959 resultados para long-range correlation


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This new 10-year plan includes outcomes identified by the public and objectives that will mark progress toward these priorities. The outcomes and objectives in this new plan are deliberately broad-outlining general areas where the arts have real opportunities to make progress and generate value in the next decade. This long-range plan was created based on input from the public and the arts community as a guide for the arts community as it serves the public. With collaboration, partnerships and shared purpose, much in this plan can be accomplished to ensure that the arts flourish and benefit all South Carolinians.

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The Efficient Market Hypothesis (EMH), one of the most important hypothesis in financial economics, argues that return rates have no memory (correlation) which implies that agents cannot make abnormal profits in financial markets, due to the possibility of arbitrage operations. With return rates for the US stock market, we corroborate the fact that with a linear approach, return rates do not show evidence of correlation. However, linear approaches might not be complete or global, since return rates could suffer from nonlinearities. Using detrended cross-correlation analysis and its correlation coefficient, a methodology which analyzes long-range behavior between series, we show that the long-range correlation of return rates only ends in the 149th lag, which corresponds to about seven months. Does this result undermine the EMH?

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Based on protein molecular dynamics, we investigate the fractal properties of energy, pressure and volume time series using the multifractal detrended fluctuation analysis (MF-DFA) and the topological and fractal properties of their converted horizontal visibility graphs (HVGs). The energy parameters of protein dynamics we considered are bonded potential, angle potential, dihedral potential, improper potential, kinetic energy, Van der Waals potential, electrostatic potential, total energy and potential energy. The shape of the h(q)h(q) curves from MF-DFA indicates that these time series are multifractal. The numerical values of the exponent h(2)h(2) of MF-DFA show that the series of total energy and potential energy are non-stationary and anti-persistent; the other time series are stationary and persistent apart from series of pressure (with H≈0.5H≈0.5 indicating the absence of long-range correlation). The degree distributions of their converted HVGs show that these networks are exponential. The results of fractal analysis show that fractality exists in these converted HVGs. For each energy, pressure or volume parameter, it is found that the values of h(2)h(2) of MF-DFA on the time series, exponent λλ of the exponential degree distribution and fractal dimension dBdB of their converted HVGs do not change much for different proteins (indicating some universality). We also found that after taking average over all proteins, there is a linear relationship between 〈h(2)〉〈h(2)〉 (from MF-DFA on time series) and 〈dB〉〈dB〉 of the converted HVGs for different energy, pressure and volume.

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Driven nonequilibrium structural phase transformation has been probed using time-varying resistance fluctuations or noise. We demonstrate that the non-Gaussian component (NGC) of noise obtained by evaluating the higher-order statistics of fluctuations, serves as a simple kinetic detector of these phase transitions. Using the Martensite transformation in free-standing wires of nickel-titanium binary alloys as a prototype, we observe clear deviations from the Gaussian background in the transformation zone, indicative of the long-range correlations in the system as the phase transforms. The viability of non-Gaussian statistics as a robust probe to structural phase transition was also confirmed by comparing the results from differential scanning calorimetry measurements. We further studied the response of the NGC to the modifications in the microstructure on repeated thermal cycling, as well as the variations in the temperature-drive rate, and explained the results using established simplistic models based on the different competing time scales. Our experiments (i) suggest an alternative method to estimate the transformation temperature scales with high accuracy and (ii) establish a connection between the material-specific evolution of microstructure to the statistics of its linear response. Since the method depends on an in-built long-range correlation during transformation, it could be portable to other structural transitions, as well as to materials of different physical origin and size.

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本论文介绍了重离子耗散反应产物激发函数中能量结构研究的概况及相关的理论模型,描述了重离子耗散反应激发函数测量实验的基本技术和数据分析方法,并着重分析了19F+27Al耗散反应产物激发函数之间的关联特性。重离子耗散反应产物激发函数的涨落结构研究,是分析重离子耗散反应中各物理量随时间的演化过程的有效方法。本论文报道了实验室系110.25―118.75MeV 19F+27Al耗散反应产物激发函数测量的实验结果,通过对激发函数的涨落结构进行关联函数分析,结合有关理论模型,探讨了耗散反应产物激发函数的能量结构的物理本质。 19F+27Al耗散反应中,不同角度测量到的类弹产物的激发函数之间存在强烈的关联,当出射产物在质心系180±对称时,这种关联有一个极大值。以“时间―功率谱”方法分析数据,运用态叠加原理和宇称守恒在弹靶核组成的中间双核系统的演化过程中,可以合理地解释观测到的实验现象,阐述耗散反应中长程角度关联的物理本质。 19F+27Al耗散反应中,同一角度测量到的不同类弹产物的激发函数之间也存在着强烈的关联。这种关联随着耗散程度的加深而减弱,它与耗散反应的“弛豫”过程是一致的。耗散反应中的这种关联起源于弹靶核组成的中间双核系统中不同角动量之间的干涉以及中间双核系统极其缓慢的退相干过程

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We calculated the frequency dependent macroscopic dielectric function and second-harmonic generation of cubic ZnS, ZnSe and ZnTe within time-dependent density-polarisation functional theory. The macroscopic dielectric function is calculated in a linear response framework, and second-harmonic generation in a real-time framework. The macroscopic exchange–correlation electric field that enters the time-dependent Kohn–Sham equations and accounts for long range correlation is approximated as a simple polarisation functional αP, where P is the macroscopic polarisation. Expressions for α are taken from the recent literature. The performance of the resulting approximations for the exchange–correlation electric field is analysed by comparing the theoretical spectra with experimental results and results obtained at the levels of the independent particle approximation and the random-phase approximation. For the dielectric function we also compare with state-of-the art calculations at the level of the Bethe–Salpeter equation.

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In the presence of a (time-dependent) macroscopic electric field the electron dynamics of dielectrics cannot be described by the time-dependent density only. We present a real-time formalism that has the density and the macroscopic polarization P as key quantities. We show that a simple local function of P already captures long-range correlation in linear and nonlinear optical response functions. Specifically, after detailing the numerical implementation, we examine the optical absorption, the second- and third-harmonic generation of bulk Si, GaAs, AlAs and CdTe at different level of approximation. We highlight links with ultranonlocal exchange-correlation functional approximations proposed within linear response time-dependent density functional theory framework.

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Peng was the first to work with the Technical DFA (Detrended Fluctuation Analysis), a tool capable of detecting auto-long-range correlation in time series with non-stationary. In this study, the technique of DFA is used to obtain the Hurst exponent (H) profile of the electric neutron porosity of the 52 oil wells in Namorado Field, located in the Campos Basin -Brazil. The purpose is to know if the Hurst exponent can be used to characterize spatial distribution of wells. Thus, we verify that the wells that have close values of H are spatially close together. In this work we used the method of hierarchical clustering and non-hierarchical clustering method (the k-mean method). Then compare the two methods to see which of the two provides the best result. From this, was the parameter � (index neighborhood) which checks whether a data set generated by the k- average method, or at random, so in fact spatial patterns. High values of � indicate that the data are aggregated, while low values of � indicate that the data are scattered (no spatial correlation). Using the Monte Carlo method showed that combined data show a random distribution of � below the empirical value. So the empirical evidence of H obtained from 52 wells are grouped geographically. By passing the data of standard curves with the results obtained by the k-mean, confirming that it is effective to correlate well in spatial distribution

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Collision-induced dissociation (CID) of peptides using tandem mass spectrometry (MS) has been used to determine the identity of peptides and other large biological molecules. Mass spectrometry (MS) is a useful tool for determining the identity of molecules based on their interaction with electromagnetic fields. If coupled with another method like infrared (IR) vibrational spectroscopy, MS can provide structural information, but in its own right, MS can only provide the mass-to-charge (m/z) ratio of the fragments produced, which may not be enough information to determine the mechanism of the collision-induced dissociation (CID) of the molecule. In this case, theoretical calculations provide a useful companion for MS data and yield clues about the energetics of the dissociation. In this study, negative ion electrospray tandem MS was used to study the CID of the deprotonated dipeptide glycine-serine (Gly-Ser). Though negative ion MS is not as popular a choice as positive ion MS, studies by Bowie et al. show that it yields unique clues about molecular structure which complement positive ion spectroscopy, such as characteristic fragmentations like the loss of formaldehyde from the serine residue.2 The increase in the collision energy in the mass spectrometer alters the flexibility of the dipeptide backbone, enabling isomerizations (reactions not resulting in a fragment loss) and dissociations to take place. The mechanism of the CID of Gly-Ser was studied using two computational methods, B3LYP/6-311+G* and M06-2X/6-311++G**. The main pathway for molecular dissociation was analyzed in 5 conformers in an attempt to verify the initial mechanism proposed by Dr. James Swan after examination of the MS data. The results suggest that the loss of formaldehyde from serine, which Bowie et al. indicates is a characteristic of the presence of serine in a protein residue, is an endothermic reaction that is made possible by the conversion of the translational energy of the ion into internal energy as the ion collides with the inert collision gas. It has also been determined that the M06-2X functional¿s improved description of medium and long-range correlation makes it more effective than the B3LYP functional at finding elusive transition states. M06-2X also more accurately predicts the energy of those transition states than does B3LYP. A second CID mechanism, which passes through intermediates with the same m/z ratio as the main pathway for molecular dissociation, but different structures, including a diketopiperazine intermediate, was also studied. This pathway for molecular dissociation was analyzed with 3 conformers and the M06-2X functional, due to its previously determined effectiveness. The results suggest that the latter pathway, which meets the same intermediate masses as the first mechanism, is lower in overall energy and therefore a more likely pathway of dissociation than the first mechanism.

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The random walk models with temporal correlation (i.e. memory) are of interest in the study of anomalous diffusion phenomena. The random walk and its generalizations are of prominent place in the characterization of various physical, chemical and biological phenomena. The temporal correlation is an essential feature in anomalous diffusion models. These temporal long-range correlation models can be called non-Markovian models, otherwise, the short-range time correlation counterparts are Markovian ones. Within this context, we reviewed the existing models with temporal correlation, i.e. entire memory, the elephant walk model, or partial memory, alzheimer walk model and walk model with a gaussian memory with profile. It is noticed that these models shows superdiffusion with a Hurst exponent H > 1/2. We study in this work a superdiffusive random walk model with exponentially decaying memory. This seems to be a self-contradictory statement, since it is well known that random walks with exponentially decaying temporal correlations can be approximated arbitrarily well by Markov processes and that central limit theorems prohibit superdiffusion for Markovian walks with finite variance of step sizes. The solution to the apparent paradox is that the model is genuinely non-Markovian, due to a time-dependent decay constant associated with the exponential behavior. In the end, we discuss ideas for future investigations.

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The present crisis in the Euro is one of the most serious crises reported in history. The fact that different countries that adopted the Euro have different conditions to support asymmetric shocks in their economies could explain some of the consequences currently affecting the Eurozone. In this paper we apply detrended cross-correlation analysis and its cross correlation coefficient to evaluate the degree of financial integration of the first set of countries to adopt the common currency. Since time series used in these studies are known to be non-stationary, DCCA is suited to study it. It is the first time this methodology has been applied to study financial integration. We conclude that the degree of financial integration is unequal in several countries using the common currency. The fact that countries like Greece, Ireland or Portugal are the ones facing most problems in verification of the parity used in this paper could help to explain the present instability in the Eurozone.

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We discuss here the crucial role of the particle network and its stability on the long-range ion transport in solid liquid composite electrolytes. The solid liquid composite electrolytes chosen for the study here comprise nanometer sized silica (SiO2) particles having various surface chemical functionalities dispersed in nonaqueous lithium salt solutions, viz, lithium perchlorate (LiClO4) in two different polyethylene glycol based solvents. These systems constitute representative examples of an independent class of soft matter electrolytes known as ``soggy sand'' electrolytes, which have tremendous potential in diverse electrochemical devices. The oxide additive acts as a heterogeneous dopant creating free charge carriers and enhancing the local ion transport. For long-range transport, however, a stable spanning particle network is needed. Systematic experimental investigations here reveal that the spatial and time dependent characteristics of the particle network in the liquid solution are nontrivial. The network characteristics are predominantly determined by the chemical makeup of the electrolyte components and the chemical interactions between them. It is noteworthy that in this study the steady state macroscopic ionic conductivity and viscosity of the solid liquid composite electrolyte are observed to be greatly determined by the additive oxide surface chemical functionality, solvent chemical composition, and solvent dielectric constant.

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Airborne concentrations of Poaceae pollen have been monitored in Poznań for more than ten years and the length of the dataset is now considered sufficient for statistical analysis. The objective of this paper is to produce long-range forecasts that predict certain characteristics of the grass pollen season (such as the start, peak and end dates of the grass pollen season) as well as short-term forecasts that predict daily variations in grass pollen counts for the next day or next few days throughout the main grass pollen season. The method of forecasting was regression analysis. Correlation analysis was used to examine the relationship between grass pollen counts and the factors that affect its production, release and dispersal. The models were constructed with data from 1994-2004 and tested on data from 2005 and 2006. The forecast models predicted the start of the grass pollen season to within 2 days and achieved 61% and 70% accuracy on a scale of 1-4 when forecasting variations in daily grass pollen counts in 2005 and 2006 respectively. This study has emphasised how important the weather during the few weeks or months preceding pollination is to grass pollen production, and draws attention to the importance of considering large-scale patterns of climate variability (indices of the North Atlantic Oscillation) when constructing forecast models for allergenic pollen.

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Quark-model descriptions of the nucleon-nucleon interaction contain two main ingredients, a quark-exchange mechanism for the short-range repulsion and meson exchanges for the medium- and long-range parts of the interaction. We point out the special role played by higher partial waves, and in particular the (1)F(3), as a very sensitive probe for the meson-exchange pan employed in these interaction models. In particular, we show that the presently available models fail to provide a reasonable description of higher partial waves and indicate the reasons for this shortcoming.