Solid phase velocity measurements utilising electrostatic sensors and cross correlation signal processing

Gas-solids two phase systems are widely employed within process plant in the form of pneumatic conveyors, dust extraction systems and solid fuel injection systems. The measurement of solids phase velocity therefore has wide potential application in flow monitoring and, in conjunction with density measurement instrumentation, solids mass flow rate measurement. Historically, a number of authors have detailed possible measurement techniques, and some have published limited test results. It is, however, apparent that none of these technologies have found wide application in industry. Solids phase velocity measurements were undertaken using real time cross correlation of signals from two electrostatic sensors spaced axially along a pipeline conveying pulverised coal (PF). Details of the measurement equipment, the pilot scale test rig and the test results are presented.

Statistical Monitoring of Dynamic Multivariate Processes: Part I: Modeling Auto- and Cross-Correlation

The work in this paper is of particular significance since it considers the problem of modelling cross- and auto-correlation in statistical process monitoring. The presence of both types of correlation can lead to fault insensitivity or false alarms, although in published literature to date, only autocorrelation has been broadly considered. The proposed method, which uses a Kalman innovation model, effectively removes both correlations. The paper (and Part 2 [2]) has emerged from work supported by EPSRC grant GR/S84354/01 and is of direct relevance to problems in several application areas including chemical, electrical, and mechanical process monitoring.

A low complexity cross-correlation interference mitigation technique for GNSS

The finite length Gold codes used in satellite navigation systems limit their dynamic range, resulting in the introduction of unwanted peaks that can mask out signals of interest. In this paper, a novel cross-correlation interference mitigation technique dealing with this issue is introduced. A brief overview of the multiple access interference problem inherent in satellite navigation systems using the code division multiple access technique is followed by the details of the proposed method. Simulation case studies and analyses of the results detailing weak signal scenarios, carried out entirely using the Global Navigation System Scope, are presented. A comparison of the results is given in the conclusions section along with remarks on the performance of the proposed method and future work to be carried out.

Citizens vs. banks: institutional drivers of financial market litigiousness in Brazil

This article analyzes the institutional drivers of Brazil’s alarmingly high levels of litigation between clients and financial institutions. Most of the policy oriented literature that explores that phenomenon discusses the impacts of a perceived debtor-friendly bias of Brazilian courts on generating feedback loops of litigation that further increases interest rates and creates adverse selection within the pool of potential debtors. This literature therefore addresses the way courts behave once disputes reach their doorstep; conversely, we take a step back to understand the underlying reasons for why such a large number of disputes end up in courts in the first place. We accordingly attribute endemic litigation in Brazilian financial markets to a framework of political, economic and legal institutions and circumstances, which this article aims to unbound and explain.

Asymmetric preferences in investment decisions in the Brazilian financial market

The main objective of this article is to test the hypothesis that utility preferences that incorporate asymmetric reactions between gains and losses generate better results than the classic Von Neumann-Morgenstern utility functions in the Brazilian market. The asymmetric behavior can be computed through the introduction of a disappointment (or loss) aversion coefficient in the classical expected utility function, which increases the impact of losses against gains. The results generated by both traditional and loss aversion utility functions are compared with real data from the Brazilian market regarding stock market participation in the investment portfolio of pension funds and individual investors.

The emerging economies in the global financial market: some concluding remarks

Includes bibliography

Financial market reaction to central bank monetary policy communications under an inflation- targeting regime: the case of Brazil

Includes bibliography

Monitoring Ice Velocity Field in Victoria Land (Antarctica) Using Cross-Correlation Techniques on Satellite Images

Total internal reflection fluorescence cross-correlation spectroscopy: theory and application for studying boundary slip phenomenon

I present a new experimental method called Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy (TIR-FCCS). It is a method that can probe hydrodynamic flows near solid surfaces, on length scales of tens of nanometres. Fluorescent tracers flowing with the liquid are excited by evanescent light, produced by epi-illumination through the periphery of a high NA oil-immersion objective. Due to the fast decay of the evanescent wave, fluorescence only occurs for tracers in the ~100 nm proximity of the surface, thus resulting in very high normal resolution. The time-resolved fluorescence intensity signals from two laterally shifted (in flow direction) observation volumes, created by two confocal pinholes are independently measured and recorded. The cross-correlation of these signals provides important information for the tracers’ motion and thus their flow velocity. Due to the high sensitivity of the method, fluorescent species with different size, down to single dye molecules can be used as tracers. The aim of my work was to build an experimental setup for TIR-FCCS and use it to experimentally measure the shear rate and slip length of water flowing on hydrophilic and hydrophobic surfaces. However, in order to extract these parameters from the measured correlation curves a quantitative data analysis is needed. This is not straightforward task due to the complexity of the problem, which makes the derivation of analytical expressions for the correlation functions needed to fit the experimental data, impossible. Therefore in order to process and interpret the experimental results I also describe a new numerical method of data analysis of the acquired auto- and cross-correlation curves – Brownian Dynamics techniques are used to produce simulated auto- and cross-correlation functions and to fit the corresponding experimental data. I show how to combine detailed and fairly realistic theoretical modelling of the phenomena with accurate measurements of the correlation functions, in order to establish a fully quantitative method to retrieve the flow properties from the experiments. An importance-sampling Monte Carlo procedure is employed in order to fit the experiments. This provides the optimum parameter values together with their statistical error bars. The approach is well suited for both modern desktop PC machines and massively parallel computers. The latter allows making the data analysis within short computing times. I applied this method to study flow of aqueous electrolyte solution near smooth hydrophilic and hydrophobic surfaces. Generally on hydrophilic surface slip is not expected, while on hydrophobic surface some slippage may exists. Our results show that on both hydrophilic and moderately hydrophobic (contact angle ~85°) surfaces the slip length is ~10-15nm or lower, and within the limitations of the experiments and the model, indistinguishable from zero.

Evolution of genuine cross-correlation strength of focal onset seizures

To quantify the evolution of genuine zero-lag cross-correlations of focal onset seizures, we apply a recently introduced multivariate measure to broad band and to narrow-band EEG data. For frequency components below 12.5 Hz, the strength of genuine cross-correlations decreases significantly during the seizure and the immediate postseizure period, while higher frequency bands show a tendency of elevated cross-correlations during the same period. We conclude that in terms of genuine zero-lag cross-correlations, the electrical brain activity as assessed by scalp electrodes shows a significant spatial fragmentation, which might promote seizure offset.