Search results for "Correlation"
showing 10 items of 2282 documents
Fluctuation patterns in high-frequency financial asset returns
2008
We introduce a new method for quantifying pattern-based complex short-time correlations of a time series. Our correlation measure is 1 for a perfectly correlated and 0 for a random walk time series. When we apply this method to high-frequency time series data of the German DAX future, we find clear correlations on short time scales. In order to subtract trivial autocorrelation parts from the pattern conformity, we introduce a simple model for reproducing the antipersistent regime and use alternatively level 1 quotes. When we remove the pattern conformity of this stochastic process from the original data, remaining pattern-based correlations can be observed.
Modulation of cytochrome P450 1A in sea bass liver by model substances and seawater extracts
1998
Abstract 1. 1. Immunochemical and catalytic assays for cytochrome P450 1A induction in liver of sea bass Dicentrarchus labrax treated with different model substances and organic seawater extracts have been performed. 2. 2. Ethoxyresorufin-O-deethylase (EROD) activities in fish liver were elevated by Arochlor 1254 (Aro), 3-methylcholanthrene (MC) and β-naphtoflavone (βNF). but not by phenobarbital (PB) treatment. 3. 3. Elevated levels of P450 1A protein followed by induction of EROD activity were detected only in βNF treated fish. 4. 4. Treatment of fish with organic seawater extracts revealed that there is no simple correlation between EROD activities and its catalyst P450 1A level. Seawate…
Economic Allocation in Life Cycle Assessment The State of the Art and Discussion of Examples
2012
Summary This article examines methods for analyzing allocation in life cycle assessment (LCA); it focuses on comparisons of economic allocation with other feasible alternatives. The International Organization for Standardization's (ISO) guideline 14044 indicates that economic allocation should only be used as a last resort, when other methods are not suitable. However, the LCA literature reports several examples of the use of economic allocation. This is due partly to its simplicity and partly to its ability to illustrate the properties of complex systems. Sometimes a price summarizes complex attributes of product or service quality that cannot be easily measured by physical criteria. On th…
Solution Using Clustering Methods
1987
The main aim of this analysis is to find out typical morphologies from the multivariate and longitudinal data set on growing children and to describe the morphological evolution of the found groups of girls. The finding out of typical morphologies is, in our opinion, strictly linked to the search of structures in the individuals and in the variables.
Robust refinement of initial prototypes for partitioning-based clustering algorithms
2007
Non-uniqueness of solutions and sensitivity to erroneous data are common problems to large-scale data clustering tasks. In order to avoid poor quality of solutions with partitioning-based clustering methods, robust estimates (that are highly insensitive to erroneous data values) are needed and initial cluster prototypes should be determined properly. In this paper, a robust density estimation initialization method that exploits the spatial median estimate to the prototype update is presented. Besides being insensitive to noise and outliers, the new method is also computationally comparable with other traditional methods. The methods are compared by numerical experiments on a set of syntheti…
Correlation based hierarchical clustering in financial time series
2005
We review a correlation based clustering procedure applied to a portfolio of assets synchronously traded in a financial market. The portfolio considered consists of the set of 500 highly capitalized stocks traded at the New York Stock Exchange during the time period 1987-1998. We show that meaningful economic information can be extracted from correlation matrices.
A Comparative Study and an Evaluation Framework of Multi/Hyperspectral Image Compression
2009
In this paper, we investigate different approaches for multi/hyperspectral image compression. In particular, we compare the classic multi-2D compression approach and two different implementations of 3D approach (full 3D and hybrid) with regards to variations in spatial and spectral dimensions. All approaches are combined with a weighted Principal Component Analysis (PCA) decorrelation stage to optimize performance. For consistent evaluation, we propose a larger comparison framework than the conventionally used PSNR, including eight metrics divided into three families. The results show the weaknesses and strengths of each approach.
Analysis and assessment of trace element contamination in offshore sediments of the Augusta Bay (SE Sicily): A multivariate statistical approach base…
2014
Abstract An application of multivariate statistical methods is provided to identify anthropogenic contaminants and lithogenic elements in offshore sediments collected near the heavily industrialized Augusta Bay, Sicily. An exploratory statistical technique, based on canonical correlation analysis (CCA) and mixture density estimation approach, is used for distinguishing between natural and anthropogenic contributions of trace elements in the investigated sediments. Following the intensive industrialization of Augusta area, marine sediments reveal the severe impact of local anthropogenic activities for many elements (e.g. As, Cd, Hg, Pb, and Sb), which are considered very dangerous for the en…
Universal freezing of quantum correlations within the geometric approach
2015
Quantum correlations in a composite system can be measured by resorting to a geometric approach, according to which the distance from the state of the system to a suitable set of classically correlated states is considered. Here we show that all distance functions, which respect natural assumptions of invariance under transposition, convexity, and contractivity under quantum channels, give rise to geometric quantifiers of quantum correlations which exhibit the peculiar freezing phenomenon, i.e., remain constant during the evolution of a paradigmatic class of states of two qubits each independently interacting with a non-dissipative decohering environment. Our results demonstrate from first …
On the use of digital image correlation (DIC) for evaluating the tensile behaviour of BFRCM strips
2019
Fibre Reinforced Cementitious Matrix (FRCM) composites are becoming largely adopted for retrofitting masonry structures. These materials offer several advantages in comparison to Fibre Reinforced Polymer (FRP) composites, such as good resistance to fire and high temperatures, vapour permeability, possibility to be applied on wet surfaces, higher compatibility with the masonry substrate. However, the tensile behavior of FRCM materials is more complex compared to FRP composites, due to the limited tensile strength of the cement-based matrix. For this reason, FRCM materials require appropriate tensile characterization and, in this context, the use of non-conventional measurement systems, such …