Search results for "Linear"
showing 10 items of 7165 documents
Nonlinear impact estimation in spatial autoregressive models
2018
International audience; This paper extends the literature on the calculation and interpretation of impacts for spatial autoregressive models. Using a Bayesian framework, we show how the individual direct and indirect impacts associated with an exogenous variable introduced in a nonlinear way in such models can be computed, theoretically and empirically. Rather than averaging the individual impacts, we suggest to graphically analyze them along with their confidence intervals calculated from Markov chain Monte Carlo (MCMC). We also explicitly derive the form of the gap between individual impacts in the spatial autoregressive model and the corresponding model without a spatial lag and show, in…
No linealidad y asimetría en el proceso generador del Índice Ibex35
2013
This paper analyzes the behavior of Ibex35 from January 1999 to December 2001, in order to check if it follows a different process from random walk so its return is not a white noise and it can be predictable, against the efficient market hypothesis. For that, a nonlinear generating process of return will be considered and a STAR-APARCH model will be specified. This model allows a nonlinear behavior in the conditional mean and in the conditional variance. The empirical results show that the Ibex35 follows a nonlinear and asymmetric process, both in the conditional mean as in the conditional variance, so the weak-version of efficient market hypothesis is rejected. El trabajo analiza el compo…
Nonlinear dynamics of interest rate and inflation
2004
According to several empirical studies, US inflation and nominal interest rates, as well as the real interest rate, can be described as unit root processes. These results imply that nominal interest rates and expected inflation do not move one-for-one in the long run, which is not consistent with the theoretical models. In this paper we introduce a nonlinear bivariate mixture autoregressive model that seems to fit quarterly US data (1952 Q1 – 2000 Q2) reasonably well. It is found that the three-month treasury bill rate and inflation share a common nonlinear component that explains a large part of their persistence. The real interest rate is devoid of this component, indicating one-for-one m…
Linear and nonlinear interest rate sensitivity of Spanish banks
2011
Abstract Interest rate risk is one of the major financial risks faced by banks due to the very nature of the banking business. The most common approach in the literature has been to estimate the impact of interest rate risk on banks using a simple linear regression model. However, the relationship between interest rate changes and bank stock returns does not need to be exclusively linear. This article provides a comprehensive analysis of the interest rate exposure of the Spanish banking industry employing both parametric and non-parametric estimation methods. Its main contribution is to use, for the first time in the context of banks’ interest rate risk, a nonparametric regression technique…
Compression Methods for Microclimate Data Based on Linear Approximation of Sensor Data
2019
Edge computing is currently one of the main research topics in the field of Internet of Things. Edge computing requires lightweight and computationally simple algorithms for sensor data analytics. Sensing edge devices are often battery powered and have a wireless connection. In designing edge devices the energy efficiency needs to be taken into account. Pre-processing the data locally in the edge device reduces the amount of data and thus decreases the energy consumption of wireless data transmission. Sensor data compression algorithms presented in this paper are mainly based on data linearity. Microclimate data is near linear in short time window and thus simple linear approximation based …
Dynamique induite par champ laser femtoseconde intense : alignement moléculaire en milieu gazeux dense et effet Kerr
2011
This thesis is devoted to the study of dynamics induced by intense femtoseconds lasers pulses. The first studied dynamics deals with molecular alignment of CO2-X mixtures (X=CO2, Ar, N2), in dense gases (up to 20 bar). Up to now, this regime has never been studied experimentally. In the field-free regime (after laser/matter interaction), molecular alignment exhibits two components : a permanent alignment and a transient one. The influence of collisions appears through population transfers between rotational states, which leads to a decrease of these two contributions. Permanent alignment relaxation time is only tied to inelastics collisions whereas transient alignment relaxation time is tie…
Reliable measures of plastic deformations for elastic plastic structures in shakedown conditions
2020
A new formulation for evaluating reliable measures of the plastic deformations occurring in the transient phase of a structure in shakedown conditions is proposed. The structure is thought as constituted by elastic perfectly plastic material and subjected to a combination of fixed and cyclic loads. The proposed formulation consists in the search for the optimal plastic strain field that minimize a suitable objective function defining a strain energy measure related to the plastic strains at the shakedown limit. The typical self-stress field can be obtained as the elastic structural response to an assigned plastic strain field respecting appropriate ductility limits for the material. Without…
NUCLEAR MAGNETIC ORDER, USE OF SPIN DEPENDENT AMPLITUDES
1993
The use of the spin dependent part of the nuclear scattering length gives access to neutron scattering to the field of nuclear magnetism. This paper presents the theoretical and experimental background for such experiments. The available results on nuclear order will be reviewed and put if possible in the larger frame of many body physics. The possibilities of using nuclear magnetism for new applications or the improvement of scattering techniques will be stressed as well.
Complexity and Nonlinearity Analysis of the Time Series of Electric Field Intensity
2021
In this work, the conditional entropy (CE) and the method of surrogate data are applied on time series of electric field (EF) intensity to explore their degree of complexity and the possible presence of nonlinear dynamics. The time series were obtained during the wide-band cumulative EF intensity monitoring, performed by one sensor of the Serbian EMF RATEL monitoring system installed in the campus area of the University of Novi Sad, and are re-sampled at one sample per two hours over consecutive time epochs of one month duration. The field intensity measurements during the years 2019 and 2020 allowed us to explore the effects of mobility restrictions related to the COVID-19 pandemic on the …
Experimental Validation of a Novel Method for Harmonic Mitigation for a Three-Phase Five-Level Cascaded H-Bridges Inverter
2019
In modern high-power electrical drives, the efficiency of the system is a crucial constraint. Moreover, the efficiency of power converters plays a fundamental role in modern applications requiring also a limited weight, such as the electric vehicles and novel more electric aircraft. The reduction of losses pushes for systems with a dc bus and a high number of dc/ac converters, widespread in the vehicle, not burdened by a too expensive data processing system. The purpose of this article is to concur to reduce losses by proposing an innovative selective harmonic mitigation method based on the identification of the working areas where the reference harmonics present lower amplitudes. In partic…