Analysis of financial data series using fractional Fourier transform and multidimensional scaling

The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns.

Application of Continuous Wavelet Transform to the Analysis of the Modulus of the Fractional Fourier Transform Bands for Resolving Two Component Mixture

In this paper, the fractional Fourier transform (FrFT) is applied to the spectral bands of two component mixture containing oxfendazole and oxyclozanide to provide the multicomponent quantitative prediction of the related substances. With this aim in mind, the modulus of FrFT spectral bands are processed by the continuous Mexican Hat family of wavelets, being denoted by MEXH-CWT-MOFrFT. Four modulus sets are obtained for the parameter a of the FrFT going from 0.6 up to 0.9 in order to compare their effects upon the spectral and quantitative resolutions. Four linear regression plots for each substance were obtained by measuring the MEXH-CWT-MOFrFT amplitudes in the application of the MEXH family to the modulus of the FrFT. This new combined powerful tool is validated by analyzing the artificial samples of the related drugs, and it is applied to the quality control of the commercial veterinary samples.

Pulse Wave Propagating in Coplanar Waveguides (cPWS) on LTCC Substrates

The propagation of pulse waves in coplanar waveguides (CPWs) is investigated, and these CPWs are assumed to be fabricated on a single -layer low- temperature co-fired ceramic (LTCC) substrate. The input pulse wave can be a Gaussian pulse or a sinusoldally modulated Gaussian pulse. Based on the standard Galerkin 's method in the spectral domain, combined with fast Fourier transform (FFT), the pulse waveform and delay in CPWs are demonstrated and compared for a second plate, oriented orthogonally to the primary planar element, thus producing a crossed planar monopole (CPM), which is simpler to produce and has lower cost than a conical monopole. In this paper, further measurements have been made on this element

Efficient Watermarking Schemes for Speaker Verification Guaranteeing Non-repudiation

Presently different audio watermarking methods are available; most of them inclined towards copyright protection and copy protection. This is the key motive for the notion to develop a speaker verification scheme that guar- antees non-repudiation services and the thesis is its outcome. The research presented in this thesis scrutinizes the field of audio water- marking and the outcome is a speaker verification scheme that is proficient in addressing issues allied to non-repudiation to a great extent. This work aimed in developing novel audio watermarking schemes utilizing the fun- damental ideas of Fast-Fourier Transform (FFT) or Fast Walsh-Hadamard Transform (FWHT). The Mel-Frequency Cepstral Coefficients (MFCC) the best parametric representation of the acoustic signals along with few other key acoustic characteristics is employed in crafting of new schemes. The au- dio watermark created is entirely dependent to the acoustic features, hence named as FeatureMark and is crucial in this work. In any watermarking scheme, the quality of the extracted watermark de- pends exclusively on the pre-processing action and in this work framing and windowing techniques are involved. The theme non-repudiation provides immense significance in the audio watermarking schemes proposed in this work. Modification of the signal spectrum is achieved in a variety of ways by selecting appropriate FFT/FWHT coefficients and the watermarking schemes were evaluated for imperceptibility, robustness and capacity char- acteristics. The proposed schemes are unequivocally effective in terms of maintaining the sound quality, retrieving the embedded FeatureMark and in terms of the capacity to hold the mark bits. Robust nature of these marking schemes is achieved with the help of syn- chronization codes such as Barker Code with FFT based FeatureMarking scheme and Walsh Code with FWHT based FeatureMarking scheme. An- other important feature associated with this scheme is the employment of an encryption scheme towards the preparation of its FeatureMark that scrambles the signal features that helps to keep the signal features unreve- laed. A comparative study with the existing watermarking schemes and the ex- periments to evaluate imperceptibility, robustness and capacity tests guar- antee that the proposed schemes can be baselined as efficient audio water- marking schemes. The four new digital audio watermarking algorithms in terms of their performance are remarkable thereby opening more opportu- nities for further research.

FastAero – A Precorrected FFT – Fast Multipole Tree Steady and Unsteady Potential Flow Solver

In this paper a precorrected FFT-Fast Multipole Tree (pFFT-FMT) method for solving the potential flow around arbitrary three dimensional bodies is presented. The method takes advantage of the efficiency of the pFFT and FMT algorithms to facilitate more demanding computations such as automatic wake generation and hands-off steady and unsteady aerodynamic simulations. The velocity potential on the body surfaces and in the domain is determined using a pFFT Boundary Element Method (BEM) approach based on the Green’s Theorem Boundary Integral Equation. The vorticity trailing all lifting surfaces in the domain is represented using a Fast Multipole Tree, time advected, vortex participle method. Some simple steady state flow solutions are performed to demonstrate the basic capabilities of the solver. Although this paper focuses primarily on steady state solutions, it should be noted that this approach is designed to be a robust and efficient unsteady potential flow simulation tool, useful for rapid computational prototyping.

Assessment of the consistency of near-infrared water vapor line intensities using high-spectral-resolution ground-based Fourier transform measurements of solar radiation

Calculations of the absorption of solar radiation by atmospheric gases, and water vapor in particular, are dependent on the quality of databases of spectral line parameters. There has been increasing scrutiny of databases such as HITRAN in recent years, but this has mostly been performed on a band-by-band basis. We report nine high-spectral-resolution (0.03 cm(-1)) measurements of the solar radiation reaching the surface in southern England over the wave number range 2000 to 12,500 cm(-1) (0.8 to 5 mm) that allow a unique assessment of the consistency of the spectral line databases over this entire spectral region. The data are assessed in terms of the modeled water vapor column that is required to bring calculations and observations into agreement; for an entirely consistent database, this water vapor column should be constant with frequency. For the HITRAN01 database, the spread in water vapor column is about 11%, with distinct shifts between different spectral regions. The HITRAN04 database is in significantly better agreement (about 5% spread) in the completely updated 3000 to 8000 cm(-1) spectral region, but inconsistencies between individual spectral regions remain: for example, in the 8000 to 9500 cm(-1) spectral region, the results indicate an 18% (+/- 1%) underestimate in line intensities with respect to the 3000 to 8000 cm(-1) region. These measurements also indicate the impact of isotopic fractionation of water vapor in the 2500 to 2900 cm(-1) range, where HDO lines dominate over the lines of the most abundant isotope of H2O.

Fourier transform infrared spectra of H2CS and D2CS

Infrared spectra of thoformaldehyde, H2CS and D2CS, were observed in the gas phase at a resolution of better than 0.1 cm−1 from 4000 to 400 cm−1 using a Nicolet FTIR system. Vibrational band origins and rotational constants were determined for ν2, ν3, ν4, and ν6 of H2CS and for ν1, ν2, ν3, ν4, and ν6 of D2CS. The ν3, ν4, and ν6 bands of H2CS were analyzed as a set of three Coriolis interacting bands, and three Coriolis constants were determined; similarly the ν4 and ν6 bands of D2CS were analyzed as a pair of interacting bands and one Coriolis constant was determined. A general harmonic force field was determined, without constraints, to fit the vibrational wavenumbers, Coriolis constants, and centrifugal distortion constants. A zero-point (rz) structure was determined from the ground-state rotational constants, and the equilibrium (re) bond lengths were estimated.

Remote gas detection and quantitative analysis from infrared emission spectra obtained by Fourier transform infrared spectroscopy

Techniques for obtaining quantitative values of the temperatures and concentrations of remote hot gaseous effluents from their measured passive emission spectra have been examined in laboratory experiments. The high sensitivity of the spectrometer in the vicinity of the 2397 cm-1 band head region of CO2 has allowed the gas temperature to be calculated from the relative intensity of the observed rotational lines. The spatial distribution of the CO2 in a methane flame has been reconstructed tomographically using a matrix inversion technique. The spectrometer has been calibrated against a black body source at different temperatures and a self absorption correction has been applied to the data avoiding the need to measure the transmission directly. Reconstruction artifacts have been reduced by applying a smoothing routine to the inversion matrix.

Polymer-mediated disruption of drug crystallinity

Ibuprofen (IB), a BCS Class II compound, is a highly crystalline substance with poor solubility properties. Here we report on the disruption of this crystalline structure upon intimate contact with the polymeric carrier cross-linked polyvinylpyrrolidone (PVP-CL) facilitated by low energy simple mixing. Whilst strong molecular interactions between APIs and carriers within delivery systems would be expected on melting or through solvent depositions, this is not the case with less energetic mixing. Simple mixing of the two compounds resulted in a significant decrease in the differential scanning calorimetry (DSC) melting enthalpy for IB, indicating that approximately 30% of the crystalline content was disordered. This structural change was confirmed by broadening and intensity diminution of characteristic IB X-ray powder diffractometry (PXRD) peaks. Unexpectedly, the crystalline content of the drug continued to decrease upon storage under ambient conditions. The molecular environment of the mixture was further investigated using Fourier transform infrared (FT-IR) and Fourier transform Raman (FT-Raman) spectroscopy. These data suggest that the primary interaction between these components of the physical mix is hydrogen bonding, with a secondary mechanism involving electrostatic/hydrophobic interactions through the IB benzene ring. Such interactions and subsequent loss of crystallinity could confer a dissolution rate advantage for IB. (C) 2006 Elsevier B.V. All rights reserved.

An analysis of real time implementation of Fourier transform-based frequency recognition algorithms

Frequency recognition is an important task in many engineering fields such as audio signal processing and telecommunications engineering, for example in applications like Dual-Tone Multi-Frequency (DTMF) detection or the recognition of the carrier frequency of a Global Positioning, System (GPS) signal. This paper will present results of investigations on several common Fourier Transform-based frequency recognition algorithms implemented in real time on a Texas Instruments (TI) TMS320C6713 Digital Signal Processor (DSP) core. In addition, suitable metrics are going to be evaluated in order to ascertain which of these selected algorithms is appropriate for audio signal processing(1).

Fourier transform, null variety, and Laplacian's eigenvalues

We consider a quantity κ(Ω)—the distance to the origin from the null variety of the Fourier transform of the characteristic function of Ω. We conjecture, firstly, that κ(Ω) is maximised, among all convex balanced domains of a fixed volume, by a ball, and also that κ(Ω) is bounded above by the square root of the second Dirichlet eigenvalue of Ω. We prove some weaker versions of these conjectures in dimension two, as well as their validity for domains asymptotically close to a disk, and also discuss further links between κ(Ω) and the eigenvalues of the Laplacians.

Use of the statistical properties of the wavelet-transform coefficients for optimization of integration time in Fourier transform spectrometry

We show that an analysis of the mean and variance of discrete wavelet coefficients of coaveraged time-domain interferograms can be used as a specification for determining when to stop coaveraging. We also show that, if a prediction model built in the wavelet domain is used to determine the composition of unknown samples, a stopping criterion for the coaveraging process can be developed with respect to the uncertainty tolerated in the prediction.