No description available.

Copula functions represent a methodology which can describe the dependence structure of multi-dimension random variable, and has recently become the most significant new tool to handle risk factors in finance such as Value-at Risk( VaR) which was probably the most widely used risk measure in financial institutions. In this paper, Copula and the forecast function of Garch model are well combined, and a new method Conditional-Copula-Garch is built for measure the dependence of financial data and compute the VaR of portfolios. Copula-Garch models allow for very flexible joint distribution by splitting the marginal behaviors form the dependence relation unlike the traditional approaches for the estimation VaR, such as variance-covariance, and the Monte Carlo approaches whereas demand the joint distribution to be known. This work presents an application of the Copula-Garch model in the estimation of VaR of a portfolio composed by NASDAQ and TAIEX (Taiwan stock exchanged capitalization weighted index) stock indices.

No description available.

Bakgrund: De intrinsica fotmusklerna (IFM) har potential att påverka idrottslig prestation som hopp, sprint samt balans direkt genom påverkan av muskelstyrkan eller indirekt genom påverkan på det mediala-longitudinella fotvalvet. Ett växande antalet studier visar samband mellan träning av IFM och idrottslig prestation, dock råder ingen konsensus och motstridiga resultat finns. Syfte: Syftet med studien var att kritiskt granska litteratur och undersöka det aktuella vetenskapliga kunskapsläget för sambandet mellan muskelstyrka i IFM och friska individers sprint- och hopprestanda samt balans. Metod: En litteratursökning med noga valda sökord genomfördes i fyra databaser. Efter genomgång av in- och exkluderingskriterier inkluderades 10 studier vilka kvalitetsmässigt bedömdes med Joanna Briggs Institute granskningsmall för tvärsnittsstudier. En narrativ syntetiserande analys genomfördes. Resultat: Kvalitén i inkluderade studier bedömdes i genomsnitt vara medelgod. Det som främst drog ner betyget var hanteringen av confounders och användandet av ej valida mätinstrument. Generellt visade inkluderade studier på ett samband mellan tåflexor styrka/storlek och hopp- och sprintprestanda samt balans. Svårigheten att isolerat mäta IFM försvårar möjligheten att utreda IFMs betydelse för inkluderade studiers utfallsmått. Slutsats: Genomförd litteraturstudie visar möjliga samband mellan styrka/tåflexorstorlek och prestation i hopp och sprint såväl som balans. För att nå en ökad förståelse för hur IFM påverkar idrottslig prestation och balans behövs en större kunskap om hur IFM styrka direkt eller indirekt kan mätas isolerat och hur muskelstorlek kan översättas till styrka. Genomförd litteraturgranskning stödjer ett redan identifierat behov av valida mätinstrument för att nå en ökad förståelse av IFMs betydelse för idrottslig prestation och balans. / Background: The intrinsic foot muscles (IFM) have the potential to improve sprint, jump and balance performance by direct muscle power or indirectly by supporting the medial longitudinal arch. A growing number of studies show the association between exercising the IFM and athletic performance. However, there is no consensus if athletes can benefit from IFM training and inconsistent results are published. Aim: The aim of this study was to conduct a critical systematic review to evaluate the current knowledge of the association between IFM strength and performance in jump sprint and balance in healthy individual’s. Methods: Four data bases were searched for eligible studies. After screening for exclusion and inclusion criteria ten studies were included. The scientific quality was analyzed using the Joanna Briggs Institute ”Critical Appraisal tools” for Cross Sectional Studies, and a narrative synthesis was conducted. Results: The average quality score for the included studies was “moderately good”. The main reason for the low scores was insufficient attention to confounders and the use of non-valid instruments. An association was found in most of the studies between toe flexor strength/size and jump, sprint and balance performance. Difficulties in selectively measuring the IFM activity complicated the possibility to evaluate the impact of IFM on studied outcome measures. Conclusion: The presented study shows an association between toe flexor strength/size and athletic performance. However, to understand how IFM strength training affects athletic performance, both directly and indirectly, more studies focused on how to measure the IFM using valid methods for isolated IFM measures of strength and size is needed.

International Telemetering Conference Proceedings / October 26-29, 1998 / Town & Country Resort Hotel and Convention Center, San Diego, California / Incidental Frequency Modulation (IFM) products in telemetry transmitters can be a significant cause of bit errors in received Pulse Code Modulation/Frequency Modulation (PCM/FM) telemetry data. Range Commanders Council (RCC) and other documents give little or no guidance as to acceptable levels of IFM for telemetry applications. The expected higher vibration levels of future high velocity missile systems means that IFM levels are likely to be higher than previously encountered. This paper presents measured data on Bit Error Rate (BER) versus IFM levels at given Signal to Noise Ratios (SNR’s) for PCM/FM telemetry systems. The information presented can be utilized with BER versus SNR plots in the Telemetry Applications Handbook, RCC Document 119, to determine the additional link margin required to minimize IFM effects on telemetry data quality.

Made available in DSpace on 2014-06-12T17:36:44Z (GMT). No. of bitstreams: 2 arquivo2583_1.pdf: 1542172 bytes, checksum: ea25c0c3bfa9a954147f029a13be4c79 (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2009 / Companhia Hidro Elétrica do São Francisco / Os sistemas IFM (do inglês Instantaneous Frequency Measurement) são largamente usados na eletrônica para fins militares e em sistemas inteligentes para a detecção de sinais desconhecidos com velocidade e precisão ao longo de uma larga banda do espectro de frequências. Além disso, o aumento da quantidade de sistemas irradiantes faz crescer a importância de dispositivos para identificação de sinais desconhecidos. O sistema IFM monitora, de forma simultânea, todas as frequências da banda para a qual foi projetado, sem a necessidade de fazer uma varredura de espectro, detectando instantaneamente os sinais desconhecidos. Nos sistema IFM existem os circuitos discriminadores de fase. Os sinais de saída dos discriminadores de fase servem para formar um código binário que associa uma palavra binária a uma sub-banda de frequência. Neste trabalho, será demonstrado, através de equações de projeto, simulações eletromagnéticas e medições experimentais, o comportamento de interferômetros coplanares de micro-ondas atuando como discriminadores em um sistema IFM simples de 4 bits. Esse sistema é projetado para operar na banda de 5 a 6 GHz, com uma resolução de 62,5 MHz, identificando 16 sub-bandas distintas de frequência. Os interferômetros coplanares são implementados com circuitos de micro-ondas em CPS (do inglês Coplanar Strips) e CPW (do inglês Coplanar Waveguide), seus resultados experimentais são comparados aos teóricos e simulados

This diploma thesis deals with construction and software of transport entities for testbed Industry 4.0. The aim of the thesis is to create a transport network for moving a glass with a drink between individual cells on a production table. A four-axis Epson SCARA manipulator is used to transport the glass and a conveyor with carriages is designed to serving the finished drinks. The first part deals with the description of used components and their electrical connections. The second part describes the program solution of robotic manipulator and programmable logic controller. The final part is devoted to the description of problems arising during implementation.

In first chapter I introduce with aim of diploma work and in second chapter with principles distance measuring in robotic. After it in next chapter I describe used distance sensor, his principle and characteristics. In fourth chapter I describe control and parts mechanics shoulders. The fifth chapter describes program, which control mechanics shoulders by the 32bits microcontroller Freescale. At last sixth chapter gained data are modified and resulting imagery in 2D and in 3D.

No description available.

No description available.