Bibliographies thématiques / Frequency averaging

Littérature scientifique sur le sujet « Frequency averaging »

Auteur : Grafiati
Publié le 10 mars 2023

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Articles de revues sur le sujet "Frequency averaging"

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Khitrin, A. K., Jiadi Xu et Ayyalusamy Ramamoorthy. « Coherent averaging in the frequency domain ». Journal of Chemical Physics 136, no 21 (7 juin 2012) : 214504. http://dx.doi.org/10.1063/1.4723682.

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Ide, Hideto, et Masafumi Uchida. « Analysis of Recognition Processes by Measurement of Brain Waves and Temperature Distributions ». Journal of Robotics and Mechatronics 4, no 1 (20 février 1992) : 63–69. http://dx.doi.org/10.20965/jrm.1992.p0063.

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In the past, in study of the evoked brain wave, the averaging was the most general method for analysis of signal components in brain wave. Specially, the averaging was applied for several evoked brain waves on the process of recognition to the stimulation, i.e. P300. However, any information for the averaging. The averaging is difficult to evaluate the evoked brain wave because of it's characteristics. In this study, it was the purpose to reveal the frequency range, the latency and the acyive parts of brain by following two method. 1) frequency and statistic analysis of evoked brain wave 2) measurement of temperature distribution on the surface of the head. The experiment for the measurement of the evoked brain wave was applied to fifteen men whose age were from 22 to 25. After frequency and statistic analysis, and waves were obtained at about 300ms latency. This result is as same as the averaging's result. From the temperature measurement, it was considered that the recognition to the stimulation was performed at the parietal lobe.
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Pinnau, René, et Alexander Schulze. « Radiation, Frequency Averaging and Proper Orthogonal Decomposition ». PAMM 6, no 1 (décembre 2006) : 791–94. http://dx.doi.org/10.1002/pamm.200610376.

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IKAWA, NOBUKO. « AUTOMATED AVERAGING OF AUDITORY EVOKED RESPONSE WAVEFORMS USING WAVELET ANALYSIS ». International Journal of Wavelets, Multiresolution and Information Processing 11, no 04 (juillet 2013) : 1360009. http://dx.doi.org/10.1142/s0219691313600096.

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The auditory brainstem response (ABR) is widely used as an index to assist hearing and brain function diagnoses. In particular, in clinical applications, the rapid detection of ABR peak characteristics is required. One approach to improving the speed of detection is to decrease the number of signal averaging procedures while denoising during the detection of ABR waveforms; another approach is to extract the characteristics of ABR waveform components. In our previous study, to represent ABR waveform components, we obtained not only the frequency characteristics of an ABR but also the frequency characteristics of each component of the ABR based on the time (latency). Using a one-dimensional discrete wavelet transform (DWT) in this latency-frequency analysis, we described an approximate method of reproducing ABR signals with a low SNR from observed values obtained with a smaller number of averaging procedures. At the same time, using this multiple-level frequency decomposition of ABR signals according to the known frequency content of the ABR, we extracted the peak latency of the fast component of the ABR using fewer averagings of the ABR data. From these decomposition and reconstruction results for ABR signals, we proposed the optimal decomposition level of the ABR and explained how we used the waveform of the ABR reconstructed by the inverse DWT (IDWT). In this paper, we propose a method of automated averaging of the ABR using the waveform reconstructed by discrete wavelet multiresolution analysis (MRA). Our proposed method will be useful for the fast detection of ABR latency characteristics in hearing screening test.
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Hansen, A. C., et T. E. Hausfeld. « Frequency-Response Matching to Optimize Wind-Turbine Test Data Correlation ». Journal of Solar Energy Engineering 108, no 3 (1 août 1986) : 246–51. http://dx.doi.org/10.1115/1.3268100.

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Pre-averaging is often applied to wind turbine test data to improve correlation between wind speed and power output data. In the past, trial and error or intuition have been used in the selection of pre-averaging time and researchers and institutions have differed widely in their pre-averaging practice. In this paper a standardized method is proposed for selection of the optimum pre-averaging time. The method selects an averaging time such that the test data are low-pass-filtered at the same frequency as the response frequency of the test wind turbine/anemometer system. A theoretial method is provided for estimation of the wind system transfer function as a function of the anemometer location, rotor moment of inertia, the stiffness of the connection between the rotor and the electrical grid, hub height, rotor speed and wind speed. The method is based in proven theory, repeatable, easy to use and applicable to a wide range of wind turbines and test conditions. Results of the transfer function predictions are compared with the measured response of two wind systems. Agreement between the predicted and measured response is completely adequate for the purposes of the method. Example results of calculated averaging times are presented for several wind turbines. In addition, a case study is used to demonstrate the dramatic effects of test design and data analysis methods on the results of a power coefficient measurement.
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Luque, Alejandro, et Jordi Villanueva. « Quasi-Periodic Frequency Analysis Using Averaging-Extrapolation Methods ». SIAM Journal on Applied Dynamical Systems 13, no 1 (janvier 2014) : 1–46. http://dx.doi.org/10.1137/130920113.

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Weitenberg, Erik, Claudio De Persis et Nima Monshizadeh. « Exponential convergence under distributed averaging integral frequency control ». Automatica 98 (décembre 2018) : 103–13. http://dx.doi.org/10.1016/j.automatica.2018.09.010.

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Sen, Surojit, Paul L. Evans et C. Mark Johnson. « Multi‐frequency averaging (MFA) model of a generic electric vehicle powertrain suitable under variable frequency of averaging developed for remote operability ». IET Electrical Systems in Transportation 10, no 3 (septembre 2020) : 268–74. http://dx.doi.org/10.1049/iet-est.2019.0043.

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Giannoulis, Johannes, Alexander Mielke et 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.

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Dolganov, M. V. « High-frequency sampling error of averaging digital phase meters ». Measurement Techniques 30, no 4 (avril 1987) : 379–82. http://dx.doi.org/10.1007/bf00864771.

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Thèses sur le sujet "Frequency averaging"

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Zhang, Xuan. « High Precision Dynamic Power System Frequency Estimation Algorithm Based on Phasor Approach ». Thesis, Virginia Tech, 2004. http://hdl.handle.net/10919/31001.

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An internet-based, real-time, Global Positioning System (GPS) ---synchronized relative to the wide-area frequency-monitoring network (FNET) ---has been developed at Virginia Tech. In this FNET system, an algorithm that employs the relationship between phasor angles and deviated frequency [13] is used to calculate both frequency and its rate of change. Tests of the algorithm disclose that, for non-pure sinusoidal input (as compared to pure sinusoidal input), significant errors in the output frequency will result. Three approaches for increasing the accuracy of the output frequency were compared. The first---increasing the number of samples per cycle N---proved ineffective. The second---using the average of the first estimated frequencies rather than the instant first estimated frequency as the resampling frequency---produces a moderate increase in accuracy of the frequency estimation. The third---multiple resampling---significantly increased accuracy. But both the second and the third become ineffective to the extent the input is not pure sinusoidal. From a practical standpoint, attention needs to be paid toward eliminating noise in the input data from the power grid so as to make it more purely sinusoidal. Therefore, it will be worthwhile to test more sophisticated digital filters for processing the input data before feeding it to the algorithm.
Master of Science
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Gartmark, Joakim. « On Optimal Sample-Frequency and Model-Averaging Selection When Predicting Realized Volatility ». Thesis, Stockholms universitet, Nationalekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-147483.

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Predicting volatility of financial assets based on realized volatility has grown popular in the literature due to its strong prediction power. Theoretically, realized volatility has the advantage of being free from measurement error since it accounts for intraday variation that occurs on high frequencies in financial assets. However, in practice, as sample-frequency increases, market microstructure noise might be absorbed and as a result lead to inaccurate predictions. Furthermore, predicting realized volatility based on single models cause predictions to suffer from model uncertainty, which might lead to understatements of the risk in the forecasting process and as a result cause poor predictions. Based on mentioned issues, this paper investigates which sample frequency that minimizes forecast error, 1-, 5- or 10-min, and which model-averaging process that should be used to deal with model uncertainty, Mean forecast combinations, Bayesian model-averaging or Dynamic model-averaging. The results suggest that a 1-min sample-frequency minimize forecast errors and that Bayesian model-averaging performs better than Dynamic model-averaging on 1-day and 1-week horizons, while Dynamic model-averaging performs slightly better on 2-weeks horizon.
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Green, Jr Donald Lee. « ANALYSIS OF THE EFFECTS OF ATROPINE AND SALINE ON THE HRV OF RATS USING ENSEMBLE AVERAGING AND FREQUENCY ANALYSIS ». MSSTATE, 2008. http://sun.library.msstate.edu/ETD-db/theses/available/etd-07102008-123307/.

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The aim of this study is to examine heart rate variability (HRV) alteration after the injection of atropine and saline and to determine if ensemble averaging affects the outcome of frequency domain analysis. The HRV data is pre-processed using ensemble averaging and then frequency domain and statistical analysis is done. The HRV readings originate from a previous study of four rats. Ensemble averaging reduces the mean drift effect in the data. The original and ensemble is then processed through an Fast Fourier Transform (FFT). The results show that the ensembled data allows frequency peaks and changes to be seen more clearly than the FFT of the original data set. Through statistical analysis it is also shown that the change in HRV from the atropine injection is much greater than the change in HRV from the saline injection.
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Carrier, Denis Joseph Gaston. « Automatic measurement of particles from holograms taken in the combustion chamber of a rocket motor ». Thesis, Monterey, California. Naval Postgraduate School, 1988. http://hdl.handle.net/10945/22924.

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Approved for public release; distribution is unlimited
This thesis describes the procedure used for the automatic measurement of particles from hologram taken in the combustion chamber of a rocket motor while firing. It describes the investigation done on two averaging techniques used to reduce speckle noise, capturing the image focused on a spinning mylar disk and software averaging of several image frames. The spinning disk technique proved superior for this application. The Kolmogorov-Smirnov two-sample test is applied to different particle samples in order to find an estimate of the number of particles required to obtain a stable distribution function. The number of particles is calculated and given. The last part of this study shows real particle distributions in the form of frequency histograms.
http://archive.org/details/automaticmeasure00carr
Major, Canadian Armed Forces
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Sarini, Sarini. « Statistical methods for modelling falls and symptoms progression in patients with early stages of Parkinson's disease ». Thesis, Queensland University of Technology, 2018. https://eprints.qut.edu.au/116208/1/_Sarini_Thesis.pdf.

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This thesis was a step forward in gaining insight into falls in people with early stages of Parkinson's disease (PD), and in monitoring the disease progression based on clinical assessments. This research contributes new knowledge by providing new insights into utilizing information provided by the clinically administered instruments used routinely for the assessment of PD severity. The novel approach to modelling the progression of PD symptoms using multi-variable clinical assessment measurements for longitudinal data provides a new perspective into disease progression.
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Rosander, Peter. « Averaging level control in the presence of frequent inlet flow upsets ». Licentiate thesis, Linköpings universitet, Reglerteknik, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-77049.

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Buffer tanks are widely used within the process industry to prevent flow variations from being directly propagated throughout a plant. The capacity of the tank is used to smoothly transfer inlet flow upsets to the outlet. Ideally, the tank thus works as a low pass filter where the available tank capacity limits the achievable flow smoothing. For infrequently occurring upsets, where the system has time to reach steady state between flow changes, the averaging level control problem has been extensively studied. After an inlet flow change, flow filtering has traditionally been obtained by letting the tank level deviate from its nominal value while slowly adapting the outlet to cancel out the flow imbalance and eventually bringing back the level to its set-point. The system is then again in steady state and ready to surge the next upset. By ensuring that the single largest upset can be handled without violating the level constraints, satisfactory flow smoothing is obtained. In this thesis, the smoothing of frequently changing inlet flows is addressed. In this case, standard level controllers struggle to obtain acceptable flow smoothing since the system rarely is in steady state and flow upsets can thus not be treated as separate events. To obtain a control law that achieves optimal filtering while directly accounting for future upsets, the averaging level control problem was approached using robust model predictive control (MPC). The robust MPC differs in the way it obtains flow smoothing by not returning the tank level to a fixed set-point. Instead, it lets the steady state tank level depend on the current value of the inlet flow. This insight was then used to propose a linear control structure, designed to filter frequent upsets optimally. Analyses and simulation results indicate that the proposed linear and robust MPC controller obtain flow smoothing comparable to the standard optimal averaging level controllers for infrequent upsets while handling frequent upsets considerably better.
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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.

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Cette thèse étudie la problématique du fonctionnement sans capteur et à basse vitesse des moteurs synchrones à aimant permanent par l'injection des signaux. Nous nous focalisons sur les effets de la saturation magnétique car leur compensation est primordiale pour résoudre cette problématique. Nous proposons une méthode originale pour modéliser la saturation magnétique en utilisant une approche énergétique (les formulations Lagrangienne et Hamiltonienne), où les symétries physiques sont exploitées pour simplifier l'expression de l'énergie magnétique. Les données expérimentales montrent qu'un polynôme de degré 4 est suffisant pour décrire avec précision les effets de la saturation. Ensuite, nous proposons une analyse claire et originale basée sur la moyennisation de second ordre et qui explique comment obtenir l'information de position à partir de l'injection des signaux (en utilisant le modèle proposé). Nous donnons une relation explicite entre les oscillations des courants statoriques et la position du rotor; cette relation est utilisée en temps réel. Ce modèle de saturation magnétique ainsi que la procédure d'estimation de position ont été testés et validés sur deux types de moteurs : avec des aimants permanents à l'intérieur ou sur la surface du rotor. Les résultats expérimentaux obtenus sur un banc de test montrent que les erreurs d'estimation de la position du rotor n'excèdent pas quelques degrés électriques dans la zone d'opération à basse vitesse.
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Gross, Tadeu Junior. « Structure learning of Bayesian networks via data perturbation ». Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/18/18153/tde-19022019-134517/.

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Structure learning of Bayesian Networks (BNs) is an NP-hard problem, and the use of sub-optimal strategies is essential in domains involving many variables. One of them is to generate multiple approximate structures and then to reduce the ensemble to a representative structure. It is possible to use the occurrence frequency (on the structures ensemble) as the criteria for accepting a dominant directed edge between two nodes and thus obtaining the single structure. In this doctoral research, it was made an analogy with an adapted one-dimensional random-walk for analytically deducing an appropriate decision threshold to such occurrence frequency. The obtained closed-form expression has been validated across benchmark datasets applying the Matthews Correlation Coefficient as the performance metric. In the experiments using a recent medical dataset, the BN resulting from the analytical cutoff-frequency captured the expected associations among nodes and also achieved better prediction performance than the BNs learned with neighbours thresholds to the computed. In literature, the feature accounted along of the perturbed structures has been the edges and not the directed edges (arcs) as in this thesis. That modified strategy still was applied to an elderly dataset to identify potential relationships between variables of medical interest but using an increased threshold instead of the predict by the proposed formula - such prudence is due to the possible social implications of the finding. The motivation behind such an application is that in spite of the proportion of elderly individuals in the population has increased substantially in the last few decades, the risk factors that should be managed in advance to ensure a natural process of mental decline due to ageing remain unknown. In the learned structural model, it was graphically investigated the probabilistic dependence mechanism between two variables of medical interest: the suspected risk factor known as Metabolic Syndrome and the indicator of mental decline referred to as Cognitive Impairment. In this investigation, the concept known in the context of BNs as D-separation has been employed. Results of the carried out study revealed that the dependence between Metabolic Syndrome and Cognitive Variables indeed exists and depends on both Body Mass Index and age.
O aprendizado da estrutura de uma Rede Bayesiana (BN) é um problema NP-difícil, e o uso de estratégias sub-ótimas é essencial em domínios que envolvem muitas variáveis. Uma delas consiste em gerar várias estruturas aproximadas e depois reduzir o conjunto a uma estrutura representativa. É possível usar a frequência de ocorrência (no conjunto de estruturas) como critério para aceitar um arco dominante entre dois nós e assim obter essa estrutura única. Nesta pesquisa de doutorado, foi feita uma analogia com um passeio aleatório unidimensional adaptado para deduzir analiticamente um limiar de decisão apropriado para essa frequência de ocorrência. A expressão de forma fechada obtida foi validada usando bases de dados de referência e aplicando o Coeficiente de Correlação de Matthews como métrica de desempenho. Nos experimentos utilizando dados médicos recentes, a BN resultante da frequência de corte analítica capturou as associações esperadas entre os nós e também obteve melhor desempenho de predição do que as BNs aprendidas com limiares vizinhos ao calculado. Na literatura, a característica contabilizada ao longo das estruturas perturbadas tem sido as arestas e não as arestas direcionadas (arcos) como nesta tese. Essa estratégia modificada ainda foi aplicada a um conjunto de dados de idosos para identificar potenciais relações entre variáveis de interesse médico, mas usando um limiar aumentado em vez do previsto pela fórmula proposta - essa cautela deve-se às possíveis implicações sociais do achado. A motivação por trás dessa aplicação é que, apesar da proporção de idosos na população ter aumentado substancialmente nas últimas décadas, os fatores de risco que devem ser controlados com antecedência para garantir um processo natural de declínio mental devido ao envelhecimento permanecem desconhecidos. No modelo estrutural aprendido, investigou-se graficamente o mecanismo de dependência probabilística entre duas variáveis de interesse médico: o fator de risco suspeito conhecido como Síndrome Metabólica e o indicador de declínio mental denominado Comprometimento Cognitivo. Nessa investigação, empregou-se o conceito conhecido no contexto de BNs como D-separação. Esse estudo revelou que a dependência entre Síndrome Metabólica e Variáveis Cognitivas de fato existe e depende tanto do Índice de Massa Corporal quanto da idade.
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D'AMICO, ROBERTO. « Efficient frequency averaging techniques for noise and vibration simulations ». Doctoral thesis, 2014. http://hdl.handle.net/2158/872926.

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Hounyo, Koomla Ulrich. « Bootstrapping high frequency data ». Thèse, 2013. http://hdl.handle.net/1866/10217.

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Nous développons dans cette thèse, des méthodes de bootstrap pour les données financières de hautes fréquences. Les deux premiers essais focalisent sur les méthodes de bootstrap appliquées à l’approche de "pré-moyennement" et robustes à la présence d’erreurs de microstructure. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. En se basant sur cette ap- proche d’estimation de la volatilité intégrée en présence d’erreurs de microstructure, nous développons plusieurs méthodes de bootstrap qui préservent la structure de dépendance et l’hétérogénéité dans la moyenne des données originelles. Le troisième essai développe une méthode de bootstrap sous l’hypothèse de Gaussianité locale des données financières de hautes fréquences. Le premier chapitre est intitulé: "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". Nous proposons dans ce chapitre, des méthodes de bootstrap robustes à la présence d’erreurs de microstructure. Particulièrement nous nous sommes focalisés sur la volatilité réalisée utilisant des rendements "pré-moyennés" proposés par Podolskij et Vetter (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à hautes fréquences consécutifs qui ne se chevauchent pas. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. Le non-chevauchement des blocs fait que les rendements "pré-moyennés" sont asymptotiquement indépendants, mais possiblement hétéroscédastiques. Ce qui motive l’application du wild bootstrap dans ce contexte. Nous montrons la validité théorique du bootstrap pour construire des intervalles de type percentile et percentile-t. Les simulations Monte Carlo montrent que le bootstrap peut améliorer les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques, pourvu que le choix de la variable externe soit fait de façon appropriée. Nous illustrons ces méthodes en utilisant des données financières réelles. Le deuxième chapitre est intitulé : "Bootstrapping pre-averaged realized volatility under market microstructure noise". Nous développons dans ce chapitre une méthode de bootstrap par bloc basée sur l’approche "pré-moyennement" de Jacod et al. (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à haute fréquences consécutifs qui se chevauchent. Le chevauchement des blocs induit une forte dépendance dans la structure des rendements "pré-moyennés". En effet les rendements "pré-moyennés" sont m-dépendant avec m qui croît à une vitesse plus faible que la taille d’échantillon n. Ceci motive l’application d’un bootstrap par bloc spécifique. Nous montrons que le bloc bootstrap suggéré par Bühlmann et Künsch (1995) n’est valide que lorsque la volatilité est constante. Ceci est dû à l’hétérogénéité dans la moyenne des rendements "pré-moyennés" au carré lorsque la volatilité est stochastique. Nous proposons donc une nouvelle procédure de bootstrap qui combine le wild bootstrap et le bootstrap par bloc, de telle sorte que la dépendance sérielle des rendements "pré-moyennés" est préservée à l’intérieur des blocs et la condition d’homogénéité nécessaire pour la validité du bootstrap est respectée. Sous des conditions de taille de bloc, nous montrons que cette méthode est convergente. Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques. Nous illustrons cette méthode en utilisant des données financières réelles. Le troisième chapitre est intitulé: "Bootstrapping realized covolatility measures under local Gaussianity assumption". Dans ce chapitre nous montrons, comment et dans quelle mesure on peut approximer les distributions des estimateurs de mesures de co-volatilité sous l’hypothèse de Gaussianité locale des rendements. En particulier nous proposons une nouvelle méthode de bootstrap sous ces hypothèses. Nous nous sommes focalisés sur la volatilité réalisée et sur le beta réalisé. Nous montrons que la nouvelle méthode de bootstrap appliquée au beta réalisé était capable de répliquer les cummulants au deuxième ordre, tandis qu’il procurait une amélioration au troisième degré lorsqu’elle est appliquée à la volatilité réalisée. Ces résultats améliorent donc les résultats existants dans cette littérature, notamment ceux de Gonçalves et Meddahi (2009) et de Dovonon, Gonçalves et Meddahi (2013). Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques et les résultats de bootstrap existants. Nous illustrons cette méthode en utilisant des données financières réelles.
We 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.
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Livres sur le sujet "Frequency averaging"

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Khapaev, M. M. Averaging in stability theory : A study of resonance multi-frequency systems. Dordrecht : Kluwer Academic Publishers, 1993.

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Hapaev, M. M. Averaging in Stability Theory : A Study of Resonance Multi-Frequency Systems (Mathematics and its Applications). Springer, 1992.

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3

Congendo, Marco, et Fernando H. Lopes da Silva. Event-Related Potentials. Sous la direction de Donald L. Schomer et Fernando H. Lopes da Silva. Oxford University Press, 2017. http://dx.doi.org/10.1093/med/9780190228484.003.0039.

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Event-related potentials (ERPs) can be elicited by a variety of stimuli and events in diverse conditions. This chapter covers the methodology of analyzing and quantifying ERPs in general. Basic models (additive, phase modulation and resetting, potential asymmetry) that account for the generation of ERPs are discussed. The principles and requirements of ensemble time averaging are presented, along with several univariate and multivariate methods that have been proposed to improve the averaging procedure: wavelet decomposition and denoising, spatial, temporal and spatio-temporal filtering. We emphasize basic concepts of principal component analysis, common spatial pattern, and blind source separation, including independent component analysis. We cover practical questions related to the averaging procedure: overlapping ERPs, correcting inter-sweep latency and amplitude variability, alternative averaging methods (e.g., median), and estimation of ERP onset. Some specific aspects of ERP analysis in the frequency domain are surveyed, along with topographic analysis, statistical testing, and classification methods.
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Isett, Philip. The Euler-Reynolds System. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691174822.003.0001.

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This chapter provides a background on the Euler-Reynolds system, starting with some of the underlying philosophy behind the argument. It describes low frequency parts and ensemble averages of Euler flows and shows that the average of any family of solutions to Euler will be a solution of the Euler-Reynolds equations. It explains how the most relevant type of averaging to convex integration arises during the operation of taking weak limits, which can be regarded as an averaging process. The chapter proceeds by focusing on weak limits of Euler flows and the hierarchy of frequencies, concluding with a discussion of the method of convex integration and the h-principle for weak limits. The method inherently proves that weak solutions to Euler may fail to be solutions.
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Facca, Joseph Bruno. "In vitro" characterization of the maximum and mean frequency wave forms of the CW Doppler spectrum from a corotid artery model using DFT analysis and ensemble averaging. 1986.

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Isett, Philip. The Coarse Scale Flow and Commutator Estimates. Princeton University Press, 2017. http://dx.doi.org/10.23943/princeton/9780691174822.003.0016.

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This chapter derives estimates for the coarse scale flow and commutator. Instead of mollifying the velocity field in the time variable, it derives a Transport equation for vsubscript Element and some estimates that will be necessary for the proof. Here the quadratic term arises from the failure of the nonlinearity to commute with the averaging. Commutator estimates are then derived. To observe cancellation in the quadratic term, the control over the higher-frequency part of v is used, and cancellation is obtained from the lower-frequency parts. It becomes clear that the commutator terms can be estimated using the control of only the derivatives of v. The chapter concludes by presenting the theorem for coarse scale flow estimates.
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Chapitres de livres sur le sujet "Frequency averaging"

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Weik, Martin H. « frequency averaging ». Dans Computer Science and Communications Dictionary, 644. Boston, MA : Springer US, 2000. http://dx.doi.org/10.1007/1-4020-0613-6_7606.

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Hapaev, M. M. « Stability of Multi — Frequency Systems ». Dans Averaging in Stability Theory, 114–39. Dordrecht : Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-011-2644-1_4.

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Hapaev, M. M. « Averaging of Ordinary Differential Equations in One — and Multi — Frequency Systems ». Dans Averaging in Stability Theory, 1–18. Dordrecht : Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-011-2644-1_1.

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Akulenko, Leonid D. « Averaging Method in Optimal Control Problems for Single-Frequency Essentially Nonlinear Systems ». Dans Problems and Methods of Optimal Control, 97–134. Dordrecht : Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-011-1194-2_3.

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Sanders, Jan A., et Ferdinand Verhulst. « Averaging over Spatial Variables : Systems with Slowly Varying Frequency and Passage through Resonance ». Dans Applied Mathematical Sciences, 83–123. New York, NY : Springer New York, 1985. http://dx.doi.org/10.1007/978-1-4757-4575-7_5.

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Guschina, Oksana, Timofey Shevgunov, Evgeniy Efimov et Vladimir Kirdyashkin. « The Exact Frequency Domain Solution for the Periodic Synchronous Averaging Performed in Discrete-Time ». Dans Computational Statistics and Mathematical Modeling Methods in Intelligent Systems, 167–75. Cham : Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-31362-3_17.

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Klimina, Liubov, Ekaterina Shalimova, Marat Dosaev, Boris Lokshin et Vitaly Samsonov. « Two-Frequency Averaging in the Problem of Motion of a Counter-Rotating Vertical Axis Wind Turbine ». Dans Springer Proceedings in Mathematics & ; Statistics, 183–92. Cham : Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-96598-7_15.

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Tony Fischer, R. A. « History of Wheat Breeding : A Personal View ». Dans Wheat Improvement, 17–30. Cham : Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-90673-3_2.

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AbstractFor more than a century, breeding has delivered huge benefits as a major driver of increased wheat productivity and of stability in the face of inevitable disease threats. Thus, the real cost of this staple grain has been reduced for billions of consumers. Steady breeding progress has been seen across many important traits of wheat, currently for potential yield averaging about 0.6% p.a. This yield progress continues to rely of extensive multilocational yield testing but has, however, become more difficult, even as new breeding techniques have improved efficiency. Breeding will continue to evolve as new approaches, being proposed with increasing frequency, are tested and found useful or not. High throughput phenotyping (HTPP), applying modern crop physiology, and molecular markers and genomic selection (GS) are in this phase right now. Such new techniques, along with pre-breeding for new traits, will likely play a larger role in this future improvement of wheat. New tools will also include genetic engineering (GE), as society’s need for its benefits become more urgent. The steady privatization of breeding seems unlikely to cease in the developed world but will continue to struggle elsewhere. It would seem wise, however, that a significant portion of the world’s pre-breeding research remains in the public sector, while maintaining close and equitable contact with those delivering new varieties.
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Weaver, James C., Timothy E. Vaughan, Robert K. Adair et R. Dean Astumian. « Altered Cumulative Calcium Influx for Biological Cells : An Illustration of the Theory of Signal Averaging by Rectification of Weak Extremely Low Frequency Electric Fields ». Dans Electricity and Magnetism in Biology and Medicine, 319–22. Boston, MA : Springer US, 1999. http://dx.doi.org/10.1007/978-1-4615-4867-6_73.

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Pronin, A., et D. Treschev. « Averaging in multi–frequency slow–fast systems ». Dans Equadiff 99, 955–60. World Scientific Publishing Company, 2000. http://dx.doi.org/10.1142/9789812792617_0187.

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Actes de conférences sur le sujet "Frequency averaging"

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Zaplata, Filip, et Miroslav Kasal. « Spectrum averaging carrier frequency estimation ». Dans 2015 25th International Conference Radioelektronika (RADIOELEKTRONIKA. IEEE, 2015. http://dx.doi.org/10.1109/radioelek.2015.7129027.

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Yimin Zhang et M. G. Amin. « Spatial averaging of time-frequency distributions ». Dans 1999 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258). IEEE, 1999. http://dx.doi.org/10.1109/icassp.1999.756227.

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Adachi, Kentaro, Haruo Suemitsu et Takami Matsuo. « LMI-Based Frequency Estimator with Averaging ». Dans Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007). IEEE, 2007. http://dx.doi.org/10.1109/icicic.2007.370.

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Yan, Hongxiang, et Hamid Moradkhani. « Bayesian Model Averaging for Flood Frequency Analysis ». Dans World Environmental and Water Resources Congress 2014. Reston, VA : American Society of Civil Engineers, 2014. http://dx.doi.org/10.1061/9780784413548.189.

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Stovas, A., et Y. Roganov. « Low-frequency extension of the Backus averaging method ». Dans 12th International Congress of the Brazilian Geophysical Society & EXPOGEF, Rio de Janeiro, Brazil, 15-18 August 2011. Society of Exploration Geophysicists and Brazilian Geophysical Society, 2011. http://dx.doi.org/10.1190/sbgf2011-361.

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Wear, Keith, et Anant Shah. « Hydrophone Spatial Averaging Correction for High-Frequency Arrays ». Dans 2022 IEEE International Ultrasonics Symposium (IUS). IEEE, 2022. http://dx.doi.org/10.1109/ius54386.2022.9957622.

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Kammer, Christoph, et Alireza Karimi. « Robust distributed averaging frequency control of inverter-based microgrids ». Dans 2016 IEEE 55th Conference on Decision and Control (CDC). IEEE, 2016. http://dx.doi.org/10.1109/cdc.2016.7799029.

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Nadeu, Climent, Felix Galindo et Jaume Padrell. « On frequency averaging for spectral analysis in speech recognition ». Dans 5th International Conference on Spoken Language Processing (ICSLP 1998). ISCA : ISCA, 1998. http://dx.doi.org/10.21437/icslp.1998-541.

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Rohaly, Ann Marie, et Hugh R. Wilson. « Disparity averaging across spatial scales ». Dans OSA Annual Meeting. Washington, D.C. : Optica Publishing Group, 1990. http://dx.doi.org/10.1364/oam.1990.fkk3.

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Previous studies on the phenomenon of disparity averaging have used random-dot stereograms or line stimuli, leaving open the question of whether disparity averaging occurs across spatial scales as well as within them. We have examined this question by performing a series of depth-matching experiments using stimuli composed of the sum of two cosine gratings of different frequency and retinal disparity. When the frequencies of the cosines are separated by 3.5 octaves or less, perceived depth is close to the average disparity of the components. Similar results are obtained when the relative orientation of the components is less than 30°. Beyond these limits in spatial frequency and orientation, averaging no longer occurs, and the components are perceived transparently in depth. Perceived depth is also contrast-dependent. As the relative contrast of the gratings is varied, perceived depth varies smoothly in the direction of the higher contrast component. These results demonstrate that disparity averaging does occur across spatial scales and that disparity-selective mechanisms are tuned for both spatial frequency and orientation.
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Yu, J., T. Legero, F. Riehle, C. Y. Ma, S. Herbers, D. Nicolodi, D. Kedar, E. Oelker, J. Ye et U. Sterr. « A Simple Frequency Stabilization Technique for Averaging Birefringent Noise in Crystalline Mirror Coatings ». Dans 2022 Joint Conference of the European Frequency and Time Forum and IEEE International Frequency Control Symposium (EFTF/IFCS). IEEE, 2022. http://dx.doi.org/10.1109/eftf/ifcs54560.2022.9850735.

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