Search results for "Autocorrelation"
showing 10 items of 146 documents
On new efficient algorithms for PIMC and PIMD
2002
Abstract The properties of various algorithms, estimators, and high-temperature density matrix (HTDM) decompositions relevant for path integral simulations are discussed. It is shown that Fourier accelerated path integral molecular dynamics (PIMD) completely eliminates slowing down with increasing Trotter number P . A new primitive estimator of the kinetic energy for use in PIMD simulations is found to behave less pathologically than the original virial estimator. In particular, its variance does not increase significantly with P . Two non-primitive HTDM decompositions are compared as well: one decomposition used in the Takahashi Imada algorithm and another one based on an effective propaga…
Application of wavelet analysis to acoustic emission pulses generated by partial discharges
2004
The subject matter of this paper refers to the improvement of the acoustic emission (AE) method when used for detection, measurement and location of partial discharges (PDs) in oil insulation systems of power appliances. The detailed subject matter refers to the issues connected with the application of modern methods of digital processing of signals obtained during technical high-power measurements. The paper presents the results of measurements and analyses of the AE pulses generated in setups making the modeling of basic PD forms that can occur in oil insulations possible. The research concentrated mainly on the following types of PDs: point-plane, multipoint-plane, multipoint-plane with …
A non-stationary MIMO vehicle-to-vehicle channel model based on the geometrical T-junction model
2009
©2009 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. Article also available from publisher: http://dx.doi.org/10.1109/WCSP.2009.5371438 In this paper, we derive a non-stationary multiple-input multiple-output (MIMO) vehicle-to-vehicle (V2V) channel model from the geometrical T-junction model. The propagation environment is assumed to be extremely non-isotropic. The proposed channel model takes into account double…
Coefficient shifts in geographical ecology: an empirical evaluation of spatial and non-spatial regression
2009
12 páginas, 4 figuras, 3 tablas.
Why is equity order flow so persistent?
2015
Abstract Order flow in equity markets is remarkably persistent in the sense that order signs (to buy or sell) are positively autocorrelated out to time lags of tens of thousands of orders, corresponding to many days. Two possible explanations are herding, corresponding to positive correlation in the behavior of different investors, or order splitting, corresponding to positive autocorrelation in the behavior of single investors. We investigate this using order flow data from the London Stock Exchange for which we have membership identifiers. By formulating models for herding and order splitting, as well as models for brokerage choice, we are able to overcome the distortion introduced by bro…
Dynamics of female labour force participation in France
2013
International audience; This article formulates and estimates a structural intertemporal model of labour force participation. Relying on theoretical characterizations derived from an economic model of lifetime behaviour, we estimate a dynamic probit model with correlated random effects using longitudinal data to allow for a dynamic structure. The model is applied to a panel of married women drawn from the 1997–2002 French Labour Force surveys in order to represent their participation behaviour. It is estimated by maximum simulated likelihood. Our results show that women’s decisions to go out to work are characterized by significant state dependence, unobserved heterogeneity and negative ser…
Space-time analysis of GDP disparities among European regions : a Markov chains approach
2004
The purpose of this paper is to study the evolution of the disparities between 138 European regions over the 1980-1995 period. We characterize the regional per capita GDP cross-sectional distribution by means of nonparametric estimations of density functions and we model the growth process as a first-order stationary Markov chain. Spatial effects are then introduced within the Markov chain framework using regional conditioning (Quah, 1996b) and spatial Markov chains (Rey, 2001). The results of the analysis indicate the persistence of regional disparities, a progressive bias toward a poverty trap and the importance of geography to explain the convergence process.
The performance of the INLSA in comparison with the ESPRIT and SAGE algorithms
2014
In this paper we investigate the application potential of three known algorithms, namely the ESPRIT, SAGE and INLSA, to properly emulate the statistical properties of the mobile fading channel. The performance comparisons of those methods will be carried out with respect to their fitting accuracy to the autocorrelation function (ACF) of the reference model. The methods' accuracy will be assessed in the synthetic reference channel model, which is based on the sum-of-cisoids (SOC) principle. In our reference model, we consider the scenarios with equal gains and Rayleigh distributed gains. The obtained results indicate that in both scenarios the INLSA method is more preferable than the ESPRIT …
Design of Wideband MIMO Car-to-Car Channel Models Based on the Geometrical Street Scattering Model
2012
Published version of an article in the journal: Modelling and Simulation in Engineering. Also available from the publisher at: http://dx.doi.org/10.1155/2012/264213 Open access We propose a wideband multiple-input multiple-output (MIMO) car-to-car (C2C) channel model based on the geometrical street scattering model. Starting from the geometrical model, a MIMO reference channel model is derived under the assumption of single-bounce scattering in line-of-sight (LOS) and non-LOS (NLOS) propagation environments. The proposed channel model assumes an infinite number of scatterers, which are uniformly distributed in two rectangular areas located on both sides of the street. Analytical solutions a…
A Novel Wideband MIMO Car-to-Car Channel Model Based on a Geometrical Semi-Circular Tunnel Scattering Model
2016
In this paper, we present a wideband multiple-input multiple-output (MIMO) car-to-car (C2C) channel model based on a geometrical semi-circular tunnel (SCT) scattering model. From the geometrical SCT scattering model, a reference channel model is derived under the assumption of single-bounce scattering in line-of-sight (LOS) and non-LOS (NLOS) propagation environments. In the proposed reference channel model, it is assumed that an infinite number of scatterers are randomly distributed on the tunnel wall. Starting from the geometrical scattering model, the time-variant transfer function (TVTF) is derived, and its correlation properties in time, frequency, and space are studied. Expressions ar…