Search results for " serie"
showing 10 items of 760 documents
Multiscale partial information decomposition of dynamic processes with short and long-range correlations: theory and application to cardiovascular co…
2022
Abstract Objective. In this work, an analytical framework for the multiscale analysis of multivariate Gaussian processes is presented, whereby the computation of Partial Information Decomposition measures is achieved accounting for the simultaneous presence of short-term dynamics and long-range correlations. Approach. We consider physiological time series mapping the activity of the cardiac, vascular and respiratory systems in the field of Network Physiology. In this context, the multiscale representation of transfer entropy within the network of interactions among Systolic arterial pressure (S), respiration (R) and heart period (H), as well as the decomposition into unique, redundant and s…
Using the Scaling Analysis to Characterize Financial Markets
2003
We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices and Bond futures across different financial markets. We study the scaling behaviour of the time series by using a generalized Hurst exponent approach. We verify the robustness of this approach and we compare the results with the scaling properties in the frequency-domain. We find evidence of deviations from the pure Brownian motion behavior. We show that these deviations are associated with characteristics of the specific markets and they can be, therefore, used to distinguish the different degrees of development of the markets.
Exponential sums related to Maass forms
2019
We estimate short exponential sums weighted by the Fourier coefficients of a Maass form. This requires working out a certain transformation formula for non-linear exponential sums, which is of independent interest. We also discuss how the results depend on the growth of the Fourier coefficients in question. As a byproduct of these considerations, we can slightly extend the range of validity of a short exponential sum estimate for holomorphic cusp forms. The short estimates allow us to reduce smoothing errors. In particular, we prove an analogue of an approximate functional equation previously proven for holomorphic cusp form coefficients. As an application of these, we remove the logarithm …
Peptides as Versatile Platforms for Quantum Computing
2018
The pursuit of novel functional building blocks for the emerging field of quantum computing is one of the most appealing topics in the context of quantum technologies. Herein we showcase the urgency of introducing peptides as versatile platforms for quantum computing. In particular, we focus on lanthanide-binding tags, originally developed for the study of protein structure. We use pulsed electronic paramagnetic resonance to demonstrate quantum coherent oscillations in both neodymium and gadolinium peptidic qubits. Calculations based on density functional theory followed by a ligand field analysis indicate the possibility of influencing the nature of the spin qubit states by means of contro…
Factorial graphical models for dynamic networks
2015
AbstractDynamic network models describe many important scientific processes, from cell biology and epidemiology to sociology and finance. Estimating dynamic networks from noisy time series data is a difficult task since the number of components involved in the system is very large. As a result, the number of parameters to be estimated is typically larger than the number of observations. However, a characteristic of many real life networks is that they are sparse. For example, the molecular structure of genes make interactions with other components a highly-structured and, therefore, a sparse process. Until now, the literature has focused on static networks, which lack specific temporal inte…
Capillary electrophoresis–inductively coupled plasma-mass spectrometry hyphenation for the determination at the nanogram scale of metal affinities an…
2012
Abstract A screening strategy based on hyphenated capillary electrophoresis and inductively coupled plasma mass spectrometry (CE–ICP-MS) was developed to classify phosphorylated ligands according to their europium(III) binding affinity in a hydro-organic medium (sodium formate, pH 3.7, H2O/MeOH 90:10, v/v). Taking advantage of the high sensibility of ICP-MS for detecting phosphorus, this method enabled to assess the affinity of a variety of phosphorylated compounds, including phosphine oxides, thiophosphines, phosphonates, and phosphinates, in less than 1 h and using less than 5 ng of substance. By varying the total europium concentration, complexation constants could be determined accordin…
A Galerkin approach for power spectrum determination of nonlinear oscillators
2002
A numerical method to estimate spectral properties of nonlinear oscillators with random input is presented. The stationary system response is expanded into a trigonometric Fourier series. A set of nonlinear algebraic equations, solved by Newton's method, leads to the determination of the unknown Fourier series coefficients of single samples of the response process. For cubic polynomial nonlinearities, closed-form expressions are used to find the nonlinear terms at each step of the solution scheme. Further, a simple procedure yields an approximation of an arbitrary nonlinearity by a cubic polynomial. Power spectral density estimates for the response process are constructed by averaging the s…
Characterization of clamp-on current transformers under nonsinusoidal conditions
2009
This paper reports the performance of clamp-on current transformers under nonsinusoidal conditions. A set of experimental measurements helped to determine the ratio and the phase errors under two conditions: 1) sinusoidal excitation with frequencies from 45 to 1000 Hz and 2) nonsinusoidal excitation using the fundamental frequency and one harmonic, with adjusted phase shift. It was found that ratio and phase errors are affected by the phase angle between the harmonic and the fundamental and the harmonic amplitude. The effects of conductor location in the current transformer's window and of the air-gap width were also investigated. It was concluded that harmonic phase and ratio errors measur…
Modelización de la función de covarianza en procesos espacio-temporales : análisis y aplicaciones
2008
Desde sus orígenes durante la segunda mitad del siglo XX hasta la actualidad ha quedado suficientemente demostrada la validez de las técnicas geoestadísticas para el estudio de todo tipo de procesos naturales que se manifiestan sobre localizaciones espaciales. Durante los últimos años del siglo pasado y principios de este se observa en la literatura especializada una creciente demanda de técnicas estadísticas espacio-temporales que generalicen los procedimientos meramente espaciales para fenómenos espaciales de los que se conoce su evolución temporal. Es especialmente reseñable las numerosas aportaciones realizadas por los investigadores para la construcción de funciones de covarianza espac…
A critical view on temperature modelling for application in weather derivatives markets
2012
Author's version of an article published in the journal: Energy Economics. Also available from the publisher at: http://dx.doi.org/10.1016/j.eneco.2011.09.012 In this paper we present a stochastic model for daily average temperature. The model contains seasonality, a low-order autoregressive component and a variance describing the heteroskedastic residuals. The model is estimated on daily average temperature records from Stockholm (Sweden). By comparing the proposed model with the popular model of Campbell and Diebold (2005), we point out some important issues to be addressed when modelling the temperature for application in weather derivatives market.