Search results for "TF"

A Parallel Approach to HRTF Approximation and Interpolation Based on a Parametric Filter Model

2017

[EN] Spatial audio-rendering techniques using head-related transfer functions (HRTFs) are currently used in many different contexts such as immersive teleconferencing systems, gaming, or 3-D audio reproduction. Since all these applications usually involve real-time constraints, efficient processing structures for HRTF modeling and interpolation are necessary for providing real-time binaural audio solutions. This letter presents a parametric parallel model that allows us to perform HRTF filtering and interpolation efficiently from an input HRTF dataset. The resulting model, which is an adaptation from a recently proposed modeling technique, not only reduces the size of HRTF datasets signific…

Corruption, Carry Trades, and the Cross Section of Currency Returns

2017

This is the first paper to explore the effects of perceived corruption on the FX market. It finds that the currencies of countries perceived to suffer from high levels of corruption generate statistically significantly lower returns than the currencies of countries perceived to have low levels of corruption. Moreover, the portfolio spread is highly correlated with NBER recessions and U.S. consumption growth of nondurable goods. Interestingly, stochastic discount factor model analysis reveals that the portfolio spread is useful for pricing the cross section of currency returns, even when controlling for standard FX risk factors.

LR-NIMBUS : an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions

2022

In this paper, we develop an interactive algorithm to support a decision maker to find a most preferred lightly robust efficient solution when solving uncertain multiobjective optimization problems. It extends the interactive NIMBUS method. The main idea underlying the designed algorithm, called LR-NIMBUS, is to ask the decision maker for a most acceptable (typical) scenario, find an efficient solution for this scenario satisfying the decision maker, and then apply the derived efficient solution to generate a lightly robust efficient solution. The preferences of the decision maker are incorporated through classifying the objective functions. A lightly robust efficient solution is generated …

Tropical troposphere to stratosphere transport of carbon monoxide and long-lived trace species in the Chemical Lagrangian Model of the Stratosphere (…

2014

Variations in the mixing ratio of trace gases of tropospheric origin entering the stratosphere in the tropics are of interest for assessing both troposphere to stratosphere transport fluxes in the tropics and the impact of these transport fluxes on the composition of the tropical lower stratosphere. Anomaly patterns of carbon monoxide (CO) and long-lived tracers in the lower tropical stratosphere allow conclusions about the rate and the variability of tropical upwelling to be drawn. Here, we present a simplified chemistry scheme for the Chemical Lagrangian Model of the Stratosphere (CLaMS) for the simulation, at comparatively low numerical cost, of CO, ozone, and long-lived trace substances…

2017

Abstract. Deep convection is an efficient mechanism for vertical trace gas transport from Earth's surface to the upper troposphere (UT). The convective redistribution of short-lived trace gases emitted at the surface typically results in a C-shaped profile. This redistribution mechanism can impact photochemical processes, e.g. ozone and radical production in the UT on a large scale due to the generally longer lifetimes of species like formaldehyde (HCHO) and hydrogen peroxide (H2O2), which are important HOx precursors (HOx =  OH + HO2 radicals). Due to the solubility of HCHO and H2O2 their transport may be suppressed as they are efficiently removed by wet deposition. Here we present a case …

2017

Abstract. We present a sensitivity study on transatlantic dust transport, a process which has many implications for the atmosphere, the ocean and the climate. We investigate the impact of key processes that control the dust outflow, i.e., the emission flux, convection schemes and the chemical aging of mineral dust, by using the EMAC model following Abdelkader et al. (2015). To characterize the dust outflow over the Atlantic Ocean, we distinguish two geographic zones: (i) dust interactions within the Intertropical Convergence Zone (ITCZ), or the dust–ITCZ interaction zone (DIZ), and (ii) the adjacent dust transport over the Atlantic Ocean (DTA) zone. In the latter zone, the dust loading show…

Impact of deep convection in the tropical tropopause layer in West Africa: in-situ observations and mesoscale modelling

2011

Abstract. We present the analysis of the impact of convection on the composition of the tropical tropopause layer region (TTL) in West-Africa during the AMMA-SCOUT campaign. Geophysica M55 aircraft observations of water vapor, ozone, aerosol and CO2 during August 2006 show perturbed values at altitudes ranging from 14 km to 17 km (above the main convective outflow) and satellite data indicates that air detrainment is likely to have originated from convective cloud east of the flights. Simulations of the BOLAM mesoscale model, nudged with infrared radiance temperatures, are used to estimate the convective impact in the upper troposphere and to assess the fraction of air processed by convecti…

Simulations of convectively-driven density currents in the Atlas region using a regional model: Impacts on dust emission and sensitivity to horizonta…

2009

[1] During the SAMUM field campaign in southern Morocco in May and June 2006 density currents generated by evaporative cooling after convective precipitation were frequently observed at the Sahara side of the Atlas Mountain chain. The associated strong surface cold-air outflow during such events has been observed to lead to dust mobilization in the foothills. Here a regional model system is used to simulate a density current case on 3 June 2006 and the subsequent dust emission. The model studies are performed with different parameterization schemes for convection, and with different horizontal model grid resolutions to examine to which extent the model system can be used for reproducing dus…

Simple kinematic models for the environmental interaction of tropical cyclones in vertical wind shear

2011

A major impediment to the intensity forecast of tropical cyclones (TCs) is believed to be associated with the interaction of TCs with dry environmental air. However, the conditions under which pronounced TC-environment interaction takes place are not well understood. As a step towards improving our understanding of this problem, we analyze here the flow topology of a TC immersed in an environment of vertical wind shear in an idealized, three-dimensional, convection-permitting numerical experiment. A set of distinct streamlines, the so-called manifolds, can be identified under the assumptions of steady and layer-wise horizontal flow. The manifolds are shown to divide the flow around the TC i…

Risk Management for Sustainable Sovereign Debt Financing

2021

We model sovereign debt sustainability with optimal financing decisions under macroeconomic, financial, and fiscal uncertainty, with endogenous risk and term premia. Using a coherent risk measure we trade-off debt stock and flow risks subject to sustainability constraints. We optimize static and dynamic financing strategies and demonstrate economically significant savings from optimal financing compared with simple rules and consols, and find that optimizing the trade-offs can be critical for sustainability. The model quantifies minimum refinancing risk and maximum rate of debt reduction that a sovereign can achieve given its economic fundamentals, and an extension identifies optimal timing…