7,094 research outputs found

    On a generalised model for time-dependent variance with long-term memory

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    The ARCH process (R. F. Engle, 1982) constitutes a paradigmatic generator of stochastic time series with time-dependent variance like it appears on a wide broad of systems besides economics in which ARCH was born. Although the ARCH process captures the so-called "volatility clustering" and the asymptotic power-law probability density distribution of the random variable, it is not capable to reproduce further statistical properties of many of these time series such as: the strong persistence of the instantaneous variance characterised by large values of the Hurst exponent (H > 0.8), and asymptotic power-law decay of the absolute values self-correlation function. By means of considering an effective return obtained from a correlation of past returns that has a q-exponential form we are able to fix the limitations of the original model. Moreover, this improvement can be obtained through the correct choice of a sole additional parameter, qmq_{m}. The assessment of its validity and usefulness is made by mimicking daily fluctuations of SP500 financial index.Comment: 6 pages, 4 figure

    A high level test processor and test program generator

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    Embedded test within integrated systems allows to overcome some of the difficulties found when testing using only an external tester. The reutilization of a reconfigurable FPGA-like block that may exist in certain SoC systems, enables the implementation of on-chip test processors highly optimized to meet the specific requirements of the test procedure for each block. The fast reconfiguration of SRAM-based FPGA blocks allows sharing the same physical area among the set of different circuits that may be necessary to implement the on-chip test suite of the whole system. This paper addresses the high level generation of specific programmable processors for testing different blocks within integrated systems, taking advantage of such existing programmable resources. The work presented herein proposes a methodology and a set of automation tools to enable the automatic generation of dedicated custom processor architectures for specific test operations, as well as the corresponding test programs. This facility can be seen as disposing of a highly flexible and optimised embedded tester, supplied as an intellectual property (IP) module and its software. The approach being proposed is based in the implementation of a test processor as an Application Specific Instruction-Set Processor (ASIP), whose set of conventional and dedicated instructions are automatically derived from a software specification of the test operation to be implemented. The actual configuration of the test processor is determined by the type of instructions the test designer uses in the test program. The processors instruction set is configured automatically from the source code of the program to be run, in order to include only the exact instructions required for that task. The generation of a test processor starts with a software specification of the test operation to be performed. Presently, this specification is done using a program written in an assembly level language whose instruction set comprises all the general purpose instructions supported by the processor core, plus an extra set of complex instructions that are responsible for the operation of the peripheral specific blocks. From this specification, a custom programmable processor is generated as a set of synthesisable HDL modules, including the identification of peripheral blocks associated to specific instructions, and the set of constrains and assignments required to instantiate and map these modules onto the FPGA. These descriptions are then forwarded to the specific FPGA technology mapping and implementation tools, to create an application-specific processor that includes only the instructions referred in the source code

    Global phylogeography and evolution of chelonid fibropapilloma-associated herpesvirus

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    A global phylogeny for chelonid fibropapilloma-associated herpesvirus (CFPHV), the most likely aetiological agent of fibropapillomatosis (FP) in sea turtles, was inferred, using dated sequences, through Bayesian Markov chain Monte Carlo analysis and used to estimate the virus evolutionary rate independent of the evolution of the host, and to resolve the phylogenetic positions of new haplotypes from Puerto Rico and the Gulf of Guinea. Four phylogeographical groups were identified: eastern Pacific, western Atlantic/eastern Caribbean, mid-west Pacific and Atlantic. The latter comprises the Gulf of Guinea and Puerto Rico, suggesting recent virus gene flow between these two regions. One virus haplotype from Florida remained elusive, representing either an independent lineage sharing a common ancestor with all other identified virus variants or an Atlantic representative of the lineage giving rise to the eastern Pacific group. The virus evolutionary rate ranged from 1.62x10(-4) to 2.22x10(-4) substitutions per site per year, which is much faster than what is expected for a herpesvirus. The mean time for the most recent common ancestor of the modern virus variants was estimated at 192.90-429.71 years ago, which, although more recent than previous estimates, still supports an interpretation that the global FP pandemic is not the result of a recent acquisition of a virulence mutation(s). The phylogeographical pattern obtained seems partially to reflect sea turtle movements, whereas altered environments appear to be implicated in current FP outbreaks and in the modern evolutionary history of CFPHV.DNER-PR; US NMFS (NMFS-NOAA) [NA08NMF4720436]; US-Fish and Wildlife Service (USFWS); Sociedad Chelonia; WIDECAST; US Environmental Protection Agency (US-EPA); Lisbon Oceanarium, Portugal; Interdisciplinary Research Center for Animal Health of the Faculty of Veterinary Medicine of the Technical University of Lisbon (FMV/TUL)info:eu-repo/semantics/publishedVersio

    Effects of seagrasses and algae of the Caulerpa family on hydrodynamics and particle-trapping rates

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    The widespread decline of seagrass beds within the Mediterranean often results in the replacement of seagrasses by opportunistic green algae of the Caulerpa family. Because Caulerpa beds have a different height, stiffness and density compared to seagrasses, these changes in habitat type modify the interaction of the seafloor with hydrodynamics, influencing key processes such as sediment resuspension and particle trapping. Here, we compare the effects on hydrodynamics and particle trapping of Caulerpa taxifolia, C. racemosa, and C. prolifera with the Mediterranean seagrasses Cymodocea nodosa and Posidonia oceanica. All macrophyte canopies reduced near-bed volumetric flow rates compared to bare sediment, vertical profiles of turbulent kinetic energy revealed peak values around the top of the canopies, and maximum values of Reynolds stress increased by a factor of between 1.4 (C. nodosa) and 324.1 (P. oceanica) when vegetation was present. All canopies enhanced particle retention rates compared to bare sediment. The experimental C. prolifera canopy was the most effective at particle retention (m2 habitat); however, C. racemosa had the largest particle retention capacity per structure surface area. Hence, in terms of enhancing particle trapping and reducing hydrodynamic forces at the sediment surface, Caulerpa beds provided a similar or enhanced function compared to P.oceanica and C. nodosa. However, strong seasonality in the leaf area index of C. racemosa and C. taxifolia within the Mediterranean, combined with a weak rhizome structure, suggests that sediments maybe unprotected during winter storms, when most erosion occurs. Hence, replacement of seagrass beds with Caulerpa is likely to have a major influence on annual sediment dynamics at ecosystem scales.This research was funded by the European Network of Excellence ‘‘Marine Biodiversity and Ecosystem Function’’ (MarBEF); FP6, EC contract no. 505446 and a grant from the Fundacio ®n BBVA. EPM was supported by a European Union Marie Curie host fellowship for transfer of knowledge, MTKD-CT-2004-509254, the Spanish national project EVAMARIA (CTM2005-00395/MAR) and the regional government of Andalusia project FUNDIV(P07-RNM-2516)

    Penetration of ultraviolet‐B radiation in oligotrophic regions of the oceans during the Malaspina 2010 expedition

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    Few studies have investigated ultraviolet (UV) radiation in the open ocean besides its harmful effects on organisms and influence on biogeochemical processes. Here, we assessed UV attenuation, with particular focus on UV‐B, across the (sub)tropical ocean during the Malaspina 2010 Circumnavigation. Vertical UV radiometer profiles together with Chl‐ a concentration, and UV absorption by CDOM ( a CDOM ( λ )) and by suspended particulate matter ( a p ( λ )) were measured at 117 stations. At photosynthetically active radiation (PAR) and across UV‐A and UV‐B wavelengths, the lowest downwelling attenuation coefficients ( K d ) during the expedition were recorded in ultra‐oligotrophic regions at 5°–15°S (mean K d (305 nm): 0.129 m −1 , mean K d (313 nm): 0.107 m −1 ) in the Indian and South Pacific Oceans. The waters here were comparatively more transparent than at 5°–15°N (mean K d (305 nm): 0.239 m −1 , mean K d (313 nm): 0.181 m −1 ) where equatorial upwelling occurs. K d was highest near the Costa Rica Dome ( K d (313 nm): 0.226 m −1 ) and at the confluence of the Benguela and Agulhas currents ( K d (313 nm): 0.251 m −1 ). The contribution of a p ( λ ) toward nonwater absorption ( a nw ( λ )) was significantly lower at 305 nm than at 313 and 320 nm, suggesting the contribution of absorption by detritus and phytoplankton particles decreases compared with that of CDOM absorption as UV‐B wavelength decreases. Both a CDOM ( λ ) and a p ( λ ) at UV‐B wavelengths were lowest in the Indian Ocean whereas K d was lowest in the South Pacific. This finding emphasizes that other factors besides absorption, such as scattering by reflective phytoplankton or inorganic particles, strongly influence UV‐B attenuation in open ocean waters.Plain Language Summary: We assessed water transparency to UV‐B radiation across the tropical and subtropical ocean as part of the Malaspina 2010 Expedition. UV‐B radiometer profiles, Chlorophyll‐a, and UV‐B absorption by organic matter and suspended particles were measured at 117 stations. The most UV‐B transparent waters were found in regions where nutrients are extremely low, particularly at 5°–15°S in the Indian and South Pacific Oceans. Here, ocean waters were considerably more transparent than 5°–15°N, which suggests that at a given depth southern hemisphere marine organisms experience higher UV‐B exposure than their northern counterparts. The least UV‐B transparent waters were near the Costa Rica Dome and at the confluence of the Benguela and Agulhas currents. UV‐B absorption by organic matter and suspended particles, and Chl‐ a concentration were lowest in the Indian Ocean. The contribution of suspended particles toward nonwater absorption was significantly lower at 305 nm than at 313 and 320 nm, and higher in the clearest waters of the Indian Ocean than in the Subtropical South Pacific. Absorptions by organic matter and suspended particles were lowest in the Indian Ocean whereas UV‐B attenuation was lowest in the South Pacific, which highlights the complex relationship between optical properties in the UV‐B spectrum.Ministerio de Ciencia e InnovaciĂłn | Ref. CSD2008-00077King Abdullah University of Science and Technology | Ref. BAS/1/1072-01-0

    Momentum-resolved resonant inelastic soft X-ray scattering (qRIXS) endstation at the ALS

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    A momentum resolved resonant inelastic X-ray scattering (qRIXS) experimental station with continuously rotatable spectrometers and parallel detection is designed to operate at different beamlines at synchrotron and free electron laser (FEL) facilities. This endstation, currently located at the Advanced Light Source (ALS), has five emission ports on the experimental chamber for mounting the high-throughput modular soft X-ray spectrometers (MXS) [24]. Coupled to the rotation from the supporting hexapod, the scattered X-rays from 27.5° (forward scattering) to 152.5° (backward scattering) relative to the incident photon beam can be recorded, enabling the momentum-resolved RIXS spectroscopy. The components of this endstation are described in details, and the preliminary RIXS measurements on highly oriented pyrolytic graphite (HOPG) reveal the low energy vibronic excitations from the strong electron-phonon coupling at C K edge around σ* band. The grating upgrade option to enhance the performance at low photon energies is presented and the potential of this spectroscopy is discussed in summary

    Reconfiguration of assembly lines using lean thinking in an electronics components' manufacturer for the automotive industry

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    This article discusses the reconfiguration and improvement of electronics components assembly lines through the use of Lean Thinking principles. This reconfiguration was undertaken in a project that followed the action-research methodology. There were three main distinct problems related with the outdated assembly lines. The first came from a diagnosis of the assembly line itself, where quality problems and difficulties with compliance with the takt-time were identified, as well as activities that do not added value. The second happened due to an adjustment in demand that requires a reconfiguration of the line and, the third problem, related to the integration in an existing assembly line of a new process for a product pertaining to the same family, forcing the exploitation of synergies in production of these two products. Regarding the improvement proposals, some managed to be implemented in a timely manner, others, despite not having been implemented, their impacts has been predicted. Overall, the level of scrap was reduced by 57% through the implementation of the Lean Six Sigma methodology, and the cycle time of an operation was reduced by 12,5% by eliminating non-value adding operations. Also, gains were obtained by reducing the previous occupation with the project of an assembly line segment dedicated to the new product. With this, a reduction of one employee with the integration of two workstations was achieved.I would like to thank all the company's employees who made this project possible, and for the support given. This work has been supported by FCT - Fundacao para a Ciencia e Tecnologia within the R&D Units Project Scope: UIDB/00319/2020
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