958 resultados para Data frequency


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Early descriptions for species of Aka were poor in detail, and the only spicule type that occurs in this genus does not vary much between species, which led to taxonomic confusion. Moreover, the type specimens of 5 species of Aka are lost, causing considerable problems. Mediterranean specimens of Aka were identified as Aka labyrinthica (Hancock, 1849) by Topsent (1900), even though this species was originally described from the Indo-Pacific. All following publications on Mediterranean Aka accepted Topsent's decision. We assessed this problem with new samples from the Ionian Sea. Our material consisted of only one specimen of Aka, and we had to rely mainly on spicule characters for comparison to other species. We developed a system for species recognition solely based on spicular characters and biometry, involving a combination of the parameters oxea length, width, tip form and angle of curvature. This approach was surprisingly accurate. Forming ratios of the above parameters was less helpful, but can sometimes provide additional information. We identified our sample as Aka infesta (Johnson, 1899), and describe it as a minute-fistulate species with large, multicamerate erosion traces and stout, smooth oxeas. Our data further imply that A. labyrinthica sensu Hancock has not yet been found in the Mediterranean. A. labyrinthica sensu Topsent is a collection of different species not including A. labyrinthica sensu Hancock.

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Mode of access: Internet.

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Mode of access: Internet.

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Contribution from Bureau of agricultural engineering.

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Multiple frequency bio-electrical impedance analysis (MFBIA) may be useful for monitoring fluid balance in newborn infants or to provide early prediction of the outcome following perinatal asphyxia. A reference range of data is needed for identification of babies with abnormal impedance values. This was a cross-sectional observational study in 84 term and near-term healthy neonates less than 12 h postpartum. Whole body and cerebral MFBIA measurements were performed at the bedside in the post-natal ward. Gestational age, post-natal age, gender, birthweight, head circumference and foot length measures were recorded. Reference values for impedance at the characteristic frequency (Z(C)) and resistance at zero frequency (R-0) are reported for whole body and cerebral impedance. Significant correlations (p < 0.05) were observed between whole body impedance and birthweight, footlength and head circumference. Females had a significantly higher whole body R0 than males. Cerebral impedance did not correlate significantly with any of the demographic measures and therewere no gender differences observed for cerebral impedance. The reference range for whole body multi-frequency bio-impedance values in term and near-term infants within the first 12 h postpartum can be calculated from the footlength (FL) using the following equations: Z(C) = (942.9 - 4.818* FL) +/- 124.6 Omega; R-0 = (1042 - 4.520(*)FL) +/- 135.5 Omega. For cerebral impedance the reference range is 29.5-48.7 Omega for Z(C) and 33.7-58.0 Omega for R-0.

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Spread spectrum systems make use of radio frequency bandwidths which far exceed the minimum bandwidth necessary to transmit the basic message information.These systems are designed to provide satisfactory communication of the message information under difficult transmission conditions. Frequency-hopped multilevel frequency shift keying (FH-MFSK) is one of the many techniques used in spread spectrum systems. It is a combination of frequency hopping and time hopping. In this system many users share a common frequency band using code division multiplexing. Each user is assigned an address and the message is modulated into the address. The receiver, knowing the address, decodes the received signal and extracts the message. This technique is suggested for digital mobile telephony. This thesis is concerned with an investigation of the possibility of utilising FH-MFSK for data transmission corrupted by additive white gaussian noise (A.W.G.N.). Work related to FH-MFSK has so far been mostly confined to its validity, and its performance in the presence of A.W.G.N. has not been reported before. An experimental system was therefore constructed which utilised combined hardware and software and operated under the supervision of a microprocessor system. The experimental system was used to develop an error-rate model for the system under investigation. The performance of FH-MFSK for data transmission was established in the presence of A.W.G.N. and with deleted and delayed sample effects. Its capability for multiuser applications was determined theoretically. The results show that FH-MFSK is a suitable technique for data transmission in the presence of A.W.G.N.

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We examine data transmission during the interval immediately after wavelength switching of a tunable laser and, through simulation, we demonstrate how choice of modulation format can improve the efficacy of an optical burst/packet switched network. © 2013 Optical Society of America.

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Geo-referenced catch and fishing effort data of the bigeye tuna fisheries in the Indian Ocean over 1952-2014 were analysed and standardized to facilitate population dynamics modelling studies. During this sixty-two years historical period of exploitation, many changes occurred both in the fishing techniques and the monitoring of activity. This study includes a series of processing steps used for standardization of spatial resolution, conversion and standardization of catch and effort units, raising of geo-referenced catch into nominal catch level, screening and correction of outliers, and detection of major catchability changes over long time series of fishing data, i.e., the Japanese longline fleet operating in the tropical Indian Ocean. A total of thirty fisheries were finally determined from longline, purse seine and other-gears data sets, from which 10 longline and four purse seine fisheries represented 96% of the whole historical catch. The geo-referenced records consists of catch, fishing effort and associated length frequency samples of all fisheries.

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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.

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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.