Preserving Piece-wise Linearity in Fuzzy Interpolation

Z. Huang and Q. Shen. Preserving Piece-wise Linearity in Fuzzy Interpolation. Proceedings of the 2005 UK Workshop on Computational Intelligence, pages 105-112.

Differential amplifier with improved gain-accuracy and linearity

A novel circuit design technique is presented which improves gain-accuracy and linearity in differential amplifiers. The technique employs negative impedance compensation and results demonstrate a significant performance improvement in precision, lowering sensitivity, and wide dynamic range. A theoretical underpinning is given together with the results of a demonstrator differential input/output amplifier with gain of 12 dB. The simulation results show that, with the novel method, both the gain-accuracy and linearity can be improved greatly. Especially, the linearity improvement in IMD can get to more than 23 dB with a required gain.

Dealing with non-linearity in shape modelling of articulated objects

We address the problem of non-linearity in 2D Shape modelling of a particular articulated object: the human body. This issue is partially resolved by applying a different Point Distribution Model (PDM) depending on the viewpoint. The remaining non-linearity is solved by using Gaussian Mixture Models (GMM). A dynamic-based clustering is proposed and carried out in the Pose Eigenspace. A fundamental question when clustering is to determine the optimal number of clusters. From our point of view, the main aspect to be evaluated is the mean gaussianity. This partitioning is then used to fit a GMM to each one of the view-based PDM, derived from a database of Silhouettes and Skeletons. Dynamic correspondences are then obtained between gaussian models of the 4 mixtures. Finally, we compare this approach with other two methods we previously developed to cope with non-linearity: Nearest Neighbor (NN) Classifier and Independent Component Analysis (ICA).

Compact high linearity switchable dual-mode microstrip bandpass filters

A compact highly linear microstrip dual-mode electronically switchable filter is presented. The key characteristics of the dual-mode switchable filter are investigated and described. A second order filter design procedure is outlined to facilitate the realisation of Butterworth and Chebyshev functions. The proposed filter was built and tested with NXP pin diode model BAP65-03. The measured and simulated results are in good agreement. The measured insertion loss in the ON state was 3.0 dB the isolation in the OFF state was 45 dB at the centre frequency. An evaluation of filter distortion is presented for digitally modulated 16 QAM and QPSK signals.

On SETAR non-linearity and forecasting

We compare linear autoregressive (AR) models and self-exciting threshold autoregressive (SETAR) models in terms of their point forecast performance, and their ability to characterize the uncertainty surrounding those forecasts, i.e. interval or density forecasts. A two-regime SETAR process is used as the data-generating process in an extensive set of Monte Carlo simulations, and we consider the discriminatory power of recently developed methods of forecast evaluation for different degrees of non-linearity. We find that the interval and density evaluation methods are unlikely to show the linear model to be deficient on samples of the size typical for macroeconomic data

Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting

This paper proposes and implements a new methodology for forecasting time series, based on bicorrelations and cross-bicorrelations. It is shown that the forecasting technique arises as a natural extension of, and as a complement to, existing univariate and multivariate non-linearity tests. The formulations are essentially modified autoregressive or vector autoregressive models respectively, which can be estimated using ordinary least squares. The techniques are applied to a set of high-frequency exchange rate returns, and their out-of-sample forecasting performance is compared to that of other time series models

Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.