970 resultados para cross-spectral density
Resumo:
Many unit root and cointegration tests require an estimate of the spectral density function at frequency zero at some process. Kernel estimators based on weighted sums of autocovariances constructed using estimated residuals from an AR(1) regression are commonly used. However, it is known that with substantially correlated errors, the OLS estimate of the AR(1) parameter is severely biased. in this paper, we first show that this least squares bias induces a significant increase in the bias and mean-squared error of kernel-based estimators.
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This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.
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Polymers with the ability to heal themselves could provide access to materials with extended lifetimes in a wide range of applications such as surface coatings, automotive components and aerospace composites. Here we describe the synthesis and characterisation of two novel, stimuli-responsive, supramolecular polymer blends based on π-electron-rich pyrenyl residues and π-electron-deficient, chain-folding aromatic diimides that interact through complementary π–π stacking interactions. Different degrees of supramolecular “cross-linking” were achieved by use of divalent or trivalent poly(ethylene glycol)-based polymers featuring pyrenyl end-groups, blended with a known diimide–ether copolymer. The mechanical properties of the resulting polymer blends revealed that higher degrees of supramolecular “cross-link density” yield materials with enhanced mechanical properties, such as increased tensile modulus, modulus of toughness, elasticity and yield point. After a number of break/heal cycles, these materials were found to retain the characteristics of the pristine polymer blend, and this new approach thus offers a simple route to mechanically robust yet healable materials.
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The eigenvalue densities of two random matrix ensembles, the Wigner Gaussian matrices and the Wishart covariant matrices, are decomposed in the contributions of each individual eigenvalue distribution. It is shown that the fluctuations of all eigenvalues, for medium matrix sizes, are described with a good precision by nearly normal distributions.
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We discuss adsorbate-metal electrostatic interaction in the Anderson-Newns model.
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The rhythm created by spacing a series of brief tones in a regular pattern can be disguised by interleaving identical distractors at irregular intervals. The disguised rhythm can be unmasked if the distractors are allocated to a separate stream from the rhythm by integration with temporally overlapping captors. Listeners identified which of 2 rhythms was presented, and the accuracy and rated clarity of their judgment was used to estimate the fusion of the distractors and captors. The extent of fusion depended primarily on onset asynchrony and degree of temporal overlap. Harmonic relations had some influence, but only an extreme difference in spatial location was effective (dichotic presentation). Both preattentive and attentionally driven processes governed performance. (PsycINFO Database Record (c) 2012 APA, all rights reserved)
Resumo:
It is shown by numerical simulations that a significant increase in the spectral density of a 40-Gb/s wavelength-division-multiplexing (WDM) system can be obtained by controlling the phase of adjacent WDM channels. These simulations are confirmed experimentally at 40 Gb/s using a coherent,comb source. This technique allows the spectral density of a nonreturn-to-zero WDM system to be increased from 0.4 to 1 b/s/Hz in a single polarization. Optical filter optimization is required to minimize power crosstalk, and appropriate strategies are discussed in this letter. Index Terms-Filtering, optical communication terminals, phase control, wavelength-division multiplexing (WDM).
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Objectives: This study examines human scalp electroencephalographic (EEG) data for evidence of non-linear interdependence between posterior channels. The spectral and phase properties of those epochs of EEG exhibiting non-linear interdependence are studied. Methods: Scalp EEG data was collected from 40 healthy subjects. A technique for the detection of non-linear interdependence was applied to 2.048 s segments of posterior bipolar electrode data. Amplitude-adjusted phase-randomized surrogate data was used to statistically determine which EEG epochs exhibited non-linear interdependence. Results: Statistically significant evidence of non-linear interactions were evident in 2.9% (eyes open) to 4.8% (eyes closed) of the epochs. In the eyes-open recordings, these epochs exhibited a peak in the spectral and cross-spectral density functions at about 10 Hz. Two types of EEG epochs are evident in the eyes-closed recordings; one type exhibits a peak in the spectral density and cross-spectrum at 8 Hz. The other type has increased spectral and cross-spectral power across faster frequencies. Epochs identified as exhibiting non-linear interdependence display a tendency towards phase interdependencies across and between a broad range of frequencies. Conclusions: Non-linear interdependence is detectable in a small number of multichannel EEG epochs, and makes a contribution to the alpha rhythm. Non-linear interdependence produces spatially distributed activity that exhibits phase synchronization between oscillations present at different frequencies. The possible physiological significance of these findings are discussed with reference to the dynamical properties of neural systems and the role of synchronous activity in the neocortex. (C) 2002 Elsevier Science Ireland Ltd. All rights reserved.
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Multi-output Gaussian processes provide a convenient framework for multi-task problems. An illustrative and motivating example of a multi-task problem is multi-region electrophysiological time-series data, where experimentalists are interested in both power and phase coherence between channels. Recently, the spectral mixture (SM) kernel was proposed to model the spectral density of a single task in a Gaussian process framework. This work develops a novel covariance kernel for multiple outputs, called the cross-spectral mixture (CSM) kernel. This new, flexible kernel represents both the power and phase relationship between multiple observation channels. The expressive capabilities of the CSM kernel are demonstrated through implementation of 1) a Bayesian hidden Markov model, where the emission distribution is a multi-output Gaussian process with a CSM covariance kernel, and 2) a Gaussian process factor analysis model, where factor scores represent the utilization of cross-spectral neural circuits. Results are presented for measured multi-region electrophysiological data.
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Objective: The aim of this study was to assess by atomic force microscopy (AFM) the effect of Er,Cr:YSGG laser application on the surface microtopography of radicular dentin. Background: Lasers have been used for various purposes in dentistry, where they are clinically effective when used in an appropriate manner. The Er, Cr: YSGG laser can be used for caries prevention when settings are below the ablation threshold. Materials and Methods: Four specimens of bovine dentin were irradiated using an Er, Cr:YSGG laser (lambda = 2.78 mu m), at a repetition rate of 20 Hz, with a 750-mu m-diameter sapphire tip and energy density of 2.8 J/cm(2) (12.5 mJ/pulse). After irradiation, surface topography was analyzed by AFM using a Si probe in tapping mode. Quantitative and qualitative information concerning the arithmetic average roughness (Ra) and power spectral density analyses were obtained from central, intermediate, and peripheral areas of laser pulses and compared with data from nonirradiated samples. Results: Dentin Ra for different areas were as follows: central, 261.26 (+/- 21.65) nm; intermediate, 83.48 (+/- 6.34) nm; peripheral, 45.8 (+/- 13.47) nm; and nonirradiated, 35.18 (+/- 2.9) nm. The central region of laser pulses presented higher ablation of intertubular dentin, with about 340-760 nm height, while intermediate, peripheral, and nonirradiated regions presented no difference in height of peritubular and interperitubular dentin. Conclusion: According to these results, we can assume that even when used at a low-energy density parameter, Er, Cr: YSGG laser can significantly alter the microtopography of radicular dentin, which is an important characteristic to be considered when laser is used for clinical applications.
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Chaotic signals have been considered potentially attractive in many signal processing applications ranging from wideband communication systems to cryptography and watermarking. Besides, some devices as nonlinear adaptive filters and phase-locked loops can present chaotic behavior. In this paper, we derive analytical expressions for the autocorrelation sequence, power spectral density and essential bandwidth of chaotic signals generated by the skew tent map. From these results, we suggest possible applications in communication systems. (C) 2009 Elsevier B.V. All rights reserved.
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This paper investigates the characteristics of the Power Spectral Density (PSD) of chaotic signals generated by skew tent maps. The influence of the Lyapunov exponent on the autocorrelation sequence and on the PSD is evaluated via computational simulations. We conclude that the essential bandwidth of these signals is strongly related to this exponent and they can be low-pass or high-pass depending on the family`s parameter. This way, the PSD of a chaotic signal is a function of the generating map although this is not a one-to-one relationship. (C) 2009 Elsevier Ltd. All rights reserved.