Client cache management in a distributed object database

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1995.Includes bibliographical references (leaves 137-143).by Mark Stuart Day.Ph.D

Attitude dynamic of spin-stabilized satellites with flexible appendages

Equations of motion and computer programs have been developed for analyzing the motion of a spin-stabilized spacecraft having long, flexible appendages. Stability charts were derived, or can be redrawn with the desired accuracy for any particular set of design parameters. Simulation graphs of variables of interest are readily obtainable on line using program FLEXAT. Finally, applications to actual satellites, such as UK-4 and IMP-1 have been considered

Shannon entropy and high frequency financial time series

The thesis considers the problem of evaluating a degree of market efficiency. In a weak form of the Efficient Market Hypothesis (EMH), it is impossible to predict a future price of an asset based on prices available at the current time. The Shannon entropy is used as a measure of the randomness of price returns. To determine the degree of market efficiency, I propose a method for filtering out data regularities. Data regularities are empirical properties of price returns that make prices more predictable. I investigate price staleness that generates 0-returns as one of the data regularities. I show that inefficient time intervals have a larger amount of 0-returns than efficient time intervals. Then, I propose a method for filtering out spurious 0-returns.First, I investigate Exchange Traded Funds (ETFs) traded at the New York Stock Exchange. With a significance level of 1% for testing EMH , the degree of inefficiency of the ETF market for weekly time intervals at a one-minute frequency is equal to 1.35%. The degree of market inefficiency calculated for monthly intervals is about 11%. I find statistically significant co-inefficiency for all considered lengths of time intervals: weeks, months, quarters.Second, I investigate the efficiency of the Moscow stock exchange. The degree of inefficiency for the Moscow Stock Exchange is 82%. I show that months where the randomness of the stock prices attains its minimum group together. I determine what behavior of prices repeats most often for inefficient time intervals. With the Kullback-Leibler distance, I cluster stocks into three groups. For instance, I show that banks and gas companies cluster together. I introduce the discretization describing co-movement of prices. Estimating the entropy of the obtained symbolic sequences, I point out that market inefficiency displays some dependence from the sector to which companies belong.Third, I propose a hypothesis testing procedure to test the null hypothesis of equality of entropies. I find the optimal length of the rolling window used for estimating the time-varying Shannon entropy by optimizing a novel self-consistent criterion. I use the novel methodology to test for time-varying regimes of entropy. I empirically show the existence of periods of market inefficiency for meme stocks.Finally, I consider the ultra-high frequency of price returns. I find theoretical quantiles of gamma distribution that help to quickly test for randomness of the data

An evaluation of multivariate statistical techniques for the analysis of yield from barley (Hordeum vulgare L.) breeding trials data

This project involved two locations (Breda and Tel Hadya) over two seasons (1993 and 1994). Yield was found to have been affected by many factors including environment, genotype and morphological characters. A genotype-environment interaction (GEl) was also discovered. To investigate the influence of morphological characters on yield parameters, multivariate statistical techniques (canonical analysis, factor analysis and multiple regression analysis (linear and exponential)) were used. Multivariate statistical techniques were applied to three hybrids (Hybrid 1, 2 and 3) in replicated field plots at two locations (Breda and Tel Hadya) in two seasons. Canonical analysis and factor analysis revealed a significant relationship between yield parameters and morphological characters. However, this relationship was not significant for each hybrid because there were insufficient data for each hybrid. Stepwise multiple regression analysis showed that plant height, vegetative duration and length of growing season were the significant factors influencing yield parameters, while leafiness was not. The relationship can approximate nonlinear in that it gives more realistic predictions. Consequently, stepwise multiple exponential equation fitted the data better than stepwise multiple linear equation. The relationship between yield parameters and morphological characters was affected by environment but not by genotype

The Dependence of the Time-Asymptotic Structure of 3-D Vortex Breakdown on Boundary and Initial Conditions

The three-dimensional, compressible Navier-Stokes equations are solved numerically to simulate vortex breakdown in tubes. Time integration is performed with an implicit Beam-Warming algorithm, which uses fourth-order compact operators to discretize spatial derivatives. Initial conditions are obtained by solving the steady, compressible, and axisymmetric form of the Navier-Stokes equations using Newton\u27s method. Stability of the axisymmetric initial conditions is assessed through 3-D time integration. Unique axisymmetric solutions at a Reynolds number of 250 lose stability to 3-D disturbances at a critical value of vortex strength, resulting in 3-D and time-periodic flow. Axisymmetric solutions at a Reynolds number of 1000 contain regions of nonuniqueness. Within this region, 3-D time integration reveals only unique solutions, with nonunique, axisymmetric initial conditions converging to a unique solution that is steady and axisymmetric. Past the primary limit point, which approximately identifies critical flow, the solutions bifurcate into 3-D periodic flows

1995 BRAC Commission

Naval Research Lab: Special Facilities and Equipment Capability Data Call. Tabular data, memos, documents. Box 178, L-110