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Price models with weakly correlated processesRichter, Matthias, Starkloff, Hans-Jörg, Wunderlich, Ralf 31 August 2004 (has links) (PDF)
Empirical autocorrelation functions of returns of stochastic price processes show
phenomena of correlation on small intervals of time, which decay to zero after a
short time. The paper deals with the concept of weakly correlated random processes to describe a mathematical model which takes into account this behaviour of
statistical data. Weakly correlated functions have been applied to model numerous
problems of physics and engineering. The main idea is, that the values of the functions at two points are uncorrelated if the distance between the points exceeds a
certain quantity epsilon > 0. In contrast to the white noise model, for distances smaller
than epsilon a correlation between the values is permitted.
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The analysis of local structural effects in alloys using total scattering and reverse Monte Carlo techniquesOwen, Lewis Robert January 2018 (has links)
Over the years `short-range order' (SRO), whereby the local atomic arrangement differs from that of a random distribution, has been used to explain physical phenomena such as thermodynamic discontinuities, increased strength, anomalous electrical resistivity and magnetic variations in a host of alloys. However, due mainly to experimental difficulties and the complexity of the calculations required for the analysis of diffuse scattering, such work has been largely abandoned and hence quantification and assessment of SRO is notably sparse in the literature. The recent development of reverse Monte-Carlo (RMC) methods for the analysis of total scattering data has opened a promising route for the assessment of a material's local environment and has already provided important insights into a host of complex chemical systems, including liquids, network glasses, nano-materials, functional oxides and metal organic frameworks. The work presented in this thesis focuses on the development of a new methodology for the analysis of local structural effects in metallic systems using total scattering, and the first systematic application to the study of alloys. The simulation of total scattering data from a range of model structures is used to show that the information content of total scattering functions, in particular the pair distribution function (PDF), is sufficiently high to allow the assessment of different types and degrees of short-range order. This is supported by a demonstration of how such orders can be quantified from large box models, produced by fitting total scattering data using the RMC algorithm, with the mathematical analyses outlined. This culminates in a proposed methodology for the analysis of SRO in alloys. Having developed this analytical methodology it is subsequently applied to a number of interesting alloy systems. To demonstrate the efficacy of this methodology it was first applied to the study of a sample of Cu$_{3}$Au - the classically cited case example of a system demonstrating SRO prior to an ordering transition. This experiment provides new insight into this well characterised transition, and also demonstrates the significance of data processing errors on the generation of artefacts in large box modelling. The technique is also applied to the study of the industrially important family of nickel superalloys, assessing ordering in the gamma-phase alloy Ni-Cr and the sublattice orderings occurring in L1$_{2}$ alloys. Next, the use of the technique for the analysis of local strains exhibited in a lattice is presented. A series of models is used to demonstrate how the PDF is expected to change under variations in local strain caused by increased concentration of atomic substitution and variation in atomic radii. This is subsequently used to study the characteristic high-entropy alloy (HEA) CrMnFeCoNi. Through analysis of the PDF, it is demonstrated that the level of local strain exhibited in this alloy is not significantly different from those of other related compositionally simpler alloys. This result is highly significant as it challenges one of the core principles of the field - that the lattices of HEAs are necessarily highly strained. Finally, the energetics of ordering reactions are briefly considered and used to justify some of the observed transformations presented in the earlier work. Together, the body of work in this thesis shows how the total scattering technique can be used to provide valuable insight into a host of interesting local phenomena occurring in alloy systems. It is hoped that this will open up a new field of study into these effects, and ultimately guide the creation of new alloys based on these structure-property relationships.
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Introduction to automotive FMCW Radar Technologies : Using Texas Instruments mmWave AWR sensor seriesUphoff, Jan Luca January 2018 (has links)
The goal of the following thesis is to transfer radar basic theory in a practical work using Texas Instrument’s mmWave radar series. The range of practical applications for FMCW radars has increased, for example in automotive sector. Understanding the basics of radar mathematics in a simplified way, as well as the transfer from theory to practical work is important for any engineer working on radar projects. Even if the theory is known, the way from a theory to a running system can be hard, facing several problems, because the reality is limited. In two experiments, data from the radar is collected while cars are crossing the observation area of the radar.The data is then used to count the number of vehicles passing the observation area and to estimate the movement of the objects in the field of view.
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Evaluation of Wireless Techniques for Short-Range Communication / Utvärdering av trådlösa tekniker för kommunikation över korta avståndSöderkvist, Jonas January 2003 (has links)
On radar level gauges currently shipped by Saab Rosemount, some adjustments of the unit's parameters has to be performed in the field. Presently, this is a cumbersome procedure; the operator has to be very close to the gauge and he either has to carry with him a bulky configuration unit or use a basic control unit on the gauge. A wireless solution, where a portable device and a receiver replace the control unit, would both allow the operator to work from a distance and eliminate the need for the bulky device. The most conspicuous restraint for such a solution is a very low allowed power dissipation. The reason for this is that some gauges do not have a separate power supply, but are fed directly off the communication bus. A viable solution should also be commercially available and robust enough to operate in an industrial environment. To meet these requirements both a theoretical and a practical assessment was conducted, where the two techniques for wireless communication, IrDA, and Bluetooth, was given special consideration. As for the portable device, the market for hand-held computers was investigated and ultimately a PDA from Palm was selected for this project. Together with this PDA, a prototype for each of the two wireless techniques was tested to ascertain their performance with respect to power dissipation, communication range, and communication robustness. This investigation revealed that Bluetooth could be used over a much greater distance than IrDA and it did also provide a more robust solution overall. IrDA is nonetheless also a competent technique, and has its primary advantage in terms of much lower power dissipation compared to Bluetooth.
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Cooperative Content Distribution over Wireless Networks for Energy and Delay MinimizationAtat, Rachad 06 1900 (has links)
Content distribution with mobile-to-mobile cooperation is studied. Data is sent to
mobile terminals on a long range link then the terminals exchange the content using
an appropriate short range wireless technology. Unicasting and multicasting are
investigated, both on the long range and short range links. Energy minimization is
formulated as an optimization problem for each scenario, and the optimal solutions
are determined in closed form. Moreover, the schemes are applied in public safety
vehicular networks, where Long Term Evolution (LTE) network is used for the long
range link, while IEEE 802.11 p is considered for inter-vehicle collaboration on the
short range links. Finally, relay-based multicasting is applied in high speed trains for
energy and delay minimization. Results show that cooperative schemes outperform
non-cooperative ones and other previous related work in terms of energy and delay
savings. Furthermore, practical implementation aspects of the proposed methods are
also discussed.
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Improved Trial Wave Functions for Quantum Monte Carlo Calculations of Nuclear Systems and Their ApplicationsJanuary 2019 (has links)
abstract: Quantum Monte Carlo is one of the most accurate ab initio methods used to study nuclear physics. The accuracy and efficiency depend heavily on the trial wave function, especially in Auxiliary Field Diffusion Monte Carlo (AFDMC), where a simplified wave function is often used to allow calculations of larger systems. The simple wave functions used with AFDMC contain short range correlations that come from an expansion of the full correlations truncated to linear order. I have extended that expansion to quadratic order in the pair correlations. I have investigated this expansion by keeping the full set of quadratic correlations as well an expansion that keeps only independent pair quadratic correlations. To test these new wave functions I have calculated ground state energies of 4He, 16O, 40Ca and symmetric nuclear matter at saturation density ρ = 0.16 fm−3 with 28 particles in a periodic box. The ground state energies calculated with both wave functions decrease with respect to the simpler wave function with linear correlations only for all systems except 4He for both variational and AFDMC calculations. It was not expected that the ground state energy of 4He would decrease due to the simplicity of the alpha particle wave function. These correlations have also been applied to study alpha particle formation in neutron rich matter, with applications to neutron star crusts and neutron rich nuclei. I have been able to show that this method can be used to study small clusters as well as the effect of external nucleons on these clusters. / Dissertation/Thesis / Doctoral Dissertation Physics 2019
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Distance Estimation of Two Distance SensorsVamsi Bhargav, Kamuju, Aditya Pavan Kumar, Yenuga January 2022 (has links)
In modern world sensors play important role where they help to acquire information about the procecess, such as temperature, velocity,distance, etc. Based on this information acquired from the sensorsdecisions can be made, for example to increase heating in the buildingor accelerate the car.In many cases, a single sensor type cannot provide enough information for complex decision making, for example, when the physicalproperties of the process are outside of the measurement range of thesensor. As a result, in order to achieve desired performance levels, acombination of sensors should be used in an integrated manner.Sensor generated data need to be processed into information throughthe use of appropriate decision making models in order to improveoverall performance. Here we compare two sensors which are shortrange and long-range sensor. We use a short-range and long-rangesensor, and calculates the distance from both sensors to the same object by using Arduino UNO microcontroller. The sensors that we usein our work have overlapping or common interval in their measurementranges. Therefore we investigated how we can make a decision aboutthe distance to an object when the acquired data from both sensors isin that common range.
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Connected Vehicles Using Visible Light Communications and Dedicated Short-Range CommunicationsDarwish, Ahmed January 2016 (has links)
Connected Vehicle (CV) is a motorized vehicle that can communicate with its interior and exterior surroundings. Connected Vehicle focuses on localized vehicle-to-vehicle (V2V) and vehicle-to-infrastructure (V2I) to support safety, mobility and environmental applications. In this work, a simulation framework is presented. The framework quantifies Connected Vehicle performance in a forward collision warning situation. The simulation framework evaluates the performance using a vehicular traffic simulator with data from an intersection in Toronto, ON Canada. Various communication methodologies are evaluated at different Connected Vehicle market penetration rates. While DSRC is an interference limited communication methodology and visible light communications is a line-of-sight communication, the combination of both is evaluated to quantify the vehicular network safety performance in terms of time to collision. The performance of DSRC in a vehicular network is quantified in an interference dominant environment and the VLC performance in the vehicular network is evaluated at different weather conditions. In a specific vehicular traffic situation namely for- ward collision warning, this research quantified the VLC performance improvement in vehicular network safety to be 11% in addition to DSRC.This work concludes with the simulation and prototyping of camera communications for vehicular applications. Specifically this thesis presents multiple input / multiple output camera communications link utilizing a luminary array as a transmitter and two orthogonal low cost rolling shutter cameras as a receiver with the purpose of increasing the achievable data rate with one camera.
This work has demonstrated that there is at most a doubling in the data rate using two cameras over a single one. This data rate increase is achievable using a specific camera setup namely orthogonal cameras. / Thesis / Master of Applied Science (MASc)
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SHORT - RANGE ORDER IN THE NEMATIC PHASE OF REDUCED SYMMETRYTHERMOTROPIC MESOGENSChakraborty, Saonti 06 December 2013 (has links)
No description available.
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Forecasting Highly-Aggregate Internet Time Series Using Wavelet TechniquesEdwards, Samuel Zachary 28 August 2006 (has links)
The U.S. Coast Guard maintains a network structure to connect its nation-wide assets. This paper analyzes and models four highly aggregate traces of the traffic to/from the Coast Guard Data Network ship-shore nodes, so that the models may be used to predict future system demand. These internet traces (polled at 5â 40â intervals) are shown to adhere to a Gaussian distribution upon detrending, which imposes limits to the exponential distribution of higher time-resolution traces. Wavelet estimation of the Hurst-parameter is shown to outperform estimation by another common method (Sample-Variances). The First Differences method of detrending proved problematic to this analysis and is shown to decorrelate AR(1) processes where 0.65< phi1 <1.35 and correlate AR(1) processes with phi1 <-0.25. The Hannan-Rissanen method for estimating (phi,theta) is employed to analyze this series and a one-step ahead forecast is generated. / Master of Science
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