Continuous high-frequency turbulence and suspended sediment concentration measurements in an upper estuary

The present study details new turbulence field measurements conducted continuously at high frequency for 50 hours in the upper zone of a small subtropical estuary with semi-diurnal tides. Acoustic Doppler velocimetry was used, and the signal was post-processed thoroughly. The suspended sediment concentration wad further deduced from the acoustic backscatter intensity. The field data set demonstrated some unique flow features of the upstream estuarine zone, including some low-frequency longitudinal oscillations induced by internal and external resonance. A striking feature of the data set is the large fluctuations in all turbulence properties and suspended sediment concentration during the tidal cycle. This feature has been rarely documented.

High-Frequency Turbulence and Sediment Flux Measurements in an Upper Estuarine Zone

In natural estuaries, the predictions of scalar dispersion are rarely predicted accurately because of a lack of fundamental understanding of the turbulence structure in estuaries. Herein detailed turbulence field measurements were conducted continuously at high frequency for 50 hours in the upper zone of a small subtropical estuary with semi-diurnal tides. Acoustic Doppler velocimetry was deemed the most appropriate measurement technique for such shallow water depths (less than 0.4 m at low tides), and a thorough post-processing technique was applied. In addition, some experiments were conducted in laboratory under controlled conditions using water and soil samples collected in the estuary to test the relationship between acoustic backscatter strength and suspended sediment load. A striking feature of the field data set was the large fluctuations in all turbulence characteristics during the tidal cycle, including the suspended sediment flux. This feature was rarely documented.

Using high-frequency water quality data to assess sampling strategies for the EU Water Framework Directive

The EU Water Framework Directive (WFD) requires that the ecological and chemical status of water bodies in Europe should be assessed, and action taken where possible to ensure that at least "good" quality is attained in each case by 2015. This paper is concerned with the accuracy and precision with which chemical status in rivers can be measured given certain sampling strategies, and how this can be improved. High-frequency (hourly) chemical data from four rivers in southern England were subsampled to simulate different sampling strategies for four parameters used for WFD classification: dissolved phosphorus, dissolved oxygen, pH and water temperature. These data sub-sets were then used to calculate the WFD classification for each site. Monthly sampling was less precise than weekly sampling, but the effect on WFD classification depended on the closeness of the range of concentrations to the class boundaries. In some cases, monthly sampling for a year could result in the same water body being assigned to three or four of the WFD classes with 95% confidence, due to random sampling effects, whereas with weekly sampling this was one or two classes for the same cases. In the most extreme case, the same water body could have been assigned to any of the five WFD quality classes. Weekly sampling considerably reduces the uncertainties compared to monthly sampling. The width of the weekly sampled confidence intervals was about 33% that of the monthly for P species and pH, about 50% for dissolved oxygen, and about 67% for water temperature. For water temperature, which is assessed as the 98th percentile in the UK, monthly sampling biases the mean downwards by about 1 °C compared to the true value, due to problems of assessing high percentiles with limited data. Low-frequency measurements will generally be unsuitable for assessing standards expressed as high percentiles. Confining sampling to the working week compared to all 7 days made little difference, but a modest improvement in precision could be obtained by sampling at the same time of day within a 3 h time window, and this is recommended. For parameters with a strong diel variation, such as dissolved oxygen, the value obtained, and thus possibly the WFD classification, can depend markedly on when in the cycle the sample was taken. Specifying this in the sampling regime would be a straightforward way to improve precision, but there needs to be agreement about how best to characterise risk in different types of river. These results suggest that in some cases it will be difficult to assign accurate WFD chemical classes or to detect likely trends using current sampling regimes, even for these largely groundwater-fed rivers. A more critical approach to sampling is needed to ensure that management actions are appropriate and supported by data.

High-Frequency Suspended Sediment Flux Measurements in a Small Estuary

In small estuaries, the predictions of scalar dispersion can rarely be predicted accurately because of a lack of fundamental understanding of the turbulence structure. Herein detailed turbulence measurements and suspended sediment concentrations were conducted simultaneously and continuously at high-frequency for 50 hours per investigation in a small subtropical estuary with semi-diurnal tides. The data analyses provided an unique characterisation of the turbulent mixing processes and suspended sediment fluxes. The turbulence was neither homogeneous nor isotropic, and it was not a Gaussian process. The integral time scales for turbulence and suspended sediment concentration were about equal during flood tides, but differed significantly during ebb tides. The field experiences showed that the turbulence measurements must be conducted at high-frequency to characterise the small eddies and the viscous dissipation process, while a continuous sampling was necessary to characterise the time-variations of the instantaneous velocity field, Reynolds stress tensor and suspended sediment flux during the tidal cycles.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Inference for nonparametric high-frequency estimators with an application to time variation in betas

We consider the problem of conducting inference on nonparametric high-frequency estimators without knowing their asymptotic variances. We prove that a multivariate subsampling method achieves this goal under general conditions that were not previously available in the literature. We suggest a procedure for a data-driven choice of the bandwidth parameters. Our simulation study indicates that the subsampling method is much more robust than the plug-in method based on the asymptotic expression for the variance. Importantly, the subsampling method reliably estimates the variability of the Two Scale estimator even when its parameters are chosen to minimize the finite sample Mean Squared Error; in contrast, the plugin estimator substantially underestimates the sampling uncertainty. By construction, the subsampling method delivers estimates of the variance-covariance matrices that are always positive semi-definite. We use the subsampling method to study the dynamics of financial betas of six stocks on the NYSE. We document significant variation in betas within year 2006, and find that tick data captures more variation in betas than the data sampled at moderate frequencies such as every five or twenty minutes. To capture this variation we estimate a simple dynamic model for betas. The variance estimation is also important for the correction of the errors-in-variables bias in such models. We find that the bias corrections are substantial, and that betas are more persistent than the naive estimators would lead one to believe.

The water quality of the River Enborne, UK: observations from high-frequency Monitoring in a rural, lowland river system

This paper reports the results of a 2-year study of water quality in the River Enborne, a rural river in lowland England. Concentrations of nitrogen and phosphorus species and other chemical determinands were monitored both at high-frequency (hourly), using automated in situ instrumentation, and by manual weekly sampling and laboratory analysis. The catchment land use is largely agricultural, with a population density of 123 persons km−2. The river water is largely derived from calcareous groundwater, and there are high nitrogen and phosphorus concentrations. Agricultural fertiliser is the dominant source of annual loads of both nitrogen and phosphorus. However, the data show that sewage effluent discharges have a disproportionate effect on the river nitrogen and phosphorus dynamics. At least 38% of the catchment population use septic tank systems, but the effects are hard to quantify as only 6% are officially registered, and the characteristics of the others are unknown. Only 4% of the phosphorus input and 9% of the nitrogen input is exported from the catchment by the river, highlighting the importance of catchment process understanding in predicting nutrient concentrations. High-frequency monitoring will be a key to developing this vital process understanding.

High-frequency water quality monitoring in an urban catchment: hydrochemical dynamics, primary production and implications for the Water Framework Directive

This paper describes the hydrochemistry of a lowland, urbanised river-system, The Cut in England, using in situ sub-daily sampling. The Cut receives effluent discharges from four major sewage treatment works serving around 190,000 people. These discharges consist largely of treated water, originally abstracted from the River Thames and returned via the water supply network, substantially increasing the natural flow. The hourly water quality data were supplemented by weekly manual sampling with laboratory analysis to check the hourly data and measure further determinands. Mean phosphorus and nitrate concentrations were very high, breaching standards set by EU legislation. Though 56% of the catchment area is agricultural, the hydrochemical dynamics were significantly impacted by effluent discharges which accounted for approximately 50% of the annual P catchment input loads and, on average, 59% of river flow at the monitoring point. Diurnal dissolved oxygen data demonstrated high in-stream productivity. From a comparison of high frequency and conventional monitoring data, it is inferred that much of the primary production was dominated by benthic algae, largely diatoms. Despite the high productivity and nutrient concentrations, the river water did not become anoxic and major phytoplankton blooms were not observed. The strong diurnal and annual variation observed showed that assessments of water quality made under the Water Framework Directive (WFD) are sensitive to the time and season of sampling. It is recommended that specific sampling time windows be specified for each determinand, and that WFD targets should be applied in combination to help identify periods of greatest ecological risk. This article is protected by copyright. All rights reserved.

Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

Recalled and recorded bowel habits confirm early onset and high frequency of constipation in day-care nursery children

CONTEXT: Mothers recall early-onset constipation in children attending gastroenterology clinics. OBJECTIVES: To study the bowel habit of young children in the community to determine, first, whether early-onset constipation is confirmed in this setting and, second, the agreement between recalled and recorded bowel habit. METHODS:Defecation data of 57 children aged 6.0-40.7 mo were obtained by maternal recall (questionnaire on predominant stool characteristics) and by record (1,934 defecations registered prospectively at home and in the nursery). The bowel habit was classified according to stool frequency and proportion of stool characteristics (soft, hard and/or runny). Two criteria were used to classify recorded data, since the cutoff point for hard stools to identify constipation is undefined in children: predominant criterion and adult criterion, respectively with >50% and >25% of stools with altered consistency. Bowel habit categories were: adequate, constipation, functional diarrhea and "other bowel habit". Nonparametric statistics, and the Kappa index for agreement between recalled and recorded bowel habit, were used. RESULTS: Constipation occurred in 17.5%, 10.5%, 19.3% of the children by recall, the predominant and the adult criteria, respectively. Constipation was the main recalled alteration, vs 12.3% "other bowel habit". Only one child classified as having functional diarrhea (by the adult criterion). Agreement between recalled and recorded bowel habit was fair for constipation, by the predominant and the adult criteria (K = 0.28 and 0.24, respectively), but only slight (K <0.16) for other bowel habit categories. Individual data, however, pointed to a better relationship between recalled constipation and the adult rather than the predominant criterion. CONCLUSIONS: Frequent early-onset constipation was confirmed. Fair agreement between recalled and recorded constipation by the two used criteria indicates that recalled data are quite reliable to detect constipation.

Complex kinetics, high frequency oscillations and temperature compensation in the electro-oxidation of ethylene glycol on platinum

Despite the fact that the majority of the catalytic electro-oxidation of small organic molecules presents oscillatory kinetics under certain conditions, there are few systematic studies concerning the influence of experimental parameters on the oscillatory dynamics. Of the studies available, most are devoted to C1 molecules and just some scattered data are available for C2 molecules. We present in this work a comprehensive study of the electro-oxidation of ethylene glycol on polycrystalline platinum surfaces and in alkaline media. The system was studied by means of electrochemical impedance spectroscopy, cyclic voltammetry, and chronoamperometry, and the impact of parameters such as applied current, ethylene glycol concentration, and temperature were investigated. As in the case of other parent systems, the instabilities in this system were associated with a hidden negative differential resistance, as identified by impedance data. Very rich and robust dynamics were observed, including the presence of harmonic and mixed mode oscillations and chaotic states, in some parameter region. Oscillation frequencies of about 16 Hz characterized the fastest oscillations ever reported for the electro-oxidation of small organic molecules. Those high frequencies were strongly influenced by the electrolyte pH and far less affected by the EG concentration. The system was regularly dependent on temperature under voltammetric conditions but rather independent within the oscillatory regime.

High frequency tendon reflexes in the human soleus muscle

Tendon reflexes have been often used in studies of the human nervous system in health and disease. They have been investigated either in response to single tendon taps or to long duration vibrations. Tendon reflexes are described here in response to a high frequency vibration burst (3 cycles of a 100 Hz sine wave) applied to the Achilles tendon of standing subjects, either in quiet stance or during a forward leaning posture. The electromyogram from the soleus muscle usually showed three components separated by 10 ms which were interpreted as being three reflexes, each reflex induced by each of the three cycles in a burst. This result indicates that soleus tendon reflexes can respond in fast succession in a phasic manner when a brief high frequency vibration is applied to the Achilles tendon. This occurs in spite of possible depression of the la to motoneuron synapses and the long after hyperpolarization of the motoneurons. An interpretation of the results is that motoneurons from different subsets of the motoneuron pool respond to different cycles of the sinusoidal vibratory burst. (c) 2008 Elsevier Ireland Ltd. All rights reserved.

High frequency (1000 Hz) tympanometry in normal neonates

The characteristics of high frequency (1000 Hz) acoustic admittance results obtained from normal neonates were described in this study. Participants were 170 healthy neonates (96 boys and 74 girls) aged between 1 and 6 days (mean = 3.26 days, SD = 0.92). Transient evoked otoacoustic emissions (TEOAEs), and 226 Hz and 1000 Hz probe tone tympanograms were obtained from the participants using a Madsen Capella OAE/middle ear analyser. The results showed that of the 170 neonates, 34 were not successfully tested in both ears, 14 failed the TEOAE screen in one or both ears, and 122 (70 boys, 52 girls) passed the TEOAE screen in both ears and also maintained an acceptable probe seal during tympanometry. The 1000 Hz tympanometric data for the 122 neonates (244 ears) showed a single-peaked tympanogram in 225 ears (92.2 %), a flat-sloping tympanogram in 14 ears (5.7 %), a double-peaked tympanogram in 3 ears (1.2 %) and other unusual shapes in 2 ears (0.8 %). There was a significant ear effect, with right ears showing significantly higher mean peak compensated static admittance and tympanometric width, but lower mean acoustic admittance at +200 daPa and gradient than left ears. No significant gender effects or its interaction with ear were found. The normative tympanometric data derived from this cohort may serve as a guide for detecting middle ear dysfunction in neonates.

High-frequency acousto-electric single-photon source

We propose a single optical photon source for quantum cryptography based on the acoustoelectric effect. Surface acoustic waves (SAWs) propagating through a quasi-one-dimensional channel have been shown to produce packets of electrons that reside in the SAW minima and travel at the velocity of sound. In our scheme, the electron packets are injected into a p-type region, resulting in photon emission. Since the number of electrons in each packet can be controlled down to a single electron, a stream of single- (or N-) photon states, with a creation time strongly correlated with the driving acoustic field, should be generated.