Search results for "Arrival"

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…

Phase-noise Impact on the Performance of mmWave-radars

2019

The impact of phase noise in Frequency Modulated Continuous Wave (FMCW) millimeter-wave (mmWave) radars is investigated in this paper. A FMCW signal is transmitted from the radar, reflected off a moving object and processed at a receiver in the radar. The impact of random phase noise/jitter on the performance parameters of estimated distance, speed and angle of arrival of an object is studied. Our studies show that there exists a threshold at about fifteen percent of the period of the carrier frequency, over which errors substantially manifest in the estimations. Distance estimation is less affected than speed and angle, which rely directly on the phase information for the estimations. Angl…

Tourism Activity of Member States and Romania's Place within the First Five Years after EU Accession

2013

Abstract This paper is a brief statistical analysis of the evolution of tourism in the EU-27 in the first five years after Romania's accession. The analysis was based on official data published by Eurostat regarding the tourist accommodation capacity by categories, the number of arrivals and overnight stays of tourists and non-residents. I highlighted each time Romania's place within Member States, preferring graphics that are more suggestive than synthetic data tables. In conclusions I have highlighted the changes occurred in Romania, far from those expected after five years as a member of the European Union.

Comparing Performances of Turbo-roundabouts and Double-lane Roundabouts

2012

Starting from assumptions regarding the arrival process of circulating streams and according to models based on the gap-acceptance theory, the paper is aimed at comparing operational performances between basic turbo-roundabouts and double-lane roundabouts. The paper proposes applications of the Hagring model for entry capacity estimations at double-lane roundabouts and turbo-roundabouts, these latter, in particular, featured by movements with only one or two conflicting traffic streams. This model allows to use, in fact, a bunched exponential distribution to quantify the distribution of major vehicle headways; it also considers specific values different by each lane for behavioural paramete…

Hybrid Observer for Indoor Localization with Random Time-of-Arrival Measurments

2018

In this work an indoor position estimation algorithm will be proposed. The position will be measured by means of a sensor network composed by fixed beacons placed on the indoor environment and a mobile beacon mounted on the object to be tracked. The mobile beacon communicates with all the fixed beacons by means of ultra wide-band signals, and the distance between them is computed by means of time of flight techniques. Moreover, inertial measurements will be used when the position measurements are not available. Two main problems will be considered in the proposed architecture: the fact that the beacons work with a lower update rate than the IMU, and that the mobile beacon can comunicate wit…

A Unified Disk Scattering Model and Its Angle-of-Departure and Time-of-Arrival Statistics

2013

This paper proposes a novel probability density function (PDF) for the distribution of local scatterers inside a disk centered on the mobile station (MS). The new scattering model is introduced as the unified disk scattering model (UDSM), as it unifies a variety of typical circularly symmetric scattering models into one simple model. By adjusting a designated shape factor controlling the distribution of the scatterers, both the uniform circular and uniform ring scattering models can be obtained as special cases. Furthermore, the original Gaussian and uniform hollow-disk scattering models can be approximated with a high level of accuracy. In addition to these established scattering models, a…

Multi-resolution anisotropy studies of ultrahigh-energy cosmic rays detected at the Pierre Auger Observatory

2017

We report a multi-resolution search for anisotropies in the arrival directions of cosmic rays detected at the Pierre Auger Observatory with local zenith angles up to $80^\circ$ and energies in excess of 4 EeV ($4 \times 10^{18}$ eV). This search is conducted by measuring the angular power spectrum and performing a needlet wavelet analysis in two independent energy ranges. Both analyses are complementary since the angular power spectrum achieves a better performance in identifying large-scale patterns while the needlet wavelet analysis, considering the parameters used in this work, presents a higher efficiency in detecting smaller-scale anisotropies, potentially providing directional informa…

About time of occurrence of rainy days for Mediterranean and (sub)-Alpine areas

2012

Development of prediction models for container traffic

2010

The purpose of the work described in this paper is to construct and implement prediction models for optimizing container handling in particular at Cagliari’s Terminal Container. Prediction models are based on heuristic algorithms such as neural networks and classification and regression trees and evolutionary algorithms such as Genetic Algorithms (GA) and Ant Colony Optimization (ACO). These models form part of a Web Oriented Decision Support System, for real time external data acquisition (GPS information, weather information, etc.), providing operators with the information processed in real time. The most commonly used parameter for assessing terminal performance is productivity, namely t…

Visualising maritime vessel open data for better situational awareness in ice conditions

2018

Situational awareness of maritime vessels in ice conditions is important for the operation of supply chains. In the artic sea areas, the ice conditions pose a major challenge for maritime vessels getting stuck in the ice and being significantly delayed in arrival to harbor. Data science and open data provide new opportunities to overcome these challenges. This paper introduces available open data sources and data visualizations that can be used to develop applications, for example, for detecting maritime vessel collision, predicting estimated time of arrival to harbor, as well as maritime vessel route optimization in ice conditions. The paper begins by introducing available open data source…