of density for pure Freon-12 and Freon-22 vapors. Also, a plot of residual viscosity against density for Freon-12 and Freon-22 vapors exhibits a regular trend. These phenomena form the basis for predicting the viscosity of mixtures of Freon-12 and Freon-22 vapors.
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A correlation for entropy and enthalpy based on the two-parameter law of corresponding states and the reference substance concept has been obtained. For 199 points tested, the over-all average absolute deviation and the maximum deviations in the calculated values of entropy with the available data are 0.74 and 7.20%. The corresponding deviations of enthalpy are 1.86 and 15.0%, respectively. A compressibility chart for chloromethanes has been made and shown to be superior to existing charts. For 102 points tested, the average absolute and maximum deviations in the compressibilities were 1.80 and 19.5%, respectively.
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Hydrothermal treatment of a slurry of badly crystalline (beta(bc)) nickel hydroxide at different temperatures (65-170 degrees C) results in the progressive ordering of the structure by the step-wise elimination of disorders. Interstratification is eliminated at 140 degrees C, while cation vacancies are eliminated at 170 degrees C. A small percentage of stacking faults continue to persist even in `crystalline' samples. Electrochemical investigations show that the crystalline nickel hydroxide has a very low (0.4 e/Ni) reversible charge storage capacity. An incidence of at least 15% stacking faults combined with cation vacancies is essential for nickel hydroxide to perform close to its theoretical (1 e/ Ni) discharge capacity. (c) 2005 The Electrochemical Society.
Resumo:
A new equation for predicting the thermal conductivities of organic liquids using dimension-less analysis is given. The equation (Equation Presented) correlates 51 different liquids tested within 11% average error and 17% standard deviation. A comparison of the proposed equation with the available correlations and its application to some industrially important liquids show that this equation can be safely used to calculate the thermal conductivities at 20°C. and 1 atm. pressure for organic liquids of known molecular weight. Cp and ΔHv - the only two parameters for which experimental values must be known for making use of this equation - can be calculated using other well known correlations. The proposed equation is not applicable to inorganic liquids.
Resumo:
The significant correlation coefficient between the terrestial heat flow and thermal conductivity computed from the continental heat flow data by Horai and Nur [1]2) may be explained as a natural consequence of terrestrial heat flow through a random medium. The theory predicts a value of 0.40 for the correlation coefficient. A simple statistical test shows that the majority of the computed coefficients belong to the statistical population whose mean is equal to the theoretical correlation coefficient. There are, however, a few observations of unsually high correlation coefficient which cannot be explained by the above hypothesis.
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Using Thomé's procedure, the asymptotic solutions of the Frieman and Book equation for the two-particle correlation in a plasma have been obtained in a complete form. The solution is interpreted in terms of the Lorentz distance. The exact expressions for the internal energy and pressure are evaluated and they are found to be a generalization of the result obtained earlier by others.
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We derive the thermal correlators for twisted quantum fields on noncommutative spacetime. We show that the thermal expectation value of the number operator is same as in commutative spacetime, but that higher correlators are sensitive to the noncommutativity parameters phi(mu nu).
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A decade ago, Budakian and Putterman [Phys. Rev. Lett. 85, 1000 (2000)] ascribed friction to the formation of bonds arising from contact charging when a gold tip of a surface force apparatus was dragged on polymethylmethacrylate surface. We propose a stick-slip model that captures the observed correlation between stick-slip events and charge transfer, and the lack of dependence of the scale factor connecting the force jumps and charge transfer on normal load. Here, stick-slip dynamics arises as a competition between the viscoelastic and plastic deformation time scales and that due to the pull speed with contact charging playing a minor role. Our model provides an alternate basis for explaining most experimental results without ascribing friction to contact charging.
Resumo:
A two dimensional correlation experiment for the measurement of short and long range homo- and hetero- nuclear residual dipolar couplings (RDCs) from the broad and featureless proton NMR spectra including C-13 satellites is proposed. The method employs a single natural abundant C-13 spin as a spy nucleus to probe all the coupled protons and permits the determination of RDCs of negligible strengths. The technique has been demonstrated for the study of organic chiral molecules aligned in chiral liquid crystal, where additional challenge is to unravel the overlapped spectrum of enantiomers. The significant advantage of the method is demonstrated in better chiral discrimination using homonuclear RDCs as additional parameters. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
The Pippard-Janovec relations are derived for correlating the anomalous elastic coefficient and the anomalous specific heat near the phase transitions of ferroelectric crystals. These relations are verified in the case of ferroelectric triglycine selenate crystal.
Resumo:
We point out that the Mooij correlation follows naturally from a dynamically disordered tight-binding Hamiltonian with random modulations of both the diagonal and the off-diagonal matrix elements which are known to act in opposition. The dynamic disorder is treated exactly while the static disorder is incorporated approximately as an effective additional time-dependent disorder affecting the diffusive electron. Such a time translation of static disorder is known to manifest itself in certain limits as a renormalization of the diffusion coefficient. The calculated conductivity exhibits the Mooij correlation at high temperatures, where quantum coherence associated with the static disorder can be ignored.