Financial signal processing: a self calibrating model

Previous work on multifactor term structure models has proposed that the short rate process is a function of some unobserved diffusion process. We consider a model in which the short rate process is a function of a Markov chain which represents the 'state of the world'. This enables us to obtain explicit expressions for the prices of zero-coupon bonds and other securities. Discretizing our model allows the use of signal processing techniques from Hidden Markov Models. This means we can estimate not only the unobserved Markov chain but also the parameters of the model, so the model is self-calibrating. The estimation procedure is tested on a selection of U.S. Treasury bills and bonds.Bonds

Laser transit anemometer measurements on a slender cone in the Langley unitary plan wind tunnel

A laser transit anemometer (LTA) system was used to probe the boundary layer on a slender (5 degree half angle) cone model in the Langley unitary plan wind tunnel. The anemometer system utilized a pair of laser beams with a diameter of 40 micrometers spaced 1230 micrometers apart to measure the transit times of ensembles of seeding particles using a cross-correlation technique. From these measurements, boundary layer profiles around the model were constructed and compared with CFD calculations. The measured boundary layer profiles representing the boundary layer velocity normalized to the edge velocity as a function of height above the model surface were collected with the model at zero angle of attack for four different flow conditions, and were collected in a vertical plane that bisected the model's longitudinal center line at a location 635 mm from the tip of the forebody cone. The results indicate an excellent ability of the LTA system to make velocity measurements deep into the boundary layer. However, because of disturbances in the flow field caused by onboard seeding, premature transition occurred implying that upstream seeding is mandatory if model flow field integrity is to be maintained. A description and results of the flow field surveys are presented

Application of laser Doppler velocimeter to chemical vapor laser system

A laser Doppler velocimeter (LDV) system was used to measure iodide vapor flow fields inside two different-sized tubes. Typical velocity profiles across the laser tubes were obtained with an estimated +/-1 percent bias and +/-0.3 to 0.5 percent random uncertainty in the mean values and +/-2.5 percent random uncertainty in the turbulence-intensity values. Centerline velocities and turbulence intensities for various longitudinal locations ranged from 13 to 17.5 m/sec and 6 to 20 percent, respectively. In view of these findings, the effects of turbulence should be considered for flow field modeling. The LDV system provided calibration data for pressure and mass flow systems used routinely to monitor the research laser gas flow velocity

Within‑marsh and Landscape Features Structure Ribbed Mussel Distribution in Georgia, USA, Marshes

Ribbed mussels, Geukensia demissa, are marsh fauna that are used in coastal management and restoration due to the ecosystem services they provide. Ribbed mussel restoration efforts may be improved with a greater understanding of the environmental drivers of ribbed mussel distribution at multiple spatial scales to predict areas where restoration could be successful. This study sought to estimate the effects of within-marsh (4 m) and landscape (500 m) factors on ribbed mussel distribution. Ribbed mussel densities were surveyed at 11 sites along the coast of Georgia, USA, and overlaid with spatial data for within-marsh factors (elevation, distance to marsh features, slope) as well as landscape factors (percent cover by subtidal creek, forest, and development within a 500-m radius). The distribution model was then validated using three previously unsurveyed marshes and explained 55% of the variance in ribbed mussel abundance. Ribbed mussel abundances and occupancy were most sensitive to changes in within-marsh factors (elevation and distance to subtidal creeks, bodies of water inundated during the full tidal cycle) but were also sensitive to landscape features (percent landcover of forests and development). The highest ribbed mussel densities were found in mid-elevation areas (~ 0.7 m NAVD88), far from subtidal creeks, and in marshes surrounded with forest and development. These results contrast with distributions in the northeastern USA, where ribbed mussels are distributed along subtidal creek banks. This work suggests that restoration may be most effective when focused on appropriate elevations and at locations away from the marsh-creek ecotone

A Computational Framework for High-Throughput Isotopic Natural Abundance Correction of Omics-Level Ultra-High Resolution FT-MS Datasets

New metabolomics applications of ultra-high resolution and accuracy mass spectrometry can provide thousands of detectable isotopologues, with the number of potentially detectable isotopologues increasing exponentially with the number of stable isotopes used in newer isotope tracing methods like stable isotope-resolved metabolomics (SIRM) experiments. This huge increase in usable data requires software capable of correcting the large number of isotopologue peaks resulting from SIRM experiments in a timely manner. We describe the design of a new algorithm and software system capable of handling these high volumes of data, while including quality control methods for maintaining data quality. We validate this new algorithm against a previous single isotope correction algorithm in a two-step cross-validation. Next, we demonstrate the algorithm and correct for the effects of natural abundance for both 13C and 15N isotopes on a set of raw isotopologue intensities of UDP-N-acetyl-D-glucosamine derived from a 13C/15N-tracing experiment. Finally, we demonstrate the algorithm on a full omics-level dataset

Delayed Lead Perforation: Can We Ever Let the Guard Down?

Lead perforation is a major complication of cardiac rhythm management devices (CRMD), occurring in about 1%. While most lead perforations occur early, numerous instances of delayed lead perforation (occurring >30 days after implantation) have been reported in the last few years. Only about 40 such cases have been published, with the majority occurring <1 year after implantation. Herein, we describe the case of an 84-year-old female who presented with recurrent syncope and was diagnosed to have delayed pacemaker lead perforation 4.8 years after implantation. Through this report, we intend to highlight the increasing use of CRMD in elderly patients, and the lifelong risk of complications with these devices. Presentation can be atypical and a high index of suspicion is necessary for diagnosis

Synthetic and biological surfactant effects on freshwater biofilm community composition and metabolic activity

Publication history: Accepted - 8 September 2022; Published - 19 September 2022.Surfactants are used to control microbial biofilms in industrial and medical settings. Their known toxicity on aquatic biota, and their longevity in the environment, has encouraged research on biodegradable alternatives such as rhamnolipids. While previous research has investigated the effects of biological surfactants on single species biofilms, there remains a lack of information regarding the effects of synthetic and biological surfactants in freshwater ecosystems. We conducted a mesocosm experiment to test how the surfactant sodium dodecyl sulfate (SDS) and the biological surfactant rhamnolipid altered community composition and metabolic activity of freshwater biofilms. Biofilms were cultured in the flumes using lake water from Lake Lunz in Austria, under high (300 ppm) and low (150 ppm) concentrations of either surfactant over a four-week period. Our results show that both surfactants significantly affected microbial diversity. Up to 36% of microbial operational taxonomic units were lost after surfactant exposure. Rhamnolipid exposure also increased the production of the extracellular enzymes, leucine aminopeptidase, and glucosidase, while SDS exposure reduced leucine aminopeptidase and glucosidase. This study demonstrates that exposure of freshwater biofilms to chemical and biological surfactants caused a reduction of microbial diversity and changes in biofilm metabolism, exemplified by shifts in extracellular enzyme activities.SG is funded by an Ulster University Vice Chancellors Doctoral Research Fellowship, and received additional support through an Ulster University Broadening Horizons Travel Bursary. Analytical costs were partly supported by the HYDRO-DIVERSITY project funded by the Environmental Systems Sciences Program of the Austrian Academy of Sciences (ÖAW) to JS, and core funding of the AFBI Aquatic Chemistry Laboratory (WH)

BIOMECHANICAL ANALYSIS OF THE FASTBALL THROWN FROM THE WIND-UP AND THE STRETCH

This study assessed the biomechanics associated with the fastball thrown in two conditions. Fifteen men pitched from the wind-up and stretch beginning and landing on force platforms. Doppler radar was used to assess ball velocity. A paired samples t-test was used to determine differences in ball velocity, propulsive and landing phase kinetics, as well as time, distance, and subject velocity from the propulsive to landing phase. The stretch produced 5.55% more horizontal ground reaction force, a higher horizontal to vertical force ratio, 35.05% greater vertical rate of force development (RFD) in the propulsive phase, and 8.85% higher horizontal and 24.65% vertical RFD upon landing (p ≤ 0.05). The wind-up produced 39.49% greater horizontal RFD in the propulsive phase (p ≤ 0.05). These variations of the fastball use different mechanisms to achieve similar (p = 0.77) ball velocities

Design and Use of Microphone Directional Arrays for Aeroacoustic Measurements

An overview of the development of two microphone directional arrays for aeroacoustic testing is presented. These arrays were specifically developed to measure airframe noise in the NASA Langley Quiet Flow Facility. A large aperture directional array using 35 flush-mounted microphones was constructed to obtain high resolution noise localization maps around airframe models. This array possesses a maximum diagonal aperture size of 34 inches. A unique logarithmic spiral layout design was chosen for the targeted frequency range of 2-30 kHz. Complementing the large array is a small aperture directional array, constructed to obtain spectra and directivity information from regions on the model. This array, possessing 33 microphones with a maximum diagonal aperture size of 7.76 inches, is easily moved about the model in elevation and azimuth. Custom microphone shading algorithms have been developed to provide a frequency- and position-invariant sensing area from 10-40 kHz with an overall targeted frequency range for the array of 5-60 kHz. Both arrays are employed in acoustic measurements of a 6 percent of full scale airframe model consisting of a main element NACA 632-215 wing section with a 30 percent chord half-span flap. Representative data obtained from these measurements is presented, along with details of the array calibration and data post-processing procedures

SEX-BASED ANALYSIS OF THE BIOMECHANICS OF PITCHING

This study assessed sex-based differences in the lower extremity kinetics and ball velocity during pitching. Fifteen men baseball players and fifteen women softball players threw fastballs on two force platforms, to assess propulsive and landing biomechanics. Doppler radar was used to assess ball velocity. Kinetic and kinematic data comparing men and women were analyzed with independent samples t-test. Paired samples t-test were used to assess difference between the propulsive and landing phases. Pearson’s bivariate correlations were used to assess the relationship between study variables and ball velocity. Few sex-based difference in the magnitude and rate of propulsive force development exist. Sex based differences (p \u3c 0.05) were found for all but one landing phase variable. None of the biomechanical variables assessed were related to ball velocity