Search results for " Process"

Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach

2015

We present a Hawkes-model approach to the foreign exchange market in which the high-frequency price dynamics is affected by a self-exciting mechanism and an exogenous component, generated by the pre-announced arrival of macroeconomic news. By focusing on time windows around the news announcement, we find that the model is able to capture the increase of trading activity after the news, both when the news has a sizable effect on volatility and when this effect is negligible, either because the news in not important or because the announcement is in line with the forecast by analysts. We extend the model by considering noncausal effects, due to the fact that the existence of the news (but not…

Sujuvaksi lukijaksi : lukemisvaikeuksien arvioinnista kohti näyttöön perustuvia interventioita

2014

Comparison of oxidoreductive enzyme activities in three coal tar creosote-contaminated soils

2019

This study used laboratory experiments to compare the effects of coal tar creosote on the activity of oxidoreductive enzymes in sandy loam, loamy sand and sandy clay loam soils. Different amounts of coal tar creosote were added to soil samples as follows: 0 (control), 2, 10 or 50 g kg–1 dry matter. The activity of soil dehydrogenases (DHAs), o-diphenol oxidase (o-DPO), catalase (CAT), nitrate reductase (NR) and peroxidases (POX) was determined. Contamination of soil with coal tar creosote affected oxidoreductase activity. Oxidoreductive enzyme activity following soil contamination with coal tar creosote was in the following order: DHAs > CAT > NR > POX > o-DPO in…

Noise Reduction and Gap Filling of fAPAR Time Series Using an Adapted Local Regression Filter

2014

Time series of remotely sensed data are an important source of information for understanding land cover dynamics. In particular, the fraction of absorbed photosynthetic active radiation (fAPAR) is a key variable in the assessment of vegetation primary production over time. However, the fAPAR series derived from polar orbit satellites are not continuous and consistent in space and time. Filtering methods are thus required to fill in gaps and produce high-quality time series. This study proposes an adapted (iteratively reweighted) local regression filter (LOESS) and performs a benchmarking intercomparison with four popular and generally applicable smoothing methods: Double Logistic (DLOG), sm…

Thermal noise limit for ultra-high vacuum noncontact atomic force microscopy

2013

The noise of the frequency-shift signal Δf in noncontact atomic force microscopy (NC-AFM) consists of cantilever thermal noise, tip–surface-interaction noise and instrumental noise from the detection and signal processing systems. We investigate how the displacement-noise spectral density dz at the input of the frequency demodulator propagates to the frequency-shift-noise spectral density dΔf at the demodulator output in dependence of cantilever properties and settings of the signal processing electronics in the limit of a negligible tip–surface interaction and a measurement under ultrahigh-vacuum conditions. For a quantification of the noise figures, we calibrate the cantilever displacemen…

Ghost stochastic resonance in FitzHugh–Nagumo circuit

2014

International audience; The response of a neural circuit submitted to a bi-chromatic stimulus and corrupted by noise is investigated. In the presence of noise, when the spike firing of the circuit is analysed, a frequency not present at the circuit input appears. For a given range of noise intensities, it is shown that this ghost frequency is almost exclusively present in the interspike interval distribution. This phenomenon is for the first time shown experimentally in a FitzHugh-Nagumo circuit.

Generalized Noise Study of Solid-State Nanopores at Low Frequencies.

2017

Nanopore technology has been extensively investigated for analysis of biomolecules, and a success story in this field concerns DNA sequencing using a nanopore chip featuring an array of hundreds of biological nanopores (BioNs). Solid-state nanopores (SSNs) have been explored to attain longer lifetime and higher integration density than what BioNs can offer, but SSNs are generally considered to generate higher noise whose origin remains to be confirmed. Here, we systematically study low-frequency (including thermal and flicker) noise characteristics of SSNs measuring 7 to 200 nm in diameter drilled through a 20-nm-thick SiNx membrane by focused ion milling. Both bulk and surface ionic curren…

Experimental on-demand recovery of entanglement by local operations within non-Markovian dynamics

2015

In many applications entanglement must be distributed through noisy communication channels that unavoidably degrade it. Entanglement cannot be generated by local operations and classical communication (LOCC), implying that once it has been distributed it is not possible to recreate it by LOCC. Recovery of entanglement by purely local control is however not forbidden in the presence of non-Markovian dynamics, and here we demonstrate in two all-optical experiments that such entanglement restoration can even be achieved on-demand. First, we implement an open-loop control scheme based on a purely local operation, without acquiring any information on the environment; then, we use a closed-loop s…

Quantum Non-Markovian Piecewise Dynamics from Collision Models

2017

Recently, a large class of quantum non-Markovian piecewise dynamics for an open quantum system obeying closed evolution equations has been introduced [B. Vacchini, Phys. Rev. Lett. 117, 230401 (2016)]. These dynamics have been defined in terms of a waiting-time distribution between quantum jumps, along with quantum maps describing the effect of jumps and the system's evolution between them. Here, we present a quantum collision model with memory, whose reduced dynamics in the continuous-time limit reproduces the above class of non-Markovian piecewise dynamics, thus providing an explicit microscopic realization.

Influence of torrefaction pretreatment on the pyrolysis of Eucalyptus clone: A study on kinetics, reaction mechanism and heat flow

2016

Abstract The adverse nature of biomass requires specific pretreatment processes to better utilize it in bioenergy applications, and torrefaction is one of the most recognized thermal pretreatment methods. In this regard, we studied the effect of torrefaction pretreatment on kinetics, reaction mechanism and heat flow during the pyrolysis of biomass by making a comparative analysis between the pyrolysis of dried and torrefied Eucalyptus wood. Torrefied biomass was produced at three temperatures, namely 250, 275 and 300 °C. Pyrolysis was performed at 700 °C. The char yield during pyrolysis increased from 22.39 percent to 36.34 percent when the torrefaction temperature was increased from 250 to…