scholarly journals REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES

2009 ◽  
Vol 25 (6) ◽  
pp. 1589-1624 ◽  
Author(s):  
James Davidson ◽  
Nigar Hashimzade
Keyword(s):  
Long Memory ◽  
Moving Average ◽  
Full Range ◽  
Sample Covariance ◽  
Fractional Integrator ◽  
The Mean ◽  
Non Gaussian ◽  
The Time Domain ◽  
The Relationship ◽  
Harmonic Representation

This paper considers the asymptotic distribution of the sample covariance of a nonstationary fractionally integrated process with the stationary increments of another such process—possibly itself. Questions of interest include the relationship between the harmonic representation of these random variables, which we have analyzed in a previous paper (Davidson and Hashimzade, 2008), and the construction derived from moving average representations in the time domain. Depending on the values of the long memory parameters and choice of normalization, the limiting integral is shown to be expressible as the sum of a constant and two Itô-type integrals with respect to distinct Brownian motions. In certain cases the latter terms are of small order relative to the former. The mean is shown to match that of the harmonic representation, where the latter is defined, and satisfies the required integration by parts rule. The advantages of our approach over the harmonic analysis include the facts that our formulas are valid for the full range of the long memory parameters and that they extend to non-Gaussian processes.

scholarly journals A 333-year record of the mean minimum temperature reconstruction in the Western Tianshan Mountains, China

2019 ◽  
Vol 46 (1) ◽  
pp. 37-48 ◽  
Author(s):  
Liang Jiao ◽  
Shengjie Wang ◽  
Yuan Jiang ◽  
Xuerui Liu
Keyword(s):  
Minimum Temperature ◽  
Large Scale ◽  
Climatic Factors ◽  
Moving Average ◽  
Temperature Reconstruction ◽  
Warming Trend ◽  
Limiting Factor ◽  
Western Tianshan ◽  
The Mean ◽  
The Relationship

Abstract In this paper, a fragile ecological area in the Western Tianshan National Nature Reserve of China was selected as the research region, and Picea schrenkiana, which is sensitive to climate change, was selected as the research object. The mean minimum temperature in the growing season of the previous year (May to September) was the main limiting factor for tree radial growth based on an analysis of the relationship between chronological series and climatic factors during 1959–2012 (r = –0.792, p < 0.05). Moreover, the relationship was stable, which showed that tree rings can be used as alternative materials for climate reconstruction. Therefore, the mean minimum temperature of the previous year in 1680–2012 was reconstructed, and the explained variance of the reconstruction equation was 62.7% (R2adj = 62.0%, F = 85.8). The 31 dramatically altered years were found via characteristic year analyses, and extreme changes occurred most often under relatively warm conditions. The mean minimum temperature in the reconstruction shows a clear warming trend by the 11-year moving average of the reconstructive series since the 1950s (the temperature increase: 0.341°C/decade). The driving factors of the mean minimum temperature were influenced mainly by the interaction of solar activity and large-scale atmospheric–oceanic variability, especially the westerly circulations.

A Microcontact Model Developed for Asperity Heights With a Variable Profile Fractal Dimension, a Surface Fractal Dimension, Topothesy, and Non-Gaussian Distribution

2008 ◽  
Author(s):  
Jen Luen Liou ◽  
Jen Fin Lin
Keyword(s):  
Fractal Dimension ◽  
Cross Sections ◽  
Fractal Dimensions ◽  
Surface Fractal Dimension ◽  
Surface Fractal ◽  
Deformation Regime ◽  
Circular Contour ◽  
The Mean ◽  
Non Gaussian ◽  
The Relationship

The cross sections formed by the contact asperities of two rough surfaces at an interference are island-shaped, rather than having the commonly assumed circular contour. These island-shaped contact surface contours show fractal behavior with a profile fractal dimension Ds. The surface fractal dimension for the asperity heights is defined as D and the topothesy is defined as G. In the study of Mandelbrot, the relationship between D and Ds was given as D = Ds+1 if these two fractal dimensions are obtained before contact deformation. In the present study, D, G, and Ds are considered to be varying with the mean separation (or the interference at the rough surface) between two contact surfaces. The D-Ds relationships for the contacts at the elastic, elastoplastic, and fully plastic deformations are derived and the inceptions of the elastoplastic deformation regime and the fully plastic deformation regime are redefined using the equality of two expressions established in two different ways for the number of contact spots (N).

scholarly journals Mean flow of turbulent–laminar patterns in plane Couette flow

2007 ◽  
Vol 576 ◽  
pp. 109-137 ◽  
Author(s):  
DWIGHT BARKLEY ◽  
LAURETTE S. TUCKERMAN
Keyword(s):  
Reynolds Number ◽  
Couette Flow ◽  
Full Range ◽  
Force Balance ◽  
Computational Domain ◽  
Plane Couette Flow ◽  
Mean Flow ◽  
The Mean ◽  
The Relationship ◽  
And Diffusion

A turbulent–laminar banded pattern in plane Couette flow is studied numerically. This pattern is statistically steady, is oriented obliquely to the streamwise direction, and has a very large wavelength relative to the gap. The mean flow, averaged in time and in the homogeneous direction, is analysed. The flow in the quasi-laminar region is not the linear Couette profile, but results from a non-trivial balance between advection and diffusion. This force balance yields a first approximation to the relationship between the Reynolds number, angle, and wavelength of the pattern. Remarkably, the variation of the mean flow along the pattern wavevector is found to be almost exactly harmonic: the flow can be represented via only three cross-channel profiles as U(x, y, z) ≈ U0(y) + Uc(y) cos(kz) + Us(y) sin(kz). A model is formulated which relates the cross-channel profiles of the mean flow and of the Reynolds stress. Regimes computed for a full range of angle and Reynolds number in a tilted rectangular periodic computational domain are presented. Observations of regular turbulent–laminar patterns in other shear flows – Taylor–Couette, rotor–stator, and plane Poiseuille – are compared.

Variation in Fractal Properties and Non-Gaussian Distributions of Microcontact Between Elastic-Plastic Rough Surfaces With Mean Surface Separation

2005 ◽  
Vol 73 (1) ◽  
pp. 143-152 ◽  
Author(s):  
Jung Ching Chung ◽  
Jen Fin Lin
Keyword(s):  
Fractal Dimension ◽  
Power Spectrum ◽  
Gaussian Distribution ◽  
Experimental Results ◽  
Fractal Parameters ◽  
Spectrum Function ◽  
The Mean ◽  
Non Gaussian ◽  
The Relationship ◽  
Scaling Coefficient

The fractal parameters (fractal dimension and topothesy), describing the contact behavior of rough surface, were considered as constant in the earlier models. However, their results are often significantly different from the experimental results. In the present study, these two roughness parameters have been derived analytically as a function of the mean separation first, then they are found with the aid of the experimental results. By equating the structure functions developed in two different ways, the relationship among the scaling coefficient in the power spectrum function, the fractal dimension, and topothesy of asperity heights can be established. The variation of topothesy can be determined when the fractal dimension and the scaling coefficient have been obtained from the experimental results of the number of contact spots and the power spectrum function at different mean separations. The probability density function of asperity heights, achieved at a different mean separation, was obtained from experimental results as a non-Gaussian distribution; it is expressed as a function of the skewness and the kurtosis. The relationship between skewness and mean separation can be established through the fitting of experimental results by this non-Gaussian distribution. For a sufficiently small mean separation, either the total load or the real contact area predicted by variable fractal parameters, as well as non-Gaussian distribution, is greater than that predicted by constant fractal parameters, as well as Gaussian distribution. The difference between these two models is significantly enhanced as the mean separation becomes small.

Multi-Center Calibration of the Second Reference Material for Thromboplastin, Rabbit, Plain, Coded CRM 149R

1991 ◽  
Vol 65 (03) ◽  
pp. 263-267 ◽  
Author(s):  
A M H P van den Besselaar ◽  
R M Bertina
Keyword(s):  
Reference Material ◽  
Standard Error ◽  
Standard Errors ◽  
Sensitivity Index ◽  
Long Term Stability ◽  
Significant Bias ◽  
The Mean ◽  
The Relationship ◽  
International Sensitivity Index

SummaryIn a collaborative trial of eleven laboratories which was performed mainly within the framework of the European Community Bureau of Reference (BCR), a second reference material for thromboplastin, rabbit, plain, was calibrated against its predecessor RBT/79. This second reference material (coded CRM 149R) has a mean International Sensitivity Index (ISI) of 1.343 with a standard error of the mean of 0.035. The standard error of the ISI was determined by combination of the standard errors of the ISI of RBT/79 and the slope of the calibration line in this trial.The BCR reference material for thromboplastin, human, plain (coded BCT/099) was also included in this trial for assessment of the long-term stability of the relationship with RBT/79. The results indicated that this relationship has not changed over a period of 8 years. The interlaboratory variation of the slope of the relationship between CRM 149R and RBT/79 was significantly lower than the variation of the slope of the relationship between BCT/099 and RBT/79. In addition to the manual technique, a semi-automatic coagulometer according to Schnitger & Gross was used to determine prothrombin times with CRM 149R. The mean ISI of CRM 149R was not affected by replacement of the manual technique by this particular coagulometer.Two lyophilized plasmas were included in this trial. The mean slope of relationship between RBT/79 and CRM 149R based on the two lyophilized plasmas was the same as the corresponding slope based on fresh plasmas. Tlowever, the mean slope of relationship between RBT/79 and BCT/099 based on the two lyophilized plasmas was 4.9% higher than the mean slope based on fresh plasmas. Thus, the use of these lyophilized plasmas induced a small but significant bias in the slope of relationship between these thromboplastins of different species.

Evaluation of the Efficacy of ST2 and NT-proBNP in the Diagnosis and Prediction of Short- Term Prognosis in Heart Failure with Reduced Ejection Fraction

2017 ◽  
Vol 9 (04) ◽  
Author(s):  
Shivananda B Nayak ◽  
Dharindra Sawh ◽  
Brandon Scott ◽  
Vestra Sears ◽  
Kareshma Seebalack ◽  
...  
Keyword(s):  
Heart Failure ◽  
Ejection Fraction ◽  
Cardiac Biomarkers ◽  
Double Blind Study ◽  
Short Term ◽  
Double Blind ◽  
Reduced Ejection Fraction ◽  
The Mean ◽  
Design And Methods ◽  
The Relationship

Purpose: i) To determine the relationship between the cardiac biomarkers ST2 and NT-proBNP with ejection fraction (EF) in heart failure (HF) patients. ii) Assess whether a superiority existed between the aforementioned cardiac markers in diagnosing the HF with reduced EF. iii) Determine the efficacy of both biomarkers in predicting a 30-day cardiovascular event and rehospitalization in patients with HF with reduced EF iv) To assess the influence of age, gender, BMI, anaemia and renal failure on the ST2 and NT-proBNP levels. Design and Methods: A prospective double-blind study was conducted to obtain data from a sample of 64 cardiology patients. A blood sample was collected to test for ST2 and NT-proBNP. An echocardiogram (to obtain EF value), electrocardiogram and questionnaire were also obtained. Results: Of the 64 patients enrolled, 59.4% of the population had an EF less than 40%. At the end of the 30- day period, 7 patients were warded, 37 were not warded, one died and 17 were non respondent. Both biomarkers were efficacious at diagnosing HF with a reduced EF. However, neither of them were efficacious in predicting 30-day rehospitalization. The mean NT-proBNP values being: not rehospitalized (2114.7486) and 30 day rehospitalization (1008.42860) and the mean ST2 values being: not rehospitalized (336.1975), and 30-day rehospitalization. (281.9657). Conclusion: Neither ST2 or NT-proBNP was efficacious in predicting the short- term prognosis in HF with reduced EF. Both however were successful at confirming the diagnosis of HF in HF patients with reduced EF.

Using The Fully Modified M Method In Estimating The Effect Of Cultivated Area On Barley Production In Iraq For The Period 1970-2018

2020 ◽  
Vol 2020 (66) ◽  
pp. 101-110
Author(s):  
. Azhar Kadhim Jbarah ◽  
Prof Dr. Ahmed Shaker Mohammed
Keyword(s):  
Regression Model ◽  
Moving Average ◽  
Estimation Method ◽  
Estimation Methods ◽  
Autoregressive Moving Average ◽  
Moving Average Models ◽  
Error Terms ◽  
Relationship Of ◽  
The Relationship ◽  
Barley Crop

The research is concerned with estimating the effect of the cultivated area of barley crop on the production of that crop by estimating the regression model representing the relationship of these two variables. The results of the tests indicated that the time series of the response variable values is stationary and the series of values of the explanatory variable were nonstationary and that they were integrated of order one ( I(1) ), these tests also indicate that the random error terms are auto correlated and can be modeled according to the mixed autoregressive-moving average models ARMA(p,q), for these results we cannot use the classical estimation method to estimate our regression model, therefore, a fully modified M method was adopted, which is a robust estimation methods, The estimated results indicate a positive significant relation between the production of barley crop and cultivated area.

EPR light beams and non-Gaussian quantum distributions in the time domain

2009 ◽  
Vol 6 (7) ◽  
pp. 577-580
Author(s):  
N. H. Adamyan ◽  
H. H. Adamyan ◽  
G. Yu. Kryuchkyan
Keyword(s):  
Time Domain ◽  
Non Gaussian ◽  
The Time Domain ◽  
Light Beams ◽  
Quantum Distributions

scholarly journals Correlation between fundus autofluorescence and visual function in patients with cone-rod dystrophy

2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Satoru Kanda ◽  
Takumi Hara ◽  
Ryosuke Fujino ◽  
Keiko Azuma ◽  
Hirotsugu Soga ◽  
...  
Keyword(s):  
Visual Field ◽  
Significant Relationship ◽  
Fundus Autofluorescence ◽  
Univariate Analysis ◽  
Retrospective Chart Review ◽  
Mean Deviation ◽  
Wide Field ◽  
The Mean ◽  
The Relationship ◽  
Field Imaging

AbstractThis study aimed to investigate the relationship between autofluorescence (AF) signal measured with ultra-wide field imaging and visual functions in patients with cone-rod dystrophy (CORD). A retrospective chart review was performed for CORD patients. We performed the visual field test and fundus autofluorescence (FAF) measurement and visualized retinal structures with optical coherence tomography (OCT) on the same day. Using binarised FAF images, we identified a low FAF area ratio (LFAR: low FAF/30°). Relationships between age and logMAR visual acuity (VA), central retinal thickness (CRT), central choroidal thickness (CCT), mean deviation (MD) value, and LFAR were investigated. Thirty-seven eyes of 21 CORD patients (8 men and 13 women) were enrolled. The mean patient age was 49.8 years. LogMAR VA and MD were 0.52 ± 0.47 and − 17.91 ± 10.59 dB, respectively. There was a significant relationship between logMAR VA and MD (p = 0.001). LogMAR VA significantly correlated with CRT (p = 0.006) but not with other parameters. Conversely, univariate analysis suggested a significant relationship between MD and LFAR (p = 0.001). In the multivariate analysis, LFAR was significantly associated with MD (p = 0.002). In conclusion, it is useful to measure the low FAF area in patients with CORD. The AF measurement reflects the visual field deterioration but not VA in CORD.

Heart Rate and Neurological Outcomes in Patients Undergoing Targeted Temperature Management

2020 ◽  
pp. 088506662098250
Author(s):  
Chad M. Conner ◽  
William H. Perucki ◽  
Andre Gabriel ◽  
David M. O’Sullivan ◽  
Antonio B. Fernandez
Keyword(s):  
Heart Rate ◽  
Positive Association ◽  
Targeted Temperature Management ◽  
Temperature Management ◽  
Neurological Outcomes ◽  
Neurologic Outcomes ◽  
Resuscitation Guidelines ◽  
The Mean ◽  
The Impact ◽  
The Relationship

Introduction: There is a paucity of data evaluating the impact of heart rate (HR) during Targeted Temperature Management (TTM) and neurologic outcomes. Current resuscitation guidelines do not specify a HR goal during TTM. We sought to determine the relationship between HR and neurologic outcomes in a single-center registry dataset. Methods: We retrospectively studied 432 consecutive patients who completed TTM (33°C) after cardiac arrest from 2008 to 2017. We evaluated the relationship between neurologic outcomes and HR during TTM. Pittsburgh Cerebral Performance Categories (CPC) at discharge were used to determine neurological recovery. Statistical analysis included chi square, Student’s t-test and Mann-Whitney U. A logistic regression model was created to evaluate the strength of contribution of selected variables on the outcome of interest. Results: Approximately 94,000 HR data points from 432 patients were retrospectively analyzed; the mean HR was 82.17 bpm over the duration of TTM. Favorable neurological outcomes were seen in 160 (37%) patients. The mean HR in the patients with a favorable outcome was lower than the mean HR of those with an unfavorable outcome (79.98 bpm vs 85.67 bpm p < 0.001). Patients with an average HR of 60-91 bpm were 2.4 times more likely to have a favorable neurological outcome compared to than HR’s < 60 or > 91 (odds ratio [OR] = 2.36, 95% confidence interval [CI] 1.61-3.46, p < 0.001). Specifically, mean HR’s in the 73-82 bpm range had the greatest rate of favorable outcomes (OR 3.56, 95% CI 1.95-6.50), p < 0.001. Administration of epinephrine, a history of diabetes mellitus and hypertension all were associated with worse neurological outcomes independent of HR. Conclusion: During TTM, mean HRs between 60-91 showed a positive association with favorable outcomes. It is unclear whether a specific HR should be targeted during TTM or if heart rates between 60-91 bpm might be a sign of less neurological damage.

Sign in / Sign up

Export Citation Format

Share Document