scholarly journals Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency

2022 ◽  
Vol 16 (1) ◽  
Author(s):  
Soukaina Douissi ◽  
Khalifa Es-Sebaiy ◽  
George Kerchev ◽  
Ivan Nourdin
Keyword(s):  
Gaussian Processes ◽  
High Frequency ◽  
Second Moment ◽  
Moment Estimators

Analytical Solutions of Bimodal Gaussian Processes’ Fatigue Damages

2017 ◽  
Author(s):  
Wenbo Huang
Keyword(s):  
Analytical Solutions ◽  
Gaussian Processes ◽  
High Frequency ◽  
Numerical Solutions ◽  
Low Frequency ◽  
Frequency Domain Method ◽  
Load Combination ◽  
Analytical Formulas ◽  
Reduction Effect ◽  
Damage Estimates

Based on the rain-flow counting technique, a frequency domain method is developed for calculating the fatigue damages caused by the bimodal Gaussian loads. Firstly, by considering the reduction effect of low frequency loads on high frequency ones, the amplitudes of the small rain-flow cycles are obtained. Secondly, the amplitudes of the large rain-flow cycles are determined by means of Turkstra’s rule of load combination. Moreover, based on the numerical solutions developed, the two analytical formulas for the damage estimates of small and large cycles are developed. Both numerical and analytical solutions are benchmarked against the rain-flow damage estimates and compared with the existing ones. The numerical analyses show that the damages estimated by the new method are close to the rain-flow damages.

scholarly journals Estimating Short-Term Returns with Volatilities for High Frequency Stock Trades in Emerging Economies Using Gaussian Processes (GPs)

2021 ◽  
Author(s):  
Leonard Mushunje ◽  
Maxwell Mashasha ◽  
Edina Chandiwana
Keyword(s):  
Gaussian Processes ◽  
Stock Prices ◽  
High Frequency ◽  
Stock Price ◽  
Probabilistic Models ◽  
Price Volatility ◽  
Price Limits ◽  
Short Term ◽  
Forecasting Errors ◽  
The Relationship

Fundamental theorem behind financial markets is that stock prices are intrinsically complex and stochastic in nature. One of the complexities is the volatilities associated with stock prices. Price volatility is often detrimental to the return economics and thus investors should factor it in when making investment decisions, choices, and temporal or permanent moves. It is therefore crucial to make necessary and regular stock price volatility forecasts for the safety and economics of investors’ returns. These forecasts should be accurate and not misleading. Different traditional models and methods such as ARCH, GARCH have been intuitively implemented to make such forecasts, however they fail to effectively capture the short-term volatility forecasts. In this paper we investigate and implement a combination of numeric and probabilistic models towards short-term volatility and return forecasting for high frequency trades. The essence is that: one-day-ahead volatility forecasts were made with Gaussian Processes (GPs) applied to the outputs of a numerical market prediction (NMP) model. Firstly, the stock price data from NMP was corrected by a GP. Since it not easy to set price limits in a market due to its free nature, and randomness of the prices, a censored GP was used to model the relationship between the corrected stock prices and returns. To validate the proposed approach, forecasting errors were evaluated using the implied and estimated data.

The Microstructure of Steatite (Protoenstatite)

1985 ◽  
Vol 43 ◽  
pp. 236-237
Author(s):  
W. E. Lee ◽  
A. H. Heuer
Keyword(s):  
High Frequency ◽  
Glass Ceramics ◽  
Magnesium Silicate ◽  
Beam Current ◽  
Glassy Matrix ◽  
Angle Of Incidence ◽  
X Ray ◽  
Mechanical And Electrical Properties ◽  
Argon Ions ◽  
High Temperature Polymorph

IntroductionTraditional steatite ceramics, made by firing (vitrifying) hydrous magnesium silicate, have long been used as insulators for high frequency applications due to their excellent mechanical and electrical properties. Early x-ray and optical analysis of steatites showed that they were composed largely of protoenstatite (MgSiO3) in a glassy matrix. Recent studies of enstatite-containing glass ceramics have revived interest in the polymorphism of enstatite. Three polymorphs exist, two with orthorhombic and one with monoclinic symmetry (ortho, proto and clino enstatite, respectively). Steatite ceramics are of particular interest a they contain the normally unstable high-temperature polymorph, protoenstatite.Experimental3mm diameter discs cut from steatite rods (∼10” long and 0.5” dia.) were ground, polished, dimpled, and ion-thinned to electron transparency using 6KV Argon ions at a beam current of 1 x 10-3 A and a 12° angle of incidence. The discs were coated with carbon prior to TEM examination to minimize charging effects.

Simulations of high-resolution images of amorphous silicon films

1986 ◽  
Vol 44 ◽  
pp. 544-545
Author(s):  
G. Y. Fan ◽  
J. M. Cowley
Keyword(s):  
Electron Microscope ◽  
High Frequency ◽  
Fourier Transformation ◽  
Amorphous Materials ◽  
Low Frequency ◽  
Chromatic Aberration ◽  
Structure Information ◽  
Frequency Components ◽  
High Resolution Images ◽  
Spatial Frequency Spectrum

It is well known that the structure information on the specimen is not always faithfully transferred through the electron microscope. Firstly, the spatial frequency spectrum is modulated by the transfer function (TF) at the focal plane. Secondly, the spectrum suffers high frequency cut-off by the aperture (or effectively damping terms such as chromatic aberration). While these do not have essential effect on imaging crystal periodicity as long as the low order Bragg spots are inside the aperture, although the contrast may be reversed, they may change the appearance of images of amorphous materials completely. Because the spectrum of amorphous materials is continuous, modulation of it emphasizes some components while weakening others. Especially the cut-off of high frequency components, which contribute to amorphous image just as strongly as low frequency components can have a fundamental effect. This can be illustrated through computer simulation. Imaging of a whitenoise object with an electron microscope without TF limitation gives Fig. 1a, which is obtained by Fourier transformation of a constant amplitude combined with random phases generated by computer.

SEM image sharpness analysis

1996 ◽  
Vol 54 ◽  
pp. 142-143
Author(s):  
M. T. Postek ◽  
A. E. Vladar
Keyword(s):  
High Frequency ◽  
Low Frequency ◽  
Quantitative Information ◽  
Primary Electron ◽  
Image Sharpness ◽  
Critical Dimensions ◽  
Sem Image ◽  
Frequency Changes ◽  
Electron Microscopes ◽  
Scanning Electron

Fully automated or semi-automated scanning electron microscopes (SEM) are now commonly used in semiconductor production and other forms of manufacturing. The industry requires that an automated instrument must be routinely capable of 5 nm resolution (or better) at 1.0 kV accelerating voltage for the measurement of nominal 0.25-0.35 micrometer semiconductor critical dimensions. Testing and proving that the instrument is performing at this level on a day-by-day basis is an industry need and concern which has been the object of a study at NIST and the fundamentals and results are discussed in this paper.In scanning electron microscopy, two of the most important instrument parameters are the size and shape of the primary electron beam and any image taken in a scanning electron microscope is the result of the sample and electron probe interaction. The low frequency changes in the video signal, collected from the sample, contains information about the larger features and the high frequency changes carry information of finer details. The sharper the image, the larger the number of high frequency components making up that image. Fast Fourier Transform (FFT) analysis of an SEM image can be employed to provide qualitiative and ultimately quantitative information regarding the SEM image quality.

Real Ear Sound Pressure Levels Developed by Three Portable Stereo System Earphones

1992 ◽  
Vol 1 (4) ◽  
pp. 52-55 ◽  
Author(s):  
Gail L. MacLean ◽  
Andrew Stuart ◽  
Robert Stenstrom
Keyword(s):  
High Frequency ◽  
Sound Pressure ◽  
Low Frequency ◽  
Test System ◽  
Output Frequency ◽  
Frequency Effects ◽  
Adult Men ◽  
Frequency Responses ◽  
Significant Difference ◽  
Sound Pressure Levels

Differences in real ear sound pressure levels (SPLs) with three portable stereo system (PSS) earphones (supraaural [Sony Model MDR-44], semiaural [Sony Model MDR-A15L], and insert [Sony Model MDR-E225]) were investigated. Twelve adult men served as subjects. Frequency response, high frequency average (HFA) output, peak output, peak output frequency, and overall RMS output for each PSS earphone were obtained with a probe tube microphone system (Fonix 6500 Hearing Aid Test System). Results indicated a significant difference in mean RMS outputs with nonsignificant differences in mean HFA outputs, peak outputs, and peak output frequencies among PSS earphones. Differences in mean overall RMS outputs were attributed to differences in low-frequency effects that were observed among the frequency responses of the three PSS earphones. It is suggested that one cannot assume equivalent real ear SPLs, with equivalent inputs, among different styles of PSS earphones.

Auditory Gating and Extended High-Frequency Thresholds in Normal-Hearing Adults With Minimal Tinnitus

2019 ◽  
Vol 28 (1S) ◽  
pp. 209-224 ◽  
Author(s):  
Julia Campbell ◽  
Alison LaBrec ◽  
Connor Bean ◽  
Mashhood Nielsen ◽  
Won So
Keyword(s):  
High Frequency ◽  
Normal Hearing ◽  
Auditory Gating

Reliability of the Minimum Masking Level as Outcome Variable in Tinnitus Clinical Research

2020 ◽  
Vol 29 (3) ◽  
pp. 429-435
Author(s):  
Patricia C. Mancini ◽  
Richard S. Tyler ◽  
Hyung Jin Jun ◽  
Tang-Chuan Wang ◽  
Helena Ji ◽  
...  
Keyword(s):  
Standard Deviation ◽  
High Frequency ◽  
Pearson Correlation ◽  
Correlation Coefficients ◽  
Outcome Variable ◽  
Reliable Estimate ◽  
Moderate Correlation ◽  
Trained Subjects ◽  
The Relationship ◽  
Minimum Intensity

Purpose The minimum masking level (MML) is the minimum intensity of a stimulus required to just totally mask the tinnitus. Treatments aimed at reducing the tinnitus itself should attempt to measure the magnitude of the tinnitus. The objective of this study was to evaluate the reliability of the MML. Method Sample consisted of 59 tinnitus patients who reported stable tinnitus. We obtained MML measures on two visits, separated by about 2–3 weeks. We used two noise types: speech-shaped noise and high-frequency emphasis noise. We also investigated the relationship between the MML and tinnitus loudness estimates and the Tinnitus Handicap Questionnaire (THQ). Results There were differences across the different noise types. The within-session standard deviation averaged across subjects varied between 1.3 and 1.8 dB. Across the two sessions, the Pearson correlation coefficients, range was r = .84. There was a weak relationship between the dB SL MML and loudness, and between the MML and the THQ. A moderate correlation ( r = .44) was found between the THQ and loudness estimates. Conclusions We conclude that the dB SL MML can be a reliable estimate of tinnitus magnitude, with expected standard deviations in trained subjects of about 1.5 dB. It appears that the dB SL MML and loudness estimates are not closely related.

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