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Sampling Frequency (sampling + frequency)
Selected AbstractsModelling and forecasting time series sampled at different frequenciesJOURNAL OF FORECASTING, Issue 4 2009José Casals Abstract This paper discusses how to specify an observable high-frequency model for a vector of time series sampled at high and low frequencies. To this end we first study how aggregation over time affects both the dynamic components of a time series and their observability, in a multivariate linear framework. We find that the basic dynamic components remain unchanged but some of them, mainly those related to the seasonal structure, become unobservable. Building on these results, we propose a structured specification method built on the idea that the models relating the variables in high and low sampling frequencies should be mutually consistent. After specifying a consistent and observable high-frequency model, standard state-space techniques provide an adequate framework for estimation, diagnostic checking, data interpolation and forecasting. An example using national accounting data illustrates the practical application of this method. Copyright © 2008 John Wiley & Sons, Ltd. [source] Optimal sampling frequency for volatility forecast models for the Indian stock marketsJOURNAL OF FORECASTING, Issue 1 2009Malay Bhattacharyya Abstract This paper evaluates the performance of conditional variance models using high-frequency data of the National Stock Index (S&P CNX NIFTY) and attempts to determine the optimal sampling frequency for the best daily volatility forecast. A linear combination of the realized volatilities calculated at two different frequencies is used as benchmark to evaluate the volatility forecasting ability of the conditional variance models (GARCH (1, 1)) at different sampling frequencies. From the analysis, it is found that sampling at 30 minutes gives the best forecast for daily volatility. The forecasting ability of these models is deteriorated, however, by the non-normal property of mean adjusted returns, which is an assumption in conditional variance models. Nevertheless, the optimum frequency remained the same even in the case of different models (EGARCH and PARCH) and different error distribution (generalized error distribution, GED) where the error is reduced to a certain extent by incorporating the asymmetric effect on volatility. Our analysis also suggests that GARCH models with GED innovations or EGRACH and PARCH models would give better estimates of volatility with lower forecast error estimates. Copyright © 2008 John Wiley & Sons, Ltd. [source] The effect of single vegetation elements on wind speed and sediment transport in the Sahelian zone of Burkina FasoEARTH SURFACE PROCESSES AND LANDFORMS, Issue 10 2007J. K. Leenders Abstract Soil loss caused by wind erosion is a widespread phenomenon in the Sahelian zone of West Africa. According to Sahelian farmers, scattered vegetation standing in amongst the crop has the potential for a wind erosion control strategy. This study was conducted to study the effect of single vegetation elements on the pattern of average wind speed and sediment transport. This was done by two experiments that were carried out during the rainy seasons of 2002 and 2003 in north Burkina Faso, West Africa. Wind speeds were measured using three sonic anemometers, at a sampling frequency of 16 Hz. Sediment transport was determined by calculating the mass fluxes from 17 MWAC catchers. In this study, a shrub was defined as a vegetation element with branches until ground and a tree as a vegetation element with a distinctive trunk below a canopy. Behind shrubs wind speed near the soil surface was reduced up to approximately seven times the height of the shrub. The observed reduction in wind speed in the area where wind speed was reduced was 15 per cent on average. At the sides of the shrub, wind speed was increased, by on average 6 per cent. As the area of increase in wind speed is one-third of the area of decrease in wind speed, the net effect of a shrub is a reduction in wind speed. A similar pattern was visible for the pattern of sediment transport around a shrub. Downwind of a shrub, sediment transport was diminished up to seven times the height of the shrub. Probably most of this material was trapped by the shrub. Trees showed a local increase of wind around the trunk, which is expected to relate to an increase in sediment transport around the trunk. Mass flux measurements of sediment transport were not made, but visual observations in the field substantiate this. Behind the canopy of a tree, a tree acts similarly to a shrub regarding its effects on average wind speed, but as a tree is generally a larger obstacle than a shrub the extent of this effect is larger than for shrubs. Thus, whereas shrubs are more effective than trees regarding their direct effect on soil loss by trapping sand particles near the soil surface, trees are more effective in affecting soil loss indirectly by reducing the wind speed downwind more effectively than shrubs. Therefore, to reduce soil loss in an area, the presence of both trees and shrubs is crucial. Copyright © 2007 John Wiley & Sons, Ltd. [source] Identification of potentially toxic environmental Microcystis by individual and multiple PCR amplification of specific microcystin synthetase gene regionsENVIRONMENTAL TOXICOLOGY, Issue 3 2005Youness Ouahid Abstract Reliable cyanotoxin monitoring in water reservoirs is difficult because of, among other reasons, unpredictable changes in cyanobacteria biomass, toxin production, and inadequate sampling frequency. Therefore, it would be useful to identify potentially microcystin-producing strains of cyanobacterial populations in field samples. With this aim, we developed a methodology to distinguish microcystin-producing from non-producing Microcystis strains by amplifying six characteristic segments of the microcystin synthetase mcy cluster, three corresponding to the nonribosomal peptide synthetase, genes mcyA, mcyB, and mcyC, and three to the polyketide synthase, genes mcyD, mcyE, and mcyG. For this purpose five new primer sets were designed and tested using purified DNA, cultured cells, and field colonies as DNA sources. Simultaneous amplification of several genes in multipex PCR reactions was performed in this study. The results obtained showed that: (i) the expected specific amplicons were obtained with all microcystin-producing strains but not with nonproducing strains; (ii) cells could be directly used as DNA templates, 2000 cells being a sufficient number in most cases; (iii) simultaneous amplification of several gene regions is feasible both with cultured cells and with field colonies. Our data support the idea that the presence of various mcy genes in Microcystis could be used as a criterion for ascribing potential toxigenicity to field strains, and the possibility of applying whole-cell assays for the simultaneous amplification of various genes may contribute significantly to simplifying toxigenicity testing. © 2005 Wiley Periodicals, Inc. Environ Toxicol 20: 235,242, 2005. [source] A switched-capacitor programmable gain amplifier using dynamic element matchingIEEJ TRANSACTIONS ON ELECTRICAL AND ELECTRONIC ENGINEERING, Issue 6 2007Jun Wang Non-member Abstract This paper discusses the effect of capacitor mismatch errors on gain accuracy of switched-capacitor programmable gain amplifier (SC PGA). To improve gain deviations caused by mismatch errors, the dynamic element matching (DEM) algorithm is applied to the SC PGA circuits. It uses digital gain-control signal to dynamically vary the matched capacitor combinations so that the effective capacitances of the sampling and feedback capacitor arrays are averaged, and thus the gain deviations due to capacitor mismatch errors are eliminated to a significant extent. The distortion caused by mismatch errors shift to certain frequency bands, and could be reduced or removed by subsequent processing such as lowpass filtering. A 4-bit SC PGA using DEM was designed in 0.25 µm CMOS process with 2.5 V voltage supply, including offset cancellation and clock bootstrapped circuits operating at a sampling frequency of 10 MHz. Test results have indicated that gain deviations due to mismatch errors are substantially reduced. Copyright © 2007 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc. [source] Discrete time adaptive control for a MEMS gyroscopeINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 6 2005Sungsu Park Abstract This paper presents a discrete time version of the observer-based adaptive control system for micro-electro-mechanical systems gyroscopes, which can be implemented using digital processors. A stochastic analysis of this control algorithm is developed and it shows that the estimates of the angular rate and the fabrication imperfections are biased due to the signal discretization errors in the feedforward control path introduced by the sampler and holder. Thus, a two-rate discrete time control is proposed as a compromise between the measurement biases and the computational burden imposed on the controller. The convergence analysis of this algorithm is also conducted and an analysis method is developed for determining the trade-off between the controller sampling frequency and the magnitude of the angular rate estimate biased errors. All convergence and stochastic properties of a continuous time adaptive control are preserved, and this analysis is verified with computer simulations. Copyright © 2005 John Wiley & Sons, Ltd. [source] RTSVC: Real-time system for visual control of robotsINTERNATIONAL JOURNAL OF IMAGING SYSTEMS AND TECHNOLOGY, Issue 4 2008Eusebio Bugarin Abstract This article presents an image processing system that can work in hard real-time. Compared with systems that use the traditional multiprocessor architecture approach, this computer system takes advantage on recent technological advances and it is designed to work with a single processor PC under RTLinux. Its programming environment is similar to C programming language and it offers a friendly graphical user interface. The performance of the system is illustrated by means of experiments applied to visual guidance of mobile robots via velocity fields using a fixed high-speed camera. The experiments were carried out with a strict sampling frequency of 100 Hz. © 2008 Wiley Periodicals, Inc. Int J Imaging Syst Technol, 18, 251,256, 2008; Published online in Wiley InterScience (www.interscience.wiley.com). [source] Optimal sampling frequency for volatility forecast models for the Indian stock marketsJOURNAL OF FORECASTING, Issue 1 2009Malay Bhattacharyya Abstract This paper evaluates the performance of conditional variance models using high-frequency data of the National Stock Index (S&P CNX NIFTY) and attempts to determine the optimal sampling frequency for the best daily volatility forecast. A linear combination of the realized volatilities calculated at two different frequencies is used as benchmark to evaluate the volatility forecasting ability of the conditional variance models (GARCH (1, 1)) at different sampling frequencies. From the analysis, it is found that sampling at 30 minutes gives the best forecast for daily volatility. The forecasting ability of these models is deteriorated, however, by the non-normal property of mean adjusted returns, which is an assumption in conditional variance models. Nevertheless, the optimum frequency remained the same even in the case of different models (EGARCH and PARCH) and different error distribution (generalized error distribution, GED) where the error is reduced to a certain extent by incorporating the asymmetric effect on volatility. Our analysis also suggests that GARCH models with GED innovations or EGRACH and PARCH models would give better estimates of volatility with lower forecast error estimates. Copyright © 2008 John Wiley & Sons, Ltd. [source] Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocksJOURNAL OF FORECASTING, Issue 3 2008Basel M. A. Awartani Abstract Empirical high-frequency data can be used to separate the continuous and the jump components of realized volatility. This may improve on the accuracy of out-of-sample realized volatility forecasts. A further improvement may be realized by disentangling the two components using a sampling frequency at which the market microstructure effect is negligible, and this is the objective of the paper. In particular, a significant improvement in the accuracy of volatility forecasts is obtained by deriving the jump information from time intervals at which the noise effect is weak. Copyright © 2008 John Wiley & Sons, Ltd. [source] Measuring the Information Content of the Beige Book: A Mixed Data Sampling ApproachJOURNAL OF MONEY, CREDIT AND BANKING, Issue 1 2009MICHELLE T. ARMESTO data sampling frequency; textual analysis; DICTION; Beige Book Studies of the predictive ability of the Federal Reserve's Beige Book for aggregate output and employment have proven inconclusive. This might be attributed, in part, to its irregular release schedule. We use a model that allows for data sampling at mixed frequencies to analyze the predictive power of the Beige Book. We find that the Beige Book's national summary and District reports predict GDP and aggregate employment and that most District reports provide information content for regional employment. In addition, there appears to be an asymmetry in the predictive content of the Beige Book language. [source] Correlations between incisor and condylar movements during lateral excursion in children with primary dentitionJOURNAL OF ORAL REHABILITATION, Issue 11 2007I. SAITOH Summary, The purpose of this study was to look for associations between lower incisor movement and working and balancing condylar movement during lateral excursion in children with primary dentition and adults with permanent dentition. Mandibular movement was recorded using a TRI-MET (an optoelectronic analysis system with six degrees-of-freedom) at a sampling frequency of 100 Hz. The movement data was transferred to a graphics workstation for analysis. Subjects were categorized by age into two groups. The primary dentition group consisted of 19 children (mean age: 5 years and 5 months, s.d.: 8·7 months), and the permanent dentition group consisted of 22 women (mean age: 20 years and 5 months, s.d.: 26·3 months). The occlusion and TMJ in both groups were normal, with no history of orthodontic treatment. Three orthogonal excursive ranges and the 3D linear distance of the incisal and balancing and working condylar points, along with inter- and intra-individual correlations between the incisor and the balancing and working condyles during lateral excursion, were estimated by using multilevel statistical models. Lateral excursion in children with primary dentition was characterized by smaller incisor excursive ranges and 3D linear distance than in adults, and stronger inter- and intra-individual correlations between incisor and balancing condylar movements than in adults. In both children and adults the lateral excursion of the incisor was a good indicator of the extent of balancing condylar movement, but not working condylar movement. [source] Length of the occlusal glide during chewing in children with primary dentitionJOURNAL OF ORAL REHABILITATION, Issue 11 2003H. Hayasaki summary, Chewing is one of the most important functions of the mandible, but, to date, there are very few studies of this function in children. The purpose of this study was to quantify the length of the occlusal glide at the lower incisal point during gum chewing in children with primary dentition. Eleven girls with primary dentition were selected for this study. Mandibular excursions with occlusal contacts and gum chewing movement were measured using an optoelectronic system that can measure mandibular movement with six degrees-of-freedom at a sampling frequency of 100 Hz. A curved mesh diagram of incisor coordinates during mandibular excursions was established to calculate the length of the occlusal glide for each subject. The occlusal glide lengths of children were compared with previously reported results for adults. The estimated length of the occlusal glide during closing was significantly shorter in children than in adults, contrary to that during opening. This result suggests that children have a characteristic chewing pattern that differs from adults. [source] Numerical analysis of interferograms for evaluation of tear film build-up timeOPHTHALMIC AND PHYSIOLOGICAL OPTICS, Issue 3 2009Dorota H. Szczesna Abstract The lateral shearing interferometer was applied to the in vivo dynamic investigation of the external surface of the pre-corneal tear film after an eye blink. Sequences of interferograms were recorded at a sampling frequency of 25 Hz. Immediately after every eye blink, a bright pattern was observed under the interference fringes. This disappeared after a short time interval (around 0.5,2 s): smooth interference fringes were then observed, corresponding to the creation of a smooth anterior optical surface over the cornea. The purpose of this study is to describe in detail the kinetics of pre-corneal tear film stability and to propose quantitative measures of the stabilisation process in healthy eyes during the 3 s period after a blink. Two methods of quantitative assessment of the tear film build-up time are presented. The first is based upon the evaluation of the inhomogeneity of the background of the interferogram; the second evaluates the orientation of the structure of the background by the analysis of the zero order of the Fast Fourier Transform (FFT) spectrum. The quasi-vertically oriented bright line patterns observed in interferograms immediately after a blink and the mirror-symmetry of their tilts for right and left eyes indicate that the pattern is related to the wiping movements of the upper eyelids during the eye blink. [source] A 15N-aided artificial atmosphere gas flow technique for online determination of soil N2 release using the zeolite Köstrolith SX6®RAPID COMMUNICATIONS IN MASS SPECTROMETRY, Issue 22 2006Oliver Spott N2 is one of the major gaseous nitrogen compounds released by soils due to N-transformation processes. Since it is also the major constituent of the earth's atmosphere (78.08% vol.), the determination of soil N2 release is still one of the main methodological challenges with respect to a complete evaluation of the gaseous N-loss of soils. Commonly used approaches are based either on a C2H2 inhibition technique, an artificial atmosphere or a 15N-tracer technique, and are designed either as closed systems (non-steady state) or gas flow systems (steady state). The intention of this work has been to upgrade the current gas flow technique using an artificial atmosphere for a 15N-aided determination of the soil N2 release simultaneously with N2O. A 15N-aided artificial atmosphere gas flow approach has been developed, which allows a simultaneous online determination of N2 as well as N2O fluxes from an open soil system (steady state). Fluxes of both gases can be determined continuously over long incubation periods and with high sampling frequency. The N2 selective molecular sieve Köstrolith SX6® was tested successfully for the first time for dinitrogen collection. The presented paper mainly focuses on N2 flux determination. For validation purposes soil aggregates of a Haplic Phaeozem were incubated under aerobic (21 and 6 vol.% O2) and anaerobic conditions. Significant amounts of N2 were released only during anaerobic incubation (0.4 and 640.2,pmol N2 h,1,g,1 dry soil). However, some N2 formation also occurred during aerobic incubation. It was also found that, during ongoing denitrification, introduced [NO3], will be more strongly delivered to microorganisms than the original soil [NO3],. Copyright © 2006 John Wiley & Sons, Ltd. [source] Forecasting volatility: Roles of sampling frequency and forecasting horizon,THE JOURNAL OF FUTURES MARKETS, Issue 12 2010Wing Hong Chan This study empirically tests how and to what extent the choice of the sampling frequency, the realized volatility (RV) measure, the forecasting horizon and the time-series model affect the quality of volatility forecasting. Using highly synchronous executable quotes retrieved from an electronic trading platform, the study avoids the influence of various market microstructure factors in measuring RV with high-frequency intraday data and in inferring implied volatility (IV) from option prices. The study shows that excluding non-trading-time volatility produces significant downward bias of RV by as much as 36%. Quality of prediction is significantly affected by the forecasting horizon and RV model, but is largely immune from the choice of sampling frequency. Consistent with prior research, IV outperforms time-series forecasts; however, the information content of historical volatility critically depends on the choice of RV measure. © 2010 Wiley Periodicals, Inc. Jrl Fut Mark [source] Analysis of Baroreflex Sensitivity During Undulation Pump Ventricular Assist Device SupportARTIFICIAL ORGANS, Issue 7 2009Hongjian Liu Abstract The aim of this study was to examine the baroreflex sensitivity (BRS), which involves the autonomic nervous system, in a goat with a chronically implanted undulation pump ventricular assist device (UPVAD). The UPVAD involved transforming the rotation of a brushless DC motor into an undulating motion by a disc attached via a special linking mechanism, and a jellyfish valve in the outflow cannula to prevent diastolic backflow. The pump was implanted into the thoracic cavity of a goat by a left thoracotomy, and the inflow and outflow cannulae were sutured to the apex of the left ventricle and to the descending aorta, respectively. The driving cable was wired percutaneously to an external controller. Electrocardiogram and hemodynamic waveforms were recorded at a sampling frequency of 1 kHz. BRS was determined when awake by the slope of the linear regression of R-R interval against mean arterial pressure changes, which were induced by the administration of methoxamine hydrochloride, both with continuous driving of the UPVAD as well as without assistance. BRS values during the UPVAD support and without assistance were 1.60 ± 0.30 msec/mm Hg and 0.98 ± 0.22 msec/mm Hg (n = 5, P < 0.05), respectively. BRS was significantly improved during left ventricular assistance. Therefore, UPVAD support might decrease sympathetic nerve activity and increase parasympathetic nerve activity to improve both microcirculation and organ function. [source] Integrated Sampling Procedure for Metabolome AnalysisBIOTECHNOLOGY PROGRESS, Issue 5 2006Jochen Schaub Metabolome analysis, the analysis of large sets of intracellular metabolites, has become an important systems analysis method in biotechnological and pharmaceutical research. In metabolic engineering, the integration of metabolome data with fluxome and proteome data into large-scale mathematical models promises to foster rational strategies for strain and cell line improvement. However, the development of reproducible sampling procedures for quantitative analysis of intracellular metabolite concentrations represents a major challenge, accomplishing (i) fast transfer of sample, (ii) efficient quenching of metabolism, (iii) quantitative metabolite extraction, and (iv) optimum sample conditioning for subsequent quantitative analysis. In addressing these requirements, we propose an integrated sampling procedure. Simultaneous quenching and quantitative extraction of intracellular metabolites were realized by short-time exposure of cells to temperatures ,95 °C, where intracellular metabolites are released quantitatively. Based on these findings, we combined principles of heat transfer with knowledge on physiology, for example, turnover rates of energy metabolites, to develop an optimized sampling procedure based on a coiled single tube heat exchanger. As a result, this sampling procedure enables reliable and reproducible measurements through (i) the integration of three unit operations into a one unit operation, (ii) the avoidance of any alteration of the sample due to chemical reagents in quenching and extraction, and (iii) automation. A sampling frequency of 5 s,1 and an overall individual sample processing time faster than 30 s allow observing responses of intracellular metabolite concentrations to extracellular stimuli on a subsecond time scale. Recovery and reliability of the unit operations were analyzed. Impact of sample conditioning on subsequent IC-MS analysis of metabolites was examined as well. The integrated sampling procedure was validated through consistent results from steady-state metabolite analysis of Escherichia coli cultivated in a chemostat at D = 0.1 h,1. [source] | |||||||||||||||||||