892 resultados para Dynamic hedging


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Wireless local area networks (WLANs) have changed the way many of us communicate, work, play and live. Due to its popularity, dense deployments are becoming a norm in many cities around the world. However, increased interference and traffic demands can severely limit the aggregate throughput achievable if an effective channel assignment scheme is not used. In this paper, we propose an enhanced asynchronous distributed and dynamic channel assignment scheme that is simple to implement, does not require any knowledge of the throughput function, allows asynchronous channel switching by each access point (AP) and is superior in performance. Simulation results show that our proposed scheme converges much faster than previously reported synchronous schemes, with a reduction in convergence time and channel switches by tip to 73.8% and 30.0% respectively.

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The popularity of wireless local area networks (WLANs) has resulted in their dense deployment in many cities around the world. The increased interference among different WLANs severely degrades the throughput achievable. This problem has been further exacerbated by the limited number of frequency channels available. An improved distributed and dynamic channel assignment scheme that is simple to implement and does not depend on the knowledge of the throughput function is proposed in this work. It also allows each access point (AP) to asynchronously switch to the new best channel. Simulation results show that our proposed scheme converges much faster than similar previously reported work, with a reduction in convergence time and channel switches as much as 77.3% and 52.3% respectively. When it is employed in dynamic environments, the throughput improves by up to 12.7%.

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Dynamic neural networks (DNNs), which are also known as recurrent neural networks, are often used for nonlinear system identification. The main contribution of this letter is the introduction of an efficient parameterization of a class of DNNs. Having to adjust less parameters simplifies the training problem and leads to more parsimonious models. The parameterization is based on approximation theory dealing with the ability of a class of DNNs to approximate finite trajectories of nonautonomous systems. The use of the proposed parameterization is illustrated through a numerical example, using data from a nonlinear model of a magnetic levitation system.

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In this study a minimum variance neuro self-tuning proportional-integral-derivative (PID) controller is designed for complex multiple input-multiple output (MIMO) dynamic systems. An approximation model is constructed, which consists of two functional blocks. The first block uses a linear submodel to approximate dominant system dynamics around a selected number of operating points. The second block is used as an error agent, implemented by a neural network, to accommodate the inaccuracy possibly introduced by the linear submodel approximation, various complexities/uncertainties, and complicated coupling effects frequently exhibited in non-linear MIMO dynamic systems. With the proposed model structure, controller design of an MIMO plant with n inputs and n outputs could be, for example, decomposed into n independent single input-single output (SISO) subsystem designs. The effectiveness of the controller design procedure is initially verified through simulations of industrial examples.

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Previous studies have demonstrated that when we observe somebody else executing an action many areas of our own motor systems are active. It has been argued that these motor activations are evidence that we motorically simulate observed actions; this motoric simulation may support various functions such as imitation and action understanding. However, whether motoric simulation is indeed the function of motor activations during action observation is controversial, due to inconsistency in findings. Previous studies have demonstrated dynamic modulations in motor activity when we execute actions. Therefore, if we do motorically simulate observed actions, our motor systems should also be modulated dynamically, and in a corresponding fashion, during action observation. Using magnetoencephalography (MEG), we recorded the cortical activity of human participants while they observed actions performed by another person. Here, we show that activity in the human motor system is indeed modulated dynamically during action observation. The finding that activity in the motor system is modulated dynamically when observing actions can explain why studies of action observation using functional magnetic resonance imaging (fMRI) have reported conflicting results, and is consistent with the hypothesis that we motorically simulate observed actions.

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The River Lugg has particular problems with high sediment loads that have resulted in detrimental impacts on ecology and fisheries. A new dynamic, process-based model of hydrology and sediments (INCA- SED) has been developed and applied to the River Lugg system using an extensive data set from 1995–2008. The model simulates sediment sources and sinks throughout the catchment and gives a good representation of the sediment response at 22 reaches along the River Lugg. A key question considered in using the model is the management of sediment sources so that concentrations and bed loads can be reduced in the river system. Altogether, five sediment management scenarios were selected for testing on the River Lugg, including land use change, contour tillage, hedging and buffer strips. Running the model with parameters altered to simulate these five scenarios produced some interesting results. All scenarios achieved some reduction in sediment levels, with the 40% land use change achieving the best result with a 19% reduction. The other scenarios also achieved significant reductions of between 7% and 9%. Buffer strips produce the best result at close to 9%. The results suggest that if hedge introduction, contour tillage and buffer strips were all applied, sediment reductions would total 24%, considerably improving the current sediment situation. We present a novel cost-effectiveness analysis of our results where we use percentage of land removed from production as our cost function. Given the minimal loss of land associated with contour tillage, hedges and buffer strips, we suggest that these management practices are the most cost-effective combination to reduce sediment loads.

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We have investigated the dynamic mechanical behavior of two cross-linked polymer networks with very different topologies: one made of backbones randomly linked along their length; the other with fixed-length strands uniformly cross-linked at their ends. The samples were analyzed using oscillatory shear, at very small strains corresponding to the linear regime. This was carried out at a range of frequencies, and at temperatures ranging from the glass plateau, through the glass transition, and well into the rubbery region. Through the glass transition, the data obeyed the time-temperature superposition principle, and could be analyzed using WLF treatment. At higher temperatures, in the rubbery region, the storage modulus was found to deviate from this, taking a value that is independent of frequency. This value increased linearly with temperature, as expected for the entropic rubber elasticity, but with a substantial negative offset inconsistent with straightforward enthalpic effects. Conversely, the loss modulus continued to follow time-temperature superposition, decreasing with increasing temperature, and showing a power-law dependence on frequency.

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The aim of this study is to investigate flow-induced dynamic surface tension effects, similar to the well-known Marangoni phenomena, but solely generated by the nanoscale topography of the substrates. The flow-induced surface tension effects are examined on the basis of a sharp interface theory. It is demonstrated how nanoscale objects placed at the boundary of the flow domain result in the generation of substantial surface forces acting on the bulk flow.