480 resultados para SKEWNESS


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Tropospheric scintillation can become a significant impairment in satellite communication systems, especially in those with low fade-margin. Moreover, fast amplitude fluctuations due to scintillation are even larger when rain is present on the propagation path. Few studies of scintillation during rain have been reported and the statistical characterization is still not totally clear. This paper presents experimental results on the relationship between scintillation and rain attenuation obtained from slant-path attenuation measurements at 50 GHz. The study is focused on the probability density function (PDF) of various scintillation parameters. It is shown that scintillation intensity, measured as the standard deviation of the amplitude fluctuations, increases with rain attenuation; in the range 1-10 dB this relationship can be expressed by power-law or linear equations. The PDFs of scintillation intensity conditioned to a given rain attenuation level are lognormal, while the overall long-term PDF is well fltted by a generalized extreme valué (GEV) distribution. The short-term PDFs of amplitude conditioned to a given intensity are normal, although skewness effects are observed for the strongest intensities. A procedure is given to derive numerically the overall PDF of scintillation amplitude using a combination of conditional PDFs and local statistics of rain attenuation.

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El presente proyecto tiene el objetivo de facilitar la composición de canciones mediante la creación de las distintas pistas MIDI que la forman. Se implementan dos controladores. El primero, con objeto de transcribir la parte melódica, convierte la voz cantada o tarareada a eventos MIDI. Para ello, y tras el estudio de las distintas técnicas del cálculo del tono (pitch), se implementará una técnica con ciertas variaciones basada en la autocorrelación. También se profundiza en el segmentado de eventos, en particular, una técnica basada en el análisis de la derivada de la envolvente. El segundo, dedicado a la base rítmica de la canción, permite la creación de la percusión mediante el golpe rítmico de objetos que disponga el usuario, que serán asignados a los distintos elementos de percusión elegidos. Los resultados de la grabación de estos impactos serán señales de corta duración, no lineales y no armónicas, dificultando su discriminación. La herramienta elegida para la clasificación de los distintos patrones serán las redes neuronales artificiales (RNA). Se realizara un estudio de la metodología de diseño de redes neuronales especifico para este tipo de señales, evaluando la importancia de las variables de diseño como son el número de capas ocultas y neuronas en cada una de ellas, algoritmo de entrenamiento y funciones de activación. El estudio concluirá con la implementación de dos redes de diferente naturaleza. Una red de Elman, cuyas propiedades de memoria permiten la clasificación de patrones temporales, procesará las cualidades temporales analizando el ataque de su forma de onda. Una red de propagación hacia adelante feed-forward, que necesitará de robustas características espectrales y temporales para su clasificación. Se proponen 26 descriptores como los derivados de los momentos del espectro: centroide, curtosis y simetría, los coeficientes cepstrales de la escala de Mel (MFCCs), y algunos temporales como son la tasa de cruces por cero y el centroide de la envolvente temporal. Las capacidades de discriminación inter e intra clase de estas características serán evaluadas mediante un algoritmo de selección, habiéndose elegido RELIEF, un método basado en el algoritmo de los k vecinos mas próximos (KNN). Ambos controladores tendrán función de trabajar en tiempo real y offline, permitiendo tanto la composición de canciones, como su utilización como un instrumento más junto con mas músicos. ABSTRACT. The aim of this project is to make song composition easier by creating each MIDI track that builds it. Two controllers are implemented. In order to transcribe the melody, the first controler converts singing voice or humming into MIDI files. To do this a technique based on autocorrelation is implemented after having studied different pitch detection methods. Event segmentation has also been dealt with, to be more precise a technique based on the analysis of the signal's envelope and it's derivative have been used. The second one, can be used to make the song's rhythm . It allows the user, to create percussive patterns by hitting different objects of his environment. These recordings results in short duration, non-linear and non-harmonic signals. Which makes the classification process more complicated in the traditional way. The tools to used are the artificial neural networks (ANN). We will study the neural network design to deal with this kind of signals. The goal is to get a design methodology, paying attention to the variables involved, as the number of hidden layers and neurons in each, transfer functions and training algorithm. The study will end implementing two neural networks with different nature. Elman network, which has memory properties, is capable to recognize sequences of data and analyse the impact's waveform, precisely, the attack portion. A feed-forward network, needs strong spectral and temporal features extracted from the hit. Some descriptors are proposed as the derivates from the spectrum moment as centroid, kurtosis and skewness, the Mel-frequency cepstral coefficients, and some temporal features as the zero crossing rate (zcr) and the temporal envelope's centroid. Intra and inter class discrimination abilities of those descriptors will be weighted using the selection algorithm RELIEF, a Knn (K-nearest neighbor) based algorithm. Both MIDI controllers can be used to compose, or play with other musicians as it works on real-time and offline.

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Pressure measurements on the surface of a 1:230 scale model of Bolund Island are presented. The model is smooth and no boundary layer generation has been considered since the experiment is designed as the simplest possible reference case. Measurement have been taken for a range of Reynolds numbers based on the average undisturbed wind speed U? and the maximum height of the island, h [1.7×104 , 8.5×104], and for a range of wind directions. Four minutes time series of pressure in more than 400 points have been acquired and analysed to obtain the spatial distribution of both the time average and the variance of the pressure signal. The horizontal extension of the detachment bubble for the different Reynolds numbers and wind directions is identified by isobars and curves of constant value of pressure variance. The applicability of this technique for evaluating the horizontal topology of high turbulence regions associated to detachment bubbles after escarpments in potential wind farm sites is analysed. The results obtained shows that the behaviour of the mean pressure coefficient, Cp, the std. pressure coefficient, C?p, and the skewness of the pressure, Sp can be used to study the bubble over the island to a certain extent. This experiment is part of the set of different analysis on the Bolund test case that is being undertaken within WAUDIT project by the different scientific groups.

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A Mindlin plate with periodically distributed ribs patterns is analyzed by using homogenization techniques based on asymptotic expansion methods. The stiffness matrix of the homogenized plate is found to be dependent on the geometrical characteristics of the periodical cell, i.e. its skewness, plan shape, thickness variation etc. and on the plate material elastic constants. The computation of this plate stiffness matrix is carried out by averaging over the cell domain some solutions of different periodical boundary value problems. These boundary value problems are defined in variational form by linear first order differential operators on the cell domain and the boundary conditions of the variational equation correspond to a periodic structural problem. The elements of the stiffness matrix of homogenized plate are obtained by linear combinations of the averaged solution functions of the above mentioned boundary value problems. Finally, an illustrative example of application of this homogenization technique to hollowed plates and plate structures with ribs patterns regularly arranged over its area is shown. The possibility of using in the profesional practice the present procedure to the actual analysis of floors of typical buildings is also emphasized.

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The Cronbach's alpha is the most widely used method for estimating internal consistency reliability. This procedure has proved very resistant to the passage of time, even if its limitations are well documented and although there are better options as omega coefficient or the different versions of glb, with obvious advantages especially for applied research in which the ítems differ in quality or have skewed distributions. In this paper, using Monte Carlo simulation, the performance of these reliability coefficients under a one-dimensional model is evaluated in terms of skewness and no tau-equivalence. The results show that omega coefficient is always better choice than alpha and in the presence of skew items is preferable to use omega and glb coefficients even in small samples.

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In the first chapter, we test some stochastic volatility models using options on the S&P 500 index. First, we demonstrate the presence of a short time-scale, on the order of days, and a long time-scale, on the order of months, in the S&P 500 volatility process using the empirical structure function, or variogram. This result is consistent with findings of previous studies. The main contribution of our paper is to estimate the two time-scales in the volatility process simultaneously by using nonlinear weighted least-squares technique. To test the statistical significance of the rates of mean-reversion, we bootstrap pairs of residuals using the circular block bootstrap of Politis and Romano (1992). We choose the block-length according to the automatic procedure of Politis and White (2004). After that, we calculate a first-order correction to the Black-Scholes prices using three different first-order corrections: (i) a fast time scale correction; (ii) a slow time scale correction; and (iii) a multiscale (fast and slow) correction. To test the ability of our model to price options, we simulate options prices using five different specifications for the rates or mean-reversion. We did not find any evidence that these asymptotic models perform better, in terms of RMSE, than the Black-Scholes model. In the second chapter, we use Brazilian data to compute monthly idiosyncratic moments (expected skewness, realized skewness, and realized volatility) for equity returns and assess whether they are informative for the cross-section of future stock returns. Since there is evidence that lagged skewness alone does not adequately forecast skewness, we estimate a cross-sectional model of expected skewness that uses additional predictive variables. Then, we sort stocks each month according to their idiosyncratic moments, forming quintile portfolios. We find a negative relationship between higher idiosyncratic moments and next-month stock returns. The trading strategy that sells stocks in the top quintile of expected skewness and buys stocks in the bottom quintile generates a significant monthly return of about 120 basis points. Our results are robust across sample periods, portfolio weightings, and to Fama and French (1993)’s risk adjustment factors. Finally, we identify a return reversal of stocks with high idiosyncratic skewness. Specifically, stocks with high idiosyncratic skewness have high contemporaneous returns. That tends to reverse, resulting in negative abnormal returns in the following month.

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The Pliocene and Pleistocene deposits recovered at Site 976 from the northwestern Alboran Sea at the Málaga base-of-slope include five main sedimentary facies: hemipelagic, turbidite, homogeneous gravity-flow, contourite, and debris-flow facies. The thickness and vertical distribution of these facies into lithostratigraphic Units I, II, and III show that the turbidites and hemipelagic facies are the dominant associations. The Pliocene and Pleistocene depositional history has been divided into three sedimentary stages: Stage I of early Pliocene age, in which hemipelagic and low-energy turbidites were the dominant processes; Stage II of early Pleistocene/late Pliocene age, in which the dominant processes were the turbidity currents interrupted by short episodes of other gravity flows (debris-flows and homogeneous gravity-flow facies) and bottom currents; and Stage III of Pleistocene age, in which both hemipelagic and low-energy gravity-flow processes occurred. The sedimentation during these three stages was controlled mainly by sea-level changes and also by the sediment supply that caused rapid terrigenous sedimentation variations from a proximal source represented by the Fuengirola Canyon.

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During four expeditions with RV "Polarstern" at the continental margin of the southern Weddell Sea, profiling and geological sampling were carried out. A detailed bathymetric map was constructed from echo-sounding data. Sub-bottom profiles, classified into nine echotypes, have been mapped and interpreted. Sedimentological analyses were carried out on 32 undisturbed box grab surface samples, as well as on sediment cores from 9 sites. Apart from the description of the sediments and the investigation of sedimentary structures on X-radiographs the following characteristics were determined: grain-size distributions; carbonate and Corg content; component distibutions in different grain-size fractions; stable oxygen and carbon isotopes in planktic and, partly, in benthic foraminifers; and physical properties. The stratigraphy is based On 14C-dating, oxygen isotope Stages and, at one site, On paleomagnetic measurements and 230Th-analyses The sediments represent the period of deposition from the last glacial maximum until recent time. They are composed predominantly of terrigenous components. The formation of the sediments was controlled by glaciological, hydrographical and gravitational processes. Variations in the sea-ice coverage influenced biogenic production. The ice sheet and icebergs were important media for sediment transport; their grounding caused compaction and erosion of glacial marine sediments on the outer continental shelf. The circulation and the physical and chemical properties of the water masses controlled the transport of fine-grained material, biogenic production and its preservation. Gravitational transport processes were the inain mode of sediment movements on the continental slope. The continental ice sheet advanced to the shelf edge and grounded On the sea-floor, presumably later than 31,000 y.B.P. This ice movement was linked with erosion of shelf sediments and a very high sediment supply to the upper continental slope from the adiacent southern shelf. The erosional surface On the shelf is documented in the sub-bottom profiles as a regular, acoustically hard reflector. Dense sea-ice coverage above the lower and middle continental slope resulted in the almost total breakdown of biogenic production. Immediately in front of the ice sheet, above the upper continental slope, a <50 km broad coastal polynya existed at least periodically. Biogenic production was much higher in this polynya than elsewhere. Intense sea-ice formation in the polynya probably led to the development of a high salinity and, consequently, dense water mass, which flowed as a stream near bottom across the continental slope into the deep sea, possibly contributing to bottom water formation. The current velocities of this water mass presumably had seasonal variations. The near-bottom flow of the dense water mass, in combination with the gravity transport processes that arose from the high rates of sediment accumulation, probably led to erosion that progressed laterally from east to West along a SW to NE-trending, 200 to 400 m high morphological step at the continental slope. During the period 14,000 to 13,000 y.B.P., during the postglacial temperature and sea-level rise, intense changes in the environmental conditions occured. Primarily, the ice masses on the outer continental shelf started to float. Intense calving processes resulted in a rapid retreat of the ice edge to the south. A consequence of this retreat was, that the source area of the ice-rafted debris changed from the adjacent southern shelf to the eastern Weddell Sea. As the ice retreated, the gravitational transport processes On the continental slope ceased. Soon after the beginning of the ice retreat, the sea-ice coverage in the whole research area decreased. Simultaneously, the formation of the high salinity dense bottom water ceased, and the sediment composition at the continental slope then became influenced by the water masses of the Weddell Gyre. The formation of very cold Ice Shelf Water (ISW) started beneath the southward retreating Filchner-Ronne Ice Shelf somewhat later than 12,000 y.B.P. The ISW streamed primarily with lower velocities than those of today across the continental slope, and was conducted along the erosional step on the slope into the deep sea. At 7,500 y.B.P., the grounding line of the ice masses had retreated > 400 km to the south. A progressive retreat by additional 200 to 300 km probably led to the development of an Open water column beneath the ice south of Berkner Island at about 4,000 y.B.P. This in turn may have led to an additional ISW, which had formed beneath the Ronne Ice Shelf, to flow towards the Filcher Ice Shelf. As a result, increased flow of ISW took place over the continental margin, possibly enabling the ISW to spill over the erosional step On the upper continental slope towards the West. Since that time, there is no longer any documentation of the ISW in the sedimentary Parameters on the lower continental slope. There, recent sediments reflect the lower water masses of the Weddell Gyre. The sea-ice coverage in early Holocene time was again so dense that biogenic production was significantly restricted.

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Soupy and mousse-like fabrics are disturbance sedimentary features that result from the dissociation of gas hydrate, a process that releases water. During the core retrieval process, soupy and mousse-like fabrics are produced in the gas hydrate-bearing sediments due to changes in pressure and temperature conditions. Therefore, the identification of soupy and mousse-like fabrics can be used as a proxy for the presence of gas hydrate in addition to other evidence, such as pore water freshening or anomalously cool temperature. We present here grain-size results, mineralogical composition and magnetic susceptibility data of soupy and mousse-like samples from the southern Hydrate Ridge (Cascadia accretionary complex) acquired during Leg 204 of the Ocean Drilling Program. In order to study the relationship between sedimentary texture and the presence of gas hydrates, we have compared these results with the main textural and compositional data available from the same area. Most of the disturbed analyzed samples from the summit and the western flank of southern Hydrate Ridge show a mean grain size coarser than the average mean grain size of the hemipelagic samples from the same area. The depositional features of the sediments are not recognised due to disturbance. However, their granulometric statistical parameters and distribution curves, and magnetic susceptibility logs indicate that they correspond to a turbidite facies. These results suggest that gas hydrates in the southern Hydrate Ridge could form preferentially in coarser grain-size layers that could act as conduits feeding gas from below the BSR. Two samples from the uppermost metres near the seafloor at the summit of the southern Hydrate Ridge show a finer mean grain-size value than the average of hemipelagic samples. They were located where the highest amount of gas hydrates was detected, suggesting that in this area the availability of methane gas was high enough to generate gas hydrates, even within low-permeability layers. The mineralogical composition of the soupy and mousse-like sediments does not show any specific characteristic with respect to the other samples from the southern Hydrate Ridge.