Modelling nitrous oxide emissions from mown-grass and grain-cropping systems : Testing and sensitivity analysis of DailyDayCent using high frequency measurements

The lead author, Nimai Senapati (Post doc), was funded by the European community’s Seventh Framework programme (FP2012-2015) under grant agreement no. 262060 (ExpeER). The research leading to these results has received funding principally from the ANR (ANR-11-INBS-0001), AllEnvi, CNRS-INSU. We would like to thank the National Research Infrastructure ‘Agro-écosystèmes, Cycles Biogéochimique et Biodiversité (SOERE-ACBB http://www.soere-acbb.com/fr/) for their support in field experiment. We are deeply indebted to Christophe deBerranger, Xavier Charrier for their substantial technical assistance and Patricia Laville for her valuables suggestion regarding N2O flux estimation.

Linking high-frequency DOC dynamics to the age of connected water sources

Copyright 2016. The Authors. This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited.

Measuring Tail Risks at High Frequency

I develop a new methodology for measuring tail risks using the cross section of bid-ask spreads. Market makers embed tail risk information into spreads because (1) they lose to arbitrageurs when changes to asset values exceed the cost of liquidity and (2) underlying price movements and potential costs are linear in factor loadings. Using this insight, simple cross-sectional regressions relating spreads and trading volume to factor betas can recover tail risks in real time for priced or non-priced return factors. The methodology disentangles financial and aggregate market risks during the 2007-2008 Financial Crisis; anticipates jump risks associated with Federal Open Market Committee announcements; and quantifies a sharp, temporary increase in market tail risk before and throughout the 2010 Flash Crash. The recovered time series of implied market risks also aligns closely with both realized market jumps and the VIX.

Analysis of the Bovespa Futures and Spot Indexes With High Frequency Data. Chinese Business Review

Data from the World Federation of Exchanges show that Brazil’s Sao Paulo stock exchange is one of the largest worldwide in terms of market value. Thus, the objective of this study is to obtain univariate and bivariate forecasting models based on intraday data from the futures and spot markets of the BOVESPA index. The interest is to verify if there exist arbitrage opportunities in Brazilian financial market. To this end, three econometric forecasting models were built: ARFIMA, vector autoregressive (VAR), and vector error correction (VEC). Furthermore, it presents the results of a Granger causality test for the aforementioned series. This type of study shows that it is important to identify arbitrage opportunities in financial markets and, in particular, in the application of these models on data of this nature. In terms of the forecasts made with these models, VEC showed better results. The causality test shows that futures BOVESPA index Granger causes spot BOVESPA index. This result may indicate arbitrage opportunities in Brazil.

Theta-associated high-frequency oscillations (110–160 Hz) in the hippocampus and neocortex

TORT, A. B. L. ; SCHEFFER-TEIXEIRA, R ; Souza, B.C. ; DRAGUHN, A. ; BRANKACK, J. . Theta-associated high-frequency oscillations (110-160 Hz) in the hippocampus and neocortex. Progress in Neurobiology , v. 100, p. 1-14, 2013.

Misura UHF (Ultra High Frequency) delle scariche parziali nei sistemi isolati a gas: metodologie per la verifica della sensibilità di misura

Le apparecchiature di manovra tramite isolamento a gas (GIS) sono in funzione da più di 45 anni e hanno dimostrato un alto livello di affidabilità, con tassi di difetto molto bassi. Tuttavia, il riscontro pratico indica che alcuni dei guasti che si verificano durante il servizio sono legati a difetti del sistema di isolamento. Molti di questi difetti possono essere rilevati tramite diagnostica con scariche parziali (PD). Per la rilevazione PD, viene utilizzato il metodo UHF perché meno sensibile ai disturbi e quindi più facile da gestire in confronto al metodo convenzionale secondo IEC 60270. Un rapporto di Electra pubblicato nel 1999 dal CIGRE Task Force 15/33.03.05 descrive la procedura in due fasi per la verifica della sensibilità del sistema UHF in modo molto generale. Dopo 15 anni dalla sua applicazione, è diventata necessaria una descrizione più dettagliata, sia su misure necessarie al test di laboratorio (Passaggio 1) che sul test in loco (Passaggio 2).

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Theta-associated high-frequency oscillations (110–160 Hz) in the hippocampus and neocortex

TORT, A. B. L. ; SCHEFFER-TEIXEIRA, R ; Souza, B.C. ; DRAGUHN, A. ; BRANKACK, J. . Theta-associated high-frequency oscillations (110-160 Hz) in the hippocampus and neocortex. Progress in Neurobiology , v. 100, p. 1-14, 2013.

High frequency components of the AE signal as useful features for bond/fibre break discriminators

Abstract not available

Through Wafer 3D Vertical Micro-Coaxial Probe for High Frequency Material Characterization and Millimeter Wave Packaging Systems

This work presents the development of an in-plane vertical micro-coaxial probe using bulk micromachining technique for high frequency material characterization. The coaxial probe was fabricated in a silicon substrate by standard photolithography and a deep reactive ion etching (DRIE) technique. The through-hole structure in the form of a coaxial probe was etched and metalized with a diluted silver paste. A co-planar waveguide configuration was integrated with the design to characterize the probe. The electrical and RF characteristics of the coaxial probe were determined by simulating the probe design in Ansoft’s High Frequency Structure Simulator (HFSS). The reflection coefficient and transducer gain performance of the probe was measured up to 65 GHz using a vector network analyzer (VNA). The probe demonstrated excellent results over a wide frequency band, indicating its ability to integrate with millimeter wave packaging systems as well as characterize unknown materials at high frequencies. The probe was then placed in contact with 3 materials where their unknown permittivities were determined. To accomplish this, the coaxial probe was placed in contact with the material under test and electromagnetic waves were directed to the surface using the VNA, where its reflection coefficient was then determined over a wide frequency band from dc-to -65GHz. Next, the permittivity of each material was deduced from its measured reflection coefficients using a cross ratio invariance coding technique. The permittivity results obtained when measuring the reflection coefficient data were compared to simulated permittivity results and agreed well. These results validate the use of the micro-coaxial probe to characterize the permittivity of unknown materials at high frequencies up to 65GHz.

Prevalence and risk factors for mild and high-frequency bilateral sensorineural hearing loss at age 11 years old:a UK prospective cohort study

OBJECTIVE: This study aimed to assess prevalence and risk factors for mild/high-frequency bilateral sensorineural hearing loss within a UK population of children at age 11 years. DESIGN: Prospective birth cohort study. STUDY SAMPLE: Repeat hearing thresholds were measured in 5032 children, as part of the Avon Longitudinal Study of Parents and Children (ALSPAC) at age 7, 9, and 11 years. Pregnancy, birth, and early medical history were obtained prospectively through parental questionnaires and medical records. RESULTS: Twenty children had mild and seven had high-frequency bilateral sensorineural hearing loss, giving a combined prevalence of 0.5% (95% CI 0.4-0.8%). These children were more likely than the rest of the study sample to have been admitted to hospital at 6-18 months (OR 2.7, 95% CI 1.00-7.30). Parents of these children were more likely to have suspected a hearing problem when the children were 3 years old (OR 2.4, 95% CI 1.05-5.60). CONCLUSIONS: This is the first UK prospective cohort study to investigate the prevalence of mild and high-frequency hearing loss. This study, which has the advantage of a large sample size and repeat hearing measures over a four year period, reports lower prevalence values than US cross-sectional studies.

High Frequency Class DE Converter Using a Multilayer Coreless PCB Transformer

In modern power electronics equipment, it is desirable to design a low profile, high power density, and fast dynamic response converter. Increases in switching frequency reduce the size of the passive components such as transformers, inductors, and capacitors which results in compact size and less requirement for the energy storage. In addition, the fast dynamic response can be achieved by operating at high frequency. However, achieving high frequency operation while keeping the efficiency high, requires new advanced devices, higher performance magnetic components, and new circuit topology. These are required to absorb and utilize the parasitic components and also to mitigate the frequency dependent losses including switching loss, gating loss, and magnetic loss. Required performance improvements can be achieved through the use of Radio Frequency (RF) design techniques. To reduce switching losses, resonant converter topologies like resonant RF amplifiers (inverters) combined with a rectifier are the effective solution to maintain high efficiency at high switching frequencies through using the techniques such as device parasitic absorption, Zero Voltage Switching (ZVS), Zero Current Switching (ZCS), and a resonant gating. Gallium Nitride (GaN) device technologies are being broadly used in RF amplifiers due to their lower on- resistance and device capacitances compared with silicon (Si) devices. Therefore, this kind of semiconductor is well suited for high frequency power converters. The major problems involved with high frequency magnetics are skin and proximity effects, increased core and copper losses, unbalanced magnetic flux distribution generating localized hot spots, and reduced coupling coefficient. In order to eliminate the magnetic core losses which play a crucial role at higher operating frequencies, a coreless PCB transformer can be used. Compared to the conventional wire-wound transformer, a planar PCB transformer in which the windings are laid on the Printed Board Circuit (PCB) has a low profile structure, excellent thermal characteristics, and ease of manufacturing. Therefore, the work in this thesis demonstrates the design and analysis of an isolated low profile class DE resonant converter operating at 10 MHz switching frequency with a nominal output of 150 W. The power stage consists of a class DE inverter using GaN devices along with a sinusoidal gate drive circuit on the primary side and a class DE rectifier on the secondary side. For obtaining the stringent height converter, isolation is provided by a 10-layered coreless PCB transformer of 1:20 turn’s ratio. It is designed and optimized using 3D Finite Element Method (FEM) tools and radio frequency (RF) circuit design software. Simulation and experimental results are presented for a 10-layered coreless PCB transformer operating in 10 MHz.

“Step by step”: high frequency short-distance epizoochorous dispersal of aquatic macrophytes

Aquatic macrophytes can successfully colonise and re-colonise areas separated by space and time. The mechanisms underlying such “mobility” are not well understood, but it has often been hypothesised that epizoochory (external dispersal) plays an important role. Yet, there is only limited, and mostly anecdotal, evidence concerning successful epizoochorous dispersal of aquatic macrophytes, particularly in the case of short-distance dispersal. Here we examine in situ and ex situ dispersal of aquatic macrophytes, including three invasive alien species. A high frequency of Lemna minor Linnaeus dispersal was observed in situ, and this was linked to bird-mediated epizoochory. We concluded that wind had no effect on dispersal. Similarly, in an ex situ examination Lemna minuta Kunth and Azolla filiculoides Lamarck, were found to be dispersed with a high frequency by mallard ducks (Anas platyrhynchos). No dispersal was measured for Elodea nuttalli (Planchon) H. St. John. It is concluded that short-distance or “stepping-stone” dispersal via bird-mediated epizoochory can occur with high frequencies, and therefore can play an important role in facilitating colonisation, range expansion and biological invasion of macrophytes.