927 resultados para return autocorrelation


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We consider return-to-zero (RZ) pulses with random phase modulation propagating in a nonlinear channel (modelled by the integrable nonlinear Schrödinger equation, NLSE). We suggest two different models for the phase fluctuations of the optical field: (i) Gaussian short-correlated fluctuations and (ii) generalized telegraph process. Using the rectangular-shaped pulse form we demonstrate that the presence of phase fluctuations of both types strongly influences the number of solitons generated in the channel. It is also shown that increasing the correlation time for the random phase fluctuations affects the coherent content of a pulse in a non-trivial way. The result obtained has potential consequences for all-optical processing and design of optical decision elements.

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This paper will show that short horizon stock returns for UK portfolios are more predictable than suggested by sample autocorrelation co-efficients. Four capitalisation based portfolios are constructed for the period 1976–1991. It is shown that the first order autocorrelation coefficient of monthly returns can explain no more than 10% of the variation in monthly portfolio returns. Monthly autocorrelation coefficients assume that each weekly return of the previous month contains the same amount of information. However, this will not be the case if short horizon returns contain predictable components which dissipate rapidly. In this case, the return of the most recent week would say a lot more about the future monthly portfolio return than other weeks. This suggests that when predicting future monthly portfolio returns more weight should be given to the most recent weeks of the previous month, because, the most recent weekly returns provide the most information about the subsequent months' performance. We construct a model which exploits the mean reverting characteristics of monthly portfolio returns. Using this model we forecast future monthly portfolio returns. When compared to forecasts that utilise the autocorrelation statistic the model which exploits the mean reverting characteristics of monthlyportfolio returns can forecast future returns better than the autocorrelation statistic, both in and out of sample.

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Keyword identification in one of two simultaneous sentences is improved when the sentences differ in F0, particularly when they are almost continuously voiced. Sentences of this kind were recorded, monotonised using PSOLA, and re-synthesised to give a range of harmonic ?F0s (0, 1, 3, and 10 semitones). They were additionally re-synthesised by LPC with the LPC residual frequency shifted by 25% of F0, to give excitation with inharmonic but regularly spaced components. Perceptual identification of frequency-shifted sentences showed a similar large improvement with nominal ?F0 as seen for harmonic sentences, although overall performance was about 10% poorer. We compared performance with that of two autocorrelation-based computational models comprising four stages: (i) peripheral frequency selectivity and half-wave rectification; (ii) within-channel periodicity extraction; (iii) identification of the two major peaks in the summary autocorrelation function (SACF); (iv) a template-based approach to speech recognition using dynamic time warping. One model sampled the correlogram at the target-F0 period and performed spectral matching; the other deselected channels dominated by the interferer and performed matching on the short-lag portion of the residual SACF. Both models reproduced the monotonic increase observed in human performance with increasing ?F0 for the harmonic stimuli, but not for the frequency-shifted stimuli. A revised version of the spectral-matching model, which groups patterns of periodicity that lie on a curve in the frequency-delay plane, showed a closer match to the perceptual data for frequency-shifted sentences. The results extend the range of phenomena originally attributed to harmonic processing to grouping by common spectral pattern.

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A method of all-optical passive quasi-regeneration in transoceanic 40 Gbit/s return-to-zero transmission systems with strong dispersion management was described. The use of in-line nonlinear optical loop mirrors (NOLM) by the method was demonstrated. The quasi-regeneration of signals performed by NOLMs was found to improve the systems's performance.

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Purpose – Describes a new breed of HR strategies that encourage employee involvement and commitment as part of high-performance working (HPW). Design/methodology/approach – Focuses on managing employee attitudes and skills through careful attention to leadership, reward and job-design policies. Highlights the differences between people's formal employment contracts and their less formal “psychological contracts”, and emphasizes the importance of the latter. Provides a case study of UK recruitment consultancy Angel Services Group Ltd, which allows staff who meet their daily targets to go home an hour early. Findings – Urges companies to have processes in place to understand the needs of individual employees. This can be done through leadership policies that require all supervisors and managers not only to manage their staff but also to know them as people. Practical implications – Emphasizes that organizations need to see HPW initiatives as part of the normal way of managing people, and not as “flavour of the month”. Originality/value – Outlines a wide range of initiatives that could help organizations to gain their employees' commitment.

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Background - Inhibition of return (IOR) is thought to reflect inhibition of previously attended but irrelevant stimuli. Deficient IOR would increase the likelihood of revisiting previously searched locations or objects, thus leading to unproductive perseverations. Method - Therefore, using a novel IOR task, we investigated whether high scoring checkers attentional biases to threat would result in dysfunctional inhibitory functioning compared to low checkers. In two tasks, we compared 53 subclinical high and 49 low checkers regarding IOR effects for stimuli that were concordant with the concerns of high but not of low checkers (electrical kitchen appliances: e.g., toaster, kettle). The difference between the two tasks was the cueing procedure. In one task, an appliance was switched “ON” and “OFF” as an unpredictive cue, drawing attention to the functionality of the stimulus. Results - In this task, IOR was specifically attenuated in high checkers. In the other task, however, the cue was more abstract in form of a yellow outline that appeared around one of two appliances. Although the appliance was either “ON” or “OFF,” this did not seem to matter and high checkers revealed a typical IOR pattern similar to low checkers. Conclusions - We conclude that IOR mechanisms might not be generally deficient in high checkers; rather only when attention is drawn to the threatening aspects of ecologically valid stimuli, then disengagement of attention is deficient in high checkers. We make suggestions on how our task-specific findings may inform cognitive interventions that target attentional control in the treatment of checking/obsessive–compulsive disorder.

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This article examines whether UK portfolio returns are time varying so that expected returns follow an AR(1) process as proposed by Conrad and Kaul for the USA. It explores this hypothesis for four portfolios that have been formed on the basis of market capitalization. The portfolio returns are modelled using a kalman filter signal extraction model in which the unobservable expected return is the state variable and is allowed to evolve as a stationary first order autoregressive process. It finds that this model is a good representation of returns and can account for most of the autocorrelation present in observed portfolio returns. This study concludes that UK portfolio returns are time varying and the nature of the time variation appears to introduce a substantial amount of autocorrelation to portfolio returns. Like Conrad and Kaul if finds a link between the extent to which portfolio returns are time varying and the size of firms within a portfolio but not the monotonic one found for the USA. © 2004 Taylor and Francis Ltd.

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Inhibition of return (IOR) effects, in which participants detect a target in a cued box more slowly than one in an uncued box, suggest that behavior is aided by inhibition of recently attended irrelevant locations. To investigate the controversial question of whether inhibition can be applied to object identity in these tasks, in the present research we presented faces upright or inverted during cue and/or target sequences. IOR was greater when both cue and target faces were upright than when cue and/or target faces were inverted. Because the only difference between the conditions was the ease of facial recognition, this result indicates that inhibition was applied to object identity. Interestingly, inhibition of object identity affected IOR both whenencoding a cue face andretrieving information about a target face. Accordingly, we propose that episodic retrieval of inhibition associated with object identity may mediate behavior in cuing tasks.

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Two decades after Japanese-Peruvians and other South Americans of Japanese descent began to migrate back to Japan, the return-migration phenomenon has ended. Induced by the Japanese government in the name of shared ethnicity, Japanese policymakers now largely regard return migration as a failed policy. It failed because return-migrants did not, in the view of policy- makers, assimilate, integrate, or “make it” in Japan as expected. Thus, once-imagined ethnic bonds ceased to exist in Japan. However, ethnic bonds sustained themselves well outside Japan. The Japanese-Peruvian community in Peru has thrived and maintained continuous ties with Japan. What explains the rise and fall of diasporic ethnic bonds? Drawing on my ethnographic research in Japanese-Peruvian communities in Peru and Japan, I found that diasporic ethnic bonds are cultivated or weakened depending upon where diasporic populations are located in relation to their ancestral homeland, and how such ties are utilized, for what, and by whom.

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During search of the environment, the inhibition of the return (IOR) of attention to already-examined information ensures that the target will ultimately be detected. Until now, inhibition was assumed to support search of information during one processing episode. However, in some situations search may have to be completed long after it was begun. We therefore propose that inhibition can be associated with an episode encoded into memory such that later retrieval reinstates inhibitory processing and encourages examination of new information. In two experiments in which attention was drawn to face stimuli with an exogenous cue, we demonstrated for the first time the existence of long-term IOR. Interestingly, this was the case only for faces in the left visual field, perhaps because more efficient processing of faces in the right hemisphere than the left hemisphere results in richer, more retrievable memory representations.

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The authors present the impact of asymmetric filtering of strong (e.g. 35 GHz) optical filters on the performance of 42.7 Gb/s 67% (carrier suppressed return to zero)-differential phase shift keying systems. The performance is examined (in an amplified spontaneous emission (ASE) noise-limited regime and in the presence of chromatic dispersion) when offsetting the filter at the receiver by substantial amounts via balanced, constructive and destructive single-ended detections. It is found that with a slight offset (vestigial side band) or an offset of almost half of the modulation frequency (single-side band), there is a significant improvement in the calculated 'Q'. © The Institution of Engineering and Technology 2013.

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Background: Electrosurgery units are widely employed in modern surgery. Advances in technology have enhanced the safety of these devices, nevertheless, accidental burns are still regularly reported. This study focuses on possible causes of sacral burns as complication of the use of electrosurgery. Burns are caused by local densifications of the current, but the actual pathway of current within patient's body is unknown. Numerical electromagnetic analysis can help in understanding the issue. Methods: To this aim, an accurate heterogeneous model of human body (including seventy-seven different tissues), electrosurgery electrodes, operating table and mattress was build to resemble a typical surgery condition. The patient lays supine on the mattress with the active electrode placed onto the thorax and the return electrode on his back. Common operating frequencies of electrosurgery units were considered. Finite Difference Time Domain electromagnetic analysis was carried out to compute the spatial distribution of current density within the patient's body. A differential analysis by changing the electrical properties of the operating table from a conductor to an insulator was also performed. Results: Results revealed that distributed capacitive coupling between patient body and the conductive operating table offers an alternative path to the electrosurgery current. The patient's anatomy, the positioning and the different electromagnetic properties of tissues promote a densification of the current at the head and sacral region. In particular, high values of current density were located behind the sacral bone and beneath the skin. This did not occur in the case of non-conductive operating table. Conclusion: Results of the simulation highlight the role played from capacitive couplings between the return electrode and the conductive operating table. The concentration of current density may result in an undesired rise in temperature, originating burns in body region far from the electrodes. This outcome is concordant with the type of surgery-related sacral burns reported in literature. Such burns cannot be immediately detected after surgery, but appear later and can be confused with bedsores. In addition, the dosimetric analysis suggests that reducing the capacity coupling between the return electrode and the operating table can decrease or avoid this problem. © 2013 Bifulco et al.; licensee BioMed Central Ltd.