The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

Spectral design of temperature-invariant narrow bandpass filters for the mid-infrared

The ability of narrow bandpass filters to discriminate wavelengths between closely-separated gas absorption lines is crucial in many areas of infrared spectroscopy. As improvements to the sensitivity of infrared detectors enables operation in uncontrolled high-temperature environments, this imposes demands on the explicit bandpass design to provide temperature-invariant behavior. The unique negative temperature coefficient (dn/dT<0) of Lead-based (Pb) salts, in combination with dielectric materials enable bandpass filters with exclusive immunity to shifts in wavelength with temperature. This paper presents the results of an investigation into the interdependence between multilayer bandpass design and optical materials together with a review on invariance at elevated temperatures.

An approximate dynamic programming approach for improving accuracy of lossy data compression by Bloom filters

Bloom filters are a data structure for storing data in a compressed form. They offer excellent space and time efficiency at the cost of some loss of accuracy (so-called lossy compression). This work presents a yes-no Bloom filter, which as a data structure consisting of two parts: the yes-filter which is a standard Bloom filter and the no-filter which is another Bloom filter whose purpose is to represent those objects that were recognised incorrectly by the yes-filter (that is, to recognise the false positives of the yes-filter). By querying the no-filter after an object has been recognised by the yes-filter, we get a chance of rejecting it, which improves the accuracy of data recognition in comparison with the standard Bloom filter of the same total length. A further increase in accuracy is possible if one chooses objects to include in the no-filter so that the no-filter recognises as many as possible false positives but no true positives, thus producing the most accurate yes-no Bloom filter among all yes-no Bloom filters. This paper studies how optimization techniques can be used to maximize the number of false positives recognised by the no-filter, with the constraint being that it should recognise no true positives. To achieve this aim, an Integer Linear Program (ILP) is proposed for the optimal selection of false positives. In practice the problem size is normally large leading to intractable optimal solution. Considering the similarity of the ILP with the Multidimensional Knapsack Problem, an Approximate Dynamic Programming (ADP) model is developed making use of a reduced ILP for the value function approximation. Numerical results show the ADP model works best comparing with a number of heuristics as well as the CPLEX built-in solver (B&B), and this is what can be recommended for use in yes-no Bloom filters. In a wider context of the study of lossy compression algorithms, our researchis an example showing how the arsenal of optimization methods can be applied to improving the accuracy of compressed data.

Untangling associations between chironomid taxa in Neotropical streams using local and landscape filters

1. Analyses of species association have major implications for selecting indicators for freshwater biomonitoring and conservation, because they allow for the elimination of redundant information and focus on taxa that can be easily handled and identified. These analyses are particularly relevant in the debate about using speciose groups (such as the Chironomidae) as indicators in the tropics, because they require difficult and time-consuming analysis, and their responses to environmental gradients, including anthropogenic stressors, are poorly known. 2. Our objective was to show whether chironomid assemblages in Neotropical streams include clear associations of taxa and, if so, how well these associations could be explained by a set of models containing information from different spatial scales. For this, we formulated a priori models that allowed for the influence of local, landscape and spatial factors on chironomid taxon associations (CTA). These models represented biological hypotheses capable of explaining associations between chironomid taxa. For instance, CTA could be best explained by local variables (e.g. pH, conductivity and water temperature) or by processes acting at wider landscape scales (e.g. percentage of forest cover). 3. Biological data were taken from 61 streams in Southeastern Brazil, 47 of which were in well-preserved regions, and 14 of which drained areas severely affected by anthropogenic activities. We adopted a model selection procedure using Akaike`s information criterion to determine the most parsimonious models for explaining CTA. 4. Applying Kendall`s coefficient of concordance, seven genera (Tanytarsus/Caladomyia, Ablabesmyia, Parametriocnemus, Pentaneura, Nanocladius, Polypedilum and Rheotanytarsus) were identified as associated taxa. The best-supported model explained 42.6% of the total variance in the abundance of associated taxa. This model combined local and landscape environmental filters and spatial variables (which were derived from eigenfunction analysis). However, the model with local filters and spatial variables also had a good chance of being selected as the best model. 5. Standardised partial regression coefficients of local and landscape filters, including spatial variables, derived from model averaging allowed an estimation of which variables were best correlated with the abundance of associated taxa. In general, the abundance of the associated genera tended to be lower in streams characterised by a high percentage of forest cover (landscape scale), lower proportion of muddy substrata and high values of pH and conductivity (local scale). 6. Overall, our main result adds to the increasing number of studies that have indicated the importance of local and landscape variables, as well as the spatial relationships among sampling sites, for explaining aquatic insect community patterns in streams. Furthermore, our findings open new possibilities for the elimination of redundant data in the assessment of anthropogenic impacts on tropical streams.

sigma- and pi-defects at graphene nanoribbon edges: Building spin filters

The presence of certain kinds of defects at the edges of monohydrogenated zigzag graphene nanoribbons changes dramatically the charge transport properties inducing a spin-polarized conductance. Using an approach based on density functional theory and nonequilibrium Green`s function formalism to calculate the transmittance, we classify the defects in different classes depending on their distinct transport properties: (i) sigma-defects, which do not affect the transmittance close to the Fermi energy (E(F)); and (ii) pi-defects, which cause a spin polarization of the transmittance and that can be further divided into either electron or hole defects if the spin transport polarization results in larger transmittance for the up or down spin channel, respectively.

Ink-Jet Printing of Color Optical Filters for LCD Applications

At the age of multi-media, portable electronic devices such as mobile phones, personal digital assistant and handheld gaming systems have increased the demand for high performance displays with low cost production. Inkjet printing color optical filters (COF) for LCD applications seem to be an interesting alternative to decrease the production costs. The advantage of inkjet printing technology is to be fast, accurate, easy to run and cheaper than other technologies. In this master thesis work, we used various disciplines such as optical microscopy, rheology, inkjet printing, profilometering and colorimetry. The specific aim of the thesis was to investigate the feasibility of using company-A pigment formulation in inkjet production of COF for active matrix LCD applications. Ideal viscosity parameters were determined from 10 to 20mPa·s for easy inkjet printing at room temperature. The red pigments used are fully dispersed into the solvent and present an excellent homogenous repartition after printing. Thickness investigations revealed that the printed COF were equal or slightly thicker than typically manufactured ones. The colorimetry investigations demonstrated color coordinates very close to the NTSC red standard. LED backlighting seems to be a valuable solution to combine with the printed COF regarding to the spectrum and color analysis. The results on this thesis will increase the understanding of inkjet printing company-A pigments to produce COF for LCD applications.

Determination of Thermal and Blue Light Photochemical Hazard Protection needed by Automatic Welding filters

Recent developments in biological research, has shown that the initial maximum permissible exposure (MPE) limits for protection of workers from risks associated with artificial optical radiations were more stringent than needed. Using the most recent MPE limits for artificial optical radiation this piece of work was focused on the investigation of the level of visible light attenuation needed by automatic welding filters in case of switching failure. Results from the comparison of different exposure standards were employed in investigating the need of Vis/IR and blue light transmittance requirement for automatic welding filters. Real and arbitrary spectra were taken into consideration for the worst and best case scenarios of artificial optical radiations. An excel worksheet developed during the execution of this project took into consideration the exposure from different light sources and the precision of the spectrometer used in measuring the transmittances of a welding filter. The worksheet was developed and tested with known product properties to investigate the validity of its formulation. The conclusion drawn from this project was that attenuation in the light state will be needed for products with the darkest state shade 11 or higher. Also shown is that current welding filter protects the eye well enough even in the case of switching failure.

On fuzzy ideals and fuzzy filters of fuzzy lattices

In the literature there are several proposals of fuzzi cation of lattices and ideals concepts. Chon in (Korean J. Math 17 (2009), No. 4, 361-374), using the notion of fuzzy order relation de ned by Zadeh, introduced a new notion of fuzzy lattice and studied the level sets of fuzzy lattices, but did not de ne a notion of fuzzy ideals for this type of fuzzy lattice. In this thesis, using the fuzzy lattices de ned by Chon, we de ne fuzzy homomorphism between fuzzy lattices, the operations of product, collapsed sum, lifting, opposite, interval and intuitionistic on bounded fuzzy lattices. They are conceived as extensions of their analogous operations on the classical theory by using this de nition of fuzzy lattices and introduce new results from these operators. In addition, we de ne ideals and lters of fuzzy lattices and concepts in the same way as in their characterization in terms of level and support sets. One of the results found here is the connection among ideals, supports and level sets. The reader will also nd the de nition of some kinds of ideals and lters as well as some results with respect to the intersection among their families. Moreover, we introduce a new notion of fuzzy ideals and fuzzy lters for fuzzy lattices de ned by Chon. We de ne types of fuzzy ideals and fuzzy lters that generalize usual types of ideals and lters of lattices, such as principal ideals, proper ideals, prime ideals and maximal ideals. The main idea is verifying that analogous properties in the classical theory on lattices are maintained in this new theory of fuzzy ideals. We also de ne, a fuzzy homomorphism h from fuzzy lattices L and M and prove some results involving fuzzy homomorphism and fuzzy ideals as if h is a fuzzy monomorphism and the fuzzy image of a fuzzy set ~h(I) is a fuzzy ideal, then I is a fuzzy ideal. Similarly, we prove for proper, prime and maximal fuzzy ideals. Finally, we prove that h is a fuzzy homomorphism from fuzzy lattices L into M if the inverse image of all principal fuzzy ideals of M is a fuzzy ideal of L. Lastly, we introduce the notion of -ideals and - lters of fuzzy lattices and characterize it by using its support and its level set. Moreover, we prove some similar properties in the classical theory of - ideals and - lters, such as, the class of -ideals and - lters are closed under intersection. We also de ne fuzzy -ideals of fuzzy lattices, some properties analogous to the classical theory are also proved and characterize a fuzzy -ideal on operation of product between bounded fuzzy lattices L and M and prove some results.

A tunable triode-MOSFET transconductor and its application to g(m)-C filters

A linear, tunable CMOS transconductance stage is introduced. Drain voltage of the input transistor operating in triode region is settled by a regulation loop and a first-order linear relationship between g(m) and a de bias voltage is achieved. In addition to easy tuning, this technique offers circuit simplicity, wide dynamic range, high input and output impedances and low consumption. The transconductor is presented on both single-ended and fully-differential versions. A 3rd-order elliptical low-pass g(m)-C filter with a nominal roll-off frequency of 2MHz is used as one example for the many applications of the proposed transconductor. SPICE data describe circuits performances and filter tunabilily Passband is tuned at a rate of 2.36KHz/mV and good linearity is indicated by a 0.89% THD for an 800mV(p-p) balanced-driven input.

Measurements of ambient ozone using indigo blue-coated filters

Ozone monitoring techniques utilize expensive instruments that are often large and heavy. These instruments are not easy to handle in the field, and their size also limits some sampling schemes, principally for indoor ozone determination. We have developed a lightweight, inexpensive, and sensitive method that offers flexibility to undertake measurements of ambient ozone in many environments, both indoor and outdoor. The method is based on the reaction of ozone with indigo blue dye. The indigo molecule contains 1 carbon double bond (C = C) that reacts with ozone and results in nearly colorless reaction products. During sample collection, 2 cellulose filters coated with 40 mu L of 1.0 x 10(-3) M indigo blue were used. The determinations were done spectrophotometrically at 250 and 600 nm. The analytical parameters studied were sampling time and flow rate. Analytical curves were constructed with concentrations ranging from 37 to 123 parts per billion by volume (ppbv) of standard ozone, at 0.4 L/min and 15 min sampling time. The detection limits achieved were 6 and 9 ppbv, respectively, at 250 and 600 nm. Considering interferences, measurements made at 250 nm gave more reliable and specific values for ozone.

Efficiency of geotextile filters in dewatering wastes (sludge) from water treatment works

This paper evaluates the efficiency of geotextile filters for sludge from a compact water treatment plant (WTP). The key aspects required in the methodology of selection and designing geotextile filters for sludge from dewatering was investigated based on laboratory tests results. The analyses were supported by the measured filtrated volume of water and turbidity resulting from variable head permeability tests carried out in two geotextiles and using the conventional granular filter (sand and gravel). The results of the present study showed that more than 75% of the dewatering sludge can be filtrated with low turbidity, which permits that this water can return to the treatment plan in order to be reuse in another cycle. The reduced volume of sludge retained by the geotextile that is transferred to the drying pound increases its efficiency by reducing the drying time. The low volume of the dry waste can be removed and the geotextile can be easily cleaned or replaced when needed. These procedures significantly reduce the volume of water needed in dewatering and also avoids waste discharges in the environment.

On designing linear tunable high-Q OTA-C filters with low sensitivity

This paper discusses a design approach for a high-Q low-sensitivity OTA-C biquad bandpass section. An optimal relationship is established between transconductances defining the differencebeta - gamma in the Q-factor denominator, setting the Q-sensitivity to tuning voltages around unity. A 30-MHz filter was designed based on a 0.35 mum CMOS process and V-DD=3.3 V. A range of circuit simulation supports the theoretical analysis. Q-factor spans from 20.5 to 60, while ensuring filter stability along the tuning range. Although a triode-operating OTA is used, the procedure can be extended to other types of transconductor.

A linearly tunable low-voltage CMOS transconductor with improved common-mode stability and its application to (gm)-C filters

A linearly tunable low-voltage CMOS transconductor featuring a new adaptative-bias mechanism that considerably improves the stability of the processed-signal common,mode voltage over the tuning range, critical for very-low voltage applications, is introduced. It embeds a feedback loop that holds input devices on triode region while boosting the output resistance. Analysis of the integrator frequency response gives an insight into the location of secondary poles and zeros as function of design parameters. A third-order low-pass Cauer filter employing the proposed transconductor was designed and integrated on a 0.8-mum n-well CMOS standard process. For a 1.8-V supply, filter characterization revealed f(p) = 0.93 MHz, f(s) = 1.82 MHz, A(min) = 44.08, dB, and A(max) = 0.64 dB at nominal tuning. Mined by a de voltage V-TUNE, the filter bandwidth was linearly adjusted at a rate of 11.48 kHz/mV over nearly one frequency decade. A maximum 13-mV deviation on the common-mode voltage at the filter output was measured over the interval 25 mV less than or equal to V-TUNE less than or equal to 200 mV. For V-out = 300 mV(pp) and V-TUNE = 100 mV, THD was -55.4 dB. Noise spectral density was 0.84 muV/Hz(1/2) @1 kHz and S/N = 41 dB @ V-out = 300 mV(pp) and 1-MHz bandwidth. Idle power consumption was 1.73 mW @V-TUNE = 100 mV. A tradeoff between dynamic range, bandwidth, power consumption, and chip area has then been achieved.