360 research outputs found
Value at Risk models with long memory features and their economic performance
We study alternative dynamics for Value at Risk (VaR) that incorporate a slow moving component and information on recent aggregate returns in established quantile (auto) regression models. These models are compared on their economic performance, and also on metrics of first-order importance such as violation ratios. By better economic performance, we mean that changes in the VaR forecasts should have a lower variance to reduce transaction costs and should lead to lower exceedance sizes without raising the average level of the VaR. We find that, in combination with a targeted estimation strategy, our proposed models lead to improved performance in both statistical and economic terms
The Murchison Widefield Array Transients Survey (MWATS). A search for low frequency variability in a bright Southern hemisphere sample
We report on a search for low-frequency radio variability in 944 bright (>
4Jy at 154 MHz) unresolved, extragalactic radio sources monitored monthly for
several years with the Murchison Widefield Array. In the majority of sources we
find very low levels of variability with typical modulation indices < 5%. We
detect 15 candidate low frequency variables that show significant long term
variability (>2.8 years) with time-averaged modulation indices M = 3.1 - 7.1%.
With 7/15 of these variable sources having peaked spectral energy
distributions, and only 5.7% of the overall sample having peaked spectra, we
find an increase in the prevalence of variability in this spectral class. We
conclude that the variability seen in this survey is most probably a
consequence of refractive interstellar scintillation and that these objects
must have the majority of their flux density contained within angular diameters
less than 50 milli-arcsec (which we support with multi-wavelength data). At 154
MHz we demonstrate that interstellar scintillation time-scales become long
(~decades) and have low modulation indices, whilst synchrotron driven
variability can only produce dynamic changes on time-scales of hundreds of
years, with flux density changes less than one milli-jansky (without
relativistic boosting). From this work we infer that the low frequency
extra-galactic southern sky, as seen by SKA-Low, will be non-variable on
time-scales shorter than one year.Comment: 19 pages, 11 figure
A new layout optimization technique for interferometric arrays, applied to the MWA
Antenna layout is an important design consideration for radio interferometers
because it determines the quality of the snapshot point spread function (PSF,
or array beam). This is particularly true for experiments targeting the 21 cm
Epoch of Reionization signal as the quality of the foreground subtraction
depends directly on the spatial dynamic range and thus the smoothness of the
baseline distribution. Nearly all sites have constraints on where antennas can
be placed---even at the remote Australian location of the MWA (Murchison
Widefield Array) there are rock outcrops, flood zones, heritages areas,
emergency runways and trees. These exclusion areas can introduce spatial
structure into the baseline distribution that enhance the PSF sidelobes and
reduce the angular dynamic range. In this paper we present a new method of
constrained antenna placement that reduces the spatial structure in the
baseline distribution. This method not only outperforms random placement
algorithms that avoid exclusion zones, but surprisingly outperforms random
placement algorithms without constraints to provide what we believe are the
smoothest constrained baseline distributions developed to date. We use our new
algorithm to determine antenna placements for the originally planned MWA, and
present the antenna locations, baseline distribution, and snapshot PSF for this
array choice.Comment: 12 pages, 6 figures, 1 table. Accepted for publication in MNRA
WSClean : an implementation of a fast, generic wide-field imager for radio astronomy
This article has been accepted for publication in Monthly Notices of the Royal Astronomical Society. © 2014 The Authors. Published by Oxford University Press on behalf of the Royal Astronomical Society.Astronomical widefield imaging of interferometric radio data is computationally expensive, especially for the large data volumes created by modern non-coplanar many-element arrays. We present a new widefield interferometric imager that uses the w-stacking algorithm and can make use of the w-snapshot algorithm. The performance dependencies of CASA's w-projection and our new imager are analysed and analytical functions are derived that describe the required computing cost for both imagers. On data from the Murchison Widefield Array, we find our new method to be an order of magnitude faster than w-projection, as well as being capable of full-sky imaging at full resolution and with correct polarisation correction. We predict the computing costs for several other arrays and estimate that our imager is a factor of 2-12 faster, depending on the array configuration. We estimate the computing cost for imaging the low-frequency Square-Kilometre Array observations to be 60 PetaFLOPS with current techniques. We find that combining w-stacking with the w-snapshot algorithm does not significantly improve computing requirements over pure w-stacking. The source code of our new imager is publicly released.Peer reviewedFinal Published versio
Interferometric imaging with the 32 element Murchison Wide-field Array
The Murchison Wide-field Array (MWA) is a low frequency radio telescope,
currently under construction, intended to search for the spectral signature of
the epoch of re-ionisation (EOR) and to probe the structure of the solar
corona. Sited in Western Australia, the full MWA will comprise 8192 dipoles
grouped into 512 tiles, and be capable of imaging the sky south of 40 degree
declination, from 80 MHz to 300 MHz with an instantaneous field of view that is
tens of degrees wide and a resolution of a few arcminutes. A 32-station
prototype of the MWA has been recently commissioned and a set of observations
taken that exercise the whole acquisition and processing pipeline. We present
Stokes I, Q, and U images from two ~4 hour integrations of a field 20 degrees
wide centered on Pictoris A. These images demonstrate the capacity and
stability of a real-time calibration and imaging technique employing the
weighted addition of warped snapshots to counter extreme wide field imaging
distortions.Comment: Accepted for publication in PASP. This is the draft before journal
typesetting corrections and proofs so does contain formatting and journal
style errors, also has with lower quality figures for space requirement
The EoR Sensitivity of the Murchison Widefield Array
Using the final 128 antenna locations of the Murchison Widefield Array (MWA),
we calculate its sensitivity to the Epoch of Reionization (EoR) power spectrum
of red- shifted 21 cm emission for a fiducial model and provide the tools to
calculate the sensitivity for any model. Our calculation takes into account
synthesis rotation, chro- matic and asymmetrical baseline effects, and excludes
modes that will be contaminated by foreground subtraction. For the fiducial
model, the MWA will be capable of a 14{\sigma} detection of the EoR signal with
one full season of observation on two fields (900 and 700 hours).Comment: 5 pages, 4 figures, 1 table, Accepted for publication in MNRAS
Letters. Supplementary material will be available in the published version,
or by contacting the author
The Murchison Widefield Array
It is shown that the excellent Murchison Radio-astronomy Observatory site
allows the Murchison Widefield Array to employ a simple RFI blanking scheme and
still calibrate visibilities and form images in the FM radio band. The
techniques described are running autonomously in our calibration and imaging
software, which is currently being used to process an FM-band survey of the
entire southern sky.Comment: Accepted for publication in Proceedings of Science [PoS(RFI2010)016].
6 pages and 3 figures. Presented at RFI2010, the Third Workshop on RFI
Mitigation in Radio Astronomy, 29-31 March 2010, Groningen, The Netherland
The Murchison Widefield Array: the Square Kilometre Array Precursor at low radio frequencies
The Murchison Widefield Array (MWA) is one of three Square Kilometre Array
Precursor telescopes and is located at the Murchison Radio-astronomy
Observatory in the Murchison Shire of the mid-west of Western Australia, a
location chosen for its extremely low levels of radio frequency interference.
The MWA operates at low radio frequencies, 80-300 MHz, with a processed
bandwidth of 30.72 MHz for both linear polarisations, and consists of 128
aperture arrays (known as tiles) distributed over a ~3 km diameter area. Novel
hybrid hardware/software correlation and a real-time imaging and calibration
systems comprise the MWA signal processing backend. In this paper the as-built
MWA is described both at a system and sub-system level, the expected
performance of the array is presented, and the science goals of the instrument
are summarised.Comment: Submitted to PASA. 11 figures, 2 table
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