New Electronic Peening Intensity Measurement Sensor Almen Intensity Correlation and Time Variation Study

2021 ◽  
pp. 54-57
Author(s):  
Sylvain A. Forgues ◽  
Brigitte Labelle ◽  
Adel Alouani ◽  
Ramzi Ben Moussa
1971 ◽  
Vol 49 (15) ◽  
pp. 2079-2081 ◽  
Author(s):  
R. B. Hicks ◽  
R. W. Flint ◽  
S. Standil

A narrow angle cosmic ray particle telescope was operated at Winnipeg, Manitoba for a 2-year period commencing Oct. 16, 1967. The telescope was oriented East–West and was sensitive to muons at zenith angles in the range 86° to 90°. The data were analyzed for solar and sidereal time variations; the results are consistent with zero amplitude within the statistical accuracy of the experiment. An absolute intensity was calculated and is compared with previous measurements.


Author(s):  
Takaaki OKUMURA ◽  
Atsushi KUROKAWA ◽  
Hiroo MASUDA ◽  
Toshiki KANAMOTO ◽  
Masanori HASHIMOTO ◽  
...  

1993 ◽  
Vol 18 ◽  
pp. 27-32
Author(s):  
Yasuaki Nohguchi ◽  
Takashi Ikarashi ◽  
Osamu Abe ◽  
Atsushi Sato

A striped pattern can be seen by spraying ink on a vertical wall of a snow pit to observe the layered structure of a snow cover. This pattern is caused by variations of snowfall in time, particularly pauses in snowfall, and its structure is related to a kind of fractal. In this paper, we consider snowfall and snow cover from a viewpoint of fractals and show that the layered structure of snow cover is a record of fractals on atmospheric-turbulence phenomena through the time variation of snowfall.


2019 ◽  
Vol 55 (4) ◽  
pp. 1199-1242
Author(s):  
Georg Cejnek ◽  
Otto Randl

This article studies time variation in the expected excess returns of traded claims on dividends, bonds, and stock indices for international markets. We introduce a novel dividend risk factor that complements the bond risk factor of Cochrane and Piazzesi (2005). By aggregating over 4 regions (United States, United Kingdom, Eurozone, and Japan), we create global dividend and bond factors. Our global 2-factor model captures the excess returns of most Morgan Stanley Capital International (MSCI) country indices, as well as a variety of other test assets. Our findings highlight the value of the information contained in dividend and bond forward curves and suggest substantial comovement in international risk premia.


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