Testing for non-linearity in daily sterling exchange rates

A number of tests for non-linear dependence in time series are presented and implemented on a set of 10 daily sterling exchange rates covering the entire post Bretton-Woods era until the present day. Irrefutable evidence of non-linearity is shown in many of the series, but most of this dependence can apparently be explained by reference to the GARCH family of models. It is suggested that the literature in this area has reached an impasse, with the presence of ARCH effects clearly demonstrated in a large number of papers, but with the tests for non-linearity which are currently available being unable to classify any additional non-linear structure.

Heat transfer in fixed bed: a model non-linearity approach

Studies have been carried out on the heat transfer in a packed bed of glass beads percolated by air at moderate flow rates. Rigorous statistic analysis of the experimental data was carried out and the traditional two parameter model was used to represent them. The parameters estimated were the effective radial thermal conductivity, k, and the wall coefficient, h, through the least squares method. The results were evaluated as to the boundary bed inlet temperature, T-o, number of terms of the solution series and number of experimental points used in the estimate. Results indicated that a small difference in T-o was sufficient to promote great modifications in the estimated parameters and in the statistical properties of the model. The use of replicas at points of high parametric information of the model improved the results, although analysis of the residuals has resulted in the rejection of this alternative. In order to evaluate cion-linearity of the model, Bates and Watts (1988) curvature measurements and the Box (1971) biases of the coefficients were calculated. The intrinsic curvatures of the model (IN) tend to be concentrated at low bed heights and those due to parameter effects (PE) are spread all over the bed. The Box biases indicated both parameters as responsible for the curvatures PE, h being somewhat more problematic. (C) 2000 Elsevier B.V. Ltd. All rights reserved.

Analysis of linearity and frequency response of a novel piezoelectric flextensional actuator using a homodyne interferometer and the J(1)-J(4) method

Piezoelectric transducers are widely used in high-resolution positioning systems. This paper reports the experimental analysis of a novel piezoelectric flextensional actuator (PFA), which is designed by using the topology-optimization method through a low-cost homodyne Michelson interferometer. By applying the J(1) - J(4) method for signal demodulation, which provides a linear and direct measurement of dynamic optical phase shift independent of fading, the nanometric displacements of the PFA were determined. Linearity and frequency response of the PFA were evaluated up to 50 kHz. PFA calibration factor and amplification rate were determined for the PFA operating in the quasi-static regime. To confirm the observed frequencies of resonance, an impedance analyzer is also utilized to measure the magnitude and phase of the PFA admittance.

Sensitivity Gains, Linearity, and Spectral Reproducibility in Nonuniformly Sampled Multidimensional MAS NMR Spectra of High Dynamic Range

Recently, we have demonstrated that considerable inherent sensitivity gains are attained in MAS NMR spectra acquired by nonuniform sampling (NUS) and introduced maximum entropy interpolation (MINT) processing that assures the linearity of transformation between the time and frequency domains. In this report, we examine the utility of the NUS/MINT approach in multidimensional datasets possessing high dynamic range, such as homonuclear C-13-C-13 correlation spectra. We demonstrate on model compounds and on 1-73-(U-C-13,N-15)/74-108-(U-N-15) E. coli thioredoxin reassembly, that with appropriately constructed 50 % NUS schedules inherent sensitivity gains of 1.7-2.1-fold are readily reached in such datasets. We show that both linearity and line width are retained under these experimental conditions throughout the entire dynamic range of the signals. Furthermore, we demonstrate that the reproducibility of the peak intensities is excellent in the NUS/MINT approach when experiments are repeated multiple times and identical experimental and processing conditions are employed. Finally, we discuss the principles for design and implementation of random exponentially biased NUS sampling schedules for homonuclear C-13-C-13 MAS correlation experiments that yield high-quality artifact-free datasets.

Complexity and non-linearity in earth surface processes - concepts, methods and applications

Complexity has long been recognized and is increasingly becoming mainstream in geomorphology. However, the relative novelty of various concepts and techniques associated to it means that ambiguity continues to surround complexity. In this commentary, we present and discuss a variety of recent contributions that have the potential to help clarify issues and advance the use of complexity in geomorphology.

Sharing, freeness, linearity, redundancy, widenings, and cliques

We discuss here different variants of the Sharing abstract domain, including the base domain that captures set-sharing, a variant to capture pairsharing, in which redundant sharing groups (w.r.t. the pair-sharing property) can be eliminated, and an alternative representation based on cliques. The original proposal for using cliques in the non-redundant version of the domain is reviewed, then extended to the base domain. Variants of all the domains including freeness alone, and freeness together with linearity are also studied.

NLCHECK: Stata module to check linearity assumption after model estimation

nlcheck is a simple diagnostic tool that can be used after fitting a model to quickly check the linearity assumption for a given predictor. nlcheck categorizes the predictor into bins, refits the model including dummy variables for the bins, and then performs a joint Wald test for the added parameters. Alternative, nlcheck uses linear splines for the adaptive model. Support for discrete variables is also provided. Optionally, nlcheck also displays a graph of the adjusted linear predictions from the original model and the adaptive model

Motion sharpening and contrast:Gain control precedes compressive non-linearity?

Blurred edges appear sharper in motion than when they are stationary. We (Vision Research 38 (1998) 2108) have previously shown how such distortions in perceived edge blur may be accounted for by a model which assumes that luminance contrast is encoded by a local contrast transducer whose response becomes progressively more compressive as speed increases. If the form of the transducer is fixed (independent of contrast) for a given speed, then a strong prediction of the model is that motion sharpening should increase with increasing contrast. We measured the sharpening of periodic patterns over a large range of contrasts, blur widths and speeds. The results indicate that whilst sharpening increases with speed it is practically invariant with contrast. The contrast invariance of motion sharpening is not explained by an early, static compressive non-linearity alone. However, several alternative explanations are also inconsistent with these results. We show that if a dynamic contrast gain control precedes the static non-linear transducer then motion sharpening, its speed dependence, and its invariance with contrast, can be predicted with reasonable accuracy. © 2003 Elsevier Science Ltd. All rights reserved.

A study of magnetic non-linearity and finite length effects in solid iron subjected to a travelling MMF wave

This thesis describes an experimental and analytic study of the effects of magnetic non-linearity and finite length on the loss and field distribution in solid iron due to a travelling mmf wave. In the first half of the thesis, a two-dimensional solution is developed which accounts for the effects of both magnetic non-linearity and eddy-current reaction; this solution is extended, in the second half, to a three-dimensional model. In the two-dimensional solution, new equations for loss and flux/pole are given; these equations contain the primary excitation, the machine parameters and factors describing the shape of the normal B-H curve. The solution applies to machines of any air-gap length. The conditions for maximum loss are defined, and generalised torque/frequency curves are obtained. A relationship between the peripheral component of magnetic field on the surface of the iron and the primary excitation is given. The effects of magnetic non-linearity and finite length are combined analytically by introducing an equivalent constant permeability into a linear three-dimensional analysis. The equivalent constant permeability is defined from the non-linear solution for the two-dimensional magnetic field at the axial centre of the machine to avoid iterative solutions. In the linear three-dimensional analysis, the primary excitation in the passive end-regions of the machine is set equal to zero and the secondary end faces are developed onto the air-gap surface. The analyses, and the assumptions on which they are based, were verified on an experimental machine which consists of a three-phase rotor and alternative solid iron stators, one with copper end rings, and one without copper end rings j the main dimensions of the two stators are identical. Measurements of torque, flux /pole, surface current density and radial power flow were obtained for both stators over a range of frequencies and excitations. Comparison of the measurements on the two stators enabled the individual effects of finite length and saturation to be identified, and the definition of constant equivalent permeability to be verified. The penetration of the peripheral flux into the stator with copper end rings was measured and compared with theoretical penetration curves. Agreement between measured and theoretical results was generally good.

Monte Carlo Algorithm for Solving Integral Equations with Polynomial Non-Linearity. Parallel Implementation

An iterative Monte Carlo algorithm for evaluating linear functionals of the solution of integral equations with polynomial non-linearity is proposed and studied. The method uses a simulation of branching stochastic processes. It is proved that the mathematical expectation of the introduced random variable is equal to a linear functional of the solution. The algorithm uses the so-called almost optimal density function. Numerical examples are considered. Parallel implementation of the algorithm is also realized using the package ATHAPASCAN as an environment for parallel realization.The computational results demonstrate high parallel efficiency of the presented algorithm and give a good solution when almost optimal density function is used as a transition density.

Method to Improve the Linearity of Active Commutating Mixers Using Dynamic Current Injection

A double balanced (DBM) CMOS mixer providing high linearity is presented in this paper. A cross-coupled pair used in the IF stage of the mixer to dynamically inject current into the to mixer provide a high linearity. The proposed DBM was fabricated using a standard 130-nm CMOS process and was tested on-wafer. The double balanced mixer delivers 10 dB conversion gain, 9.5 dBm IIP3, and input P1dB of -2.4 dBm. RF bandwidth of the proposed mixer is 6 GHz, covering 0.5 GHz to 6.5 GHz with IF bandwidth of 300 MHz. RF to IF and LO to IF isolation are also better than 59 dB in the whole frequency band. The circuit uses an area of 0.015 mm2 excluding bonding pads and draw 4.5mW from a 1.2V supply.

Linearity analysis and comparison study on the epoc® point-of-care blood analysis system in cardiopulmonary bypass patients

The epoc® blood analysis system (Epocal Inc., Ottawa, Ontario, Canada) is a newly developed in vitro diagnostic hand-held analyzer for testing whole blood samples at point-of-care, which provides blood gas, electrolytes, ionized calcium, glucose, lactate, and hematocrit/calculated hemoglobin rapidly. The analytical performance of the epoc® system was evaluated in a tertiary hospital, see related research article “Analytical evaluation of the epoc® point-of-care blood analysis system in cardiopulmonary bypass patients” [1]. Data presented are the linearity analysis for 9 parameters and the comparison study in 40 cardiopulmonary bypass patients on 3 epoc® meters, Instrumentation Laboratory GEM4000, Abbott iSTAT, Nova CCX, and Roche Accu-Chek Inform II and Performa glucose meters.

Contemporary dramaturgy in theatre for young people : the conceptual shape of displacement and installation

This thesis investigates Theatre for Young People (TYP) as a site of performance innovation. The inquiry is focused on contemporary dramaturgy and its fieldwork aims to identify new dramaturgical principles operating in the creation and presentation of TYP. The research then seeks to assess how these new principles contribute to Postdramatic Theatre theory. This research inquiry springs from an imperative based in practice: Young people under 25 years have a literacy based on online hypertextual experiences which take the reader outside the frames of a dramatic narrative and beyond principles such as linearity, dramatic unity, teleology and resolution. As a dramaturg and educator I wanted to understand the new ways that young people engage in cultural products, to identify and utilize the new principles of dramaturgy that are now in evidence. My research examines how two playwright/directors approach their work and the new principles that can be identified in their dramaturgy. The fieldwork is scoped into two case studies: the first on TJ Eckleberg working in Australian Theatre for Young People and the second on Kristo Šagor working in German Children’s and Young People’s Theatre (KJT). These case studies address both types of production dramaturgy - the dramaturgy emergent through process in devised performance making, and that emergent in a performance based on a written playscript. On Case Study One the researcher, as participant observer, worked as production dramaturg on a large scale, site specific performance, observing the dramaturgy in process of its director and chief devisor. On Case Study Two the researcher, as observer and analyst, undertook a performance analysis of three playscripts and productions by a contemporary German playwright and director. Utilizing participant observation, reflective practice and grounded analysis the case studies have identified two new principles animating the dramaturgy of these TYP practitioners, namely ‘displacement’ and ‘installation.’ Taking practice into theory, the thesis concludes by demonstrating how displacement and installation contribute to Postdramatic Theatre’s “arsenal of expressive gestures which serve as theatre’s response to changed social communication under the conditions of generalized communication technologies” (Lehmann, H.-T., 2006, p.23). This research makes an original contribution to knowledge by evidencing that the principles of Postdramatic Theory lie within the practice of contemporary Theatre for Young People. It also contributes valuable research to a specialized, often overlooked terrain, namely Dramaturgy in Theatre for Young People, presented here with a contemporary, international and intercultural perspective.

Structural behaviour and design of cold-formed steel beams at elevated temperatures

Cold-formed steel members are extensively used in the building construction industry, especially in residential, commercial and industrial buildings. In recent times, fire safety has become important in structural design due to increased fire damage to properties and loss of lives. However, past research into the fire performance of cold-formed steel members has been limited, and was confined to compression members. Therefore a research project was undertaken to investigate the structural behaviour of compact cold-formed steel lipped channel beams subject to inelastic local buckling and yielding, and lateral-torsional buckling effects under simulated fire conditions and associated section and member moment capacities. In the first phase of this research, an experimental study based on tensile coupon tests was undertaken to obtain the mechanical properties of elastic modulus and yield strength and the stress-strain relationship of cold-formed steels at uniform ambient and elevated temperatures up to 700oC. The mechanical properties deteriorated with increasing temperature and are likely to reduce the strength of cold-formed beams under fire conditions. Predictive equations were developed for yield strength and elastic modulus reduction factors while a modification was proposed for the stressstrain model at elevated temperatures. These results were used in the numerical modelling phases investigating the section and member moment capacities. The second phase of this research involved the development and validation of two finite element models to simulate the behaviour of compact cold-formed steel lipped channel beams subject to local buckling and yielding, and lateral-torsional buckling effects. Both models were first validated for elastic buckling. Lateral-torsional buckling tests of compact lipped channel beams were conducted at ambient temperature in order to validate the finite element model in predicting the non-linear ultimate strength behaviour. The results from this experimental study did not agree well with those from the developed experimental finite element model due to some unavoidable problems with testing. However, it highlighted the importance of magnitude and direction of initial geometric imperfection as well as the failure direction, and thus led to further enhancement of the finite element model. The finite element model for lateral-torsional buckling was then validated using the available experimental and numerical ultimate moment capacity results from past research. The third phase based on the validated finite element models included detailed parametric studies of section and member moment capacities of compact lipped channel beams at ambient temperature, and provided the basis for similar studies at elevated temperatures. The results showed the existence of inelastic reserve capacity for compact cold-formed steel beams at ambient temperature. However, full plastic capacity was not achieved by the mono-symmetric cold-formed steel beams. Suitable recommendations were made in relation to the accuracy and suitability of current design rules for section moment capacity. Comparison of member capacity results from finite element analyses with current design rules showed that they do not give accurate predictions of lateral-torsional buckling capacities at ambient temperature and hence new design rules were developed. The fourth phase of this research investigated the section and member moment capacities of compact lipped channel beams at uniform elevated temperatures based on detailed parametric studies using the validated finite element models. The results showed the existence of inelastic reserve capacity at elevated temperatures. Suitable recommendations were made in relation to the accuracy and suitability of current design rules for section moment capacity in fire design codes, ambient temperature design codes as well as those proposed by other researchers. The results showed that lateral-torsional buckling capacities are dependent on the ratio of yield strength and elasticity modulus reduction factors and the level of non-linearity in the stress-strain curves at elevated temperatures in addition to the temperature. Current design rules do not include the effects of non-linear stress-strain relationship and therefore their predictions were found to be inaccurate. Therefore a new design rule that uses a nonlinearity factor, which is defined as the ratio of the limit of proportionality to the yield stress at a given temperature, was developed for cold-formed steel beams subject to lateral-torsional buckling at elevated temperatures. This thesis presents the details and results of the experimental and numerical studies conducted in this research including a comparison of results with predictions using available design rules. It also presents the recommendations made regarding the accuracy of current design rules as well as the new developed design rules for coldformed steel beams both at ambient and elevated temperatures.

Bias in the nonlinear filter generator output sequence

Nonlinear filter generators are common components used in the keystream generators for stream ciphers and more recently for authentication mechanisms. They consist of a Linear Feedback Shift Register (LFSR) and a nonlinear Boolean function to mask the linearity of the LFSR output. Properties of the output of a nonlinear filter are not well studied. Anderson noted that the m-tuple output of a nonlinear filter with consecutive taps to the filter function is unevenly distributed. Current designs use taps which are not consecutive. We examine m-tuple outputs from nonlinear filter generators constructed using various LFSRs and Boolean functions for both consecutive and uneven (full positive difference sets where possible) tap positions. The investigation reveals that in both cases, the m-tuple output is not uniform. However, consecutive tap positions result in a more biased distribution than uneven tap positions, with some m-tuples not occurring at all. These biased distributions indicate a potential flaw that could be exploited for cryptanalysis.