662 resultados para Intraday periodicity
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The spatial patterns of diffuse, primitive, classic and compact beta-amyloid (Abeta) deposits were studied in the medial temporal lobe in 14 elderly, non-demented patients (ND) and in nine patients with Alzheimer’s disease (AD). In both patient groups, Abeta deposits were clustered and in a number of tissues, a regular periodicity of Abeta deposit clusters was observed parallel to the tissue boundary. The primitive deposit clusters were significantly larger in the AD cases but there were no differences in the sizes of the diffuse and classic deposit clusters between patient groups. In AD, the relationship between Abeta deposit cluster size and density in the tissue was non-linear. This suggested that cluster size increased with increasing Abeta deposit density in some tissues while in others, Abeta deposit density was high but contained within smaller clusters. It was concluded that the formation of large clusters of primitive deposits could be a factor in the development of AD.
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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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In Parkinson's disease, subthalamic nucleus (STN) neurons burst fire with increased periodicity and synchrony. This may entail abnormal release of glutamate, the major source of which in STN is cortical afferents. Indeed, the cortico-subthalamic pathway is implicated in the emergence of excessive oscillations, which are reduced, as are symptoms, by dopamine-replacement therapy or deep brain stimulation (DBS) targeted to STN. Here we hypothesize that glutamatergic synapses in the STN may be differentially modulated by low-frequency stimulation (LFS) and high-frequency stimulation (HFS), the latter mimicking deep brain stimulation. Recordings of evoked and spontaneous excitatory post synaptic currents (EPSCs) were made from STN neurons in brain slices obtained from dopamine-intact and chronically dopamine-depleted adult rats. HFS had no significant effect on evoked (e) EPSC amplitude in dopamine-intact slices (104.4±8.0%) but depressed eEPSCs in dopamine-depleted slices (67.8±6.2%). Conversely, LFS potentiated eEPSCs in dopamine-intact slices (126.4±8.1%) but not in dopamine-depleted slices (106.7±10.0%). Analyses of paired-pulse ratio, coefficient of variation, and spontaneous EPSCs suggest that the depression and potentiation have a presynaptic locus of expression. These results indicate that the synaptic efficacy in dopamine-intact tissue is enhanced by LFS. Furthermore, the synaptic efficacy in dopamine-depleted tissue is depressed by HFS. Therefore the therapeutic effects of DBS in Parkinson's disease appear mediated, in part, by glutamatergic cortico-subthalamic synaptic depression and implicate dopamine-dependent increases in the weight of glutamate synapses, which would facilitate the transfer of pathological oscillations from the cortex.
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The purpose of this thesis is to shed more light in the FX market microstructure by examining the determinants of bid-ask spread for three currencies pairs, the US dollar/Japanese yen, the British pound/US dollar and the Euro/US dollar in different time zones. I examine the commonality in liquidity with the elaboration of FX market microstructure variables in financial centres across the world (New York, London, Tokyo) based on the quotes of three exchange rate currency pairs over a ten-year period. I use GARCH (1,1) specifications, ICSS algorithm, and vector autoregression analysis to examine the effect of trading activity, exchange rate volatility and inventory holding costs on both quoted and relative spreads. ICSS algorithm results show that intraday spread series are much less volatile compared to the intraday exchange rate series as the number of change points obtained from ICSS algorithm is considerably lower. GARCH (1,1) estimation results of daily and intraday bid-ask spreads, show that the explanatory variables work better when I use higher frequency data (intraday results) however, their explanatory power is significantly lower compared to the results based on the daily sample. This suggests that although daily spreads and intraday spreads have some common determinants there are other factors that determine the behaviour of spreads at high frequencies. VAR results show that there are some differences in the behaviour of the variables at high frequencies compared to the results from the daily sample. A shock in the number of quote revisions has more effect on the spread when short term trading intervals are considered (intra-day) compared to its own shocks. When longer trading intervals are considered (daily) then the shocks in the spread have more effect on the future spread. In other words, trading activity is more informative about the future spread when intra-day trading is considered while past spread is more informative about the future spread when daily trading is considered
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Tau positive neuronal cytoplasmic inclusions (NCI) are the ‘hallmark’ pathological feature of several neurodegenerative diseases collectively known as the tauopathies. This study compared the spatial patterns of various types of NCI in selected tauopathies including the neurofibrillary tangles (NFT) in Alzheimer's disease (AD) and progressive supranuclear palsy (PSP), Pick bodies (PB) in Pick’s disease (PiD), and the tau positive (tau+) neurons in corticobasal degeneration (CBD). In the cerebral cortex of these disorders, the tau+ NCI were distributed in clusters and in a significant proportion of analyses, the clusters were distributed with a regular periodicity parallel to the pia mater. The inclusions in AD, PiD and CBD exhibited a similar range of spatial patterns but in PSP were less frequently clustered and more frequently randomly distributed. In gyri where the NCI were clustered, there was a significant difference in mean cluster size between disorders. Hence, clusters of NFT in AD were larger than those in PSP and the tau+ neurons in CBD and clusters of PB in PiD were larger than the tau+ neurons in CBD and the NFT in PSP. The cluster size of the tau+ neurons in CBD was similar to the NFT in PSP. The data suggest that the formation of clusters of NCI, regularly distributed parallel to the pia mater, is a common feature of the tauopathies indicating similar patterns of cortical degeneration and pathogenic mechanisms across different diseases. Furthermore, the data suggest that cortical degeneration affecting the short and long cortico-cortical pathways may be a characteristic of the tauopathies.
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The importance of endogenous rhythms in the photoperiodic control of the annual reproduction cycle in female rainbow trout was investigated. The effect of photoperiod regimes on the different stages of maturation was assessed by recording the timing of ovulation and from quantifying associated changes in serum oestradiol-17,testosterone and total calcium. Maintained under constant 6L:18D and constant temperature for up to four years, rainbow trout exhibited an endogenous rhythm of maturation with a periodicity of approximately one year. This rhythm of maturation appears to be driven by an autonomous circannual oscillator or clock which can be dissociated from the neuroendocrine mechanisms controlling gonadal maturation. Under conditions of constant 18L:6D or LL the periodicity of the maturation rhythm was 5.5-6 months; it is suggested that this periodicity may be caused by a splitting or uncoupling of at least two circannual clocks involved in the control of maturation. Abrupt changes in the length of the photoperiod act as a zeitgeber to entrain the endogenous rhythm of maturation. Whether the timing of maturation is advanced or delayed depends primarily on the direction of the change in photoperiod and its timing in relation to the phase of the rhythm, with the magnitude of the alteration in photoperiod having only a supplementary effect. The effect of specific changes in photoperiod on the entrainment of the maturation cycle can be described in terms of a phase-response curve. Photic information is transduced, probably by the pineal gland, into a daily rhythm of melatonin; exposure of rainbow trout to skeleton and resonance photoperiod regimes indicated that daylength measurement is effected by endogenous circadian clock(s) rather than by hour-glass mechanisms. A gating mechanism is closely associated with the circannual clock which determines the timing of onset of maturation in virgin female rainbow trout, only allowing fish that have attained a threshold stage of development to undergo gonadal maturation. Collectively the results support the hypothesis that the female rainbow trout exhibits an endogenous circannual rhythm of maturation which can be entrained by changes in photoperiod.
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We examine contemporaneous jumps (cojumps) among individual stocks and a proxy for the market portfolio. We show, through a Monte Carlo study, that using intraday jump tests and a coexceedance criterion to detect cojumps has a power similar to the cojump test proposed by Bollerslev et al. (2008). However, we also show that we should not expect to detect all common jumps comprising a cojump when using such coexceedance based detection methods. Empirically, we provide evidence of an association between jumps in the market portfolio and cojumps in the underlying stocks. Consistent with our Monte Carlo evidence, moderate numbers of stocks are often detected to be involved in these (systematic) cojumps. Importantly, the results suggest that market-level news is able to generate simultaneous large jumps in individual stocks. We also find evidence of an association between systematic cojumps and Federal Funds Target Rate announcements. © 2013 Elsevier B.V.
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Tactile sensors are needed for many emerging robotic and telepresence applications such as keyhole surgery and robot operation in unstructured environments. We have proposed and demonstrated a tactile sensor consisting of a fibre Bragg grating embedded in a polymer "finger". When the sensor is placed in contact with a surface and translated tangentially across it measurements on the changes in the reflectivity spectrum of the grating provide a measurement of the spatial distribution of forces perpendicular to the surface and thus, through the elasticity of the polymer material, to the surface roughness. Using a sensor fabricated from a Poly Siloxane polymer (Methyl Vinyl Silicone rubber) spherical cap 50 mm in diameter, 6 mm deep with an embedded 10 mm long Bragg grating we have characterised the first and second moment of the grating spectral response when scanned across triangular and semicircular periodic structures both with a modulation depth of 1 mm and a period of 2 mm. The results clearly distinguish the periodicity of the surface structure and the differences between the two different surface profiles. For the triangular structure a central wavelength modulation of 4 pm is observed and includes a fourth harmonic component, the spectral width is modulated by 25 pm. Although crude in comparison to human senses these results clearly shown the potential of such a sensor for tactile imaging and we expect that with further development in optimising both the grating and polymer "finger" properties a much increased sensitivity and spatial resolution is achievable.
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We present novel Terahertz (THz) emitting optically pumped Quantum Dot (QD) photoconductive (PC) materials and antenna structures on their basis both for pulsed and CW pumping regimes. Full text Quantum dot and microantenna design - Presented here are design considerations for the semiconductor materials in our novel QD-based photoconductive antenna (PCA) structures, metallic microantenna designs, and their implementation as part of a complete THz source or transceiver system. Layers of implanted QDs can be used for the photocarrier lifetime shortening mechanism[1,2]. In our research we use InAs:GaAs QD structures of varying dot layer number and distributed Bragg reflector(DBR)reflectivity range. According to the observed dependence of carrier lifetimes on QD layer periodicity [3], it is reasonable to assume that electron lifetimes can be potentially reduced down to 0.45ps in such structures. Both of these features; long excitation wavelength and short carriers lifetime predict possible feasibility of QD antennas for THz generation and detection. In general, relatively simple antenna configurations were used here, including: coplanar stripline (CPS); Hertzian-type dipoles; bow-ties for broadband and log-spiral(LS)or log-periodic(LP)‘toothed’ geometriesfor a CW operation regime. Experimental results - Several lasers are used for antenna pumping: Ti:Sapphire femtosecond laser, as well as single-[4], double-[5] wavelength, and pulsed [6] QD lasers. For detection of the THz signal different schemes and devices were used, e.g. helium-cooled bolometer, Golay cell and a second PCA for coherent THz detection in a traditional time-domain measurement scheme.Fig.1shows the typical THz output power trend from a 5 um-gap LPQD PCA pumped using a tunable QD LD with optical pump spectrum shown in (b). Summary - QD-based THz systems have been demonstrated as a feasible and highly versatile solution. The implementation of QD LDs as pump sources could be a major step towards ultra-compact, electrically controllable transceiver system that would increase the scope of data analysis due to the high pulse repetition rates of such LDs [3], allowing real-time THz TDS and data acquisition. Future steps in development of such systems now lie in the further investigation of QD-based THz PCA structures and devices, particularly with regards to their compatibilitywith QD LDs as pump sources. [1]E. U. Rafailov et al., “Fast quantum-dot saturable absorber for passive mode-locking of solid-State lasers,”Photon.Tech.Lett., IEEE, vol. 16 pp. 2439-2441(2004) [2]E. Estacio, “Strong enhancement of terahertz emission from GaAs in InAs/GaAs quantum dot structures. Appl.Phys.Lett., vol. 94 pp. 232104 (2009) [3]C. Kadow et al., “Self-assembled ErAs islands in GaAs: Growth and subpicosecond carrier dynamics,” Appl. Phys. Lett., vol. 75 pp. 3548-3550 (1999) [4]T. Kruczek, R. Leyman, D. Carnegie, N. Bazieva, G. Erbert, S. Schulz, C. Reardon, and E. U. Rafailov, “Continuous wave terahertz radiation from an InAs/GaAs quantum-dot photomixer device,” Appl. Phys. Lett., vol. 101(2012) [5]R. Leyman, D. I. Nikitichev, N. Bazieva, and E. U. Rafailov, “Multimodal spectral control of a quantum-dot diode laser for THz difference frequency generation,” Appl. Phys. Lett., vol. 99 (2011) [6]K.G. Wilcox, M. Butkus, I. Farrer, D.A. Ritchie, A. Tropper, E.U. Rafailov, “Subpicosecond quantum dot saturable absorber mode-locked semiconductor disk laser, ” Appl. Phys. Lett. Vol 94, 2511 © 2014 IEEE.
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The paper provides evidence of a turn of the year effect in the order flow imbalance of both retail and institutional investors. In December there is net selling pressure which is reversed in January. We examine high frequency intraday order flow information and find that the changes in order flow imbalance between December and January are related to firm risk factors and characteristics. We find that retail order flow imbalances are associated with a wide range of risk characteristics including beta, illiquidity and unsystematic risk. Imbalances in institutional order flow are associated with only a small number of risk variables. We show that these order flow changes are important because risk premiums are elevated in January. Our results are robust to the effects of decimalization.
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A solar power satellite is paid attention to as a clean, inexhaustible large- scale base-load power supply. The following technology related to beam control is used: A pilot signal is sent from the power receiving site and after direction of arrival estimation the beam is directed back to the earth by same direction. A novel direction-finding algorithm based on linear prediction technique for exploiting cyclostationary statistical information (spatial and temporal) is explored. Many modulated communication signals exhibit a cyclostationarity (or periodic correlation) property, corresponding to the underlying periodicity arising from carrier frequencies or baud rates. The problem was solved by using both cyclic second-order statistics and cyclic higher-order statistics. By evaluating the corresponding cyclic statistics of the received data at certain cycle frequencies, we can extract the cyclic correlations of only signals with the same cycle frequency and null out the cyclic correlations of stationary additive noise and all other co-channel interferences with different cycle frequencies. Thus, the signal detection capability can be significantly improved. The proposed algorithms employ cyclic higher-order statistics of the array output and suppress additive Gaussian noise of unknown spectral content, even when the noise shares common cycle frequencies with the non-Gaussian signals of interest. The proposed method completely exploits temporal information (multiple lag ), and also can correctly estimate direction of arrival of desired signals by suppressing undesired signals. Our approach was generalized over direction of arrival estimation of cyclostationary coherent signals. In this paper, we propose a new approach for exploiting cyclostationarity that seems to be more advanced in comparison with the other existing direction finding algorithms.
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More than 165 induction times of butyl paraben-ethanol solution in a batch moving fluid oscillation baffled crystallizer with various amplitudes (1-9 mm) and frequencies (1.0-9.0 Hz) have been determined to study the effect of COBR operating conditions on nucleation. The induction time decreases with increasing amplitude and frequency at power density below about 500 W/m3; however, a further increase of the frequency and amplitude leads to an increase of the induction time. The interfacial energies and pre-exponential factors in both homogeneous and heterogeneous nucleation are determined by classical nucleation theory at oscillatory frequency 2.0 Hz and amplitudes of 3 or 5 mm both with and without net flow. To capture the shear rate conditions in oscillatory flow crystallizers, a large eddy simulation approach in a computational fluid dynamics framework is applied. Under ideal conditions the shear rate distribution shows spatial and temporal periodicity and radial symmetry. The spatial distributions of the shear rate indicate an increase of average and maximum values of the shear rate with increasing amplitude and frequency. In continuous operation, net flow enhances the shear rate at most time points, promoting nucleation. The mechanism of the shear rate influence on nucleation is discussed.
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Temporal dynamics of Raman fibre lasers tend to have very complex nature, owing to great cavity lengths and high nonlinearity, being stochastic on short time scales and quasi-continuous on longer time scales. Generally fibre laser intensity dynamics is represented by one-dimensional time-series, which in case of quasi-continuous wave generation in Raman fibre lasers gives little insight into the processes underlying the operation of a laser. New methods of analysis and data representation could help to uncover the underlying physical processes, understand the dynamics or improve the performance of the system. Using intrinsic periodicity of laser radiation, one dimensional intensity time series of a Raman fibre laser was analysed over fast and slow variation time. This allowed to experimentally observe various spatio-temporal regimes of generation, such as laminar, turbulent, partial mode-lock, as well as transitions between them and identify the mechanisms responsible for the transitions. Great cavity length and high nonlinearity also make it difficult to achieve stable high repetition rate mode-locking in Raman fibre lasers. Using Faraday parametric instability in extremely simple linear cavity experimental configuration, a very high order harmonic mode-locking was achieved in ò.ò kmlong Raman fibre laser. The maximum achieved pulse repetition rate was 12 GHz, with 7.3 ps long Gaussian shaped pulses. There is a new type of random lasers – random distributed feedback Raman fibre laser, which temporal properties cannot be controlled by conventionalmode-locking or Q-switch techniques and mechanisms. By adjusting the pump configuration, a very stable pulsed operation of random distributed feedback Raman fibre laser was achieved. Pulse duration varied in the range from 50 to 200 μs depending on the pump power and the cavity length. Pulse repetition rate scaling on the parameters of the system was experimentally identified.
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Exchange traded funds (ETFs) have increased significantly in popularity since they were first introduced in 1993. However, there is still much that is unknown about ETFs in the extant literature. This dissertation attempts to fill gaps in the ETF literature by using three related essays. In these three essays, we compare ETFs to closed ended mutual funds (CEFs) by decomposing the bid-ask spread into its three components; we look at the intraday shape of ETFs and compare it to the intraday shape of equities as well as examine the co-integration factor between ETFs on the London Stock Exchange and the New York Stock Exchange; we also examine the differences between leveraged ETFs and unleveraged ETFs by analyzing the impact of liquidity and volatility. These three essays are presented in Chapters 1, 2, and 3, respectively. ^ Chapter one uses the Huang and Stoll (1997) model to decompose the bid-ask spread in CEFs and ETFs for two distinct periods—a normal and a volatile period. We show a higher adverse selection component for CEFs than for ETFs without regard to volatility. However, both ETFs and CEFs increased in magnitude of the adverse selection component in the period of high volatility. Chapter two uses a mix of the Werner and Kleidon (1993) and the Hupperets and Menkveld (2002) methods to get the intraday shape of ETFs and analyze co-integration between London and New York trading. We find two different shapes for New York and London ETFs. There also appears to be evidence of co-integration in the overlapping two-hour trading period but not over the entire trading day for the two locations. The third chapter discusses the new class of ETFs called leveraged ETFs. We examine the liquidity and depth differences between unleveraged and leveraged ETFs at the aggregate level and when the leveraged ETFs are classified by the leveraged multiples of -3, -2, -1, 2, and 3, both for a normal and a volatile period. We find distinct differences between leveraged and unleveraged ETFs at the aggregate level, with leveraged ETFs having larger spreads than unleveraged ETFs. Furthermore, while both leveraged and unleveraged ETFs have larger spreads in high volatility, for the leveraged ETFs the change in magnitude is significantly larger than for the unleveraged ETFs. Among the multiples, the -2 leveraged ETF is the most pronounced in its liquidity characteristics, more so in volatile times. ^
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In this study, the formation of stripe domains in permalloy (NisoFe20) thin films was investigated mainly utilizing magnetic force microscopy. Stripe domains are a known phenomenon, which reduces the "softness" of magnetic material and introduces a significant source of noise when used in perpendicular magnetic media. For the particular setup mentioned in this report, a critical thickness for stripe domains initiation depended on the sputtering rate, the substrate temperature, and the film thickness. Beyond the stripe domain formation, an increase in the periodicity of highly ordered stripe domains was evident with increasing film thickness. Above a particular thickness, stripe domains periodicity decreased along with magnetic domain randomization. The results led to the inference that the perpendicular anisotropy responsible for the formation of stripe domains originated mainly from magnetostriction.