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Tytuł:
Wavelet decomposition approach for understanding time-varying relationship of financial sector variables: a study of the Indian stock market
Autorzy:
Ghosh, Indranil
Chaudhuri, Tamal Datta
Powiązania:
https://bibliotekanauki.pl/articles/2027763.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Diebold-Yilmaz Spillover
Quantile Regression
SENSEX
Wavelet Decomposition
Wavelet Multiple Correlation
Wavelet Multiple Cross Correlation
Opis:
In this paper, we study the effect of overall stock market sentiment in India on sectoral indices and on individual stock prices in terms of co-movement, dependence and volatility transmission along with the magnitude and persistence of the effects. The study uses wavelet decomposition framework for breaking down different financial time series into time-varying components. Quantile Regression, Wavelet Multiple Correlation and Cross-Correlation analysis, and Diebold-Yilmaz spillover analysis are then applied to investigate the nature of dependence, association, and spillover dynamics. For further focus, we have considered different time periods separately to identify the effect of market phases. Interesting results are obtained with respect to persistence of shocks, both across and within time periods. These have implications with respect to understanding market behavior and also perception of sectors and stocks.
Źródło:
Multiple Criteria Decision Making; 2020, 15; 36-65
2084-1531
Pojawia się w:
Multiple Criteria Decision Making
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analiza zanieczyszczenia powietrza atmosferycznego na wybranym obszarze aglomeracji miejskiej
Atmospheric air pollution analysis for a selected area of an urban agglomeration
Autorzy:
Kwilosz, Tadeusz
Powiązania:
https://bibliotekanauki.pl/articles/2143434.pdf
Data publikacji:
2021
Wydawca:
Instytut Nafty i Gazu - Państwowy Instytut Badawczy
Tematy:
zanieczyszczenie powietrza
kriging
korelacja wieloraka
air pollution
multiple correlation
Opis:
Jednym z ważniejszych problemów związanych ze stanem zdrowia ludzi oraz komfortem ich życia jest zanieczyszczenie powietrza atmosferycznego. Problem ten występuje zarówno w dużych aglomeracjach miejskich, jak i w małych miejscowościach. Szczególnie szkodliwe są czynniki zanieczyszczenia utrzymujące się na niskich wysokościach i emitowane przez różne źródła, takie jak: miejskie kotłownie, domowe piece opalane węglem i transport samochodowy. Ze względu na niską wysokość (do 40 m) utrzymywania się substancji szkodliwych w zanieczyszczonym powietrzu zagrażają one ludziom w sposób bezpośredni poprzez wdychane powietrze. Są one jedną z głównych przyczyn groźnych chorób układu oddechowego i układu krążenia. Emisja zanieczyszczeń charakteryzująca się wymienionymi cechami nosi nazwę niskiej emisji. Pojęcie to zostało zdefiniowane w następujący sposób: niska emisja – emisja produktów spalania paliw stałych, ciekłych i gazowych do atmosfery ze źródeł emisji (emiterów) znajdujących się na wysokości nie większej niż 40 m. Wyróżnia się emisję komunikacyjną, emisję wynikającą z produkcji ciepła dla potrzeb centralnego ogrzewania i ciepłej wody użytkowej oraz emisję przemysłową. Do produktów spalania wpływających na występowanie niskiej emisji zaliczyć można gazy: dwutlenek węgla CO2, tlenek węgla CO, dwutlenek siarki SO2, tlenki azotu NOX, wielopierścieniowe węglowodory aromatyczne, np. benzo(a)piren oraz dioksyny, a także metale ciężkie (ołów, arsen, nikiel, kadm) i pyły zawieszone PM10, PM2,5. Pyły zawieszone, będące przedmiotem badań pracy, występują w postaci aerozoli atmosferycznych, sklasyfikowanych ze względu na wielkość cząstek jako: PM1 – o wielkości cząstek do 1 μm, PM2,5 – o wielkości cząstek do 2,5 μm, PM10 – o wielkości cząstek do 10 μm. Jedną z form kontroli niskiej emisji jest ciągłe monitorowanie zanieczyszczenia powietrza poprzez rozlokowane na terenach miejskich urządzenia pomiarowe – sensory. Rejestrowane wyniki pomiarów, wraz z przetworzonymi charakterystykami, prezentowane są na stronie internetowej pod adresem: https://airly.eu/map/pl poprzez portal Airly (Airly Sp. z o.o.). Portal ten udostępnia również, w postaci usługi sieciowej API, dane z wybranych punktów pomiarowych. Celem artykułu jest zaprezentowanie opracowanej metody lokalizacji najbardziej zanieczyszczonych obszarów na podstawie analizy wyników pomiarów zanieczyszczeń powietrza dla wybranego obszaru miejskiego zlokalizowanego w południowo-wschodniej części Polski (miasto Krosno). Analiza została wykonana pod kątem opisania dynamiki zmian poziomu zanieczyszczenia w czasie oraz wyznaczenia przestrzennych rozkładów.
One of the most important problems related to the human health and the comfort of their lives is air pollution. This problem occurs both in large urban agglomerations and in small towns. Low altitude pollutants emitted by various sources such as municipal boiler rooms, domestic coal-fired stoves and car transport are particularly harmful. Due to the low altitude of persistence of harmful substances in the polluted air (less than 40 m), they pose a direct threat to people through inhaled air. They are one of the main causes of serious respiratory and cardiovascular diseases. The emission of pollutants characterized by these features is called “low emissions”. This concept has been formally defined as follows: low emission — emission of combustion products of solid, liquid and gaseous fuels to the atmosphere from emission sources (emitters) located at an altitude of no more than 40 m. There are transportation/traffic emissions, emissions resulting from production of heat for central heating and domestic hot water, and industrial emissions. Combustion products contributing to the occurrence of low emissions include the following gases: carbon dioxide CO2, carbon monoxide CO, sulfur dioxide SO2, nitrogen oxides NOX, polycyclic aromatic hydrocarbons, e.g. benzo(a)pyrene and dioxins, as well as heavy metals (lead, arsenic, nickel, cadmium) and suspended dusts PM10, PM2.5. The suspended dusts, which are the subject of the research, are in the form of atmospheric aerosols classified according to the particle size as: PM1 – particle size up to 1 μm, PM2.5 — particle size up to 2.5 μm, PM10 — particle size up to 10 μm. One of the forms of controlling low emissions is the continuous monitoring of air pollution through measuring devices — sensors located in urban areas. The recorded measurement results, along with the processed characteristics, are presented on the website at: https://airly.eu/map/pl (Airly Sp. z o.o.). This portal also provides data from selected measurement points in the form of a Web API service. The aim of the article is to present the development a method for identification the most polluted areas based on the analysis of the results of air pollution measurements for a selected urban area located in the south-eastern part of Poland (Krosno city). The analysis was performed to describe the dynamics of changes in the pollution level over time and to determine their spatial distribution.
Źródło:
Nafta-Gaz; 2021, 77, 10; 673-682
0867-8871
Pojawia się w:
Nafta-Gaz
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Correlated mutations in selected protein families
Autorzy:
Leluk, J.
Sobczyk, M.
Becella, Ł.
Powiązania:
https://bibliotekanauki.pl/articles/1986920.pdf
Data publikacji:
2002
Wydawca:
Politechnika Gdańska
Tematy:
protein sequence
multiple alignment
tertiary structure
mutational correlation
genetic semihomology algorithm
Opis:
Four different protein families (two proteinase inhibitor families, myoglobins and lysozymes) were surveyed for correlated mutations with respect to the position distance and their significance in structure stabilization and biological activity. They were chosen for this study in order to verify the currently admitted model of mutational correlation relationship with respect to spatial contact of the residues and contribution in protein biological activity. There was observed high contribution of spatially dispersed residues (which are also not involved in the protein active center) in mutational correlation. Because of the significantly large distance between correlated positions these cases do not correspond explicitly to any mechanism included in current hypotheses. It is suggested that the role of residue spatial contact in structure preservation, intermolecular interaction and active site rescue mechanisms only partially explains the correlation phenomenon.
Źródło:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk; 2002, 6, 3; 469-482
1428-6394
Pojawia się w:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Effect of SHIFTZCC codes for Optical CDMA system
Autorzy:
Panda, Satyasen
Powiązania:
https://bibliotekanauki.pl/articles/1178705.pdf
Data publikacji:
2017
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
cross correlation (CC)
multiple access interference (MAI)
optical code division multiple access (OCDMA)
shift zero cross correlation code (SHIFTZCC) and signal to noise ratio (SNR)
spectral amplitude coding optical code division multiple access (SAC-OCDMA)
Opis:
In this paper, we propose a novel SAC-OCDMA code called Shift Zero Cross Correlation (SHIFTZCC) code with zero cross correlation property to minimize the Multiple Access Interface (MAI), to be more scalable and secure compared to the other existing SAC-OCDMA codes. This SHIFTZCC code is constructed using address segment and data segment. In this work, the proposed SHIFTZCC code is implemented in an optical network using the Opti-System software for the spectral amplitude coded optical code division multiple access (SAC-OCDMA) scheme. The chief advantage of the proposed SHIFTZCC code is the zero cross correlation property, which reduces both the MAI and other noises improving the system performance. The proposed SHIFTZCC code provides flexibility in selecting the code parameters, supports a large number of users with higher data rate and longer fiber length. Simulation results prove that the optical code division multiple access system based on the proposed SHIFTZCC code supports maximum number of simultaneous users with higher transmission rate, lower bit error rates (BER) and longer travelling distance without any signal quality degradation, as compared to the former existing SAC-OCDMA codes.
Źródło:
World Scientific News; 2017, 67, 2; 365-389
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Novel Correlation for Predicting the Density of Tetrazole–N-oxide Salts as Green Energetic Materials through Their Molecular Structure
Autorzy:
Zohari, N.
Bajestani, I. R.
Powiązania:
https://bibliotekanauki.pl/articles/358082.pdf
Data publikacji:
2018
Wydawca:
Sieć Badawcza Łukasiewicz - Instytut Przemysłu Organicznego
Tematy:
tetrazole-N-oxide energetic compounds
density
correlation
multiple linear regression method
molecular structure
Opis:
In this study, a new and reliable model is derived for predicting the density of tetrazole N-oxide salts using molecular structure descriptors through multiple linear regression methods (MLR). The proposed model is based on the elemental, functional group and type of molecule descriptors. The coefficient of determination (R2) of the model was 0.9321 for 36 energetic tetrazole N-oxides with different molecular structures as an exploratoryset. The predictive ability of this model has been checked using a cross validation method (Q2 LOO = 0.9325 and Q2 LMO = 0.9324). The new correlation had a root mean square deviation (RMSD) of 0.033 g·cm−3 and an average absolute deviation (AAD) of 0.025 g·cm−3. This correlation also gave good predicted results for a further 10 energetic tetrazole N-oxides as a test set. The new reliable model can also be appliedfor designing novel energetic tetrazole N-oxides.
Źródło:
Central European Journal of Energetic Materials; 2018, 15, 4; 629-651
1733-7178
Pojawia się w:
Central European Journal of Energetic Materials
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Performance improvement of a novel zero cross-correlation code using Pascal’s triangle matrix for SAC-OCDMA systems
Autorzy:
Driz, Samia
Fassi, Benattou
Kandouci, Chahinaz
Ghali, Fodil
Powiązania:
https://bibliotekanauki.pl/articles/2063900.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Stowarzyszenie Elektryków Polskich
Tematy:
multiple access interference
pascal’s triangle matrix
quality of service
spectral amplitude coding-optical code division multiple access
zero cross-correlation
Opis:
In order to minimize the receiver complexity and improve the performance of the spectral amplitude coding - optical code division multiple access system, a novel one-dimensional zero cross-correlation code using Pascal’s triangle matrix has been suggested. This research article shows that the position of chip “1” in the code sequences is one of the important factors affecting system performance. In fact, mathematical results show that, for the allwavelength direct detection, it is possible to reduce the number of filters without sacrificing system performance. In addition, compared to one-wavelength direct detection, the signalto-noise ratio value is increased with an increasing weight by using wide-bandwidth filters as decoders. Performance of the proposed system in terms of the minimum bit error rate is validated using the OptiSystem software. Compared with the previous systems at 622 Mbps, the suggested system gave the best values of bit error rate of around 10⁻⁴³, 10⁻³⁵, and 10⁻²⁶ for higher, medium, and lower service demand, respectively.
Źródło:
Opto-Electronics Review; 2022, 30, 1; 1--7
1230-3402
Pojawia się w:
Opto-Electronics Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Reduction of BER using RSC code for Optical Code Division Multiple Access Networks
Autorzy:
Panda, Satyasen
Powiązania:
https://bibliotekanauki.pl/articles/1178316.pdf
Data publikacji:
2017
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Cross Correlation (CC)
Multiple Access Interface (MAI)
Optical Code Division Multiple Access (OCDMA)
Random Sparse Code (RSC)
Wavelength hopping time spreading (WHTS)
Opis:
In this study, a two dimensional (2-D) wavelength hopping and time spreading (WHTS) optical code division multiple access (OCDMA) code is designed using Sparse ruler technique. The proposed 64 bit 2-D code is constructed by an algorithm based on random spacing of sparse codes referred in this work as Random Sparse Code (RSC). The performance of the proposed 2-D RSC is evaluated in terms of bit error rate (BER), received signal power and time domain analysis of received signals. The system performance of the OCDMA system utilizing 2-D RSC code improved significantly due to less BER, low cross correlation property and simple encoder/decoder design. The output BER is much lower at a data rate of 1.25 gbps and 2.5 gbps for a distance of 100 km with ITU-T standard single mode fiber with attenuation level of 0.2dB/km.
Źródło:
World Scientific News; 2017, 81, 2; 106-120
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Orientirovochnye prognozy kharakteristic skorosti vetra v Evrope s uchetom izmenchivosti raspredelenija poverkhnostnykh temperatur Severnojj Atlantiki na primere Severnogo Prichernomorja
Projections of wind speed characteristics in Europe with the accounting apportionment superficial temperatures in North Atlantic an example of Black Sea
Autorzy:
Kholopcev, A.
Akcenova, A.
Powiązania:
https://bibliotekanauki.pl/articles/76861.pdf
Data publikacji:
2013
Wydawca:
Komisja Motoryzacji i Energetyki Rolnictwa
Tematy:
forecasting
wind speed
temperature
surface water
North Atlantic Ocean
Black Sea
multiple regression model
correlation
identification
Opis:
On the example of the Northern Black Sea Coast representative items shown that allowance for the identification of predictive multiple-regression models of the interannual variability of SST anomalies identified variations in the North Atlantic waters, enables efficient evaluation of monthly mean values of wind speed with a lead time of at least 3 years.
Źródło:
Motrol. Motoryzacja i Energetyka Rolnictwa; 2013, 15, 5
1730-8658
Pojawia się w:
Motrol. Motoryzacja i Energetyka Rolnictwa
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Suitable Spreading Sequences for Asynchronous MC-CDMA Systems
Autorzy:
Addad, M.
Djebbari, A.
Powiązania:
https://bibliotekanauki.pl/articles/307793.pdf
Data publikacji:
2018
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
BER
crest factor
multiple access interference
MC-CDMA
peak-to-average power ratio
zero correlation zone
Opis:
In order to meet the demand of high data rate transmission with good quality maintained, the multi-carrier code division multiple access (MC-CDMA) technology is considered for the next generation wireless communication systems. However, their high crest factor (CF) is one of the major drawbacks of multi-carrier transmission systems. Thus, CF reduction is one of the most important research areas in MC-CDMA systems. In addition, asynchronous MC-CDMA suffers from the effect of multiple access interference (MAI), caused by all users active in the system. Degradation of the system’s bit error rate (BER) caused by MAI must be taken into consideration as well. The aim of this paper is to provide a comparative study on the enhancement of performance of an MC-CDMA system. The spreading sequences used in CDMA play an important role in CF and interference reduction. Hence, spreading sequences should be selected to simultaneously ensure low CF and low BER values. Therefore, the effect that correlation properties of sequences exert on CF values is investigated in this study. Furthermore, a numerical BER evaluation, as a function of the signal-to-noise ratio (SNR) and the number of users, is provided. The results obtained indicate that a trade-off between the two criteria is necessary to ensure good performance. It was concluded that zero correlation zone (ZCZ) sequences are the most suitable spreading sequences as far as the satisfaction of the above criteria is concerned.
Źródło:
Journal of Telecommunications and Information Technology; 2018, 3; 9-13
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Face Recognition Using Canonical Correlation, Discrimination Power, and Fractional Multiple Exemplar Discriminant Analyses
Autorzy:
Hajiarbabi, M.
Agah, A.
Powiązania:
https://bibliotekanauki.pl/articles/384779.pdf
Data publikacji:
2015
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
face recognition
Canonical Correlation Analysis
Discrimination Power Analysis
Multiple Exemplar Discriminant Analysis
Radial Basis Function neural
networks
Opis:
Face recognition is a biometric identification method which compared to other methods, such as finger print identification, speech, signature, hand written and iris recognition is shown to be more noteworthy both theoretically and practically. Biometric identification methods have various applications such as in film processing, control access networks, among many. The automatic recognition of a human face has become an important problem in pattern recognition, due to (1) the structural similarity of human faces, and (2) great impact of factors such as illumination conditions, facial expression and face orientation. These have made face recognition one of the most challenging problems in pattern recognition. Appearance-based methods are one of the most common methods in face recognition, which can be categorized into linear and nonlinear methods. In this paper face recognition using Canonical Correlation Analysis is introduced, along with the review of the linear and nonlinear appearance-based methods. Canonical Correla- tion Analysis finds the linear combinations between two sets of variables which have maximum correlation with one another. Discriminant Power analysis and Fractional Multiple Discriminant Analysis has been used to extract features from the image. The results provided in this paper show the advantage of this method compared to other methods in this field.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2015, 9, 4; 18-27
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
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