Modeling Persistent Time Series of the Gold Price in US Dollars

Петерс Эдгар Э. Фрактальный анализ финансовых рынков / Э.Э. Петерс. – Москва : Инернет-Трейдинг, 2004. – 304 с. 2. Федер Е. Фракталы / Е. Федер. – М.: УРСС: ЛЕНАНД, 20014. – 264 с. 3. Злотник А.А. Эмпирическое исследование показателя Херста // Прикладная эконометрика, 2007, №1(5). – С. 20-29. 4. Бутаков В. Оценка уровня стохастичности временных рядов произвольного происхождения при помощи показателя Херста / В. Бутаков, А. Граковский // Computer Modelling and New Technologies. –2005, Vol.9, No.2. – P. 27 – 32. 5. Перцовский О.Е. Моделирование валютных рынков на основе процессов с длинной памятью: Препринт WP2/2004/03 / О.Е. Перцовский. – М: ГУ ВШЭ, 2003. — 52 с. 6. Горшков В.Л. О персистентности параметров ориентации земли / В.Л. Горшков, Н.О. Миллер, А.Н. Баушев, В.М. Воротков // Известия ГАО РАН СПб. – 1998. – №213. – С. 269-272. 7. Дербенцев В.Д. Синергетичні та еконофізичні методи дослідження динамічних та структурних характеристик економічних систем: [монографія] / В.Д. Дербенцев, О.А. Сердюк, В.М. Соловйов, О.Д. Шарапов – Черкаси: Брама-Україна, 2010. – 287 с. 8. Найман Э. Расчет показателя Херста с целью выявления трендовости (персистентности) финансовых рынков и макроэкономических показателей. / Э. Найман – [Електронний ресурс]: naymanerik.livejournal.com›84706.html 9. Зиненко А.В. R/S анализ на фондовом рынке / А.В. Зиненко – Бизнес информатика . – 2012. – №3(21). – С. 24-30. 10. Бескровний О.І., Тернов С.О., Фортуна В.В. Оцінка персистентності часового ряду курсу гривні до долару США / Вісник університету «Україна». Серія: Інформатика, обчислювальна техніка та кібернетика. Науковий журнал / Київ: Університет «Україна», 2019. – № 2 (23). – С. 313-321.У роботі аналізується коливання ціни золота в доларах США за період 02.01.08-11.11.10. Знайдено показник Херста для такого часового ряду. Показано, що часовий ряд ціни золота є персистентним. Це вказує на наявність довгої пам’яті для часового ряду ціни золота. Показано, що показник Херста незначно зменшується в залежності від максимального інтервалу усереднення.The paper analyzes the fluctuations in the price of gold in US dollars for the period 02.01.08-11.11.10. For the study we will use the so-called R/S analysis or the method of normalized scale or the method of Hearst. In the analysis of a series of length N=720, taking into account partial intervals with lengths l: 2; 3; 4; 5; 6; 8; 9; 10; 12; 15; 18; 24; 30; 36; 40; 45; 60; 80; 120; 360 found Hearst index H=0,58H is close to the Hearst index of stock indices and many exchange rates. The corresponding equation has the form y=0,5405x-0,2813,R^2=0,9985 . Hearst H=0,54 is greater than 0.5, so the series is persistent, ie it has a long memory. For many exchange rates and stock indices, Hearst's long-term memory has been identified. So we can hope that such markets are fractal

Collapse of a region of the magnetic phase diagram of elemental terbium under a strain-induced Lifshitz transition

AC susceptibility and neutron scattering measurements are used to study the magnetic field-temperature magnetic phase diagram of a Tb single crystal under uniaxial tension along its hexagonal c axis. An external magnetic field is applied in the basal plane. We focus on the region in the phase diagram that corresponds to the helical antiferromagnetic phase and find that this region collapses when the uniaxial tension is increased beyond a critical value as low as 600 bar. There are strong reasons to associate this collapse with an underlying Lifshitz transition in the Fermi surface of Tb's valence electrons. We use a finite-temperature ab initio theory to analyze our measurements, obtaining a pressure-temperature magnetic phase diagram in very good agreement with experiment. Our calculations indicate that short- and long-range magnetic order has a crucial effect on the Fermi surface nesting and consequent magnetism of Tb

Systematics of c-axis Phonons in the Thallium and Bismuth Based Cuprate Superconductors

We present grazing incidence reflectivity measurements in the far infrared region at temperatures above and below Tc for a series of thallium (Tl2Ba2CuO6, Tl2Ba2CaCu2O8) and bismuth (Bi2Sr2CuO6, Bi2Sr2CaCu2O8, and Bi(2-x)Pb(x)Sr2CaCu2O8) based cuprate superconductors. From the spectra, which are dominated by the c-axis phonons, longitudinal frequencies (LO) are directly obtained. The reflectivity curves are well fitted by a series of Lorentz oscillators. In this way the transverse (TO) phonon frequencies were accurately determined. On the basis of the comparative study of the Bi and Tl based cuprates with different number of CuO2 layers per unit cell, we suggest modifications of the assignment of the main oxygen modes. We compare the LO frequencies in Bi2Sr2CaCu2O8 and Tl2Ba2Ca2Cu3O10 obtained from intrinsic Josephson junction characteristics with our measurements, and explain the discrepancy in LO frequencies obtained by the two different methods.Comment: 8 pages Revtex, 6 eps figures, 3 tables, to appear in Phys. Rev.

Effects of helium ion irradiation on tungsten-based composites : neutron diffraction; as a real-time diffractometer

The weight ratio 6% was formed for this paper by B4C-2% (99.5% purity, 20 µm particle size), TiC-1% (99.5% purity, 15 µm particle size), C (99.5% purity, 21 µm particle size) and the remaining part is tungsten W (99.5% purity, 17 µm particle size) structure had been established. In order to get homogeneous sinter, it was subjected to a temperature gradient of up to 1750 °C for 2 hours with a temperature step of 5 °C per minute. In the study, neutron diffraction (ND) was performed using the timeof-flight technique (TOF) in the IBR-2M research reactor. The obtained data were refined with the FULLPROF Rietveld suite. The results convey that it is different from the results obtained by X-Ray diffraction.http://jomardpublishing.com/journals.aspx?lang=en&id=13Physic

Аналіз пружної характеристики пневмоамортизатора

The article deals with a computer analysis of the pneumatic shock absorber deformed state, as well as the peculiarities of the formation of its integral elastic characteristics. The Deformation process is considered under internal pressure and the normal axial compression load. The construction of pneumatic shock absorber consists of two-section pneumatic rubberized single-layer composite bellows, which has circular metal constraints on the edges and in the middle.The research is done in a framework of a geometric and physically three-dimensional nonlinear formulation. The modelling of the nonlinear deformation of the rubber matrix is based on a three-parameter Muni-Rivlin model. A finite-element method is used for numerical solution of the problem. The composite reinforcement models as integral membrane stiffness additionally inserted into the corresponding finite elements, taking into account the cord orientation, that allows taking into account a toroidal curvilinear orthotropy of mechanical properties of the material.The dependences of the pneumatic shock absorber quasi-static deformation on the cord geometric and stiffness parameters is analysed in the current work. It is studied the influence of the variation of cord diameter and cord material Young modulus on the integral elastic behavior of the pneumatic shock absorber under the different compression load. The last allows us to analyze the influence of the cord material on load characteristic of construction.Статья посвящена компьютерному анализу деформированного состояния пневматического амортизатора, а также особенностям формирования его интегральных упругих характеристик. Конструкция пневматического амортизатора состоит из двухсекционного пневматического прорезиненного однослойного композитного сильфона. Исследование проводится в рамках геометрической и физически нелинейной трехмерной формулировки. Моделирование деформации резиновой матрицы основано на модели Муни-Ривлина. Для численного решения задачи используется метод конечных элементов. Композитное армирование моделируется как интегральная мембранная жесткость, которая дополнительно вставляется в соответствующие конечные элементы. В работе была исследована зависимость квазистатической деформации пневматического амортизатора от диаметра корда, а также от его модуля упругости.Стаття присвячена компютерному аналізу напружено-деформованого стану пневмоамортизатора, а також особливостей формування його інтегральної пружної характеристики. Розглядається двосекційний пневмоамотизатор сильфоного типу, який створений із гумокордного одношарового композиту, що має кільцеві металеві обмежання по торцам та в середині конструкції. Дослідження проводиться в тривимірній геометрично та фізично нелінійній постановці. Моделювання деформування гумової матриці проведено на основі моделі Муні-Рівліна. Для вирішення задачі використовуєьтся метод скінченних елементів. Кордне посилення моделюється шляхом інтегрального додавання мембраної жорсткості у відповідні скінченні елементи. В роботі проаналізовано залежність пружної характеристики амортизатора від діаметру та модуля пружності корду

Optimization of the process of egg omelet production with fillings with extended storage period

Introduction. Optimization of the egg omelets (EO) production using high pressure (HP) will allow to produce a minimum cost product during manufacturing and also to obtain a product with high consumer properties. Materialsand methods. The concerned product is -EO -a mixture of liquid egg with grated or chopped cheese, xanthan gum, water or milk and spices. The EO manufacturing process consisted of packing the mixture in an airtight container with heating and processing in the high pressure installation. The EO suitability for long-term storage was evaluated by the "water activity" term. The EO quality was evaluated by an expert. There was used the undetermined Lagrange multipliers method to obtain the optimal process parameters. Results. As a result of the central composite rotatabel plan there was developed optimization model allowed to obtain the optimal EO HP processing parameters: pressure – 690 МPа, temperature –1220С, treatment duration –7×60s, 14g of water on 100 g of melange, 13 g of dry milk on 100 g of melange, xanthan gum content -0,75% of the total mixture mass, 25 g of cheese on 100 g of melange. These indicators allow to obtain the EO process parameters with the next indicators: water activity -0.704 and comprehensive quality Score - 0.98 that characterize the product as a product with high quality indicators stable over a long period of storage. The developed model analysis with using of Student's t test, Fisher dyspepsia and predicted optimization values calculation errors confirmed the reliability of the optimization parameters obtained values and the optimization model reliability. The calculations results for the given optimization parameters are presented as confidence intervals, confirming that their experimental values do not exceed the respective intervals and thus confirm the results authenticity . Conclusions. These results have practical significance and were adopted as the basis for the technical documentation elaboration of the EO long term storage and the HP process equipment design for implementation of this process

Magnetic and structural properties of Sc(Fe1−xSix)2 Laves phases studied by Mössbauer spectroscopy and neutron diffraction

The investigations of iron-containing phases existing in fly ashes were performed using transmission Mössbauer spectrometry. The examined samples of fly ashes were collected from different coal combustion systems, that is, stoker-fired boiler in municipal heating plant and pulverized coal boiler in power plant. Several phases are identifi ed in the samples: iron oxides, paramagnetic aluminosilicate glass with Fe3+ ions and Al2O4- -type spinel with Fe2+ ions. It was pointed out that proportions of contents of phases strongly depend not only on the combustion temperature but also on the way of ash collection