A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate

This paper combines and generalizes a number of recent time series models of daily exchange rate series by using a SETAR model which also allows the variance equation of a GARCH specification for the error terms to be drawn from more than one regime. An application of the model to the French Franc/Deutschmark exchange rate demonstrates that out-of-sample forecasts for the exchange rate volatility are also improved when the restriction that the data it is drawn from a single regime is removed. This result highlights the importance of considering both types of regime shift (i.e. thresholds in variance as well as in mean) when analysing financial time series

Electromechanical modeling and experimental analysis of a compression-based piezoelectric vibration energy harvester

Over the past few decades, wireless sensor networks have been widely used in the field of structure health monitoring of civil, mechanical, and aerospace systems. Currently, most wireless sensor networks are battery-powered and it is costly and unsustainable for maintenance because of the requirement for frequent battery replacements. As an attempt to address such issue, this article theoretically and experimentally studies a compression-based piezoelectric energy harvester using a multilayer stack configuration, which is suitable for civil infrastructure system applications where large compressive loads occur, such as heavily vehicular loading acting on pavements. In this article, we firstly present analytical and numerical modeling of the piezoelectric multilayer stack under axial compressive loading, which is based on the linear theory of piezoelectricity. A two-degree-of-freedom electromechanical model, considering both the mechanical and electrical aspects of the proposed harvester, was developed to characterize the harvested electrical power under the external electrical load. Exact closed-form expressions of the electromechanical models have been derived to analyze the mechanical and electrical properties of the proposed harvester. The theoretical analyses are validated through several experiments for a test prototype under harmonic excitations. The test results exhibit very good agreement with the analytical analyses and numerical simulations for a range of resistive loads and input excitation levels. © 2014 The Author(s)

The Raman Fingerprint of Graphene

Graphene is the two-dimensional (2d) building block for carbon allotropes of every other dimensionality. It can be stacked into 3d graphite, rolled into 1d nanotubes, or wrapped into 0d fullerenes. Its recent discovery in free state has finally provided the possibility to study experimentally its electronic and phonon properties. Here we show that graphene's electronic structure is uniquely captured in its Raman spectrum that clearly evolves with increasing number of layers. Raman fingerprints for single-, bi- and few-layer graphene reflect changes in the electronic structure and electron-phonon interactions and allow unambiguous, high-throughput, non-destructive identification of graphene layers, which is critically lacking in this emerging research area

Shadows and traces in bicategories

Traces in symmetric monoidal categories are well-known and have many applications; for instance, their functoriality directly implies the Lefschetz fixed point theorem. However, for some applications, such as generalizations of the Lefschetz theorem, one needs "noncommutative" traces, such as the Hattori-Stallings trace for modules over noncommutative rings. In this paper we study a generalization of the symmetric monoidal trace which applies to noncommutative situations; its context is a bicategory equipped with an extra structure called a "shadow." In particular, we prove its functoriality and 2-functoriality, which are essential to its applications in fixed-point theory. Throughout we make use of an appropriate "cylindrical" type of string diagram, which we justify formally in an appendix.Comment: 46 pages; v2: reorganized and shortened, added proof for cylindrical string diagrams; v3: final version, to appear in JHR

Response of spectral reflectances and vegetation indices on varying juniper cone densities

Juniper trees are widely distributed throughout the world and are common sources of allergies when microscopic pollen grains are transported by wind and inhaled. In this study, we investigated the spectral influences of pollen-discharging male juniper cones within a juniper canopy. This was done through a controlled outdoor experiment involving ASD FieldSpec Pro Spectroradiometer measurements over juniper canopies of varying cone densities. Broadband and narrowband spectral reflectance and vegetation index (VI) patterns were evaluated as to their sensitivity and their ability to discriminate the presence of cones. The overall aim of this research was to assess remotely sensed phenological capabilities to detect pollen-bearing juniper trees for public health applications. A general decrease in reflectance values with increasing juniper cone density was found, particularly in the Green (545-565 nm) and NIR (750-1,350 nm) regions. In contrast, reflectances in the shortwave-infrared (SWIR, 2,000 nm to 2,350 nm) region decreased from no cone presence to intermediate amounts (90 g/m2) and then increased from intermediate levels tothe highest cone densities (200 g/m2). Reflectance patterns in the Red (620-700 nm) were more complex due to shifting contrast patterns in absorptance between cones and juniper foliage, where juniper foliage is more absorbing than cones only within the intense narrowband region of maximum chlorophyll absorption near 680 nm. Overall, narrowband reflectances were more sensitive to cone density changes than the equivalent MODIS broadbands. In all VIs analyzed, there were significant relationships with cone density levels, particularly with the narrowband versions and the two-band vegetation index (TBVI) based on Green and Red bands, a promising outcome for the use of phenocams in juniper phenology trait studies. These results indicate that spectral indices are sensitive to certain juniper phenologic traits that can potentially be used for juniper cone detection in support of public health applications. © 2013 by the authors

FSL-BM: Fuzzy Supervised Learning with Binary Meta-Feature for Classification

This paper introduces a novel real-time Fuzzy Supervised Learning with Binary Meta-Feature (FSL-BM) for big data classification task. The study of real-time algorithms addresses several major concerns, which are namely: accuracy, memory consumption, and ability to stretch assumptions and time complexity. Attaining a fast computational model providing fuzzy logic and supervised learning is one of the main challenges in the machine learning. In this research paper, we present FSL-BM algorithm as an efficient solution of supervised learning with fuzzy logic processing using binary meta-feature representation using Hamming Distance and Hash function to relax assumptions. While many studies focused on reducing time complexity and increasing accuracy during the last decade, the novel contribution of this proposed solution comes through integration of Hamming Distance, Hash function, binary meta-features, binary classification to provide real time supervised method. Hash Tables (HT) component gives a fast access to existing indices; and therefore, the generation of new indices in a constant time complexity, which supersedes existing fuzzy supervised algorithms with better or comparable results. To summarize, the main contribution of this technique for real-time Fuzzy Supervised Learning is to represent hypothesis through binary input as meta-feature space and creating the Fuzzy Supervised Hash table to train and validate model.Comment: FICC201

Degradation of Metaldehyde in Aqueous Solution by Nano-Sized Photocatalysts and Granular Activated Carbon

Metaldehyde has been detected in drinking water system in relatively high concentration exceeding European water quality standard. In order to address this problem, the aim of this project was to treat metaldehyde aqueous solution by advanced oxidation processes (AOPs) and granular activated carbon (GAC) column. Ten novel materials were tested for degradation rates of metaldehyde under ultraviolet light irradiation (UVC). For treatment of 1 mg/L metaldehyde solution by AOPs, the highest degradation rate is 16.59% under UVC light with the aid of nitrogen doped titanium dioxide coated graphene (NTiO2/Gr). Furthermore, 0.5 mg/L is the optimal concentration for degradation of metaldehyde with N–TiO2/Gr under UVC light. Apart from that, the lifetime of GAC column could be elongated on condition that metaldehyde has been treated by AOPs previously. Hence, combination of AOPs and GAC column is promising in treating water containing metaldehyde

Primary Progressive Aphasia: Toward a Pathophysiological Synthesis

PURPOSE OF REVIEW: The term primary progressive aphasia (PPA) refers to a diverse group of dementias that present with prominent and early problems with speech and language. They present considerable challenges to clinicians and researchers. RECENT FINDINGS: Here, we review critical issues around diagnosis of the three major PPA variants (semantic variant PPA, nonfluent/agrammatic variant PPA, logopenic variant PPA), as well as considering 'fragmentary' syndromes. We next consider issues around assessing disease stage, before discussing physiological phenotyping of proteinopathies across the PPA spectrum. We also review evidence for core central auditory impairments in PPA, outline critical challenges associated with treatment, discuss pathophysiological features of each major PPA variant, and conclude with thoughts on key challenges that remain to be addressed. New findings elucidating the pathophysiology of PPA represent a major step forward in our understanding of these diseases, with implications for diagnosis, care, management, and therapies

Input-to-state stability of infinite-dimensional control systems

We develop tools for investigation of input-to-state stability (ISS) of infinite-dimensional control systems. We show that for certain classes of admissible inputs the existence of an ISS-Lyapunov function implies the input-to-state stability of a system. Then for the case of systems described by abstract equations in Banach spaces we develop two methods of construction of local and global ISS-Lyapunov functions. We prove a linearization principle that allows a construction of a local ISS-Lyapunov function for a system which linear approximation is ISS. In order to study interconnections of nonlinear infinite-dimensional systems, we generalize the small-gain theorem to the case of infinite-dimensional systems and provide a way to construct an ISS-Lyapunov function for an entire interconnection, if ISS-Lyapunov functions for subsystems are known and the small-gain condition is satisfied. We illustrate the theory on examples of linear and semilinear reaction-diffusion equations.Comment: 33 page