Academic literature on the topic 'High frequency averaging'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'High frequency averaging.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "High frequency averaging"
Giannoulis, Johannes, Alexander Mielke, and Christof Sparber. "High-frequency averaging in semi-classical Hartree-type equations." Asymptotic Analysis 70, no. 1-2 (2010): 87–100. http://dx.doi.org/10.3233/asy-2010-1007.
Full textDolganov, M. V. "High-frequency sampling error of averaging digital phase meters." Measurement Techniques 30, no. 4 (April 1987): 379–82. http://dx.doi.org/10.1007/bf00864771.
Full textMouzaoui, Lounès. "High-frequency averaging in the semi-classical singular Hartree equation." Asymptotic Analysis 84, no. 3-4 (2013): 229–45. http://dx.doi.org/10.3233/asy-131175.
Full textTahmasian, Sevak, David W. Allen, and Craig A. Woolsey. "On averaging and input optimization of high-frequency mechanical control systems." Journal of Vibration and Control 24, no. 5 (July 6, 2016): 937–55. http://dx.doi.org/10.1177/1077546316655706.
Full textPandey, Vishakha, and V. K. Giri. "Removal of High Frequency Noise from the ECG Signal Using Averaging Filters." i-manager's Journal on Digital Signal Processing 3, no. 3 (September 15, 2015): 7–14. http://dx.doi.org/10.26634/jdp.3.3.3590.
Full textWang, Chengyang, and Yoshihiko Nishiyama. "Volatility forecast of stock indices by model averaging using high-frequency data." International Review of Economics & Finance 40 (November 2015): 324–37. http://dx.doi.org/10.1016/j.iref.2015.02.014.
Full textLevenshtam, V. B. "The averaging method in the convection problem with high-frequency oblique vibrations." Siberian Mathematical Journal 37, no. 5 (September 1996): 970–82. http://dx.doi.org/10.1007/bf02110727.
Full textLecomte, Christophe. "A frequency averaging framework for the solution of complex dynamic systems." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 470, no. 2166 (June 8, 2014): 20130743. http://dx.doi.org/10.1098/rspa.2013.0743.
Full textAntonakakis, T., and R. V. Craster. "High-frequency asymptotics for microstructured thin elastic plates and platonics." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 468, no. 2141 (February 8, 2012): 1408–27. http://dx.doi.org/10.1098/rspa.2011.0652.
Full textLevenshtam, V. B. "Justification of the averaging method for the convection problem with high-frequency vibrations." Siberian Mathematical Journal 34, no. 2 (1992): 280–96. http://dx.doi.org/10.1007/bf00970954.
Full textDissertations / Theses on the topic "High frequency averaging"
Zhang, Xuan. "High Precision Dynamic Power System Frequency Estimation Algorithm Based on Phasor Approach." Thesis, Virginia Tech, 2004. http://hdl.handle.net/10919/31001.
Full textMaster of Science
Jebai, Al Kassem. "Commande sans capteur des moteurs synchrones à aimants permanents par injection de signaux." Phd thesis, Ecole Nationale Supérieure des Mines de Paris, 2013. http://pastel.archives-ouvertes.fr/pastel-00818400.
Full textHounyo, Koomla Ulrich. "Bootstrapping high frequency data." Thèse, 2013. http://hdl.handle.net/1866/10217.
Full textWe develop in this thesis bootstrap methods for high frequency financial data. The first two chapters focalise on bootstrap methods for the "pre-averaging" approach, which is robust to the presence of market microstructure effects. The main idea underlying this approach is that we can reduce the impact of the noise by pre-averaging high frequency returns that are possibly contaminated with market microstructure noise before applying a realized volatility-like statistic. Based on this approach, we develop several bootstrap methods, which preserve the dependence structure and the heterogeneity in the mean of the original data. The third chapter shows how and to what extent the local Gaussian- ity assumption can be explored to generate a bootstrap approximation for covolatility measures. The first chapter is entitled "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". The main contribution of this chapter is to propose bootstrap methods for realized volatility-like estimators defined on pre-averaged returns. In particular, we focus on the pre-averaged realized volatility estimator proposed by Podolskij and Vetter (2009). This statistic can be written (up to a bias correction term) as the (scaled) sum of squared pre-averaged returns, where the pre-averaging is done over all possible non-overlapping blocks of consecutive observations. Pre-averaging reduces the influence of the noise and allows for realized volatility estimation on the pre-averaged returns. The non-overlapping nature of the pre-averaged returns implies that these are asymptotically independent, but possibly heteroskedastic. This motivates the application of the wild bootstrap in this context. We provide a proof of the first order asymptotic validity of this method for percentile and percentile-t intervals. Our Monte Carlo simulations show that the wild bootstrap can improve the finite sample properties of the existing first order asymptotic theory provided we choose the external random variable appropriately. The second chapter is entitled "Bootstrapping pre-averaged realized volatility under market microstructure noise ". In this chapter we propose a bootstrap method for inference on integrated volatility based on the pre-averaging approach of Jacod et al. (2009), where the pre-averaging is done over all possible overlapping blocks of consecutive observations. The overlapping nature of the pre-averaged returns implies that these are m-dependent with m growing slowly with the sample size n. This motivates the application of a blockwise bootstrap method. We show that the “blocks of blocks” bootstrap method suggested by Politis and Romano (1992) (and further studied by Bühlmann and Künsch (1995)) is valid only when volatility is constant. The failure of the blocks of blocks bootstrap is due to the heterogeneity of the squared pre-averaged returns when volatility is stochastic. To preserve both the dependence and the heterogeneity of squared pre-averaged returns, we propose a novel procedure that combines the wild bootstrap with the blocks of blocks bootstrap. We provide a proof of the first order asymptotic validity of this method for percentile intervals. Our Monte Carlo simulations show that the wild blocks of blocks bootstrap improves the finite sample properties of the existing first order asymptotic theory. The third chapter is entitled "Bootstrapping realized volatility and realized beta under a local Gaussianity assumption". The financial econometric of high frequency data litera- ture often assumed a local constancy of volatility and the Gaussianity properties of high frequency returns in order to carry out inference. In this chapter, we show how and to what extent the local Gaussianity assumption can be explored to generate a bootstrap approximation. We show the first-order asymptotic validity of the new wild bootstrap method, which uses the conditional local normality properties of financial high frequency returns. In addition to that we use Edgeworth expansions and Monte Carlo simulations to compare the accuracy of the bootstrap with other existing approaches. It is shown that at second order, the new wild bootstrap matches the cumulants of realized betas-based t-statistics, whereas it provides a third-order asymptotic refinement for realized volatility. Monte Carlo simulations suggest that our new wild bootstrap methods improve upon the first-order asymptotic theory in finite samples and outperform the existing bootstrap methods for realized covolatility measures. We use empirical work to illustrate its uses in practice.
Book chapters on the topic "High frequency averaging"
Tony Fischer, R. A. "History of Wheat Breeding: A Personal View." In Wheat Improvement, 17–30. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-90673-3_2.
Full textShen, Yushi, Pamela C. Cosman, Laurence B. Milstein, and Eduardo F. Martinez. "On Uplink Channel Estimation in WiMAX Systems." In Advancing the Next-Generation of Mobile Computing, 103–11. IGI Global, 2012. http://dx.doi.org/10.4018/978-1-4666-0119-2.ch007.
Full textLagerlund, Terrence D. "Digital Signal Processing." In Clinical Neurophysiology, edited by Devon I. Rubin, 1033—C58.P124. 5th ed. Oxford University PressNew York, 2021. http://dx.doi.org/10.1093/med/9780190067854.003.0059.
Full textSugi, Takenao, Kazuhiko Goto, Satoru Goto, Yoshinobu Goto, Takao Yamasaki, and Shozo Tobimatsu. "Topography Estimation of Visual Evoked Potentials Using a Combination of Mathematical Models." In Advances in Bioinformatics and Biomedical Engineering, 129–41. IGI Global, 2013. http://dx.doi.org/10.4018/978-1-4666-2113-8.ch014.
Full textKaimal, J. C., and J. J. Finnigan. "Acquisition and Processing of Atmospheric Boundary Layer Data." In Atmospheric Boundary Layer Flows. Oxford University Press, 1994. http://dx.doi.org/10.1093/oso/9780195062397.003.0010.
Full textQin, Weijin, Ya Liu, and Xuhai Yang. "Performance Analysis on a Traceable Precise Satellite Timing." In Advances in Transdisciplinary Engineering. IOS Press, 2022. http://dx.doi.org/10.3233/atde221204.
Full textvan Zanten, Gijsbert, Huib Versnel, Nathan van der Stoep, Wiepke Koopmans, and Alex Hoetink. "Short-Latency Evoked Potentials of the Human Auditory System." In Human Auditory System - Function and Disorders [Working Title]. IntechOpen, 2022. http://dx.doi.org/10.5772/intechopen.102039.
Full textMatsumoto, Riki, and Takeharu Kunieda. "Cortico-Cortical Evoked Potential Mapping." In Invasive Studies of the Human Epileptic Brain, edited by Samden D. Lhatoo, Philippe Kahane, and Hans O. Lüders, 431–52. Oxford University Press, 2018. http://dx.doi.org/10.1093/med/9780198714668.003.0032.
Full textPooley, Justin, and Martin Fey. "Soil Nutrient Deficiencies in an Area of Endemic Osteoarthritis (Mseleni Joint Disease) and Dwarfism in Maputoland, South Africa." In Geology and Health. Oxford University Press, 2003. http://dx.doi.org/10.1093/oso/9780195162042.003.0032.
Full textFossey, Amber. "Emergency Department Psychiatry." In Oxford Assess and Progress: Psychiatry. Oxford University Press, 2014. http://dx.doi.org/10.1093/oso/9780199665662.003.0014.
Full textConference papers on the topic "High frequency averaging"
Wear, Keith, and Anant Shah. "Hydrophone Spatial Averaging Correction for High-Frequency Arrays." In 2022 IEEE International Ultrasonics Symposium (IUS). IEEE, 2022. http://dx.doi.org/10.1109/ius54386.2022.9957622.
Full textRoarty, Hugh, John Kerfoot, Josh Kohut, Scott Glenn, Chad Whelan, and Max Hubbard. "Improving the measurements of high frequency radar: Reduced averaging times and bistatics." In 2013 MTS/IEEE OCEANS. IEEE, 2013. http://dx.doi.org/10.1109/oceans-bergen.2013.6608082.
Full textKuznetsov, A. V. "Investigation of Stability of a Suspension of Motile Microorganisms Subjected to a High-Frequency Vibration." In ASME 2005 International Mechanical Engineering Congress and Exposition. ASMEDC, 2005. http://dx.doi.org/10.1115/imece2005-79904.
Full textYang, Qi, Noriaki Kaneda, Xiang Liu, and William Shieh. "Demonstration of Frequency-Domain Averaging Based Channel Estimation for 40-Gb/s CO-OFDM with High PMD." In Optical Fiber Communication Conference. Washington, D.C.: OSA, 2009. http://dx.doi.org/10.1364/ofc.2009.owm6.
Full textFischer, Peter, Helmut J. Pradlwarter, and Gerhart I. Schuëller. "Evaluation of Surface Vibrations in the Low and High Frequency Domain." In ASME 1995 Design Engineering Technical Conferences collocated with the ASME 1995 15th International Computers in Engineering Conference and the ASME 1995 9th Annual Engineering Database Symposium. American Society of Mechanical Engineers, 1995. http://dx.doi.org/10.1115/detc1995-0349.
Full textNoll, B., H. Schütz, and M. Aigner. "Numerical Simulation of High-Frequency Flow Instabilities Near an Airblast Atomizer." In ASME Turbo Expo 2001: Power for Land, Sea, and Air. American Society of Mechanical Engineers, 2001. http://dx.doi.org/10.1115/2001-gt-0041.
Full textShin, Hyoun-Woo, William Solomon, and Aspi Wadia. "Transonic Fan Tip-Flow Features Revealed by High Frequency Response Over-Tip Pressure Measurements." In ASME Turbo Expo 2008: Power for Land, Sea, and Air. ASMEDC, 2008. http://dx.doi.org/10.1115/gt2008-50279.
Full textAchtelik, C., and J. Eikelmann. "A High-Frequency-Response Pressure Probe for the Measurement of Unsteady Flow Between Two Rotors in a Hydrodynamic Turbomachine." In ASME 1996 International Gas Turbine and Aeroengine Congress and Exhibition. American Society of Mechanical Engineers, 1996. http://dx.doi.org/10.1115/96-gt-412.
Full textStahl, Patrick, and G. Nakhaie Jazar. "Frequency Response Analysis of Piecewise Nonlinear Vibration Isolator." In ASME 2005 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2005. http://dx.doi.org/10.1115/detc2005-84879.
Full textHynninen, Antti, and Mats Åbom. "Procedure to Estimate the In-Duct Sound Power in the High Frequency Range With Non-Plane Waves." In ASME 2012 Noise Control and Acoustics Division Conference at InterNoise 2012. American Society of Mechanical Engineers, 2012. http://dx.doi.org/10.1115/ncad2012-0531.
Full text