Linear and non-linear (non-)forecastability of high-frequency exchange rates

This paper forecasts Daily Sterling exchange rate returns using various naive, linear and non-linear univariate time-series models. The accuracy of the forecasts is evaluated using mean squared error and sign prediction criteria. These show only a very modest improvement over forecasts generated by a random walk model. The Pesaran–Timmerman test and a comparison with forecasts generated artificially shows that even the best models have no evidence of market timing ability.

Quantifying errors due to frequency changes and target location uncertainty for radar refractivity retrievals

Radar refractivity retrievals can capture near-surface humidity changes, but noisy phase changes of the ground clutter returns limit the accuracy for both klystron- and magnetron-based systems. Observations with a C-band (5.6 cm) magnetron weather radar indicate that the correction for phase changes introduced by local oscillator frequency changes leads to refractivity errors no larger than 0.25 N units: equivalent to a relative humidity change of only 0.25% at 20°C. Requested stable local oscillator (STALO) frequency changes were accurate to 0.002 ppm based on laboratory measurements. More serious are the random phase change errors introduced when targets are not at the range-gate center and there are changes in the transmitter frequency (ΔfTx) or the refractivity (ΔN). Observations at C band with a 2-μs pulse show an additional 66° of phase change noise for a ΔfTx of 190 kHz (34 ppm); this allows the effect due to ΔN to be predicted. Even at S band with klystron transmitters, significant phase change noise should occur when a large ΔN develops relative to the reference period [e.g., ~55° when ΔN = 60 for the Next Generation Weather Radar (NEXRAD) radars]. At shorter wavelengths (e.g., C and X band) and with magnetron transmitters in particular, refractivity retrievals relative to an earlier reference period are even more difficult, and operational retrievals may be restricted to changes over shorter (e.g., hourly) periods of time. Target location errors can be reduced by using a shorter pulse or identified by a new technique making alternate measurements at two closely spaced frequencies, which could even be achieved with a dual–pulse repetition frequency (PRF) operation of a magnetron transmitter.

Quantitative ventilation assessments of idealized urban canopy layers with various urban layouts and the same building packing density

This paper investigates urban canopy layers (UCL) ventilation under neutral atmospheric condition with the same building area density (λp=0.25) and frontal area density (λf=0.25) but various urban sizes, building height variations, overall urban forms and wind directions. Turbulent airflows are first predicted by CFD simulations with standard k-ε model evaluated by wind tunnel data. Then air change rates per hour (ACH) and canopy purging flow rate (PFR) are numerically analyzed to quantify the rate of air exchange and the net ventilation capacity induced by mean flows and turbulence. With a parallel approaching wind (θ=0o), the velocity ratio first decreases in the adjustment region, followed by the fully-developed region where the flow reaches a balance. Although the flow quantities macroscopically keep constant, however ACH decreases and overall UCL ventilation becomes worse if urban size rises from 390m to 5km. Theoretically if urban size is infinite, ACH may reach a minimum value depending on local roof ventilation, and it rises from 1.7 to 7.5 if the standard deviation of building height variations increases (0% to 83.3%). Overall UCL ventilation capacity (PFR) with a square overall urban form (Lx=Ly=390m) is better as θ=0o than oblique winds (θ=15o, 30o, 45o), and it exceeds that of a staggered urban form under all wind directions (θ=0o to 45o), but is less than that of a rectangular urban form (Lx=570m, Ly=270m) under most wind directions (θ=30o to 90o). Further investigations are still required to quantify the net ventilation efficiency induced by mean flows and turbulence.

A review of the performance of different ventilation and airflow distribution systems in buildings

The objective of this article is to review the scientific literature on airflow distribution systems and ventilation effectiveness to identify and assess the most suitable room air distribution methods for various spaces. In this study, different ventilation systems are classified according to specific requirements and assessment procedures. This study shows that eight ventilation methods have been employed in the built environment for different purposes and tasks. The investigation shows that numerous studies have been carried out on ventilation effectiveness but few studies have been done regarding other aspects of air distribution. Amongst existing types of ventilation systems, the performance of each ventilation methods varies from one case to another due to different usages of the ventilation system in a room and the different assessment indices used. This review shows that the assessment of ventilation effectiveness or efficiency should be determined according to each task of the ventilation system, such as removal of heat, removal of pollutant, supply fresh air to the breathing zone or protecting the occupant from cross infection. The analysis results form a basic framework regarding the application of airflow distribution for the benefit of designers, architects, engineers, installers and building owners.

A MATLAB GUI for learning controller design in the frequency domain

A MATLAB GUI is presented which is used to help students learn to design controllers in the frequency domain. It complements the author’s two previous GUIs for plotting and identification of systems in the frequency domain. It also incorporates the concept used in the “electronic calculator that makes students think” to assist learning. Positive student feedback affirms that the GUI has helped their understanding.

Single-carrier frequency domain equalisation for hammerstein communication systems using complex-valued neural networks

Single-carrier (SC) block transmission with frequency-domain equalisation (FDE) offers a viable transmission technology for combating the adverse effects of long dispersive channels encountered in high-rate broadband wireless communication systems. However, for high bandwidthefficiency and high power-efficiency systems, the channel can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. For such nonlinear Hammerstein channels, the standard SC-FDE scheme no longer works. This paper advocates a complex-valued (CV) B-spline neural network based nonlinear SC-FDE scheme for Hammerstein channels. Specifically, We model the nonlinear HPA, which represents the CV static nonlinearity of the Hammerstein channel, by a CV B-spline neural network, and we develop two efficient alternating least squares schemes for estimating the parameters of the Hammerstein channel, including both the channel impulse response coefficients and the parameters of the CV B-spline model. We also use another CV B-spline neural network to model the inversion of the nonlinear HPA, and the parameters of this inverting B-spline model can easily be estimated using the standard least squares algorithm based on the pseudo training data obtained as a natural byproduct of the Hammerstein channel identification. Equalisation of the SC Hammerstein channel can then be accomplished by the usual one-tap linear equalisation in frequency domain as well as the inverse B-spline neural network model obtained in time domain. Extensive simulation results are included to demonstrate the effectiveness of our nonlinear SC-FDE scheme for Hammerstein channels.

Online dietary intake estimation: The Food4Me food frequency questionnaire

Background: Dietary assessment methods are important tools for nutrition research. Online dietary assessment tools have the potential to become invaluable methods of assessing dietary intake because, compared with traditional methods, they have many advantages including the automatic storage of input data and the immediate generation of nutritional outputs. Objective: The aim of this study was to develop an online food frequency questionnaire (FFQ) for dietary data collection in the “Food4Me” study and to compare this with the validated European Prospective Investigation of Cancer (EPIC) Norfolk printed FFQ. Methods: The Food4Me FFQ used in this analysis was developed to consist of 157 food items. Standardized color photographs were incorporated in the development of the Food4Me FFQ to facilitate accurate quantification of the portion size of each food item. Participants were recruited in two centers (Dublin, Ireland and Reading, United Kingdom) and each received the online Food4Me FFQ and the printed EPIC-Norfolk FFQ in random order. Participants completed the Food4Me FFQ online and, for most food items, participants were requested to choose their usual serving size among seven possibilities from a range of portion size pictures. The level of agreement between the two methods was evaluated for both nutrient and food group intakes using the Bland and Altman method and classification into quartiles of daily intake. Correlations were calculated for nutrient and food group intakes. Results: A total of 113 participants were recruited with a mean age of 30 (SD 10) years (40.7% male, 46/113; 59.3%, 67/113 female). Cross-classification into exact plus adjacent quartiles ranged from 77% to 97% at the nutrient level and 77% to 99% at the food group level. Agreement at the nutrient level was highest for alcohol (97%) and lowest for percent energy from polyunsaturated fatty acids (77%). Crude unadjusted correlations for nutrients ranged between .43 and .86. Agreement at the food group level was highest for “other fruits” (eg, apples, pears, oranges) and lowest for “cakes, pastries, and buns”. For food groups, correlations ranged between .41 and .90. Conclusions: The results demonstrate that the online Food4Me FFQ has good agreement with the validated printed EPIC-Norfolk FFQ for assessing both nutrient and food group intakes, rendering it a useful tool for ranking individuals based on nutrient and food group intakes.

Resonance response of electrorheological fluids in vertical oscillation squeeze flow

The resonance effect of microcrystalline cellulose/castor oil electrorheological (ER) suspensions was studied in a compressed oscillatory squeeze flow under external electric fields. The resonance frequency first increases linearly with increasing external held, and then shift to high-field plateau. The amplitudes of resonance peak increase sharply with the applied fields in the range of 0.17-1.67kV/mm. The phase difference of the reduced displacement relative to the excitation force inverses in the case of resonance. A viscoelasticity model of the ER suspensions, which offers both the equivalent stiffness and the viscous damping, should be responsible for the appearance of resonance. The influence of the electric field on the resonance frequency and the resonance hump is consistent qualitatively with the interpretation of our proposed model. Storage modulus G' was presented for the purpose of investigating this influence.

Squeeze flow viscoelasticity of electrorheological fluids based on microcrystalline cellulose

Dynamic viscoelasticity of electrorheological fluids based on microcrystalline cellulose/castor oil suspensions was experimentally investigated in squeeze flow. The dependence of storage modulus G' and loss modulus G" parallel to external electric field on electric fields and strain amplitudes is presented. The experiments show that, when external electric field is higher than the critical field, the viscoelasticity of the ER fluids converts from linear to nonlinear, and the ER fluids transfer from solid-like state to fluid state with the growth of strain amplitude. The influences of strain amplitude and oscillatory frequency on the nonlinearity of viscoelasticity were also studied.

Structure and viscoelasticity of an electrorheological fluid in oscillatory shear: computer simulation investigation

The three-dimensional molecular dynamics simulation method has been used to study the dynamic responses of an electrorheological (ER) fluid in oscillatory shear. The structure and related viscoelastic behaviour of the fluid are found to be sensitive to the amplitude of the strain. With the increase of the strain amplitude, the structure formed by the particles changes from isolated columns to sheet-like structures which may be perpendicular or parallel to the oscillating direction. Along with the structure evolution, the field-induced moduli decrease significantly with an increase in strain amplitude. The viscoelastic behaviour of the structures obtained in the cases of different strain amplitudes was examined in the linear response regime and an evident structure dependence of the moduli was found. The reason for this lies in the anisotropy of the arrangement of the particles in these structures. Short-range interactions between the particles cannot be neglected in determining the viscoelastic behaviour of ER fluids at small strain amplitude, especially for parallel sheets. The simulation results were compared with available experimental data and good agreement was reached for most of them.

Ventilation performance in a passage between two non-parallel buildings

A great number of studies on wind conditions in passages between slab-type buildings have been conducted in the past. However, wind conditions under different structure and configuration of buildings is still unclear and studies existed still can’t provide guidance on urban planning and design, due to the complexity of buildings and aerodynamics. The aim of this paper is to provide more insight in the mechanism of wind conditions in passages. In this paper, a simplified passage model with non-parallel buildings is developed on the basis of the wind tunnel experiments conducted by Blocken et al. (2008). Numerical simulation based on CFD is employed for a detailed investigation of the wind environment in passages between two long narrow buildings with different directions and model validation is performed by comparing numerical results with corresponding wind tunnel measurements.

Simple M-factor algorithm for improved estimation of the basic maximum usable frequency of radio waves reflected from the ionospheric F-region

The equations of Milsom are evaluated, giving the ground range and group delay of radio waves propagated via the horizontally stratified model ionosphere proposed by Bradley and Dudeney. Expressions for the ground range which allow for the effects of the underlying E- and F1-regions are used to evaluate the basic maximum usable frequency or M-factors for single F-layer hops. An algorithm for the rapid calculation of the M-factor at a given range is developed, and shown to be accurate to within 5%. The results reveal that the M(3000)F2-factor scaled from vertical-incidence ionograms using the standard URSI procedure can be up to 7.5% in error. A simple addition to the algorithm effects a correction to ionogram values to make these accurate to 0.5%.

Characterising phosphorus and nitrate inputs to a rural river using high-frequency concentration-flow relationships

The total reactive phosphorus (TRP) and nitrate concentrations of the River Enborne, southern England, were monitored at hourly interval between January 2010 and December 2011. The relationships between these high-frequency nutrient concentration signals and flow were used to infer changes in nutrient source and dynamics through the annual cycle and each individual storm event, by studying hysteresis patterns. TRP concentrations exhibited strong dilution patterns with increasing flow, and predominantly clockwise hysteresis through storm events. Despite the Enborne catchment being relatively rural for southern England, TRP inputs were dominated by constant, non-rain-related inputs from sewage treatment works (STW) for the majority of the year, producing the highest phosphorus concentrations through the spring–summer growing season. At higher river flows, the majority of the TRP load was derived from within-channel remobilisation of phosphorus from the bed sediment, much of which was also derived from STW inputs. Therefore, future phosphorus mitigation measures should focus on STW improvements. Agricultural diffuse TRP inputs were only evident during storms in the May of each year, probably relating to manure application to land. The nitrate concentration–flow relationship produced a series of dilution curves, indicating major inputs from groundwater and to a lesser extent STW. Significant diffuse agricultural inputs with anticlockwise hysteresis trajectories were observed during the first major storms of the winter period. The simultaneous investigation of high-frequency time series data, concentration–flow relationships and hysteresis behaviour through multiple storms for both phosphorus and nitrate offers a simple and innovative approach for providing new insights into nutrient sources and dynamics.

Online dietary intake estimation : reproducibility and validity of the Food4Me food frequency questionnaire against a 4-day weighed food record

Background: Advances in nutritional assessment are continuing to embrace developments in computer technology. The online Food4Me food frequency questionnaire (FFQ) was created as an electronic system for the collection of nutrient intake data. To ensure its accuracy in assessing both nutrient and food group intake, further validation against data obtained using a reliable, but independent, instrument and assessment of its reproducibility are required. Objective: The aim was to assess the reproducibility and validity of the Food4Me FFQ against a 4-day weighed food record (WFR). Methods: Reproducibility of the Food4Me FFQ was assessed using test-retest methodology by asking participants to complete the FFQ on 2 occasions 4 weeks apart. To assess the validity of the Food4Me FFQ against the 4-day WFR, half the participants were also asked to complete a 4-day WFR 1 week after the first administration of the Food4Me FFQ. Level of agreement between nutrient and food group intakes estimated by the repeated Food4Me FFQ and the Food4Me FFQ and 4-day WFR were evaluated using Bland-Altman methodology and classification into quartiles of daily intake. Crude unadjusted correlation coefficients were also calculated for nutrient and food group intakes. Results: In total, 100 people participated in the assessment of reproducibility (mean age 32, SD 12 years), and 49 of these (mean age 27, SD 8 years) also took part in the assessment of validity. Crude unadjusted correlations for repeated Food4Me FFQ ranged from .65 (vitamin D) to .90 (alcohol). The mean cross-classification into “exact agreement plus adjacent” was 92% for both nutrient and food group intakes, and Bland-Altman plots showed good agreement for energy-adjusted macronutrient intakes. Agreement between the Food4Me FFQ and 4-day WFR varied, with crude unadjusted correlations ranging from .23 (vitamin D) to .65 (protein, % total energy) for nutrient intakes and .11 (soups, sauces and miscellaneous foods) to .73 (yogurts) for food group intake. The mean cross-classification into “exact agreement plus adjacent” was 80% and 78% for nutrient and food group intake, respectively. There were no significant differences between energy intakes estimated using the Food4Me FFQ and 4-day WFR, and Bland-Altman plots showed good agreement for both energy and energy-controlled nutrient intakes. Conclusions: The results demonstrate that the online Food4Me FFQ is reproducible for assessing nutrient and food group intake and has moderate agreement with the 4-day WFR for assessing energy and energy-adjusted nutrient intakes. The Food4Me FFQ is a suitable online tool for assessing dietary intake in healthy adults.