Linear predicted hexagonal search algorithm with moments

A novel Linear Hashtable Method Predicted Hexagonal Search (LHMPHS) method for block based motion compensation is proposed. Fast block matching algorithms use the origin as the initial search center, which often does not track motion very well. To improve the accuracy of the fast BMA's, we employ a predicted starting search point, which reflects the motion trend of the current block. The predicted search centre is found closer to the global minimum. Thus the center-biased BMA's can be used to find the motion vector more efficiently. The performance of the algorithm is evaluated by using standard video sequences, considers the three important metrics: The results show that the proposed algorithm enhances the accuracy of current hexagonal algorithms and is better than Full Search, Logarithmic Search etc.

Theoretical investigation of infrared spectra and pocket dynamics of photodissociated carbonmonoxy myoglobin

Molecular dynamics simulations of the photodissociated state of carbonmonoxy myoglobin (MbCO) are presented using a fluctuating charge model for CO. A new three-point charge model is fitted to high-level ab initio calculations of the dipole and quadrupole moment functions taken from the literature. The infrared spectrum of the CO molecule in the heme pocket is calculated using the dipole moment time autocorrelation function and shows good agreement with experiment. In particular, the new model reproduces the experimentally observed splitting of the CO absorption spectrum. The splitting of 3–7 cm−1 (compared to the experimental value of 10 cm−1) can be directly attributed to the two possible orientations of CO within the docking site at the edge of the distal heme pocket (the B states), as previously suggested on the basis of experimental femtosecond time-resolved infrared studies. Further information on the time evolution of the position and orientation of the CO molecule is obtained and analyzed. The calculated difference in the free energy between the two possible orientations (Fe···CO and Fe···OC) is 0.3 kcal mol−1 and agrees well with the experimentally estimated value of 0.29 kcal mol−1. A comparison of the new fluctuating charge model with an established fixed charge model reveals some differences that may be critical for the correct prediction of the infrared spectrum and energy barriers. The photodissociation of CO from the myoglobin mutant L29F using the new model shows rapid escape of CO from the distal heme pocket, in good agreement with recent experimental data. The effect of the protein environment on the multipole moments of the CO ligand is investigated and taken into account in a refined model. Molecular dynamics simulations with this refined model are in agreement with the calculations based on the gas-phase model. However, it is demonstrated that even small changes in the electrostatics of CO alter the details of the dynamics.

On the use of geometric moments to examine the continuum of sudden stratospheric warmings

The polar winter stratospheric vortex is a coherent structure that undergoes different types of deformation that can be revealed by the geometric invariant moments. Three moments are used—the aspect ratio, the centroid latitude, and the area of the vortex based on stratospheric data from the 40-yr ECMWF Re-Analysis (ERA-40) project—to study sudden stratospheric warmings. Hierarchical clustering combined with data image visualization techniques is used as well. Using the gap statistic, three optimal clusters are obtained based on the three geometric moments considered here. The 850-K potential vorticity field, as well as the vertical profiles of polar temperature and zonal wind, provides evidence that the clusters represent, respectively, the undisturbed (U), displaced (D), and split (S) states of the polar vortex. This systematic method for identifying and characterizing the state of the polar vortex using objective methods is useful as a tool for analyzing observations and as a test for climate models to simulate the observations. The method correctly identifies all previously identified major warmings and also identifies significant minor warmings where the atmosphere is substantially disturbed but does not quite meet the criteria to qualify as a major stratospheric warming.

Optimal hedging with higher moments

This study proposes a utility-based framework for the determination of optimal hedge ratios (OHRs) that can allow for the impact of higher moments on hedging decisions. We examine the entire hyperbolic absolute risk aversion family of utilities which include quadratic, logarithmic, power, and exponential utility functions. We find that for both moderate and large spot (commodity) exposures, the performance of out-of-sample hedges constructed allowing for nonzero higher moments is better than the performance of the simpler OLS hedge ratio. The picture is, however, not uniform throughout our seven spot commodities as there is one instance (cotton) for which the modeling of higher moments decreases welfare out-of-sample relative to the simpler OLS. We support our empirical findings by a theoretical analysis of optimal hedging decisions and we uncover a novel link between OHRs and the minimax hedge ratio, that is the ratio which minimizes the largest loss of the hedged position. © 2011 Wiley Periodicals, Inc. Jrl Fut Mark

Determination of the density of the multiple access interference of a CDMA system from its moments

A standard CDMA system is considered and an extension of Pearson's results is used to determine the density function of the interference. The method is shown to work well in some cases, but not so in others. However this approach can be useful in further determining the probability of error of the system with minimal computational requirements.

Forecasting VaR using analytic higher moments for GARCH processes

It is widely accepted that some of the most accurate Value-at-Risk (VaR) estimates are based on an appropriately specified GARCH process. But when the forecast horizon is greater than the frequency of the GARCH model, such predictions have typically required time-consuming simulations of the aggregated returns distributions. This paper shows that fast, quasi-analytic GARCH VaR calculations can be based on new formulae for the first four moments of aggregated GARCH returns. Our extensive empirical study compares the Cornish–Fisher expansion with the Johnson SU distribution for fitting distributions to analytic moments of normal and Student t, symmetric and asymmetric (GJR) GARCH processes to returns data on different financial assets, for the purpose of deriving accurate GARCH VaR forecasts over multiple horizons and significance levels.

Dipole polarizability and Rayleigh light scattering by the hydrated electron

Assuming the existence of a confined state of the electron in bulk water the polarizability of the hydrated electron is analyzed. Statistically uncorrelated supermolecular structures composed of seven water molecules (first solvation shell) with an extra electron were extracted from classical Monte Carlo simulation and used in quantum mechanical second-order Moller-Plesset calculations. It is found that the bound excess electron contributes with 274 a.u. to the total dipole polarizability of 345 a.u. for (H(2)O)(7)(-). From the calculated polarizabilities the Rayleigh elastic light scattering properties are inferred and found to considerably enhance activity and light depolarization. (C) 2009 Elsevier B.V. All rights reserved.

X-ray and gamma irradiation effects on dipole defects in CaF2 : La, Yb, Al

Impurity-interstitial dipoles in calcium fluoride solutions with Al3+, Yb3+ and La3+ fluorides were studied using the thermally stimulated depolarization current (TSDC) technique. The dipolar complexes are formed by substitutional trivalent ions in Ca2+ sites and interstitial fluorine in nearest neighbor sites. The relaxations observed at 150 K are assigned to dipoles nnR(S)(3+)- F-i(-) (R-S = La or Yb). The purpose of this work is to study the processes of energy storage in the fluorides following X-ray and gamma irradiation. Computer modelling techniques are used to obtain the formation energy of dipole defects. (C) 2007 Elsevier Ltd. All rights reserved.