Deconvolution method for removing the distortion from time jitter in equivalent-time waveform samplers

A sampling oscilloscope is one of the main units in automatic pulse measurement system (APMS). The time jitter in waveform samplers is an important error source that affect the precision of data acquisition. In this paper, this kind of error is greatly reduced by using the deconvolution method. First, the probability density function (PDF) of time jitter distribution is determined by the statistical approach, then, this PDF is used as convolution kern to deconvolve with the acquired waveform data with additional averaging, and the result is the waveform data in which the effect of time jitter has been removed, and the measurement precision of APMS is greatly improved. In addition, some computer simulations are given which prove the success of the method given in this paper.

Delay analysis of enhanced relay-enabled distributed coordination function

This paper analyzes the delay performance of Enhanced relay-enabled Distributed Coordination Function (ErDCF) for wireless ad hoc networks under ideal condition and in the presence of transmission errors. Relays are nodes capable of supporting high data rates for other low data rate nodes. In ideal channel ErDCF achieves higher throughput and reduced energy consumption compared to IEEE 802.11 Distributed Coordination Function (DCF). This gain is still maintained in the presence of errors. It is also expected of relays to reduce the delay. However, the impact on the delay behavior of ErDCF under transmission errors is not known. In this work, we have presented the impact of transmission errors on delay. It turns out that under transmission errors of sufficient magnitude to increase dropped packets, packet delay is reduced. This is due to increase in the probability of failure. As a result the packet drop time increases, thus reflecting the throughput degradation.

Wavelet filtered modelling applied to measurements of a waveguide's THz time domain response

A quasi-optical de-embedding technique for characterizing waveguides is demonstrated using wideband time-resolved terahertz spectroscopy. A transfer function representation is adopted for the description of the signal in the input and output port of the waveguides. The time domain responses were discretised and the waveguide transfer function was obtained through a parametric approach in the z-domain after describing the system with an ARX as well as with a state space model. Prior to the identification procedure, filtering was performed in the wavelet domain to minimize signal distortion and the noise propagating in the ARX and subspace models. The model identification procedure requires isolation of the phase delay in the structure and therefore the time-domain signatures must be firstly aligned with respect to each other before they are compared. An initial estimate of the number of propagating modes was provided by comparing the measured phase delay in the structure with theoretical calculations that take into account the physical dimensions of the waveguide. Models derived from measurements of THz transients in a precision WR-8 waveguide adjustable short will be presented.

Generalised Dirichelt-to-Neumann map in time dependent domains

We study the heat, linear Schrodinger and linear KdV equations in the domain l(t) < x < ∞, 0 < t < T, with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.

Discrete time representation of continuous time ARMA processes

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

Effect of cutting time, temperature and calcium on curd moisture, whey fat loses and curd yield by response surface methodology

Response surface methodology was used to study the effect of temperature, cutting time, and calcium chloride addition level on curd moisture content, whey fat losses, and curd yield. Coagulation and syneresis were continuously monitored using 2 optical sensors detecting light backscatter. The effect of the factors on the sensors’ response was also examined. Retention of fat during cheese making was found to be a function of cutting time and temperature, whereas curd yield was found to be a function of those 2 factors and the level of calcium chloride addition. The main effect of temperature on curd moisture was to increase the rate at which whey was expelled. Temperature and calcium chloride addition level were also found to affect the light backscatter profile during coagulation whereas the light backscatter profile during syneresis was a function of temperature and cutting time. The results of this study suggest that there is an optimum firmness at which the gel should be cut to achieve maximum retention of fat and an optimum curd moisture content to maximize product yield and quality. It was determined that to maximize curd yield and quality, it is necessary to maximize firmness while avoiding rapid coarsening of the gel network and microsyneresis. These results could contribute to the optimization of the cheese-making process.

The effect of exogenous gonadotropins on ovarian function in goats actively immunized against inhibin

The aim of this investigation was to compare the ovarian response to superovulatory treatments in does before and after inhibin immunization, with a view to optimizing the superovulatory potential of the caprine ovary. To avoid interference by the ovarian cycle, the experiment was conducted out-of-season. At the onset of the experiment 48 does were subjected to treatment with an sc implant of the progestogen norgestomet, combined with a gonadotropin; eight does each received a single injection of 1200 IU eCG, 400 IU eCG or 2 mL physiological saline (control) or six injections (at 12 h intervals) constituting 16 or 5.4 AU pFSH. The does were mated and subjected to embryo collection 6 to 7 d later. Throughout the experiment ovarian function (by ultrasonography) and plasma levels of inhibin antibodies and progesterone were monitored. Of 40 does treated during the first part of the experiment, 48% showed estrus. The ovarian response in does treated with a high or low dose of eCG or a low dose of pFSH was barely in excess of the ovarian response in the saline-treated controls, whereas a superovulatory dose of pFSH (16 AU) gave a satisfactory response of, on average, 14.5 ovulations (yielding 8.8 flushed ova and embryos). Immediately after the does had been subjected to embryo collection they were actively immunized against inhibin by administering two injections of a recombinant α-subunit of ovine inhibin at four week intervals. All immunized does produced antibodies with the maximal titer reached two weeks after the second injection. Groups of immunized does were subjected to the same gonadotropin treatments as before (avoiding allocation of individuals to the same treatments). This time all does showed estrous symptoms. The ovulatory response to the various treatments, including the saline controls, was virtually identical, the overall average being 21.8 follicles and 9.1 ovulations. The average embryo yield per doe was 5.7. The results imply that inhibin acted as the key factor in determining the ovulatory response since no impact of any of the supplementary gonadotropins was noted in inhibin-immunized does. This finding gives rise to the notion that inhibin antibodies may act primarily by an intraovarian paracrine action rather than by reducing the suppressive action of inhibin on pituitary FSH release. Further, these findings confirm earlier reports that eCG is less suitable than FSH for inducing superovulation in goats, and indicate that active immunization against inhibin may be considered a viable alternative to using exogenous gonadotropin for inducing superovulation in goats.

NAADP regulates human platelet function.

Platelets play a vital role in maintaining haemostasis. Human platelet activation depends on Ca2+ release, leading to cell activation, granule secretion and aggregation. NAADP (nicotinic acid-adenine dinucleotide phosphate) is a Ca2+-releasing second messenger that acts on acidic Ca2+ stores and is used by a number of mammalian systems. In human platelets, NAADP has been shown to release Ca2+ in permeabilized human platelets and contribute to thrombin-mediated platelet activation. In the present study, we have further characterized NAADP-mediated Ca2+ release in human platelets in response to both thrombin and the GPVI (glycoprotein VI)-specific agonist CRP (collagen-related peptide). Using a radioligand-binding assay, we reveal an NAADP-binding site in human platelets, indicative of a platelet NAADP receptor. We also found that NAADP releases loaded 45Ca2+ from intracellular stores and that total platelet Ca2+ release is inhibited by the proton ionophore nigericin. Ned-19, a novel cell-permeant NAADP receptor antagonist, competes for the NAADP-binding site in platelets and can inhibit both thrombin- and CRP-induced Ca2+ release in human platelets. Ned-19 has an inhibitory effect on platelet aggregation, secretion and spreading. In addition, Ned-19 extends the clotting time in whole-blood samples. We conclude that NAADP plays an important role in human platelet function. Furthermore, the development of Ned-19 as an NAADP receptor antagonist provides a potential avenue for platelet-targeted therapy and the regulation of thrombosis.

Performance assessment of a volcanic ash transport model mini-ensemble used for inverse modeling of the 2010 Eyjafjallajökull eruption

The requirement to forecast volcanic ash concentrations was amplified as a response to the 2010 Eyjafjallajökull eruption when ash safety limits for aviation were introduced in the European area. The ability to provide accurate quantitative forecasts relies to a large extent on the source term which is the emissions of ash as a function of time and height. This study presents source term estimations of the ash emissions from the Eyjafjallajökull eruption derived with an inversion algorithm which constrains modeled ash emissions with satellite observations of volcanic ash. The algorithm is tested with input from two different dispersion models, run on three different meteorological input data sets. The results are robust to which dispersion model and meteorological data are used. Modeled ash concentrations are compared quantitatively to independent measurements from three different research aircraft and one surface measurement station. These comparisons show that the models perform reasonably well in simulating the ash concentrations, and simulations using the source term obtained from the inversion are in overall better agreement with the observations (rank correlation = 0.55, Figure of Merit in Time (FMT) = 25–46%) than simulations using simplified source terms (rank correlation = 0.21, FMT = 20–35%). The vertical structures of the modeled ash clouds mostly agree with lidar observations, and the modeled ash particle size distributions agree reasonably well with observed size distributions. There are occasionally large differences between simulations but the model mean usually outperforms any individual model. The results emphasize the benefits of using an ensemble-based forecast for improved quantification of uncertainties in future ash crises.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

On the long time behavior of free stochastic Schrödinger evolutions

We discuss the time evolution of the wave function which is the solution of a stochastic Schrödinger equation describing the dynamics of a free quantum particle subject to spontaneous localizations in space. We prove global existence and uniqueness of solutions. We observe that there exist three time regimes: the collapse regime, the classical regime and the diffusive regime. Concerning the latter, we assert that the general solution converges almost surely to a diffusing Gaussian wave function having a finite spread both in position as well as in momentum. This paper corrects and completes earlier works on this issue.

Sensitivity and out-of-sample error in continuous time data assimilation

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically though, these two requirements cannot both be met at the same time–tracking the observations is not possible without the trajectory deviating from the proposed model equations, while adherence to the model requires deviations from the observations. Thus, data assimilation faces a trade-off. In this contribution, the sensitivity of the data assimilation with respect to perturbations in the observations is identified as the parameter which controls the trade-off. A relation between the sensitivity and the out-of-sample error is established, which allows the latter to be calculated under operational conditions. A minimum out-of-sample error is proposed as a criterion to set an appropriate sensitivity and to settle the discussed trade-off. Two approaches to data assimilation are considered, namely variational data assimilation and Newtonian nudging, also known as synchronization. Numerical examples demonstrate the feasibility of the approach.

Small time two-sided LIL behavior for Lévy processes at zero

We wish to characterize when a Lévy process X t crosses boundaries b(t), in a two-sided sense, for small times t, where b(t) satisfies very mild conditions. An integral test is furnished for computing the value of sup t→0|X t |/b(t) = c. In some cases, we also specify a function b(t) in terms of the Lévy triplet, such that sup t→0 |X t |/b(t) = 1.

The sample autocorrelation function and the detection of long-memory processes

The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to be identified using the sum of the sample autocorrelations, as usually defined. The reason for this is that the sample sum is a predetermined constant for any stationary time series; a result that is independent of the sample size. Diagnostic or estimation procedures, such as those in the frequency domain, that embed this sum are equally open to this criticism. We develop this result in the context of long memory, extending it to the implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are further extended to higher order sample autocorrelations and the bispectral density. The corresponding result is that the sum of the third order sample (auto) bicorrelations at lags h,k≥1, is also a predetermined constant, different from that in the second order case, for any stationary time series of arbitrary length.