Short-term changes in global cloud cover and in cosmic radiation

Galactic cosmic rays (GCR) have been suggested as a possible contributory mechanism to cloud formation. If these are significant then, in addition to the similarity between long-term (years) changes in GCR and cloud cover, there should also be a similarity over shorter (days) time scales. This paper reports an analysis of changes in global cloud cover and GCR recorded at 3 hourly intervals over 22 years. There is a significant correlation between short-term changes in low cloud cover over northern and southern hemispheres, consistent with about 3% of the variation arising from common factors. However, GCR is not a major factor responsible for cloud cover changes. There is an association between short-term changes in low cloud cover and galactic cosmic radiation over a period of several days. This could arise if approximately 3% of the variations in cloud cover resulted from GCR

Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

Recent empirical evidence suggests that the long-run dependence in financial market volatility is best characterized by a slowly mean-reverting fractionally integrated process. At the same time, much shorter-lived volatility dependencies are typically observed with high-frequency intradaily returns. This paper draws on the information arrival, or mixture-of-distributions hypothesis interpretation of the latent volatility process in rationalizing this behavior. By interpreting the overall volatility as the manifestation of numerous heterogeneous information arrivals, sudden bursts of volatility typically will have both short-run and long-run components. Over intradaily frequencies, the short-run decay stands out most clearly, while the impact of the highly persistent processes will be dominant over longer horizons. These ideas are confirmed by our empirical analysis of a one-year time series of intradaily five-minute Deutschemark - U.S. Dollar returns. Whereas traditional time series based measures for the temporal dependencies in the absolute returns give rise to very conflicting results across different intradaily sampling frequencies, the corresponding semiparametric estimates for the order of fractional integration remain remarkably stable. Similarly, the autocorrelogram for the low-pass filtered absolute returns, obtained by annihilating periods in excess of one day, exhibit a striking hyperbolic rate of decay.

Maximum-likelihood estimation of delta-domain model parameters from noisy output signals

Fast sampling is desirable to describe signal transmission through wide-bandwidth systems. The delta-operator provides an ideal discrete-time modeling description for such fast-sampled systems. However, the estimation of delta-domain model parameters is usually biased by directly applying the delta-transformations to a sampled signal corrupted by additive measurement noise. This problem is solved here by expectation-maximization, where the delta-transformations of the true signal are estimated and then used to obtain the model parameters. The method is demonstrated on a numerical example to improve on the accuracy of using a shift operator approach when the sample rate is fast

A survey on fractional order control techniques for unmanned aerial and ground vehicles

In recent years, numerous applications of science and engineering for modeling and control of unmanned aerial vehicles (UAVs) and unmanned ground vehicles (UGVs) systems based on fractional calculus have been realized. The extra fractional order derivative terms allow to optimizing the performance of the systems. The review presented in this paper focuses on the control problems of the UAVs and UGVs that have been addressed by the fractional order techniques over the last decade

Principled Design and Implementation of Steerable Detectors

We provide a complete pipeline for the detection of patterns of interest in an image. In our approach, the patterns are assumed to be adequately modeled by a known template, and are located at unknown position and orientation. We propose a continuous-domain additive image model, where the analyzed image is the sum of the template and an isotropic background signal with self-similar isotropic power-spectrum. The method is able to learn an optimal steerable filter fulfilling the SNR criterion based on one single template and background pair, that therefore strongly responds to the template, while optimally decoupling from the background model. The proposed filter then allows for a fast detection process, with the unknown orientation estimation through the use of steerability properties. In practice, the implementation requires to discretize the continuous-domain formulation on polar grids, which is performed using radial B-splines. We demonstrate the practical usefulness of our method on a variety of template approximation and pattern detection experiments