Development of a high-frequency surface-wave radar cross section model for icebergs

In this thesis, the first-order radar cross section (RCS) of an iceberg is derived and simulated. This analysis takes place in the context of a monostatic high frequency surface wave radar with a vertical dipole source that is driven by a pulsed waveform. The starting point of this work is a general electric field equation derived previ- ously for an arbitrarily shaped iceberg region surrounded by an ocean surface. The condition of monostatic backscatter is applied to this general field equation and the resulting expression is inverse Fourier transformed. In the time domain the excitation current of the transmit antenna is specified to be a pulsed sinusoid signal. The result- ing electric field equation is simplified and its physical significance is assessed. The field equation is then further simplified by restricting the iceberg's size to fit within a single radar patch width. The power received by the radar is calculated using this electric field equation. Comparing the received power with the radar range equation gives a general expression for the iceberg RCS. The iceberg RCS equation is found to depend on several parameters including the geometry of the iceberg, the radar frequency, and the electrical parameters of both the iceberg and the ocean surface. The RCS is rewritten in a form suitable for simulations and simulations are carried out for rectangularly shaped icebergs. Simulation results are discussed and are found to be consistent with existing research.

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.

Time-resolved fluorescence observation of di-tyrosine formation in horseradish peroxidase upon ultrasound treatment leading to enzyme inactivation

The application of ultrasound to a solution can induce cavitional phenomena and generate high localised temperatures and pressures. These are dependent of the frequency used and have enabled ultrasound application in areas such as synthetic, green and food chemistry. High frequency (100 kHz to 1 MHz) in particular is promising in food chemistry as a means to inactivate enzymes, replacing the need to use periods of high temperature. A plant enzyme, horseradish peroxidase, was studied using time-resolved fluorescence techniques as a means to assess the effect of high frequency (378 kHz and 583 kHz) ultrasound treatment at equivalent acoustic powers. This uncovered the fluorescence emission from a newly formed species, attributed to the formation of di-tyrosine within the horseradish peroxidase structure caused by auto-oxidation, and linked to enzyme inactivation.

Ultrasound-assisted electrochemical treatment of wastewaters containing organic pollutants by using novel Ti/Ta2O5-SnO2 electrodes

Advanced oxidation processes (AOPs) are modern methods using reactive hydroxyl radicals for the mineralization of organic pollutants into simple inorganic compounds, such as CO2 and H2O. Among AOPs electrochemical oxidation (EO) is a method suitable for coloured and turbid wastewaters. The degradation of pollutants occurs on electrocatalytic electrodes. The majority of electrodes contain in their structure either expensive materials (diamond and Pt-group metals) or are toxic for the environment compounds (Sb or Pb). One of the main disadvantages of electrochemical method is the polarization and contamination of electrodes due to the deposition of reaction products on their surface, which results in diminishing of the process efficiency. Ultrasound combined with the electrochemical degradation process eliminates electrode contamination because of the continuous mechanical cleaning effect produced by the formation and collapse of acoustic cavitation bubbles near to the electrode surface. Moreover, high frequency ultrasound generates hydroxyl radicals at water sonolysis. Ultrasound-assisted EO is a non-selective method for oxidation of different organic compounds with high degradation efficiencies. The aim of this research was to develop novel sustainable and cost-effective electrodes working as electrocatalysts and test their activity in electrocatalytic oxidation of organic compounds such as dyes and organic acids. Moreover, the goal of the research was to enhance the efficiency of electrocatalytic degradation processes by assisting it with ultrasound in order to eliminate the main drawbacks of a single electrochemical oxidation such as electrodes polarization and passivation. Novel Ti/Ta2O5-SnO2 electrodes were developed and found to be electrocatalytically active towards water (with 5% Ta content, 10 oxide film layers) and organic compounds oxidation (with 7.5% Ta content, 8 oxide film layers) and therefore these electrodes can be applicable in both environmental and energy fields. The synergetic effect of combined electrolysis and sonication was shown while conducting sonoelectrochemical (EO/US) degradation of methylene blue (MB) and formic acid (FA). Complete degradation of MB and FA was achieved after 45 and 120 min of EO/US process respectively in neutral media. Mineralization efficiency of FA over 95% was obtained after 2 h of degradation using high frequency ultrasound (381, 863, 1176 kHz) combined with 9.1 mA/cm2 current density. EO/US degradation of MB provided over 75% mineralization in 8 h. High degradation kinetic rates and mineralization efficiencies of model pollutants obtained in EO/US experiments provide the preconditions for further extrapolation of this treatment method to pilot scale studies with industrial wastewaters.

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.

Components and circuits for tunneling diode based high frequency sources

Terahertz (THz) technology has been generating a lot of interest because of the potential applications for systems working in this frequency range. However, to fully achieve this potential, effective and efficient ways of generating controlled signals in the terahertz range are required. Devices that exhibit negative differential resistance (NDR) in a region of their current-voltage (I-V ) characteristics have been used in circuits for the generation of radio frequency signals. Of all of these NDR devices, resonant tunneling diode (RTD) oscillators, with their ability to oscillate in the THz range are considered as one of the most promising solid-state sources for terahertz signal generation at room temperature. There are however limitations and challenges with these devices, from inherent low output power usually in the range of micro-watts (uW) for RTD oscillators when milli-watts (mW) are desired. At device level, parasitic oscillations caused by the biasing line inductance when the device is biased in the NDR region prevent accurate device characterisation, which in turn prevents device modelling for computer simulations. This thesis describes work on I-V characterisation of tunnel diode (TD) and RTD (fabricated by Dr. Jue Wang) devices, and the radio frequency (RF) characterisation and small signal modelling of RTDs. The thesis also describes the design and measurement of hybrid TD oscillators for higher output power and the design and measurement of a planar Yagi antenna (fabricated by Khalid Alharbi) for THz applications. To enable oscillation free current-voltage characterisation of tunnel diodes, a commonly employed method is the use of a suitable resistor connected across the device to make the total differential resistance in the NDR region positive. However, this approach is not without problems as the value of the resistor has to satisfy certain conditions or else bias oscillations would still be present in the NDR region of the measured I-V characteristics. This method is difficult to use for RTDs which are fabricated on wafer due to the discrepancies in designed and actual resistance values of fabricated resistors using thin film technology. In this work, using pulsed DC rather than static DC measurements during device characterisation were shown to give accurate characteristics in the NDR region without the need for a stabilisation resistor. This approach allows for direct oscillation free characterisation for devices. Experimental results show that the I-V characterisation of tunnel diodes and RTD devices free of bias oscillations in the NDR region can be made. In this work, a new power-combining topology to address the limitations of low output power of TD and RTD oscillators is presented. The design employs the use of two oscillators biased separately, but with the combined output power from both collected at a single load. Compared to previous approaches, this method keeps the frequency of oscillation of the combined oscillators the same as for one of the oscillators. Experimental results with a hybrid circuit using two tunnel diode oscillators compared with a single oscillator design with similar values shows that the coupled oscillators produce double the output RF power of the single oscillator. This topology can be scaled for higher (up to terahertz) frequencies in the future by using RTD oscillators. Finally, a broadband Yagi antenna suitable for wireless communication at terahertz frequencies is presented in this thesis. The return loss of the antenna showed that the bandwidth is larger than the measured range (140-220 GHz). A new method was used to characterise the radiation pattern of the antenna in the E-plane. This was carried out on-wafer and the measured radiation pattern showed good agreement with the simulated pattern. In summary, this work makes important contributions to the accurate characterisation and modelling of TDs and RTDs, circuit-based techniques for power combining of high frequency TD or RTD oscillators, and to antennas suitable for on chip integration with high frequency oscillators.

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

Abstract not available