Search results for "nonlinear"
showing 10 items of 3684 documents
Econophysics: Scaling and its breakdown in finance
1997
We discuss recent empirical results obtained by analyzing high-frequency data of a stock market index, the Standard and Poor’s 500. We focus on the scaling properties and on its breakdown of the index dynamics. A simple stochastic model, the truncated Levy flight, is illustrated. Successes and limitations of this model are presented. A discussion about similarities and differences between the scaling properties observed in financial markets and in fully developed turbulence is also provided.
Definition of a fiber macro-model for nonlinear analysis of infilled frames
2017
A common way to model infill-frame interaction is the use equivalent strut macromodels. In most cases these are compression only resistant truss elements defined with a multi-linear axial-force / axial-displacement law. The main difficulty in using this approach is to correctly calibrate such a force-displacement curve (slope of ascending and post-peak branches, critical yielding, peak and residual forces) because of the large number of variables (mechanical and elastic properties of materials) and the different possible damage mechanisms activated for the frame-infill system. Another possible way is using fiber-section elements as diagonal struts. In this case the force-displacement law is…
Unconventional monetary policy reaction functions: evidence from the US
2020
Abstract We specify unconventional monetary policy reaction functions for the Fed using linear and nonlinear econometric frameworks. We find that nonstandard policy measures are largely driven by the dynamics of inflation and the output gap, with the effect being particularly strong during QE rounds. Moreover, we uncover the presence of asymmetry and regime dependence in central bank’s actions since the global financial crisis, especially concerning the response of the term spread and the shadow short rate to the growth rate of central bank reserves. From a policy perspective and given the lack of a systematic response of monetary policy to asset price growth in nonstandard times, our findi…
An ant colony optimization-based fuzzy predictive control approach for nonlinear processes
2015
In this paper, a new approach for designing an adaptive fuzzy model predictive control (AFMPC) based on the ant colony optimization (ACO) is proposed. On-line adaptive fuzzy identification is introduced to identify the system parameters. These parameters are used to calculate the objective function based on a predictive approach and structure of RST control. Then the optimization problem is solved based on an ACO algorithm, used at the optimization process in AFMPC to determine optimal controller parameters of RST control. The utility of the proposed controller is demonstrated by applying it to two nonlinear processes, where the proposed approach provides better performances compared with p…
Network-based H∞ output feedback control for uncertain stochastic systems
2013
This paper investigates the problem of network-based Floc, output feedback control for a class of stochastic nonlinear systems. A novel model is proposed to describe the systems taken into two sides of communication channels in the network environment, which is more general than one side of communication channel. The design procedure of observer-based controller is presented, which, guarantees the asymptotic stability in the mean square of the resulting closed-loop system with an H-infinity performance. Finally, a crane example is utilized to show the effectiveness and potential of the developed techniques. Refereed/Peer-reviewed
Cardiorespiratory information dynamics during mental arithmetic and sustained attention
2015
An analysis of cardiorespiratory dynamics during mental arithmetic, which induces stress, and sustained attention was conducted using information theory. The information storage and internal information of heart rate variability (HRV) were determined respectively as the self-entropy of the tachogram, and the self-entropy of the tachogram conditioned to the knowledge of respiration. The information transfer and cross information from respiration to HRV were assessed as the transfer and cross-entropy, both measures of cardiorespiratory coupling. These information-theoretic measures identified significant nonlinearities in the cardiorespiratory time series. Additionally, it was shown that, alt…
Compensating for instantaneous signal mixing in transfer entropy analysis of neurobiological time series
2013
The transfer entropy (TE) has recently emerged as a nonlinear model-free tool, framed in information theory, to detect directed interactions in coupled processes. Unfortunately, when applied to neurobiological time series TE is biased by signal cross-talk due to volume conduction. To compensate for this bias, in this study we introduce a modified TE measure which accounts for possible instantaneous effects between the analyzed time series. The new measure, denoted as compensated TE (cTE), is tested on simulated time series reproducing conditions typical of neuroscience applications, and on real magnetoencephalographic (MEG) multi-trial data measured during a visuo-tactile cognitive experime…
Optical Soliton Molecules in Fiber Lasers
2006
Recent experiments demonstrate that fiber laser cavities are able to support various multisoliton complexes, analogous to soliton molecules, which could have impact on optical information transmission or storage. These advances are guided by the concept of dissipative soliton.
Approach to the analysis of nonlinear feedback oscillators under large-signal injection
1986
A method for the analysis of driven oscillators under high-level injection is presented. It applies to single-loop feedback systems with a memoryless nonlinear element and a second-order (high-Q) tank circuit. The analysis technique employed combines the classical block-diagram approach with an improved firstharmonic dynamic modelling to provide a couple of differential equations capable of accounting for the amplitude-dependence effects arising under large-signal operation. On this basis, first-and second-order approximate expressions are also derived, which allow a better understanding of the validity limits of previous theories on this subject. As an example of application, both the stea…